0001752724-21-134995.txt : 20210624
0001752724-21-134995.hdr.sgml : 20210624
20210624115547
ACCESSION NUMBER: 0001752724-21-134995
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210430
FILED AS OF DATE: 20210624
PERIOD START: 20211031
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: 211041596
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
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0001707770
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C000192519
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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
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2021-10-31
2021-04-30
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CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ConocoPhillips
ConocoPhillips
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Equity - Performance Leg
2022-01-20
0.00000000
USD
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USD
112934.40000000
USD
-1674.57000000
N
N
N
MORGAN STANLEY & CO. LLC
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TRS AMEREN CORP
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CORP
US
N
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MORGAN STANLEY & CO. LLC
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Ameren Corp
Ameren Corp
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Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
4764.06000000
USD
70.94000000
N
N
N
PROJECT RUBY ULTIMATE PARE
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Project Ruby Ultimate Parent Corp
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PA
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0.152544155251
Long
LON
CORP
US
N
2
2028-03-10
Floating
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N
N
N
N
N
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MORGAN STANLEY & COMPANY LLC
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CORP
US
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2
MORGAN STANLEY & COMPANY LLC
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Fortune Brands Home & Security
Fortune Brands Home & Security Inc
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Equity - Performance Leg
2022-01-20
0.00000000
USD
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USD
-53081.20000000
USD
-1932.69000000
N
N
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MORGAN STANLEY & CO. LLC
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CORP
US
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MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Amphenol Corp
Amphenol Corp
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Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
41112.00000000
USD
-715.58000000
N
N
N
MORGAN STANLEY & COMPANY LLC
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TRS DERWENT LONDON PLC
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1.00000000
NC
98.57000000
0.000050499672
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Derwent London PLC
Derwent London PLC
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Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
10071.00000000
GBP
98.57000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMERICAN TOWER CORP
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1.00000000
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USD
1611.23000000
0.000825470089
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
American Tower Corp
American Tower Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
52645.08000000
USD
1611.23000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TESLA INC
000000000
1.00000000
NC
USD
6368.76000000
0.003262861844
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Tesla Inc
Tesla Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-160330.45000000
USD
6368.76000000
N
N
N
TIGER MERGER SUB CO
549300EK847TAWPJWF34
Tiger Merger Sub Co
87823QAS3
598246.86720000
PA
USD
599371.57000000
0.307071804627
Long
LON
CORP
US
N
2
2025-07-01
Floating
5.61325000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
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ZCS IFS USD
000000000
1.00000000
NC
USD
5009.81000000
0.002566640585
N/A
DO
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-11-12
16.67000000
USD
0.00000000
USD
-100000.00000000
USD
4993.14000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYCHEX INC
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1.00000000
NC
USD
2147.84000000
0.001100387702
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
177980.88000000
USD
2147.84000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AJINOMOTO CO INC
000000000
1.00000000
NC
-431.01000000
-0.00022081631
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
-7663250.10000000
JPY
-431.01000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FLEETCOR TECHNOLOGIES INC
000000000
1.00000000
NC
USD
-712.73000000
-0.00036514792
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
58246.00000000
USD
-712.73000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS BRENNTAG AG
000000000
1.00000000
NC
2693.25000000
0.001379813756
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Brenntag SE
Brenntag SE
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-482710.86000000
EUR
2693.25000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS SOUTHWEST AIRLINES CO
000000000
1.00000000
NC
USD
-68.47000000
-0.00003507875
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Southwest Airlines Co
Southwest Airlines Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
25113.06000000
USD
-68.47000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CBTX INC
000000000
1.00000000
NC
USD
-830.19000000
-0.00042532538
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CBTX Inc
CBTX Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
22715.00000000
USD
-830.19000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUITY RESIDENTIAL
000000000
1.00000000
NC
USD
518.53000000
0.000265654813
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
18852.03000000
USD
518.53000000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TRS COLOPLAST A/S
000000000
1.00000000
NC
4692.04000000
0.002403839725
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
Coloplast A/S
Coloplast A/S
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
633154.20000000
DKK
4692.04000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SBA COMMUNICATIONS CORP
000000000
1.00000000
NC
USD
-4125.87000000
-0.00211377784
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SBA Communications Corp
SBA Communications Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-105280.60000000
USD
-4125.87000000
N
N
N
Akoya Biosciences Inc
N/A
Akoya Biosciences Inc
00974H104
658.00000000
NS
USD
14765.52000000
0.007564714610
Long
EC
CORP
US
N
1
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS FANUC CORP
000000000
1.00000000
NC
-7310.92000000
-0.00374555202
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
FANUC Corp
FANUC Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
10868000.00000000
JPY
-7310.92000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS XILINX INC
000000000
1.00000000
NC
USD
-2332.76000000
-0.00119512646
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Xilinx Inc
Xilinx Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
140247.80000000
USD
-2332.76000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP
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1.00000000
NC
USD
-1238.83000000
-0.00063468102
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Westinghouse Air Brake Technol
Westinghouse Air Brake Technologies Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-71563.16000000
USD
-1238.83000000
N
N
N
JANE STREET GROUP LLC
5493002N1IVX6KHGYO08
Jane Street Group LLC
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488775.00000000
PA
USD
484131.64000000
0.248031744935
Long
LON
CORP
US
N
2
2025-01-07
Floating
2.86325000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ISTYLE INC
000000000
1.00000000
NC
4716.20000000
0.002416217447
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Istyle Inc
Istyle Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
12457600.00000000
JPY
4716.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GENERAL ELECTRIC CO
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1.00000000
NC
USD
-2188.43000000
-0.00112118289
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
68563.00000000
USD
-2188.43000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS MEGGITT PLC
000000000
1.00000000
NC
-10239.85000000
-0.00524611005
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Meggitt PLC
Meggitt PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
220869.29000000
GBP
-10239.85000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS BP PLC
000000000
1.00000000
NC
1055.28000000
0.000540644151
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
BP PLC
BP PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-493427.27000000
GBP
1055.28000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AT&T INC
000000000
1.00000000
NC
USD
-4364.90000000
-0.00223623839
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
-59500.00000000
USD
-4364.90000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS THALES SA
000000000
1.00000000
NC
-1854.60000000
-0.00095015412
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Thales SA
Thales SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
88026.00000000
EUR
-1854.60000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FIFTH THIRD BANCORP
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1.00000000
NC
USD
1566.87000000
0.000802743444
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
23806.78000000
USD
1566.87000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMETEK INC
000000000
1.00000000
NC
USD
-685.94000000
-0.00035142279
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
-50996.45000000
USD
-685.94000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TELECOM ITALIA SPA/MILANO
000000000
1.00000000
NC
-2008.53000000
-0.00102901599
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
-43494.02000000
EUR
-2008.53000000
N
N
N
WOOF HOLDINGS LLC
N/A
Woof Holdings LLC
98082EAD6
300000.00000000
PA
USD
301875.00000000
0.154657487377
Long
LON
CORP
US
N
2
2028-12-21
Floating
8.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CBTX INC
000000000
1.00000000
NC
USD
-1660.37000000
-0.00085064563
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CBTX Inc
CBTX Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
45430.00000000
USD
-1660.37000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FEDEX CORP
000000000
1.00000000
NC
USD
-476.55000000
-0.00024414749
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
147056.00000000
USD
-476.55000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS IDEXX LABORATORIES INC
000000000
1.00000000
NC
USD
-2345.38000000
-0.00120159197
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
-60244.44000000
USD
-2345.38000000
N
N
N
Rede D'Or Sao Luiz SA
N/A
Rede D'Or Sao Luiz SA
000000000
2897.00000000
NS
37577.46000000
0.019251794768
Long
EC
CORP
BR
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL FLAVORS & FRAGRANCES INC
000000000
1.00000000
NC
USD
331.28000000
0.000169722343
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
IFF
International Flavors & Fragrances Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
185166.45000000
USD
331.28000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CITIZENS FINANCIAL GROUP INC
000000000
1.00000000
NC
USD
8323.42000000
0.004264279001
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Citizens Financial Group Inc
Citizens Financial Group Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
187656.00000000
USD
8323.42000000
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
156700BA3
600000.00000000
PA
USD
671250.00000000
0.343896773175
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
7.50000000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-BTP ITALIAN BOND
000000000
17.00000000
NC
-25363.18000000
-0.01299413893
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Long
BUONI POLIENNALI DEL TES
Italy Buoni Poliennali Del Tesoro
2021-06-08
3036290.39000000
USD
-25363.18000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SUMITOMO CHEMICAL CO LTD
000000000
1.00000000
NC
-3890.91000000
-0.00199340244
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
9168800.48000000
JPY
-3890.91000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MICROCHIP TECHNOLOGY INC
000000000
1.00000000
NC
USD
-3352.66000000
-0.00171764462
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Microchip Technology Inc
Microchip Technology Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
52938.60000000
USD
-3352.66000000
N
N
N
NEW TROJAN PARENT INC
N/A
New Trojan Parent Inc
64900YAB8
90000.00000000
PA
USD
89662.50000000
0.045936155567
Long
LON
CORP
US
N
2
2028-01-06
Floating
3.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PFIZER INC
000000000
1.00000000
NC
USD
-3159.29000000
-0.00161857673
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Pfizer Inc
Pfizer Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-112800.00000000
USD
-3159.29000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WELCIA HOLDINGS CO LTD
000000000
1.00000000
NC
3077.04000000
0.001576438177
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
-4103000.02000000
JPY
3077.04000000
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF SA
10552TAH0
400000.00000000
PA
USD
392964.00000000
0.201324471618
Long
DBT
CORP
BR
N
2
2050-09-21
Fixed
5.75000000
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS CALBEE INC
000000000
1.00000000
NC
2137.59000000
0.001095136392
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Calbee Inc
Calbee Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-6258300.00000000
JPY
2137.59000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ETFS COPPER
000000000
1.00000000
NC
USD
-6302.89000000
-0.00322911513
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
WisdomTree Copper
WT COPPER
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-106979.95000000
USD
-6302.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SSP GROUP PLC
000000000
1.00000000
NC
3857.51000000
0.001976290862
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SSP Group Plc
SSP Group Plc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
41961.00000000
GBP
3857.51000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TURQUOISE HILL RESOURCES LTD
000000000
1.00000000
NC
USD
10295.03000000
0.005274380032
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TURQUOISE HILL RESOURCES LTD
TURQUOISE HILL RESOURCES LTD
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-108920.00000000
USD
10295.03000000
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corp/The
42804VAW1
300000.00000000
PA
USD
301374.00000000
0.154400813584
Long
LON
CORP
US
N
2
2021-12-31
Floating
8.25000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS ALLEGION PLC
000000000
1.00000000
NC
USD
-3150.38000000
-0.00161401194
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Allegion plc
Allegion plc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-106512.48000000
USD
-3150.38000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EUTELSAT COMMUNICATIONS SA
000000000
1.00000000
NC
-284.93000000
-0.00014597617
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Eutelsat Communications SA
Eutelsat Communications SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-7115.82000000
EUR
-284.93000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CONOCOPHILLIPS
000000000
1.00000000
NC
USD
-7403.21000000
-0.00379283430
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ConocoPhillips
ConocoPhillips
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
499278.00000000
USD
-7403.21000000
N
N
N
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
-12624.50000000
-0.00646782095
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
-665743.11000000
USD
9508551.19000000
ZAR
2021-05-28
-12624.50000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
373.38000000
0.000191291139
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
25074.00000000
USD
373.38000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS SALESFORCE.COM INC
000000000
1.00000000
NC
USD
-1848.87000000
-0.00094721851
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
salesforce.com Inc
salesforce.com Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
158207.00000000
USD
-1848.87000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS FRANCO-NEVADA CORP
000000000
1.00000000
NC
USD
2151.02000000
0.001102016889
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
109216.00000000
USD
2151.02000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ATLANTIA SPA
000000000
1.00000000
NC
-60.58000000
-0.00003103652
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
211963.80000000
EUR
-60.58000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ISHARES RUSSELL 2000 ETF
000000000
1.00000000
NC
USD
-108.85000000
-0.00005576635
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
-39475.04000000
USD
-108.85000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BECTON DICKINSON AND CO
000000000
1.00000000
NC
USD
-1035.98000000
-0.00053075631
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
29394.90000000
USD
-1035.98000000
N
N
N
EUCRATES BIOMEDICAL ACQUISIT
N/A
EUCRATES BIOMEDICAL ACQ-CW25
000000000
3266.00000000
NS
USD
3755.90000000
0.001924233728
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS LOWE'S COS INC
000000000
1.00000000
NC
USD
7379.61000000
0.003780743487
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
-195978.06000000
USD
7379.61000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS UBS GROUP AG
000000000
1.00000000
NC
2217.86000000
0.001136260554
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
-48881.23000000
CHF
2217.86000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KLA CORP
000000000
1.00000000
NC
USD
5466.26000000
0.002800490391
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
-79895.44000000
USD
5466.26000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CABOT OIL & GAS CORP
000000000
1.00000000
NC
USD
342.45000000
0.000175444990
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
-36335.97000000
USD
342.45000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VENTAS INC
000000000
1.00000000
NC
USD
382.58000000
0.000196004510
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
-121350.84000000
USD
382.58000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS OTIS WORLDWIDE CORP
000000000
1.00000000
NC
USD
6512.04000000
0.003336267475
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
67137.62000000
USD
6512.04000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BECTON DICKINSON AND CO
000000000
1.00000000
NC
USD
-1035.98000000
-0.00053075631
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
29394.90000000
USD
-1035.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LIBERTY BROADBAND CORP
000000000
1.00000000
NC
USD
14224.15000000
0.007287358340
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Liberty Broadband Corp
Liberty Broadband Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
217611.75000000
USD
14224.15000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS MCKESSON CORP
000000000
1.00000000
NC
USD
-965.16000000
-0.00049447360
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
48033.87000000
USD
-965.16000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ISHARES CHINA LARGE-CAP ETF
000000000
1.00000000
NC
USD
695.70000000
0.000356423069
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
iShares China Large-Cap ETF
iShares China Large-Cap ETF
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-88635.00000000
USD
695.70000000
N
N
N
NAVISTAR INC
4EW4JDYTYMZ6D6T42H76
Navistar Inc
63937YAE1
995894.80100000
PA
USD
994649.93000000
0.509581975964
Long
LON
CORP
US
N
2
2024-11-06
Floating
3.61000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SSP GROUP PLC
000000000
1.00000000
NC
434.74000000
0.000222727274
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SSP Group Plc
SSP Group Plc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
6000.96000000
GBP
434.74000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPORTS VENTURES ACQUISITION CORP
000000000
1.00000000
NC
USD
0.00000000
0.000000
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SPORTS VENTURES ACQUISITION CORP
SPORTS VENTURES ACQUISITION CORP
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
1949.40000000
USD
0.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LONDON STOCK EXCHANGE GROUP PLC
000000000
1.00000000
NC
-1242.53000000
-0.00063657662
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
15800.00000000
GBP
-1242.53000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-68.18000000
-0.00003493017
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
-4231.68000000
USD
-68.18000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KUEHNE + NAGEL INTERNATIONAL AG
000000000
1.00000000
NC
2769.03000000
0.001418637589
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
-81469.10000000
CHF
2769.03000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HOLLYFRONTIER CORP
000000000
1.00000000
NC
USD
259.12000000
0.000132753120
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
-22626.99000000
USD
259.12000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FIRST REPUBLIC BANK/CA
000000000
1.00000000
NC
USD
-4372.13000000
-0.00223994249
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
First Republic Bank/CA
First Republic Bank/CA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-116354.14000000
USD
-4372.13000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MARTIN MARIETTA MATERIALS INC
000000000
1.00000000
NC
USD
957.05000000
0.000490318669
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Martin Marietta Materials Inc
Martin Marietta Materials Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
51299.48000000
USD
957.05000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EXXON MOBIL CORP
000000000
1.00000000
NC
USD
-267.61000000
-0.00013710274
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
-57606.78000000
USD
-267.61000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DANAHER CORP
000000000
1.00000000
NC
USD
2340.20000000
0.001198938143
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
50216.13000000
USD
2340.20000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TWD/USD FORWARD
000000000
1.00000000
NC
USD
-16682.03000000
-0.00854658664
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-25000000.00000000
TWD
884511.15000000
USD
2021-07-09
-16682.03000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS CHR HANSEN HOLDING A/S
000000000
1.00000000
NC
-2927.29000000
-0.00149971781
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Chr Hansen Holding A/S
Chr Hansen Holding A/S
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
1044951.60000000
DKK
-2927.29000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ISHARES MSCI EMERGING MARKETS ETF
000000000
1.00000000
NC
USD
1082.56000000
0.000554620321
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
iShares MSCI Emerging Markets ETF
iShares MSCI Emerging Markets ETF
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-260208.00000000
USD
1082.56000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WESDOME GOLD MINES LTD
000000000
1.00000000
NC
-7746.90000000
-0.00396891458
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
118200.00000000
CAD
-7746.90000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BANCO SANTANDER SA
000000000
1.00000000
NC
-6049.07000000
-0.00309907732
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
-35346.10000000
EUR
-6049.07000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS KION GROUP AG
000000000
1.00000000
NC
336.32000000
0.000172304451
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
13323.36000000
EUR
336.32000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GALP ENERGIA SGPS SA
000000000
1.00000000
NC
-1270.96000000
-0.00065114196
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
54713.41000000
EUR
-1270.96000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
MXN/USD FORWARD
000000000
1.00000000
NC
USD
-27861.37000000
-0.01427401897
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1719585.80000000
USD
34375000.00000000
MXN
2021-05-28
-27861.37000000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TRS UNITED PARCEL SERVICE INC
000000000
1.00000000
NC
USD
12636.50000000
0.006473968825
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
United Parcel Service Inc
United Parcel Service Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
85615.30000000
USD
12636.50000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS DERWENT LONDON PLC
000000000
1.00000000
NC
33.16000000
0.000016988628
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Derwent London PLC
Derwent London PLC
Y
Equity - Performance Leg
2021-07-12
0.00000000
USD
0.00000000
USD
3357.00000000
GBP
33.16000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS T-MOBILE US INC
000000000
1.00000000
NC
USD
694.90000000
0.000356013210
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
T-Mobile US Inc
T-Mobile US Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
143696.71000000
USD
694.90000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
CDS STENA
000000000
1.00000000
NC
-925.73000000
-0.00047427271
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
-365.48000000
USD
-100000.00000000
EUR
-560.25000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LIVE NATION ENTERTAINMENT INC
000000000
1.00000000
NC
USD
88.84000000
0.000045514769
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Live Nation Entertainment Inc
Live Nation Entertainment Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
4413.75000000
USD
88.84000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HALLIBURTON CO
000000000
1.00000000
NC
USD
-16971.50000000
-0.00869488876
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Halliburton Co
Halliburton Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
234767.96000000
USD
-16971.50000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KIMBERLY-CLARK CORP
000000000
1.00000000
NC
USD
5525.77000000
0.002830978729
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Kimberly-Clark Corp
Kimberly-Clark Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-137123.91000000
USD
5525.77000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ARISTA NETWORKS INC
000000000
1.00000000
NC
USD
-171.56000000
-0.00008789412
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
-151752.88000000
USD
-171.56000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERPUBLIC GROUP OF COS INC/THE
000000000
1.00000000
NC
USD
-6612.54000000
-0.00338775593
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
-152150.00000000
USD
-6612.54000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS CRH PLC
000000000
1.00000000
NC
3664.69000000
0.001877504753
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
CRH PLC
CRH PLC
Y
Equity - Performance Leg
2021-07-12
0.00000000
USD
0.00000000
USD
-160553.95000000
GBP
3664.69000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VALERO ENERGY CORP
000000000
1.00000000
NC
USD
-3549.56000000
-0.00181852101
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
-98375.42000000
USD
-3549.56000000
N
N
N
Piraeus Financial Holdings SA
M6AD1Y1KW32H8THQ6F76
Piraeus Financial Holdings SA
000000000
56039.00000000
NS
145945.10000000
0.074771022645
Long
EC
CORP
GR
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ROSS STORES INC
000000000
1.00000000
NC
USD
1321.89000000
0.000677234570
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
92414.12000000
USD
1321.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CONSTELLIUM SE
000000000
1.00000000
NC
USD
120.04000000
0.000061499245
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Constellium SE
Constellium SE
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
14518.72000000
USD
120.04000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SENIOR CONNECT ACQUISITION CORP I
000000000
1.00000000
NC
USD
183.18000000
0.000093847316
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Senior Connect Acquisition Corp I
SENIOR CONNECT ACQUISITION-A
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
64155.00000000
USD
183.18000000
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corp/The
42804VAS0
300000.00000000
PA
USD
300750.00000000
0.154081124070
Long
LON
CORP
US
N
2
2023-06-30
Floating
3.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS OUTFRONT MEDIA INC
000000000
1.00000000
NC
USD
4978.47000000
0.002550584384
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
116850.00000000
USD
4978.47000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS PFIZER INC
000000000
1.00000000
NC
USD
-1158.41000000
-0.00059348001
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Pfizer Inc
Pfizer Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-41360.00000000
USD
-1158.41000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS HARGREAVES LANSDOWN PLC
000000000
1.00000000
NC
4141.39000000
0.002121729098
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Hargreaves Lansdown PLC
Hargreaves Lansdown PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
106289.04000000
GBP
4141.39000000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TRS UNITED PARCEL SERVICE INC
000000000
1.00000000
NC
USD
10762.93000000
0.005514095935
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
United Parcel Service Inc
United Parcel Service Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
75873.29000000
USD
10762.93000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HOME DEPOT INC/THE
000000000
1.00000000
NC
USD
864.43000000
0.000442867318
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
320480.82000000
USD
864.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PNC FINANCIAL SERVICES GROUP INC/THE
000000000
1.00000000
NC
USD
2297.06000000
0.001176836531
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
30238.67000000
USD
2297.06000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CEDAR FAIR LP
000000000
1.00000000
NC
USD
2792.15000000
0.001430482495
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Cedar Fair LP
Cedar Fair LP
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
86022.00000000
USD
2792.15000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SCHOLAR ROCK HOLDING CORP
000000000
1.00000000
NC
USD
-1450.32000000
-0.00074303220
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
46736.06000000
USD
-1450.32000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AON PLC
000000000
1.00000000
NC
USD
-13783.31000000
-0.00706150589
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
-210721.50000000
USD
-13783.31000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS APPLE INC
000000000
1.00000000
NC
USD
2309.53000000
0.001183225198
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
-102758.00000000
USD
2309.53000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EXXON MOBIL CORP
000000000
1.00000000
NC
USD
-365.01000000
-0.00018700299
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
-78575.42000000
USD
-365.01000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SUN LIFE FINANCIAL INC
000000000
1.00000000
NC
2040.02000000
0.001045149043
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sun Life Financial Inc
Sun Life Financial Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
107064.81000000
CAD
2040.02000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SHIMANO INC
000000000
1.00000000
NC
7957.67000000
0.004076896886
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
-13390000.00000000
JPY
7957.67000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUITY LIFESTYLE PROPERTIES INC
000000000
1.00000000
NC
USD
2218.71000000
0.001136696029
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Equity LifeStyle Properties In
Equity LifeStyle Properties Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
66891.36000000
USD
2218.71000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS S&P GLOBAL INC
000000000
1.00000000
NC
USD
-9701.77000000
-0.00497043932
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
S&P Global Inc
S&P Global Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-237044.24000000
USD
-9701.77000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FACEBOOK INC
000000000
1.00000000
NC
USD
1152.62000000
0.000590513666
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
20623.94000000
USD
1152.62000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMADA CO LTD
000000000
1.00000000
NC
-1506.15000000
-0.00077163519
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Amada Co Ltd
Amada Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
12725999.95000000
JPY
-1506.15000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LINDE PLC
000000000
1.00000000
NC
USD
-1133.01000000
-0.00058046701
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Linde PLC
Linde PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
149456.43000000
USD
-1133.01000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAMDEN PROPERTY TRUST
000000000
1.00000000
NC
USD
3197.27000000
0.001638034764
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
69078.00000000
USD
3197.27000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INVESCO QQQ TRUST SERIES 1
000000000
1.00000000
NC
USD
3232.67000000
0.001656170997
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
-307449.00000000
USD
3232.67000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SUMITOMO METAL MINING CO LTD
000000000
1.00000000
NC
-12476.70000000
-0.00639209961
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
38472000.00000000
JPY
-12476.70000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS CIE FINANCIERE RICHEMONT SA
000000000
1.00000000
NC
-1451.38000000
-0.00074357526
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Cie Financiere Richemont SA
Cie Financiere Richemont SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
42627.06000000
CHF
-1451.38000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INGERSOLL RAND INC
000000000
1.00000000
NC
USD
60.91000000
0.000031205590
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
49340.00000000
USD
60.91000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTUIT INC
000000000
1.00000000
NC
USD
-1533.55000000
-0.00078567284
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Intuit Inc
Intuit Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
116916.80000000
USD
-1533.55000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS KRAFT HEINZ CO/THE
000000000
1.00000000
NC
USD
-414.72000000
-0.00021247056
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
-69949.20000000
USD
-414.72000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EVERSOURCE ENERGY
000000000
1.00000000
NC
USD
3241.80000000
0.001660848505
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
-112319.35000000
USD
3241.80000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUITY RESIDENTIAL
000000000
1.00000000
NC
USD
993.34000000
0.000508910868
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
36115.00000000
USD
993.34000000
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant Inc
04621X108
752.00000000
NS
USD
117011.20000000
0.059947521944
Long
EC
CORP
US
N
1
N
N
N
ZAXBY'S OPERATING CO LP
549300M5VMOK30PH8L05
Zaxby's Operating Co LP
98919DAE5
300000.00000000
PA
USD
303501.00000000
0.155490524477
Long
LON
CORP
US
N
2
2028-12-28
Floating
7.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INGERSOLL RAND INC
000000000
1.00000000
NC
USD
18.21000000
0.000009329400
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
14752.66000000
USD
18.21000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS DEXUS
000000000
1.00000000
NC
-7804.97000000
-0.00399866517
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Dexus
Dexus
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-670468.26000000
AUD
-7804.97000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BECTON DICKINSON AND CO
000000000
1.00000000
NC
USD
-1035.98000000
-0.00053075631
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
29394.90000000
USD
-1035.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BNP PARIBAS SA
000000000
1.00000000
NC
2014.30000000
0.001031972097
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
53054.00000000
EUR
2014.30000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALCON INC
000000000
1.00000000
NC
339.15000000
0.000173754324
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
48813.37000000
CHF
339.15000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BRISTOL-MYERS SQUIBB CO
000000000
1.00000000
NC
USD
1524.69000000
0.000781133662
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
-64440.00000000
USD
1524.69000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-18.84000000
-0.00000965216
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
-1169.28000000
USD
-18.84000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS JPMORGAN CHASE & CO
000000000
1.00000000
NC
USD
-8976.58000000
-0.00459890785
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
-826587.44000000
USD
-8976.58000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KUBOTA CORP
000000000
1.00000000
NC
1525.38000000
0.000781487165
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
-13790600.13000000
JPY
1525.38000000
N
N
N
FILTRATION GROUP CORP
549300ZA0D9WN5ECE978
Filtration Group Corp
31732FAQ9
398000.00000000
PA
USD
397502.50000000
0.203649649279
Long
LON
CORP
US
N
2
2025-03-29
Floating
4.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CARNEY TECHNOLOGY ACQUISITION CORP II
000000000
1.00000000
NC
USD
-76.76000000
-0.00003932590
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Carney Technology Acquisition
Carney Technology Acquisition Corp II
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
63830.00000000
USD
-76.76000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYCOM SOFTWARE INC
000000000
1.00000000
NC
USD
2541.38000000
0.001302007272
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Paycom Software Inc
Paycom Software Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-73663.30000000
USD
2541.38000000
N
N
N
BORSA ITALIANA S.P.A.
8156005391EE905D3124
FTSE MIB INDEX
000000000
29.00000000
NC
2706.28000000
0.001386489324
N/A
DE
CORP
IT
N
1
BORSA ITALIANA S.P.A.
8156005391EE905D3124
Long
FINANCIAL TIMES STOCK EXCHANGE
FTSE MIB
2021-06-18
4080027.04000000
USD
2706.28000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS TEUCRIUM SOYBEAN FUND
000000000
1.00000000
NC
USD
-1607.30000000
-0.00082345666
N/A
DCO
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Teucrium Soybean Fund
TEUCRIUM SOYBEAN FUND
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-22492.05000000
USD
-1607.30000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WILLIS TOWERS WATSON PLC
000000000
1.00000000
NC
USD
17189.82000000
0.008806739112
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
196333.50000000
USD
17189.82000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DERWENT LONDON PLC
000000000
1.00000000
NC
394.29000000
0.000202003811
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
40284.00000000
GBP
394.29000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TRELLEBORG AB
000000000
1.00000000
NC
-6351.05000000
-0.00325378860
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
1868578.80000000
SEK
-6351.05000000
N
N
N
TIGER MERGER SUB CO
549300EK847TAWPJWF34
Tiger Merger Sub Co
87823QAR5
199000.00000000
PA
USD
199497.50000000
0.102207145633
Long
LON
CORP
US
N
2
2025-07-01
Floating
3.61325000
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS JULIUS BAER GROUP LTD
000000000
1.00000000
NC
-10455.22000000
-0.00535644904
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
169651.68000000
CHF
-10455.22000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NVIDIA CORP
000000000
1.00000000
NC
USD
7164.03000000
0.003670296908
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
-102632.91000000
USD
7164.03000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ASTRAZENECA PLC
000000000
108.00000000
NC
USD
33480.00000000
0.017152572016
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
AstraZeneca PLC
AstraZeneca PLC
100.00000000
55.00000000
USD
2022-01-21
XXXX
830.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EOG RESOURCES INC
000000000
1.00000000
NC
USD
856.32000000
0.000438712379
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
78292.25000000
USD
856.32000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS BANCO SANTANDER SA
000000000
1.00000000
NC
-43847.49000000
-0.02246407496
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
-256423.89000000
EUR
-43847.49000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WOLTERS KLUWER NV
000000000
1.00000000
NC
239.25000000
0.000122573263
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
-128870.70000000
EUR
239.25000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAMECO CORP
000000000
1.00000000
NC
USD
-237.08000000
-0.00012146152
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Cameco Corp
Cameco Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-17767.89000000
USD
-237.08000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VULCAN MATERIALS CO
000000000
1.00000000
NC
USD
186.72000000
0.000095660939
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Vulcan Materials Co
Vulcan Materials Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
9436.50000000
USD
186.72000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WORKDAY INC
000000000
1.00000000
NC
USD
-6255.51000000
-0.00320484127
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Workday Inc
Workday Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
122076.01000000
USD
-6255.51000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DD3 ACQUISITION CORP II
000000000
1.00000000
NC
USD
-325.84000000
-0.00016693530
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
DD3 Acquisition Corp II
DD3 ACQUISITION CORP II-A
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
31712.00000000
USD
-325.84000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TEUCRIUM SOYBEAN FUND
000000000
1.00000000
NC
USD
-4592.29000000
-0.00235273551
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
-64263.00000000
USD
-4592.29000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FRANCO-NEVADA CORP
000000000
1.00000000
NC
USD
1455.21000000
0.000745537464
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
73720.80000000
USD
1455.21000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-97.78000000
-0.00005009493
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
-6069.12000000
USD
-97.78000000
N
N
N
MH SUB I LLC
N/A
MH Sub I LLC
45567YAJ4
297686.37000000
PA
USD
294751.18000000
0.151007790974
Long
LON
CORP
US
N
2
2024-09-15
Floating
3.61325000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DD3 ACQUISITION CORP II
000000000
1.00000000
NC
USD
-546.91000000
-0.00028019453
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
DD3 Acquisition Corp II
DD3 ACQUISITION CORP II-A
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
53226.61000000
USD
-546.91000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALBEMARLE CORP
000000000
1.00000000
NC
USD
15251.91000000
0.007813903365
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
130191.15000000
USD
15251.91000000
N
N
N
SINGAPORE EXCHANGE LIMITED
549300IQ650PPXM76X03
SGX Mini Japan Government 10 Year Bond
000000000
-21.00000000
NC
-8896.93000000
-0.00455810133
N/A
DIR
CORP
SG
N
1
SINGAPORE EXCHANGE LIMITED
549300IQ650PPXM76X03
Short
JAPAN (10 YEAR ISSUE)
Japan Government Ten Year Bond
2021-06-11
-2911450.09000000
USD
-8896.93000000
N
N
N
GRAHAM PACKAGING/GPC CAP
N/A
Graham Packaging Co Inc
38469EAD5
293898.31000000
PA
USD
292963.71000000
0.150092029089
Long
LON
CORP
US
N
2
2027-08-04
Floating
3.75000000
N
N
N
N
N
N
Sotera Health Holdings LLC
549300OVT7MBXFLOFU20
Sotera Health Holdings LLC
83600VAE1
400000.00000000
PA
USD
397500.00000000
0.203648368472
Long
LON
CORP
US
N
2
2026-12-13
Floating
3.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
153.09000000
0.000078431518
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
10280.34000000
USD
153.09000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS WOODSIDE PETROLEUM LTD
000000000
1.00000000
NC
10.31000000
0.000005282049
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Woodside Petroleum Ltd
Woodside Petroleum Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-219.15000000
AUD
10.31000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS UNILEVER PLC
000000000
1.00000000
NC
143.12000000
0.000073323659
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
6623.15000000
GBP
143.12000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SCHLUMBERGER NV
000000000
1.00000000
NC
USD
-1370.73000000
-0.00070225642
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Schlumberger NV
Schlumberger NV
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-93176.70000000
USD
-1370.73000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS WELLS FARGO & CO
000000000
1.00000000
NC
USD
9286.54000000
0.004757707471
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
139983.36000000
USD
9286.54000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LIONHEART ACQUISITION CORP II
000000000
1.00000000
NC
USD
159.01000000
0.000081464470
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Lionheart Acquisition Corp II
LIONHEART ACQUISITION CORP-A
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
32505.00000000
USD
159.01000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WORKDAY INC
000000000
1.00000000
NC
USD
-1573.88000000
-0.00080633482
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Workday Inc
Workday Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
30714.22000000
USD
-1573.88000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LABORATORY CORP OF AMERICA HOLDINGS
000000000
1.00000000
NC
USD
-1166.65000000
-0.00059770155
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Laboratory Corp of America Hol
Laboratory Corp of America Holdings
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-46693.80000000
USD
-1166.65000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CONCORD ACQUISITION CORP
000000000
1.00000000
NC
USD
-921.91000000
-0.00047231564
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Concord Acquisition Corp
CONCORD ACQUISITION CORP -A
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
64610.00000000
USD
-921.91000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-178.52000000
-0.00009145989
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
-11080.32000000
USD
-178.52000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS FRANKLIN ELECTRIC CO INC
000000000
1.00000000
NC
USD
-296.67000000
-0.00015199084
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
-80980.00000000
USD
-296.67000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EASTMAN CHEMICAL CO
000000000
1.00000000
NC
USD
-554.58000000
-0.00028412405
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
-85995.00000000
USD
-554.58000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VULCAN MATERIALS CO
000000000
1.00000000
NC
USD
249.54000000
0.000127845066
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Vulcan Materials Co
Vulcan Materials Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
12582.00000000
USD
249.54000000
N
N
N
COMMERCEHUB INC
549300V3JZOSIRXFRG67
CommerceHub Inc
000000000
100000.00000000
PA
USD
102250.00000000
0.052385020569
Long
LON
CORP
US
N
2
2028-12-02
Floating
7.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WORKDAY INC
000000000
1.00000000
NC
USD
-2547.55000000
-0.00130516830
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Workday Inc
Workday Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
49715.39000000
USD
-2547.55000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FRANKLIN ELECTRIC CO INC
000000000
1.00000000
NC
USD
-34.41000000
-0.00001762903
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Franklin Electric Co Inc
Franklin Electric Co Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-9393.68000000
USD
-34.41000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMAZON.COM INC
000000000
1.00000000
NC
USD
789.37000000
0.000404412358
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
30411.81000000
USD
789.37000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LABORATORY CORP OF AMERICA HOLDINGS
000000000
1.00000000
NC
USD
-233.33000000
-0.00011954031
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Laboratory Corp of America Hol
Laboratory Corp of America Holdings
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-9338.76000000
USD
-233.33000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS EDP - ENERGIAS DE PORTUGAL SA
000000000
1.00000000
NC
-12273.89000000
-0.00628819540
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
EDP - Energias de Portugal SA
EDP - Energias de Portugal SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
113319.56000000
EUR
-12273.89000000
N
N
N
CVENT INC
N/A
Cvent Inc
23248RAB0
199166.16700000
PA
USD
193191.18000000
0.098976273233
Long
LON
CORP
US
N
2
2024-11-30
Floating
3.86325000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS APPLIED MATERIALS INC
000000000
1.00000000
NC
USD
1945.64000000
0.000996796004
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Applied Materials Inc
Applied Materials Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-154840.32000000
USD
1945.64000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HARTFORD FINANCIAL SERVICES GROUP INC/THE
000000000
1.00000000
NC
USD
-910.29000000
-0.00046636244
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Hartford Financial Services Gr
Hartford Financial Services Group Inc/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
64615.74000000
USD
-910.29000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS CIE FINANCIERE RICHEMONT SA
000000000
1.00000000
NC
-28.90000000
-0.00001480613
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CIE FINANCIERE RICHEMO-A REG
CIE FINANCIERE RICHEMO-CW
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
370.44000000
CHF
-28.90000000
N
N
N
EURONEXT PARIS SA
969500HMVSZ0TCV65D58
CAC 40 INDEX
000000000
9.00000000
NC
11834.47000000
0.006063070458
N/A
DE
CORP
FR
N
1
EURONEXT PARIS SA
969500HMVSZ0TCV65D58
Long
EURONEXT
CAC 40
2021-05-21
655421.19000000
USD
11834.47000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS SUNCOR ENERGY INC
000000000
1.00000000
NC
659.38000000
0.000337815499
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Suncor Energy Inc
Suncor Energy Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-142723.12000000
CAD
659.38000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS KOJAMO OYJ
000000000
1.00000000
NC
7830.47000000
0.004011729408
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Kojamo Oyj
Kojamo Oyj
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
210352.23000000
EUR
7830.47000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CONSTELLIUM SE
000000000
1.00000000
NC
USD
597.68000000
0.000306205174
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Constellium SE
Constellium SE
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
72286.00000000
USD
597.68000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS SARTORIUS STEDIM BIOTECH
000000000
1.00000000
NC
947.38000000
0.000485364506
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Sartorius Stedim Biotech
Sartorius Stedim Biotech
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
113820.00000000
EUR
947.38000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NORFOLK SOUTHERN CORP
000000000
1.00000000
NC
USD
4850.30000000
0.002484919953
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Norfolk Southern Corp
Norfolk Southern Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
187232.32000000
USD
4850.30000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MALACCA STRAITS ACQUISITION CO LTD
000000000
1.00000000
NC
USD
-11.86000000
-0.00000607615
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Malacca Straits Acquisition Co Ltd
MALACCA STRAITS ACQUISI-CL A
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
64350.00000000
USD
-11.86000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FIRST TRUST EXCHANGE-TRADED FUND-FIRST TRUST NASDAQ-100 EQUAL WEIGHTED INDEX SM
000000000
1.00000000
NC
USD
1325.31000000
0.000678986715
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
FIRST TRUST NASDQ 100 EQ WEI
FIRST TRUST NASDQ 100 EQ WEI
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-93318.60000000
USD
1325.31000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS DEPPON LOGISTICS CO LTD
000000000
1.00000000
NC
3092.95000000
0.001584589235
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
1143315.00000000
CNY
3092.95000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS XYLEM INC/NY
000000000
1.00000000
NC
USD
-2571.76000000
-0.00131757164
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
-106095.28000000
USD
-2571.76000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMADA CO LTD
000000000
1.00000000
NC
-803.28000000
-0.00041153877
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Amada Co Ltd
Amada Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
6787199.84000000
JPY
-803.28000000
N
N
N
VERTICAL US NEWCO INC
549300C2AFWPAYWS5574
Vertical US Newco Inc
000000000
199001.25000000
PA
USD
199250.00000000
0.102080345705
Long
LON
CORP
US
N
2
2027-07-31
Floating
4.47763000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VIATRIS INC
000000000
1.00000000
NC
USD
-345.20000000
-0.00017685387
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Viatris Inc
Viatris Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-217327.20000000
USD
-345.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NATIONAL BANK OF CANADA
000000000
1.00000000
NC
6729.24000000
0.003447544017
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
National Bank of Canada
National Bank of Canada
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
226730.70000000
CAD
6729.24000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYPAL HOLDINGS INC
000000000
1.00000000
NC
USD
32783.23000000
0.016795600761
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PayPal Holdings Inc
PayPal Holdings Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-768570.00000000
USD
32783.23000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS HEWLETT PACKARD ENTERPRISE CO
000000000
1.00000000
NC
USD
-1820.09000000
-0.00093247385
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
-158400.00000000
USD
-1820.09000000
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel Inc
577081BB7
1231000.00000000
PA
USD
1287933.75000000
0.659838004749
Long
DBT
CORP
US
N
2
2025-12-31
Fixed
6.75000000
N
N
N
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS ASCENDIS PHARMA A/S
000000000
1.00000000
NC
USD
2076.16000000
0.001063664394
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
12418.00000000
USD
2076.16000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FIRST TRUST EXCHANGE-TRADED FUND-FIRST TRUST NASDAQ-100 EQUAL WEIGHTED INDEX SM
000000000
1.00000000
NC
USD
1386.95000000
0.000710566301
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
FIRST TRUST NASDQ 100 EQ WEI
FIRST TRUST NASDQ 100 EQ WEI
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-97659.00000000
USD
1386.95000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS REDE D'OR SAO LUIZ SA
000000000
1.00000000
NC
USD
959.59000000
0.000491619969
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Rede D'Or Sao Luiz SA
Rede D'Or Sao Luiz SA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
16830.75000000
USD
959.59000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P RETAIL ETF
000000000
1.00000000
NC
USD
-196.57000000
-0.00010070732
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SPDR S&P Retail ETF
SPDR S&P RETAIL ETF
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-55500.00000000
USD
-196.57000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS POLYPIPE GROUP PLC
000000000
1.00000000
NC
-9.04000000
-0.00000463139
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Genuit Group PLC
Genuit Group PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
12454.50000000
GBP
-9.04000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EOG RESOURCES INC
000000000
1.00000000
NC
USD
550.44000000
0.000282003038
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
50325.53000000
USD
550.44000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYCOM SOFTWARE INC
000000000
1.00000000
NC
USD
343.43000000
0.000175947067
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Paycom Software Inc
Paycom Software Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-9954.50000000
USD
343.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MARTIN MARIETTA MATERIALS INC
000000000
1.00000000
NC
USD
199.52000000
0.000102218672
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Martin Marietta Materials Inc
Martin Marietta Materials Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
13569.66000000
USD
199.52000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PNC FINANCIAL SERVICES GROUP INC/THE
000000000
1.00000000
NC
USD
7661.28000000
0.003925049490
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
100853.83000000
USD
7661.28000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HELIX ACQUISITION CORP
000000000
1.00000000
NC
USD
-40.75000000
-0.00002087715
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Helix Acquisition Corp
Helix Acquisition Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
4084.00000000
USD
-40.75000000
N
N
N
T ROWE PRICE DYNAMIC CREDIT FU
549300WMBCO7MBYMNE44
T Rowe Price Dynamic Credit Fu
77956H161
2991371.17200000
NS
USD
30841036.78000000
15.80057062200
Long
EC
RF
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
1142.17000000
0.000585159891
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
59250.00000000
CAD
1142.17000000
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
ZCS IFS USD
000000000
1.00000000
NC
USD
89454.71000000
0.045829699984
N/A
DO
CORP
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Y
2025-07-16
0.00000000
USD
0.00000000
USD
-1250000.00000000
USD
89454.71000000
N
N
N
GARRETT BORROWING LLC
549300YP11GTX4YFND06
Garrett Borrowing LLC
36641DAD2
500000.00000000
PA
USD
499585.00000000
0.255948855756
Long
LON
CORP
US
N
2
2025-09-27
Floating
5.75000000
N
N
N
N
N
N
Sun Country Airlines Holdings
N/A
Sun Country Airlines Holdings Inc
866683105
659.00000000
NS
USD
26821.30000000
0.013741167258
Long
EC
CORP
US
N
1
N
N
N
Array Technologies Inc
N/A
Array Technologies Inc
04271T100
6476.00000000
NS
USD
182364.16000000
0.093429342520
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS QUEST DIAGNOSTICS INC
000000000
1.00000000
NC
USD
-959.22000000
-0.00049143041
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Quest Diagnostics Inc
Quest Diagnostics Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-45202.50000000
USD
-959.22000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS INTUIT INC
000000000
1.00000000
NC
USD
-2264.15000000
-0.00115997598
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
172034.72000000
USD
-2264.15000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTEL CORP
000000000
1.00000000
NC
USD
26196.25000000
0.013420939805
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
-227570.00000000
USD
26196.25000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS AUTO TRADER GROUP PLC
000000000
1.00000000
NC
-2347.84000000
-0.00120285229
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
76746.12000000
GBP
-2347.84000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS CTS EVENTIM AG & CO KGAA
000000000
1.00000000
NC
16446.34000000
0.008425837253
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
CTS Eventim AG & Co KGaA
CTS Eventim AG & Co KGaA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
116865.66000000
EUR
16446.34000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS ERSTE GROUP BANK AG
000000000
1.00000000
NC
2578.74000000
0.001321147657
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Erste Group Bank AG
Erste Group Bank AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
89621.00000000
EUR
2578.74000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS SOUTHWEST AIRLINES CO
000000000
1.00000000
NC
USD
-669.23000000
-0.00034286188
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Southwest Airlines Co
Southwest Airlines Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
245466.00000000
USD
-669.23000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TOKYO ELECTRON LTD
000000000
1.00000000
NC
-782.71000000
-0.00040100028
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Tokyo Electron Ltd
Tokyo Electron Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
14681999.99000000
JPY
-782.71000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS AMERISOURCEBERGEN CORP
000000000
1.00000000
NC
USD
-907.08000000
-0.00046471789
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
-60829.44000000
USD
-907.08000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FIRST QUANTUM MINERALS LTD
000000000
1.00000000
NC
1243.53000000
0.000637088945
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
First Quantum Minerals Ltd
First Quantum Minerals Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-153746.64000000
CAD
1243.53000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ASOS PLC
000000000
1.00000000
NC
-3252.58000000
-0.00166637134
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
ASOS PLC
ASOS PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
75216.48000000
GBP
-3252.58000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LYONDELLBASELL INDUSTRIES NV
000000000
1.00000000
NC
USD
8830.35000000
0.004523990869
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
LyondellBasell Industries NV
LyondellBasell Industries NV
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-282208.50000000
USD
8830.35000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AON PLC
000000000
1.00000000
NC
USD
-10441.90000000
-0.00534962490
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
-159637.50000000
USD
-10441.90000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS JAPAN TOBACCO INC
000000000
1.00000000
NC
2598.39000000
0.001331214802
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
-20929470.48000000
JPY
2598.39000000
N
N
N
Seer Inc
N/A
Seer Inc
81578P106
417.00000000
NS
USD
21237.81000000
0.010880617248
Long
EC
CORP
US
N
1
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS XYLEM INC/NY
000000000
1.00000000
NC
USD
-222.61000000
-0.00011404820
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
-9183.40000000
USD
-222.61000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FREEPORT-MCMORAN INC
000000000
1.00000000
NC
USD
124.68000000
0.000063876424
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
-112619.91000000
USD
124.68000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
-4687.10000000
-0.00240130884
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
-1331199.87000000
USD
-4687.10000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DOMINION ENERGY INC
000000000
1.00000000
NC
USD
390.09000000
0.000199852055
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Dominion Energy Inc
Dominion Energy Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
66323.38000000
USD
390.09000000
N
N
N
SOLERA LLC / SOLERA FINA
N/A
Solera LLC / Solera Finance Inc
83422AAA1
150000.00000000
PA
USD
154500.00000000
0.079153894160
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
10.50000000
N
N
N
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS UDR INC
000000000
1.00000000
NC
USD
-1790.25000000
-0.00091718614
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
-50658.23000000
USD
-1790.25000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS FIRST QUANTUM MINERALS LTD
000000000
1.00000000
NC
278.39000000
0.000142625583
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
First Quantum Minerals Ltd
First Quantum Minerals Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-34344.00000000
CAD
278.39000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NRG ENERGY INC
000000000
1.00000000
NC
USD
8114.20000000
0.004157090796
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
-136657.08000000
USD
8114.20000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS ECOLAB INC
000000000
1.00000000
NC
USD
-1780.01000000
-0.00091193995
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
-92358.00000000
USD
-1780.01000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AERCAP HOLDINGS NV
000000000
1.00000000
NC
USD
-4908.29000000
-0.00251462956
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
AerCap Holdings NV
AerCap Holdings NV
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
298128.58000000
USD
-4908.29000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS GREAT PORTLAND ESTATES PLC
000000000
1.00000000
NC
-182.22000000
-0.00009335548
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
25269.02000000
GBP
-182.22000000
N
N
N
Generation Bio Co
N/A
Generation Bio Co
37148K100
323.00000000
NS
USD
11776.58000000
0.006033412083
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS AT&T INC
000000000
1.00000000
NC
USD
-1625.93000000
-0.00083300123
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
AT&T Inc
AT&T Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-22163.75000000
USD
-1625.93000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS APARTMENT INCOME REIT CORP
000000000
1.00000000
NC
USD
3890.35000000
0.001993115547
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Apartment Income REIT Corp
Apartment Income REIT Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
199879.92000000
USD
3890.35000000
N
N
N
SilverBox Engaged Merger Corp
N/A
SilverBox Engaged Merger Corp I
82836L200
10600.00000000
NS
USD
106106.00000000
0.054360537824
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CITIZENS FINANCIAL GROUP INC
000000000
1.00000000
NC
USD
1510.11000000
0.000773663994
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Citizens Financial Group Inc
Citizens Financial Group Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
34046.16000000
USD
1510.11000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DELWINDS INSURANCE ACQUISITION CORP
000000000
1.00000000
NC
USD
-466.80000000
-0.00023915234
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Delwinds Insurance Acquisition Corp
DELWINDS INSURANCE - CLASS A
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
64025.00000000
USD
-466.80000000
N
N
N
ONVOY LLC
549300LHK9RYYM718X74
Onvoy LLC
68339FAE5
698181.82000000
PA
USD
696729.60000000
0.356950556745
Long
LON
CORP
US
N
2
2024-02-13
Floating
5.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEAGATE TECHNOLOGY PLC
000000000
1.00000000
NC
USD
634.55000000
0.000325094521
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Seagate Technology PLC
Seagate Technology PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-47055.05000000
USD
634.55000000
N
N
N
WAND NEWCO 3 INC
549300Y3VZEWMSQW8494
Wand NewCo 3 Inc
93369PAF1
24687.50000000
PA
USD
24334.72000000
0.012467235283
Long
LON
CORP
US
N
2
2026-02-05
Floating
3.11325000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLEGIANCE BANCSHARES INC
000000000
1.00000000
NC
USD
-318.71000000
-0.00016328244
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Allegiance Bancshares Inc
Allegiance Bancshares Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
20115.00000000
USD
-318.71000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS IHS MARKIT LTD
000000000
1.00000000
NC
USD
19784.26000000
0.010135930240
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
IHS Markit Ltd
IHS Markit Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
443588.00000000
USD
19784.26000000
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAC9
200000.00000000
PA
USD
202750.00000000
0.103873475994
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
4.75000000
N
N
N
N
N
N
WOOF HOLDINGS LLC
N/A
Woof Holdings LLC
98082EAB0
220000.00000000
PA
USD
219175.00000000
0.112288380276
Long
LON
CORP
US
N
2
2027-12-21
Floating
4.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SHISEIDO CO LTD
000000000
1.00000000
NC
338.71000000
0.000173528902
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
9475200.04000000
JPY
338.71000000
N
N
N
London Stock Exchange Group PL
213800QAUUUP6I445N30
London Stock Exchange Group PLC
000000000
125.00000000
NS
12771.04000000
0.006542896753
Long
EC
CORP
GB
N
2
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS STANDARD LIFE ABERDEEN PLC
000000000
1.00000000
NC
31.80000000
0.000016291869
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
-42083.10000000
GBP
31.80000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-35.88000000
-0.00001838214
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
-2227.20000000
USD
-35.88000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CELANESE CORP
000000000
1.00000000
NC
USD
3734.12000000
0.001913075335
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
317003.33000000
USD
3734.12000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EXXON MOBIL CORP
000000000
1.00000000
NC
USD
-321.07000000
-0.00016449152
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
-69116.74000000
USD
-321.07000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SUN LIFE FINANCIAL INC
000000000
1.00000000
NC
2231.31000000
0.001143151298
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sun Life Financial Inc
Sun Life Financial Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
117104.16000000
CAD
2231.31000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS MICROSOFT CORP
000000000
1.00000000
NC
USD
-5769.00000000
-0.00295559103
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Microsoft Corp
Microsoft Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
203188.50000000
USD
-5769.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS APPLIED MATERIALS INC
000000000
1.00000000
NC
USD
1346.07000000
0.000689622539
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Applied Materials Inc
Applied Materials Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-107124.77000000
USD
1346.07000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SARTORIUS AG
000000000
1.00000000
NC
60.26000000
0.000030872580
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sartorius AG
Sartorius AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
6988.50000000
EUR
60.26000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-59.21000000
-0.00003033464
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
-3674.88000000
USD
-59.21000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ASTRAZENECA PLC
000000000
1.00000000
NC
USD
-12343.03000000
-0.00632361741
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
AstraZeneca PLC
AstraZeneca PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-279565.00000000
USD
-12343.03000000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TRS BANCO BILBAO VIZCAYA ARGENTARIA SA
000000000
1.00000000
NC
-11019.49000000
-0.00564553750
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BBVA
Banco Bilbao Vizcaya Argentaria SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-145872.21000000
EUR
-11019.49000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS INFORMA PLC
000000000
1.00000000
NC
-4301.54000000
-0.00220377761
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
69643.02427600
GBP
-4301.54000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SCHOLAR ROCK HOLDING CORP
000000000
1.00000000
NC
USD
3321.90000000
0.001701885572
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
71070.00000000
USD
3321.90000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALPHABET INC
000000000
1.00000000
NC
USD
338.64000000
0.000173493040
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
11426.24700000
USD
338.64000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS KKR & CO LP
000000000
1.00000000
NC
USD
13869.30000000
0.007105560545
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
201201.84030400
USD
13869.30000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FIRST TRUST EXCHANGE-TRADED FUND-FIRST TRUST NASDAQ-100 EQUAL WEIGHTED INDEX SM
000000000
1.00000000
NC
USD
4006.76000000
0.002052755061
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
FIRST TRUST NASDQ 100 EQ WEI
FIRST TRUST NASDQ 100 EQ WEI
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-282126.00000000
USD
4006.76000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GALP ENERGIA SGPS SA
000000000
1.00000000
NC
-1349.76000000
-0.00069151301
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
58172.80000000
EUR
-1349.76000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS ZIMMER BIOMET HOLDINGS INC
000000000
1.00000000
NC
USD
-1756.66000000
-0.00089997721
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
-55650.24000000
USD
-1756.66000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DOMINION ENERGY INC
000000000
1.00000000
NC
USD
903.98000000
0.000463129690
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Dominion Energy Inc
Dominion Energy Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
65810.27000000
USD
903.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ZEBRA TECHNOLOGIES CORP
000000000
1.00000000
NC
USD
8950.40000000
0.004585495238
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Zebra Technologies Corp
Zebra Technologies Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-226501.10000000
USD
8950.40000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BURLINGTON STORES INC
000000000
1.00000000
NC
USD
697.64000000
0.000357416975
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Burlington Stores Inc
Burlington Stores Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
141231.45000000
USD
697.64000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS FIRST QUANTUM MINERALS LTD
000000000
1.00000000
NC
1600.77000000
0.000820111191
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
First Quantum Minerals Ltd
First Quantum Minerals Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-197478.00000000
CAD
1600.77000000
N
N
N
UAL 2007 PASS TRUST
N/A
UAL 2007-1 Pass Through Trust
909287AA2
297882.28880000
PA
USD
308308.17000000
0.157953347942
Long
DBT
CORP
US
N
2
2022-07-02
Fixed
6.63600000
N
N
N
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS BAWAG GROUP AG
000000000
1.00000000
NC
5178.28000000
0.002652951631
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
BAWAG Group AG
BAWAG Group AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
108050.00000000
EUR
5178.28000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LONDON STOCK EXCHANGE GROUP PLC
000000000
1.00000000
NC
-1273.09000000
-0.00065223321
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
16195.00000000
GBP
-1273.09000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS FIRST QUANTUM MINERALS LTD
000000000
1.00000000
NC
232.00000000
0.000118858921
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
First Quantum Minerals Ltd
First Quantum Minerals Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-28620.00000000
CAD
232.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SCHOLAR ROCK HOLDING CORP
000000000
1.00000000
NC
USD
257.09000000
0.000131713104
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
5500.20000000
USD
257.09000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BROADSTONE ACQUISITION CORP
000000000
1.00000000
NC
USD
-355.18000000
-0.00018196686
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Broadstone Acquisition Corp
BROADSTONE ACQUISITION COR-A
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
56875.50000000
USD
-355.18000000
N
N
N
OPTION CARE HEALTH INC
549300DI3Q5ACSYJRI17
Option Care Health Inc
09071FAK7
498737.37000000
PA
USD
498398.23000000
0.255340846261
Long
LON
CORP
US
N
2
2026-08-06
Floating
3.86325000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS EXPEDITORS INTERNATIONAL OF WASHINGTON INC
000000000
1.00000000
NC
USD
1797.04000000
0.000920664815
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Expeditors International of Wa
Expeditors International of Washington Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-162206.00000000
USD
1797.04000000
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AR0
205000.00000000
PA
USD
247025.00000000
0.126556574143
Long
DBT
NUSS
GT
N
2
2050-06-01
Fixed
6.12500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MARTIN MARIETTA MATERIALS INC
000000000
1.00000000
NC
USD
241.20000000
0.000123572293
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Martin Marietta Materials Inc
Martin Marietta Materials Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
16353.18000000
USD
241.20000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS BANK OF MONTREAL
000000000
1.00000000
NC
-4560.83000000
-0.00233661783
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Bank of Montreal
Bank of Montreal
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-255927.04000000
CAD
-4560.83000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS BHP GROUP LTD
000000000
1.00000000
NC
1247.94000000
0.000639348289
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
BHP Group Ltd
BHP Group Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
210949.81000000
AUD
1247.94000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FIRST TRUST EXCHANGE-TRADED FUND-FIRST TRUST NASDAQ-100 EQUAL WEIGHTED INDEX SM
000000000
1.00000000
NC
USD
3236.23000000
0.001657994866
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
FIRST TRUST NASDQ 100 EQ WEI
FIRST TRUST NASDQ 100 EQ WEI
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-227871.00000000
USD
3236.23000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GENERAL ELECTRIC CO
000000000
1.00000000
NC
USD
-2594.98000000
-0.00132946778
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
81300.00000000
USD
-2594.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
-1685.28000000
-0.00086340760
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
-23996.98000000
USD
-1685.28000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS STORA ENSO OYJ
000000000
1.00000000
NC
-7045.98000000
-0.00360981718
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
138503.01000000
EUR
-7045.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GROUPE BRUXELLES LAMBERT SA
000000000
1.00000000
NC
-333.88000000
-0.00017105438
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
118377.60000000
EUR
-333.88000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS COMMUNITY BANKERS TRUST CORP
000000000
1.00000000
NC
USD
-219.79000000
-0.00011260345
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Community Bankers Trust Corp
Community Bankers Trust Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
85680.00000000
USD
-219.79000000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TRS DEUTSCHE POST AG
000000000
1.00000000
NC
2705.66000000
0.001386171684
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
Deutsche Post AG
Deutsche Post AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
124505.01000000
EUR
2705.66000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS KRAFT HEINZ CO/THE
000000000
1.00000000
NC
USD
-128.24000000
-0.00006570029
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
-21469.15000000
USD
-128.24000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AEROJET ROCKETDYNE HOLDINGS INC
000000000
1.00000000
NC
USD
-2801.23000000
-0.00143513438
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Aerojet Rocketdyne Holdings In
Aerojet Rocketdyne Holdings Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
85152.90000000
USD
-2801.23000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EVERSOURCE ENERGY
000000000
1.00000000
NC
USD
-1293.18000000
-0.00066252577
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
44395.00000000
USD
-1293.18000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS HARGREAVES LANSDOWN PLC
000000000
1.00000000
NC
13620.91000000
0.006978304650
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Hargreaves Lansdown PLC
Hargreaves Lansdown PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
349581.76000000
GBP
13620.91000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GARDNER DENVER HOLDINGS INC
000000000
1.00000000
NC
USD
36.54000000
0.000018720280
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
29604.00000000
USD
36.54000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HKT TRUST & HKT LTD
000000000
1.00000000
NC
994.56000000
0.000509535902
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
HKT Trust & HKT Ltd
HKT Trust & HKT Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
330600.00000000
HKD
994.56000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DONALDSON CO INC
000000000
1.00000000
NC
USD
-4472.96000000
-0.00229160001
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
-108720.00000000
USD
-4472.96000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS Stockholm Interbank Offered Ra
000000000
1.00000000
NC
-2319.48000000
-0.00118832281
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Boliden AB
Boliden AB
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-1601196.00000000
SEK
-2319.48000000
N
N
N
SPIRE INC
549300NXSY15DRY2R511
Spire Inc
84857L606
4330.00000000
NS
USD
229760.63000000
0.117711641355
Long
EP
CORP
US
N
2
N
N
N
MONTREAL EXCHANGE
N/A
STANDARD & POOR'S/TORONTO STOCK EXCHANGE 60 INDEX
000000000
9.00000000
NC
35858.10000000
0.018370927198
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
2021-06-17
1597689.13000000
USD
35858.10000000
N
N
N
PETSMART INC
N/A
PetSmart Inc
000000000
300000.00000000
PA
USD
300600.00000000
0.154004275629
Long
LON
CORP
US
N
2
2028-02-12
Floating
4.50000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INFINEON TECHNOLOGIES AG
000000000
1.00000000
NC
-3005.86000000
-0.00153997103
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
46842.68000000
EUR
-3005.86000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HARTFORD FINANCIAL SERVICES GROUP INC/THE
000000000
1.00000000
NC
USD
-1743.30000000
-0.00089313258
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Hartford Financial Services Gr
Hartford Financial Services Group Inc/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
123746.50000000
USD
-1743.30000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS KOBE BUSSAN CO LTD
000000000
1.00000000
NC
-11268.43000000
-0.00577307518
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Kobe Bussan Co Ltd
Kobe Bussan Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
16717512.81000000
JPY
-11268.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EASTMAN CHEMICAL CO
000000000
1.00000000
NC
USD
-431.10000000
-0.00022086241
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
-66846.78000000
USD
-431.10000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KUEHNE + NAGEL INTERNATIONAL AG
000000000
1.00000000
NC
4388.29000000
0.002248221632
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
-129110.20000000
CHF
4388.29000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EPAM SYSTEMS INC
000000000
1.00000000
NC
USD
5047.50000000
0.002585950037
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
EPAM Systems Inc
EPAM Systems Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
251703.87000000
USD
5047.50000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INVESCO QQQ TRUST SERIES 1
000000000
1.00000000
NC
USD
3843.29000000
0.001969005630
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
-365522.70000000
USD
3843.29000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GENERAL ELECTRIC CO
000000000
1.00000000
NC
USD
-692.00000000
-0.00035452747
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
21680.00000000
USD
-692.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMERICAN ELECTRIC POWER CO INC
000000000
1.00000000
NC
USD
266.65000000
0.000136610911
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
26341.50000000
USD
266.65000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TEXAS INSTRUMENTS INC
000000000
1.00000000
NC
USD
-12983.26000000
-0.00665162192
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Texas Instruments Inc
Texas Instruments Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
214805.04000000
USD
-12983.26000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HELIX ACQUISITION CORP
000000000
1.00000000
NC
USD
-315.83000000
-0.00016180695
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Helix Acquisition Corp
Helix Acquisition Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
31651.00000000
USD
-315.83000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALEXION PHARMACEUTICALS INC
000000000
1.00000000
NC
USD
8333.23000000
0.004269304889
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
118155.00000000
USD
8333.23000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SSP GROUP PLC
000000000
1.00000000
NC
3996.19000000
0.002047339807
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SSP Group Plc
SSP Group Plc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
55160.80000000
GBP
3996.19000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DOUGLAS EMMETT INC
000000000
1.00000000
NC
USD
702.04000000
0.000359671196
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Douglas Emmett Inc
Douglas Emmett Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
16065.00000000
USD
702.04000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS ATLAS COPCO AB
000000000
1.00000000
NC
-9126.61000000
-0.00467577166
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
1369011.00000000
SEK
-9126.61000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS OPORTUN FINANCIAL CORP
000000000
1.00000000
NC
USD
956.18000000
0.000489872948
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
20750.00000000
USD
956.18000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS EXPEDITORS INTERNATIONAL OF WASHINGTON INC
000000000
1.00000000
NC
USD
4203.34000000
0.002153467504
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Expeditors International of Wa
Expeditors International of Washington Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-379406.50000000
USD
4203.34000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAMDEN PROPERTY TRUST
000000000
1.00000000
NC
USD
1598.64000000
0.000819019944
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
34539.00000000
USD
1598.64000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MICRON TECHNOLOGY INC
000000000
1.00000000
NC
USD
1498.13000000
0.000767526365
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
-44533.60000000
USD
1498.13000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CHIPOTLE MEXICAN GRILL INC
000000000
1.00000000
NC
USD
-3747.67000000
-0.00192001731
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
114136.86000000
USD
-3747.67000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EUCRATES BIOMEDICAL ACQUISITION CORP
000000000
1.00000000
NC
USD
1378.00000000
0.000705981010
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
EUCRATES BIOMEDICAL ACQUISIT
EUCRATES BIOMEDICAL ACQ-CW25
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
117.00000000
USD
1378.00000000
N
N
N
GZ MTR FIN BVI
30030026WRIFBEGCB472
Guangzhou Metro Investment Finance BVI Ltd
000000000
600000.00000000
PA
USD
560042.85000000
0.286922799187
Long
DBT
CORP
VG
N
2
2030-09-17
Fixed
2.31000000
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WILLIS TOWERS WATSON PLC
000000000
1.00000000
NC
USD
35650.64000000
0.018264640681
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
407183.78000000
USD
35650.64000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS CH ROBINSON WORLDWIDE INC
000000000
1.00000000
NC
USD
3862.63000000
0.001978913956
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
CH Robinson Worldwide Inc
CH Robinson Worldwide Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-105999.52000000
USD
3862.63000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS RIO TINTO LTD
000000000
1.00000000
NC
-2827.91000000
-0.00144880316
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Rio Tinto Ltd
Rio Tinto Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-125008.02000000
AUD
-2827.91000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS IHS MARKIT LTD
000000000
1.00000000
NC
USD
10352.23000000
0.005303684904
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
IHS Markit Ltd
IHS Markit Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
232110.00000000
USD
10352.23000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALPEK SAB DE CV
000000000
1.00000000
NC
-562.70000000
-0.00028828411
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alpek SAB de CV
Alpek SAB de CV
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-94752.00000000
MXN
-562.70000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SHISEIDO CO LTD
000000000
1.00000000
NC
56.46000000
0.000028925753
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
1579199.98871800
JPY
56.46000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS TEUCRIUM SOYBEAN FUND
000000000
1.00000000
NC
USD
-1989.99000000
-0.00101951752
N/A
DCO
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Teucrium Soybean Fund
TEUCRIUM SOYBEAN FUND
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-27847.30000000
USD
-1989.99000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CONSTELLIUM SE
000000000
1.00000000
NC
USD
998.00000000
0.000511298293
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Constellium SE
Constellium SE
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
120702.24000000
USD
998.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KYOCERA CORP
000000000
1.00000000
NC
10132.89000000
0.005191311990
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
-19919200.04000000
JPY
10132.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS XILINX INC
000000000
1.00000000
NC
USD
-2579.46000000
-0.00132151652
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Xilinx Inc
Xilinx Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
155079.20000000
USD
-2579.46000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CIE FINANCIERE RICHEMONT SA
000000000
1.00000000
NC
-106.83000000
-0.00005473145
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CIE FINANCIERE RICHEMO-A REG
CIE FINANCIERE RICHEMO-CW
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
1369.20000000
CHF
-106.83000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DOUGLAS EMMETT INC
000000000
1.00000000
NC
USD
821.39000000
0.000420816939
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Douglas Emmett Inc
Douglas Emmett Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
18796.05000000
USD
821.39000000
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851505
375.00000000
NS
USD
39312.66000000
0.020140777532
Long
EP
CORP
US
N
2
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS SEGA SAMMY HOLDINGS INC
000000000
1.00000000
NC
-16512.46000000
-0.00845971204
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Sega Sammy Holdings Inc
Sega Sammy Holdings Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
25964400.00000000
JPY
-16512.46000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS OTIS WORLDWIDE CORP
000000000
1.00000000
NC
USD
12989.67000000
0.006654905918
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
133920.39000000
USD
12989.67000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INGERSOLL RAND INC
000000000
1.00000000
NC
USD
60.91000000
0.000031205590
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
49340.00000000
USD
60.91000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PEARSON PLC
000000000
1.00000000
NC
3392.32000000
0.001737963354
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
75545.83000000
GBP
3392.32000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS AVIVA PLC
000000000
1.00000000
NC
-8683.56000000
-0.00444878698
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Aviva PLC
Aviva PLC
Y
Equity - Performance Leg
2021-07-12
0.00000000
USD
0.00000000
USD
390304.25771400
GBP
-8683.56000000
N
N
N
T Rowe Price Global Industrials Fund
549300NV6FGEI8D4VW70
T Rowe Price Global Industrials Fund
77956H229
164045.61901900
NS
USD
3111945.39000000
1.594321009934
Long
EC
RF
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS TEUCRIUM CORN FUND
000000000
1.00000000
NC
USD
-3108.97000000
-0.00159279664
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TEUCRIUM CORN FUND
TEUCRIUM CORN FUND
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-23920.00000000
USD
-3108.97000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS RWE AG
000000000
1.00000000
NC
21385.20000000
0.010956128526
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
RWE AG
RWE AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-367876.20000000
EUR
21385.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KANSAS CITY SOUTHERN
000000000
1.00000000
NC
USD
48607.39000000
0.024902680928
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Kansas City Southern
Kansas City Southern
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
375028.00000000
USD
48607.39000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EVERSOURCE ENERGY
000000000
1.00000000
NC
USD
-775.91000000
-0.00039751649
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
26637.00000000
USD
-775.91000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INVESCO QQQ TRUST SERIES 1
000000000
1.00000000
NC
USD
1077.56000000
0.000552058706
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
-102483.00000000
USD
1077.56000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMERICAN TOWER CORP
000000000
1.00000000
NC
USD
3630.94000000
0.001860213854
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
American Tower Corp
American Tower Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
118636.80000000
USD
3630.94000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VULCAN MATERIALS CO
000000000
1.00000000
NC
USD
266.25000000
0.000136405982
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Vulcan Materials Co
Vulcan Materials Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
13455.75000000
USD
266.25000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ASOS PLC
000000000
1.00000000
NC
-1020.51000000
-0.00052283068
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
ASOS PLC
ASOS PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
23599.44000000
GBP
-1020.51000000
N
N
N
ZAXBY'S OPERATING CO LP
549300M5VMOK30PH8L05
Zaxby's Operating Co LP
98919DAC9
250000.00000000
PA
USD
250000.00000000
0.128080734888
Long
LON
CORP
US
N
2
2027-12-28
Floating
4.50000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAK5
105000.00000000
PA
USD
111300.00000000
0.057021543172
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
5.75000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ISHARES PLC - ISHARES CORE FTSE 100 UCITS ETF
000000000
1.00000000
NC
3191.66000000
0.001635160633
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
iShares plc - iShares Core FTSE 100 UCITS ETF
ISHARES CORE FTSE 100
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-2516726.75760900
GBP
3191.66000000
N
N
N
T Rowe Price Global Stock Fund
7Z781KDJX21TG7WUSV78
T Rowe Price Global Stock Fund
77956H328
181156.91300900
NS
USD
12840401.99000000
6.578432492562
Long
EC
RF
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VULCAN MATERIALS CO
000000000
1.00000000
NC
USD
244.10000000
0.000125058029
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Vulcan Materials Co
Vulcan Materials Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
26488.86000000
USD
244.10000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
41369.07000000
0.021194323548
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2026-02-19
300.00000000
USD
0.00000000
USD
23000000.00000000
CNY
41069.07000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GENERATION BIO CO
000000000
1.00000000
NC
USD
8934.93000000
0.004577569602
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Generation Bio Co
Generation Bio Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
27520.00000000
USD
8934.93000000
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90351JAG9
149615.38000000
PA
USD
149401.43000000
0.076541779791
Long
LON
CORP
US
N
2
2025-04-04
Floating
3.60613000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MARTIN MARIETTA MATERIALS INC
000000000
1.00000000
NC
USD
143.24000000
0.000073385137
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Martin Marietta Materials Inc
Martin Marietta Materials Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
9742.32000000
USD
143.24000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS BAWAG GROUP AG
000000000
1.00000000
NC
5452.25000000
0.002793312747
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
BAWAG Group AG
BAWAG Group AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
113755.04000000
EUR
5452.25000000
N
N
N
FLEET US BIDCO INC
N/A
Fleet US Bidco Inc
000000000
88464.85000000
PA
USD
87137.88000000
0.044642734828
Long
LON
CORP
US
N
3
2026-10-07
Floating
3.11325000
N
N
N
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS EUTELSAT COMMUNICATIONS SA
000000000
1.00000000
NC
-4079.16000000
-0.00208984724
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Eutelsat Communications SA
Eutelsat Communications SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-101800.00000000
EUR
-4079.16000000
N
N
N
US AIRWAYS 2013-1A PTT
N/A
US Airways 2013-1 Class A Pass Through Trust
90346WAA1
60960.86790000
PA
USD
60198.86000000
0.030841256912
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.95000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS JOHNSON & JOHNSON
000000000
1.00000000
NC
USD
-1348.39000000
-0.00069081112
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
-91903.47000000
USD
-1348.39000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS HKAB Hong Kong Dollar Hibor Fi
000000000
1.00000000
NC
-184.90000000
-0.00009472851
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
YIHAI INTL
Yihai International Holding Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-301400.00000000
HKD
-184.90000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DEERE & CO
000000000
1.00000000
NC
USD
26838.92000000
0.013750194388
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
-990124.74000000
USD
26838.92000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GENERAL ELECTRIC CO
000000000
1.00000000
NC
USD
-604.63000000
-0.00030976581
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
18942.90000000
USD
-604.63000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTESA SANPAOLO SPA
000000000
1.00000000
NC
-3191.62000000
-0.00163514014
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Intesa Sanpaolo SpA
Intesa Sanpaolo SpA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-128749.08000000
EUR
-3191.62000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS APARTMENT INCOME REIT CORP
000000000
1.00000000
NC
USD
1.72000000
0.000000881195
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Apartment Income REIT Corp
Apartment Income REIT Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
88.56000000
USD
1.72000000
N
N
N
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
10701.26000000
0.005482500980
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
-8060000.00000000
ZAR
564322.51000000
USD
2021-05-28
10701.26000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TEXAS INSTRUMENTS INC
000000000
1.00000000
NC
USD
-4483.43000000
-0.00229696403
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Texas Instruments Inc
Texas Instruments Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
74177.28000000
USD
-4483.43000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS TEUCRIUM SOYBEAN FUND
000000000
1.00000000
NC
USD
-1530.76000000
-0.00078424346
N/A
DCO
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Teucrium Soybean Fund
TEUCRIUM SOYBEAN FUND
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-21421.00000000
USD
-1530.76000000
N
N
N
58.COM DISSENTERS RIGHTS
N/A
58.COM DISSENTERS RIGHTS
000000000
22100.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CANADIAN IMPERIAL BANK OF COMMERCE
000000000
1.00000000
NC
-5544.25000000
-0.00284044645
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CIBC
Canadian Imperial Bank of Commerce
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-231626.58000000
CAD
-5544.25000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TURQUOISE HILL RESOURCES LTD
000000000
1.00000000
NC
USD
8456.63000000
0.004332525540
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TURQUOISE HILL RESOURCES LTD
TURQUOISE HILL RESOURCES LTD
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-89470.00000000
USD
8456.63000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HALMA PLC
000000000
1.00000000
NC
-3144.27000000
-0.00161088164
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Halma PLC
Halma PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-198578.40000000
GBP
-3144.27000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ZHEJIANG RUNTU CO LTD
000000000
1.00000000
NC
-3691.53000000
-0.00189125550
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Zhejiang Runtu Co Ltd
Zhejiang Runtu Co Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
635388.56000000
CNY
-3691.53000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ISHARES MSCI EMERGING MARKETS ETF
000000000
1.00000000
NC
USD
360.85000000
0.000184871732
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
iShares MSCI Emerging Markets ETF
iShares MSCI Emerging Markets ETF
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-86736.00000000
USD
360.85000000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TRS GIVAUDAN SA
000000000
1.00000000
NC
3153.18000000
0.001615446446
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
Givaudan SA
Givaudan SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-148210.52000000
CHF
3153.18000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS COCA-COLA CO/THE
000000000
1.00000000
NC
USD
1329.64000000
0.000681205073
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Coca-Cola Co/The
Coca-Cola Co/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
110766.41000000
USD
1329.64000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS S&P GLOBAL INC
000000000
1.00000000
NC
USD
-13078.97000000
-0.00670065635
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
S&P Global Inc
S&P Global Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-319559.64000000
USD
-13078.97000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TELECOM ITALIA SPA/MILANO
000000000
1.00000000
NC
-2175.61000000
-0.00111461491
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
-47111.94000000
EUR
-2175.61000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS AP MOLLER - MAERSK A/S
000000000
1.00000000
NC
-1824.55000000
-0.00093475881
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
-296200.00000000
DKK
-1824.55000000
N
N
N
CHARTER NEX US INC
549300KRNU8RNVGYXG75
CHARTER NEX US INC
16125TAG7
33825.63000000
PA
USD
33926.09000000
0.017381114156
Long
LON
CORP
US
N
2
2027-12-01
Floating
5.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CATERPILLAR INC
000000000
1.00000000
NC
USD
-1369.14000000
-0.00070144182
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
93008.00000000
USD
-1369.14000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS POLYPIPE GROUP PLC
000000000
1.00000000
NC
-8.61000000
-0.00000441110
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Genuit Group PLC
Genuit Group PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
11400.00000000
GBP
-8.61000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FACEBOOK INC
000000000
1.00000000
NC
USD
9048.92000000
0.004635969294
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
161913.32000000
USD
9048.92000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ISHARES RUSSELL 2000 ETF
000000000
1.00000000
NC
USD
-371.09000000
-0.00019011791
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
-134574.00000000
USD
-371.09000000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TRS ASTRAZENECA PLC
000000000
1.00000000
NC
7664.19000000
0.003926540350
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
AstraZeneca PLC
AstraZeneca PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
130906.00000000
GBP
7664.19000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WEC ENERGY GROUP INC
000000000
1.00000000
NC
USD
395.22000000
0.000202480272
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
WEC Energy Group Inc
WEC Energy Group Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
31276.44000000
USD
395.22000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
8122.77000000
0.004161481403
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-11-13
300.00000000
USD
0.00000000
USD
12000000.00000000
CNY
7822.77000000
N
N
N
SOPHIA LP
549300RP8NIJ7FY7OS79
Sophia LP
83578BAM5
513712.50000000
PA
USD
513286.12000000
0.262968253830
Long
LON
CORP
US
N
2
2027-10-07
Floating
4.50000000
N
N
N
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS UNITED PARCEL SERVICE INC
000000000
1.00000000
NC
USD
2127.74000000
0.001090090011
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
15808.32000000
USD
2127.74000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CATERPILLAR INC
000000000
1.00000000
NC
USD
-342.28000000
-0.00017535789
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
23252.00000000
USD
-342.28000000
N
N
N
BURLINGTON COAT FACTORY
549300SIFDMGE3Y2SW49
Burlington Coat Factory Warehouse Corp
121579AH9
225000.00000000
PA
USD
239062.50000000
0.122477202736
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VALERO ENERGY CORP
000000000
1.00000000
NC
USD
-1354.91000000
-0.00069415147
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
-37551.14000000
USD
-1354.91000000
N
N
N
S2P ACQUISITION INC
2138009YGPT15LRTY307
S2P Acquisition Borrower Inc
78431EAB0
83539.85000000
PA
USD
83400.34000000
0.042727907348
Long
LON
CORP
US
N
2
2026-08-14
Floating
4.11325000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS OPORTUN FINANCIAL CORP
000000000
1.00000000
NC
USD
8605.59000000
0.004408841165
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
186750.00000000
USD
8605.59000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FRANCO-NEVADA CORP
000000000
1.00000000
NC
USD
506.63000000
0.000259558170
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
25665.76000000
USD
506.63000000
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537127
2078.00000000
NS
USD
104700.03000000
0.053640227140
Long
EP
CORP
US
N
2
N
N
N
CITY BREWING CO LLC
N/A
City Brewing Co LLC
000000000
175000.00000000
PA
USD
175218.75000000
0.089768585064
Long
LON
CORP
US
N
3
2028-04-01
Floating
4.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P RETAIL ETF
000000000
1.00000000
NC
USD
-54.06000000
-0.00002769617
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SPDR S&P Retail ETF
SPDR S&P RETAIL ETF
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-15262.50000000
USD
-54.06000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS NASPERS LTD
000000000
1.00000000
NC
USD
-9988.25000000
-0.00511720960
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
NASPERS LTD
NASPERS LTD-N SHS SPON ADR
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
112612.50000000
USD
-9988.25000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS ING GROEP NV
000000000
1.00000000
NC
1237.28000000
0.000633886926
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
37400.80000000
EUR
1237.28000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEVEN & I HOLDINGS CO LTD
000000000
1.00000000
NC
2470.02000000
0.001265447907
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
18232500.16000000
JPY
2470.02000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS WELLS FARGO & CO
000000000
1.00000000
NC
USD
5231.74000000
0.002680340415
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
78862.08000000
USD
5231.74000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TECAN GROUP AG
000000000
1.00000000
NC
-110.83000000
-0.00005678075
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Tecan Group AG
Tecan Group AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-38597.62000000
CHF
-110.83000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SPROTT PHYSICAL GOLD AND SILVER TRUST
000000000
1.00000000
NC
USD
-104.18000000
-0.00005337380
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
18270.00000000
USD
-104.18000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS BRISTOL-MYERS SQUIBB CO
000000000
1.00000000
NC
USD
5789.25000000
0.002965965577
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
-244678.68000000
USD
5789.25000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-35.88000000
-0.00001838214
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
-2227.20000000
USD
-35.88000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYCOM SOFTWARE INC
000000000
1.00000000
NC
USD
769.28000000
0.000394119790
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Paycom Software Inc
Paycom Software Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-22298.08000000
USD
769.28000000
N
N
N
PLANVIEW PARENT INC
N/A
Planview Parent Inc
72751PAC8
374062.49850000
PA
USD
374298.16000000
0.191761533600
Long
LON
CORP
US
N
2
2027-12-18
Floating
4.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALEXION PHARMACEUTICALS INC
000000000
1.00000000
NC
USD
16777.56000000
0.008595528857
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
237885.40000000
USD
16777.56000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS WELLS FARGO & CO
000000000
1.00000000
NC
USD
2496.77000000
0.001279152545
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
37635.84000000
USD
2496.77000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FISERV INC
000000000
1.00000000
NC
USD
-1640.81000000
-0.00084062460
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
37910.06000000
USD
-1640.81000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LIVE NATION ENTERTAINMENT INC
000000000
1.00000000
NC
USD
161.52000000
0.000082750401
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Live Nation Entertainment Inc
Live Nation Entertainment Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
8025.00000000
USD
161.52000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
182.74000000
0.000093621893
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
9480.00000000
CAD
182.74000000
N
N
N
RAPPI INC SER E CVT PFD PP
N/A
RAPPI INC SER E CVT PFD PP
000000000
1822.00000000
NS
USD
108857.28000000
0.055770081681
Long
EP
CORP
US
Y
3
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P RETAIL ETF
000000000
1.00000000
NC
USD
-262.10000000
-0.00013427984
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SPDR S&P Retail ETF
SPDR S&P RETAIL ETF
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-74000.00000000
USD
-262.10000000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TRS BEIERSDORF AG
000000000
1.00000000
NC
6443.26000000
0.003301029903
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
Beiersdorf AG
Beiersdorf AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
272984.40000000
EUR
6443.26000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLEGIANCE BANCSHARES INC
000000000
1.00000000
NC
USD
-318.71000000
-0.00016328244
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Allegiance Bancshares Inc
Allegiance Bancshares Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
20115.00000000
USD
-318.71000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS WELLS FARGO & CO
000000000
1.00000000
NC
USD
24914.50000000
0.012764269877
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
375555.84000000
USD
24914.50000000
N
N
N
STARS GROUP HOLDINGS BV
549300RNFXC8F8RT6R13
Stars Group Holdings BV
000000000
357979.99900000
PA
USD
358674.48000000
0.183757163936
Long
LON
CORP
NL
N
2
2025-07-10
Floating
3.70250000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BRISTOL-MYERS SQUIBB CO
000000000
1.00000000
NC
USD
3506.79000000
0.001796608961
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
-148212.00000000
USD
3506.79000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ISHARES MSCI EMERGING MARKETS ETF
000000000
1.00000000
NC
USD
360.85000000
0.000184871732
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
iShares MSCI Emerging Markets ETF
iShares MSCI Emerging Markets ETF
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-86736.00000000
USD
360.85000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FLEETCOR TECHNOLOGIES INC
000000000
1.00000000
NC
USD
-712.73000000
-0.00036514792
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
58246.00000000
USD
-712.73000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GROUPE BRUXELLES LAMBERT SA
000000000
1.00000000
NC
-389.46000000
-0.00019952929
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
138076.80000000
EUR
-389.46000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS HELLOFRESH SE
000000000
1.00000000
NC
7981.87000000
0.004089295101
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
-207768.20000000
EUR
7981.87000000
N
N
N
ICE FUTURES EUROPE
549300UF4R84F48NCH34
Long Gilt
000000000
50.00000000
NC
-67077.33000000
-0.03436525488
N/A
DIR
CORP
GB
N
1
ICE FUTURES EUROPE
549300UF4R84F48NCH34
Long
UK TSY 4 3/4% 2030
United Kingdom Gilt
2021-06-28
8962174.39000000
USD
-67077.33000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LAM RESEARCH CORP
000000000
1.00000000
NC
USD
4610.44000000
0.002362034173
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
-103270.50000000
USD
4610.44000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VULCAN MATERIALS CO
000000000
1.00000000
NC
USD
1300.00000000
0.000666019821
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Vulcan Materials Co
Vulcan Materials Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
59473.78000000
USD
1300.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CARMAX INC
000000000
1.00000000
NC
USD
-6525.45000000
-0.00334313772
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
-207608.33000000
USD
-6525.45000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMPHENOL CORP
000000000
1.00000000
NC
USD
-5549.29000000
-0.00284302856
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
318823.56000000
USD
-5549.29000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MID-AMERICA APARTMENT COMMUNITIES INC
000000000
1.00000000
NC
USD
-2582.57000000
-0.00132310985
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Mid-America Apartment Communit
Mid-America Apartment Communities Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-49497.74000000
USD
-2582.57000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS Copenhagen Interbank Offered R
000000000
1.00000000
NC
-2548.41000000
-0.00130560890
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
-414680.00000000
DKK
-2548.41000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS SMITH & NEPHEW PLC
000000000
1.00000000
NC
10426.17000000
0.005341566062
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Smith & Nephew PLC
Smith & Nephew PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
121084.28000000
GBP
10426.17000000
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
S&P 500 INDEX
000000000
-28.00000000
NC
USD
-212520.00000000
-0.10887887111
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
4150.00000000
USD
2021-05-21
XXXX
-152684.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FREEPORT-MCMORAN INC
000000000
1.00000000
NC
USD
88.54000000
0.000045361073
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
-79972.62000000
USD
88.54000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS IHS MARKIT LTD
000000000
1.00000000
NC
USD
18325.74000000
0.009388696986
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
IHS Markit Ltd
IHS Markit Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
410886.28000000
USD
18325.74000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS STANDARD LIFE ABERDEEN PLC
000000000
1.00000000
NC
28.29000000
0.000014493615
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
-37429.05000000
GBP
28.29000000
N
N
N
T Rowe Price Global Consumer Fund
549300COUXIDEJZVQY45
T Rowe Price Global Consumer Fund
77956H344
120339.11300000
NS
USD
2229883.76000000
1.142420602785
Long
EC
RF
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS CELLNEX TELECOM SA
000000000
1.00000000
NC
7323.44000000
0.003751966308
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
153714.25000000
EUR
7323.44000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AIRBUS SE
000000000
1.00000000
NC
-2954.26000000
-0.00151353516
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Airbus SE
Airbus SE
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
87414.00000000
EUR
-2954.26000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALFA SAB DE CV
000000000
1.00000000
NC
1338.06000000
0.000685518832
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alfa SAB de CV
Alfa SAB de CV
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
156130.00000000
MXN
1338.06000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS NETWORK INTERNATIONAL HOLDINGS PLC
000000000
1.00000000
NC
-5378.98000000
-0.00275577484
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Network International Holdings
Network International Holdings PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
103684.74000000
GBP
-5378.98000000
N
N
N
EDELMAN FINANCIAL CENTER
549300Z31KZXNP05U733
Edelman Financial Center LLC/The
27943TAB5
355000.00000000
PA
USD
354911.25000000
0.181829174880
Long
LON
CORP
US
N
2
2026-07-20
Floating
6.85613000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS CEDAR FAIR LP
000000000
1.00000000
NC
USD
1396.07000000
0.000715238686
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Cedar Fair LP
Cedar Fair LP
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
43011.00000000
USD
1396.07000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SVB FINANCIAL GROUP
000000000
1.00000000
NC
USD
-19191.73000000
-0.00983236352
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
-163235.49000000
USD
-19191.73000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS US BANCORP
000000000
1.00000000
NC
USD
-19242.77000000
-0.00985851249
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
-358371.46000000
USD
-19242.77000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WELCIA HOLDINGS CO LTD
000000000
1.00000000
NC
2797.31000000
0.001433126082
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
-3730000.00000000
JPY
2797.31000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MICROCHIP TECHNOLOGY INC
000000000
1.00000000
NC
USD
-507.98000000
-0.00026024980
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Microchip Technology Inc
Microchip Technology Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
8021.00000000
USD
-507.98000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS MAN WAH HOLDINGS LTD
000000000
1.00000000
NC
-473.15000000
-0.00024240559
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Man Wah Holdings Ltd
Man Wah Holdings Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-728448.00000000
HKD
-473.15000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEGRO PLC
000000000
1.00000000
NC
2393.38000000
0.001226183477
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
45169.49000000
GBP
2393.38000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
-5224.49000000
-0.00267662607
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
-1483824.16000000
USD
-5224.49000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS FIRST QUANTUM MINERALS LTD
000000000
1.00000000
NC
232.00000000
0.000118858921
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
First Quantum Minerals Ltd
First Quantum Minerals Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-28620.00000000
CAD
232.00000000
N
N
N
AUSTRALIAN SECURITIES EXCHANGE TRADE24
N/A
SPI 200
000000000
11.00000000
NC
26636.94000000
0.013646715401
N/A
DE
CORP
AU
N
1
AUSTRALIAN SECURITIES EXCHANGE TRADE24
N/A
Long
STANDARD AND POOR'S
S&P/ASX 200
2021-06-17
1448390.23000000
USD
26636.94000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WORKDAY INC
000000000
1.00000000
NC
USD
-1613.89000000
-0.00082683286
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Workday Inc
Workday Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
31495.09000000
USD
-1613.89000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS STRATEC SE
000000000
1.00000000
NC
-4363.94000000
-0.00223574656
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
STRATEC SE
STRATEC SE
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-97128.00000000
EUR
-4363.94000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD
000000000
1.00000000
NC
USD
-2740.97000000
-0.00140426180
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TSMC
Taiwan Semiconductor Manufacturing Co Ltd
Y
Equity - Performance Leg
2022-01-21
0.00000000
USD
0.00000000
USD
174513.67000000
USD
-2740.97000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS IDEXX LABORATORIES INC
000000000
1.00000000
NC
USD
-5493.13000000
-0.00281425650
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
-141098.82000000
USD
-5493.13000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-12.56000000
-0.00000643477
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
-779.52000000
USD
-12.56000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEALED AIR CORP
000000000
1.00000000
NC
USD
5357.50000000
0.002744770148
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
139303.23952600
USD
5357.50000000
N
N
N
DIAMOND RESORTS INTER
5493008MIJR7VMQP7U77
Diamond Resorts International Inc
25272YAE3
498714.65000000
PA
USD
498330.64000000
0.255306218354
Long
LON
CORP
US
N
2
2023-09-02
Floating
4.75000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS BANK OF AMERICA CORP
000000000
1.00000000
NC
USD
15843.23000000
0.008116850165
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
344592.30000000
USD
15843.23000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SANRIO CO LTD
000000000
1.00000000
NC
-10384.39000000
-0.00532016121
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sanrio Co Ltd
Sanrio Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
26795999.60000000
JPY
-10384.39000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KIRIN HOLDINGS CO LTD
000000000
1.00000000
NC
-64.04000000
-0.00003280916
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Kirin Holdings Co Ltd
Kirin Holdings Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
5132500.00000000
JPY
-64.04000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FIFTH THIRD BANCORP
000000000
1.00000000
NC
USD
16019.15000000
0.008206978017
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
243392.00000000
USD
16019.15000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS RPM INTERNATIONAL INC
000000000
1.00000000
NC
USD
5605.87000000
0.002872015797
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
RPM International Inc
RPM International Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
141755.88000000
USD
5605.87000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TEUCRIUM SOYBEAN FUND
000000000
1.00000000
NC
USD
-4592.29000000
-0.00235273551
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
-64263.00000000
USD
-4592.29000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ATMOS ENERGY CORP
000000000
1.00000000
NC
USD
675.40000000
0.000346022913
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
30396.00000000
USD
675.40000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS GEBERIT AG
000000000
1.00000000
NC
206.39000000
0.000105738331
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
-9198.00000000
CHF
206.39000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
373.38000000
0.000191291139
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
25074.00000000
USD
373.38000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS HOYA CORP
000000000
1.00000000
NC
5677.21000000
0.002908564915
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Hoya Corp
Hoya Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-14299709.05000000
JPY
5677.21000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DANAHER CORP
000000000
1.00000000
NC
USD
2340.20000000
0.001198938143
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
50216.13000000
USD
2340.20000000
N
N
N
PHOTO HOLDINGS MERGER SU
N/A
Photo Holdings Merger Sub Inc
719245AD4
230000.00000000
PA
USD
251850.00000000
0.129028532326
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
8.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AON PLC
000000000
1.00000000
NC
USD
-5213.22000000
-0.00267085219
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
-79700.50000000
USD
-5213.22000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CADENCE BANCORP
000000000
1.00000000
NC
USD
-544.20000000
-0.00027880614
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Cadence BanCorp
Cadence BanCorp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
22790.00000000
USD
-544.20000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS WELLS FARGO & CO
000000000
1.00000000
NC
USD
6952.30000000
0.003561822772
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
104797.44000000
USD
6952.30000000
N
N
N
REYNOLDS GROUP HOLDINGS
5493002QNV81KCX40V06
Reynolds Group Holdings Inc
76173FAW7
199500.00000000
PA
USD
197604.75000000
0.101237446389
Long
LON
CORP
US
N
2
2026-02-05
Floating
3.36325000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS TELENOR ASA
000000000
1.00000000
NC
2769.35000000
0.001418801532
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
-768004.90000000
NOK
2769.35000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FACEBOOK INC
000000000
1.00000000
NC
USD
8980.11000000
0.004600716352
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
160682.04000000
USD
8980.11000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS BAWAG GROUP AG
000000000
1.00000000
NC
7745.44000000
0.003968166588
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
BAWAG Group AG
BAWAG Group AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
161599.58000000
EUR
7745.44000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS UBS GROUP AG
000000000
1.00000000
NC
6764.38000000
0.003465547045
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
-149085.52000000
CHF
6764.38000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS OPORTUN FINANCIAL CORP
000000000
1.00000000
NC
USD
1912.35000000
0.000979740773
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
41500.00000000
USD
1912.35000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CONCORD ACQUISITION CORP
000000000
1.00000000
NC
USD
-921.91000000
-0.00047231564
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Concord Acquisition Corp
CONCORD ACQUISITION CORP -A
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
64610.00000000
USD
-921.91000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
1599.04000000
0.000819224873
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
82950.00000000
CAD
1599.04000000
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion LLC
04649VAV2
400000.00000000
PA
USD
398916.00000000
0.204373817754
Long
LON
CORP
US
N
2
2023-11-03
Floating
0.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FIRST TRUST EXCHANGE-TRADED FUND-FIRST TRUST NASDAQ-100 EQUAL WEIGHTED INDEX SM
000000000
1.00000000
NC
USD
616.42000000
0.000315806106
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
FIRST TRUST NASDQ 100 EQ WEI
FIRST TRUST NASDQ 100 EQ WEI
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-43404.00000000
USD
616.42000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS EXXON MOBIL CORP
000000000
1.00000000
NC
USD
-78.56000000
-0.00004024809
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
-16752.12000000
USD
-78.56000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS CITIGROUP INC
000000000
1.00000000
NC
USD
1059.22000000
0.000542662704
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
-98001.53555600
USD
1059.22000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS LOWE'S COS INC
000000000
1.00000000
NC
USD
2973.41000000
0.001523346151
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
-78964.02000000
USD
2973.41000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FEDEX CORP
000000000
1.00000000
NC
USD
-93.42000000
-0.00004786120
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
28828.80000000
USD
-93.42000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WORKDAY INC
000000000
1.00000000
NC
USD
-853.63000000
-0.00043733423
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Workday Inc
Workday Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
16658.56000000
USD
-853.63000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PNC FINANCIAL SERVICES GROUP INC/THE
000000000
1.00000000
NC
USD
1726.11000000
0.000884325749
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
22722.70000000
USD
1726.11000000
N
N
N
CARDTRONICS USA INC
5493005S7GV0Z1YT8050
Cardtronics USA Inc
14161JAB0
698241.21000000
PA
USD
697542.97000000
0.357367264855
Long
LON
CORP
US
N
2
2027-06-29
Floating
5.00000000
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS HKAB Hong Kong Dollar Hibor Fi
000000000
1.00000000
NC
7380.90000000
0.003781404384
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Weichai Power Co Ltd
Weichai Power Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-688100.00000000
HKD
7380.90000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS DIGITAL REALTY TRUST INC
000000000
1.00000000
NC
USD
-3834.97000000
-0.00196474310
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
-79656.84000000
USD
-3834.97000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TUPPERWARE BRANDS CORP
000000000
1.00000000
NC
USD
14430.78000000
0.007393219629
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Tupperware Brands Corp
Tupperware Brands Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-111920.00000000
USD
14430.78000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ING GROEP NV
000000000
1.00000000
NC
3578.84000000
0.001833521828
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ING Groep NV
ING Groep NV
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
108095.01000000
EUR
3578.84000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
-578.38000000
-0.00029631734
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
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
-164268.65000000
USD
-578.38000000
N
N
N
REYNOLDS GROUP HOLDINGS
5493002QNV81KCX40V06
Reynolds Group Holdings Inc
76173FAU1
307681.71000000
PA
USD
306869.43000000
0.157216248436
Long
LON
CORP
US
N
2
2023-02-05
Floating
2.86325000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CANADIAN NATIONAL RAILWAY CO
000000000
1.00000000
NC
USD
5763.77000000
0.002952911589
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Canadian National Railway Co
Canadian National Railway Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-171013.73386500
USD
5763.77000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS EOG RESOURCES INC
000000000
1.00000000
NC
USD
514.59000000
0.000263636261
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
47048.18000000
USD
514.59000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS RECRUIT HOLDINGS CO LTD
000000000
1.00000000
NC
-8719.28000000
-0.00446708716
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Recruit Holdings Co Ltd
Recruit Holdings Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
18730799.60000000
JPY
-8719.28000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS WELLS FARGO & CO
000000000
1.00000000
NC
USD
5652.07000000
0.002895685116
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
85198.08000000
USD
5652.07000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WALT DISNEY CO/THE
000000000
1.00000000
NC
USD
61.31000000
0.000031410519
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
204523.00000000
USD
61.31000000
N
N
N
CD&R SMOKEY BUYER INC
N/A
CD&R Smokey Buyer Inc
12510CAA9
170000.00000000
PA
USD
181475.00000000
0.092973805455
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HOME DEPOT INC/THE
000000000
1.00000000
NC
USD
126.23000000
0.000064670524
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
46797.30000000
USD
126.23000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VISA INC
000000000
1.00000000
NC
USD
2678.17000000
0.001372087927
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
83723.60000000
USD
2678.17000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS BURBERRY GROUP PLC
000000000
1.00000000
NC
-211.87000000
-0.00010854586
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Burberry Group PLC
Burberry Group PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
16556.80000000
GBP
-211.87000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS YAMATO HOLDINGS CO LTD
000000000
1.00000000
NC
-4263.66000000
-0.00218437082
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Yamato Holdings Co Ltd
Yamato Holdings Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-11331599.90000000
JPY
-4263.66000000
N
N
N
MH SUB I LLC
N/A
MH Sub I LLC
45567YAL9
89611.37000000
PA
USD
89499.36000000
0.045852575203
Long
LON
CORP
US
N
2
2024-09-15
Floating
4.75000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US Long Bond
000000000
-7.00000000
NC
USD
-25603.69000000
-0.01311735772
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2021-06-21
-1075146.31000000
USD
-25603.69000000
N
N
N
Innovage Holding Corp
N/A
Innovage Holding Corp
45784A104
682.00000000
NS
USD
17363.72000000
0.008895832071
Long
EC
CORP
US
N
1
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS MITSUI FUDOSAN CO LTD
000000000
1.00000000
NC
-7370.13000000
-0.00377588666
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
20237600.00000000
JPY
-7370.13000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLEGIANCE BANCSHARES INC
000000000
1.00000000
NC
USD
-318.71000000
-0.00016328244
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Allegiance Bancshares Inc
Allegiance Bancshares Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
20115.00000000
USD
-318.71000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BRITISH AMERICAN TOBACCO PLC
000000000
1.00000000
NC
13068.11000000
0.006695092529
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
British American Tobacco PLC
British American Tobacco PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-191246.94000000
GBP
13068.11000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SCHLUMBERGER NV
000000000
1.00000000
NC
USD
-1579.77000000
-0.00080935241
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Schlumberger NV
Schlumberger NV
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-107386.48000000
USD
-1579.77000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS TEUCRIUM CORN FUND
000000000
1.00000000
NC
USD
-3027.66000000
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N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TEUCRIUM CORN FUND
TEUCRIUM CORN FUND
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-23294.40000000
USD
-3027.66000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TRADEWEB MARKETS INC
000000000
1.00000000
NC
USD
427.33000000
0.000218930961
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
25008.70000000
USD
427.33000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LAM RESEARCH CORP
000000000
1.00000000
NC
USD
7278.12000000
0.003728747832
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
-163024.50000000
USD
7278.12000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS WEYERHAEUSER CO
000000000
1.00000000
NC
USD
857.19000000
0.000439158100
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Weyerhaeuser Co
Weyerhaeuser Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-67154.95000000
USD
857.19000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HOME DEPOT INC/THE
000000000
1.00000000
NC
USD
176.72000000
0.000090537709
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
65516.22000000
USD
176.72000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS TRAINLINE PLC
000000000
1.00000000
NC
-15948.85000000
-0.00817096171
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Trainline PLC
Trainline PLC
Y
Equity - Performance Leg
2021-07-12
0.00000000
USD
0.00000000
USD
175314.11000000
GBP
-15948.85000000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TRS LVMH MOET HENNESSY LOUIS VUITTON SE
000000000
1.00000000
NC
-1581.88000000
-0.00081043341
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
LVMH Moet Hennessy Louis Vuitt
LVMH Moet Hennessy Louis Vuitton SE
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-83254.50000000
EUR
-1581.88000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS OBARA GROUP INC
000000000
1.00000000
NC
-4407.53000000
-0.00225807872
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
18264000.00000000
JPY
-4407.53000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TRIMBLE INC
000000000
1.00000000
NC
USD
448.98000000
0.000230022753
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Trimble Inc
Trimble Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
158376.09000000
USD
448.98000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
-7453.45000000
-0.00381857341
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
-106064.00000000
USD
-7453.45000000
N
N
N
Velocity Acquisition Corp
N/A
Velocity Acquisition Corp
92259E203
10600.00000000
NS
USD
105470.00000000
0.054034700434
Long
EC
CORP
US
N
1
N
N
N
Cullinan Oncology Inc
N/A
Cullinan Oncology Inc
230031106
357.00000000
NS
USD
11588.22000000
0.005936910934
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS CANADIAN NATURAL RESOURCES LTD
000000000
1.00000000
NC
5586.42000000
0.002862051115
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Canadian Natural Resources Ltd
Canadian Natural Resources Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-170022.24000000
CAD
5586.42000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS AJINOMOTO CO INC
000000000
1.00000000
NC
85.06000000
0.000043578189
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Ajinomoto Co Inc
Ajinomoto Co Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-7663250.00000000
JPY
85.06000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GEBERIT AG
000000000
1.00000000
NC
942.48000000
0.000482854124
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
-42310.80000000
CHF
942.48000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BANCO SANTANDER SA
000000000
1.00000000
NC
-8463.25000000
-0.00433591711
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
-49452.73000000
EUR
-8463.25000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HELLOFRESH SE
000000000
1.00000000
NC
1925.31000000
0.000986380478
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
HelloFresh SE
HelloFresh SE
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-50266.50000000
EUR
1925.31000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS QUEST DIAGNOSTICS INC
000000000
1.00000000
NC
USD
-822.19000000
-0.00042122679
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Quest Diagnostics Inc
Quest Diagnostics Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-38745.00000000
USD
-822.19000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS MICROSOFT CORP
000000000
1.00000000
NC
USD
-7043.64000000
-0.00360861834
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Microsoft Corp
Microsoft Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
248082.00000000
USD
-7043.64000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VESTAS WIND SYSTEMS A/S
000000000
1.00000000
NC
-6057.58000000
-0.00310343719
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
-578505.60000000
DKK
-6057.58000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS KOJAMO OYJ
000000000
1.00000000
NC
287.12000000
0.000147098162
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Kojamo Oyj
Kojamo Oyj
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
7713.09000000
EUR
287.12000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYPAL HOLDINGS INC
000000000
1.00000000
NC
USD
3529.60000000
0.001808295047
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PayPal Holdings Inc
PayPal Holdings Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-82748.00000000
USD
3529.60000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
TRS FMC CORP
000000000
1.00000000
NC
USD
-6403.18000000
-0.00328049600
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
-124504.29000000
USD
-6403.18000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SAMSONITE INTERNATIONAL SA
000000000
1.00000000
NC
-11661.87000000
-0.00597464351
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
1760160.00000000
HKD
-11661.87000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HUMANA INC
000000000
1.00000000
NC
USD
2008.39000000
0.001028944268
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
77675.26000000
USD
2008.39000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS POPULAR INC
000000000
1.00000000
NC
USD
876.74000000
0.000449174014
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Popular Inc
Popular Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
36095.00000000
USD
876.74000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALPHABET INC
000000000
1.00000000
NC
USD
3386.37000000
0.001734915032
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
114262.50000000
USD
3386.37000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS RENAISSANCERE HOLDINGS LTD
000000000
1.00000000
NC
USD
-4161.17000000
-0.00213186284
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
RenaissanceRe Holdings Ltd
RenaissanceRe Holdings Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
151335.60000000
USD
-4161.17000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ISHARES CHINA LARGE-CAP ETF
000000000
1.00000000
NC
USD
1171.70000000
0.000600288788
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
iShares China Large-Cap ETF
iShares China Large-Cap ETF
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-149280.00000000
USD
1171.70000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CBTX INC
000000000
1.00000000
NC
USD
-830.19000000
-0.00042532538
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CBTX Inc
CBTX Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
22715.00000000
USD
-830.19000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-122.00000000
-0.00006250339
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
-7572.48000000
USD
-122.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FIRST QUANTUM MINERALS LTD
000000000
1.00000000
NC
665.98000000
0.000341196831
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
First Quantum Minerals Ltd
First Quantum Minerals Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-82339.74000000
CAD
665.98000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS WOODSIDE PETROLEUM LTD
000000000
1.00000000
NC
5315.88000000
0.002723447267
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Woodside Petroleum Ltd
Woodside Petroleum Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-113032.70000000
AUD
5315.88000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS RAPT THERAPEUTICS INC
000000000
1.00000000
NC
USD
689.49000000
0.000353241543
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
19053.00000000
USD
689.49000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CASCADE ACQUISITION CORP
000000000
1.00000000
NC
USD
-9.36000000
-0.00000479534
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Cascade Acquisition Corp
CASCADE ACQUISITION COR-CL A
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
50796.00000000
USD
-9.36000000
N
N
N
MH SUB I LLC
N/A
MH Sub I LLC
55303BAD5
300000.00000000
PA
USD
302625.00000000
0.155041729582
Long
LON
CORP
US
N
2
2029-02-23
Floating
6.36325000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS S&P GLOBAL INC
000000000
1.00000000
NC
USD
-9824.58000000
-0.00503335770
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
S&P Global Inc
S&P Global Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-240044.80000000
USD
-9824.58000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPIRIT OF TEXAS BANCSHARES INC
000000000
1.00000000
NC
USD
903.61000000
0.000462940131
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Spirit of Texas Bancshares Inc
Spirit of Texas Bancshares Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
22725.60000000
USD
903.61000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS IQVIA HOLDINGS INC
000000000
1.00000000
NC
USD
-18845.06000000
-0.00965475653
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
IQVIA Holdings Inc
IQVIA Holdings Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-196143.08000000
USD
-18845.06000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ISHARES CORE TOPIX ETF
000000000
1.00000000
NC
10932.55000000
0.005600996152
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
iShares Core TOPIX ETF
ISHARES CORE TOPIX ETF
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-40258209.00000000
JPY
10932.55000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
-8795.82000000
-0.00450630035
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
-2498131.09000000
USD
-8795.82000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMBU A/S
000000000
1.00000000
NC
-14737.32000000
-0.00755026710
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Ambu A/S
Ambu A/S
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-1079946.60000000
DKK
-14737.32000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ANSYS INC
000000000
1.00000000
NC
USD
3518.08000000
0.001802393087
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ANSYS Inc
ANSYS Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-147600.28000000
USD
3518.08000000
N
N
N
BRASKEM NETHERLANDS
N/A
Braskem Netherlands Finance BV
10554TAF2
200000.00000000
PA
USD
231510.00000000
0.118607883735
Long
DBT
CORP
NL
N
2
2081-01-23
Fixed
8.50000000
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LABORATORY CORP OF AMERICA HOLDINGS
000000000
1.00000000
NC
USD
-1296.27000000
-0.00066410885
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Laboratory Corp of America Hol
Laboratory Corp of America Holdings
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-51882.00000000
USD
-1296.27000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS DERWENT LONDON PLC
000000000
1.00000000
NC
194.32000000
0.000099554593
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
19672.02000000
GBP
194.32000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS MCKESSON CORP
000000000
1.00000000
NC
USD
-976.70000000
-0.00050038581
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
48607.98000000
USD
-976.70000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS BRENNTAG AG
000000000
1.00000000
NC
466.11000000
0.000238798845
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Brenntag SE
Brenntag SE
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-83541.78000000
EUR
466.11000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AON PLC
000000000
1.00000000
NC
USD
-28634.02000000
-0.01466986529
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
-437761.50000000
USD
-28634.02000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS TRANSURBAN GROUP
000000000
1.00000000
NC
4631.70000000
0.002372926159
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Transurban Group
Transurban Group
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
225409.20000000
AUD
4631.70000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMPHENOL CORP
000000000
1.00000000
NC
USD
-787.13000000
-0.00040326475
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
45223.20000000
USD
-787.13000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
-6245.45000000
-0.00319968730
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
-6546.45000000
N
N
N
MONTREAL EXCHANGE
N/A
Montreal Exchange 10 Year Canadian Bond
000000000
-61.00000000
NC
12428.48000000
0.006367395407
N/A
DIR
CORP
CA
N
1
MONTREAL EXCHANGE
N/A
Short
CANADIAN GOVERNMENT
Canadian Government Bond
2021-06-21
-6790019.45000000
USD
12428.48000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
-11510.22000000
-0.00589694974
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
-11810.22000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-27.81000000
-0.00001424770
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
-1726.08000000
USD
-27.81000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS TOKYO TATEMONO CO LTD
000000000
1.00000000
NC
-8321.38000000
-0.00426323386
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
24134400.00000000
JPY
-8321.38000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEMPRA ENERGY
000000000
1.00000000
NC
USD
-5.98000000
-0.00000306369
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
9634.10000000
USD
-5.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ASTELLAS PHARMA INC
000000000
1.00000000
NC
222.63000000
0.000114058456
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
7110050.07000000
JPY
222.63000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KINNEVIK AB
000000000
1.00000000
NC
2563.32000000
0.001313247637
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
-1323477.90000000
SEK
2563.32000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS NETFLIX INC
000000000
1.00000000
NC
USD
-3370.01000000
-0.00172653342
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
51626.68000000
USD
-3370.01000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS JPMORGAN CHASE & CO
000000000
1.00000000
NC
USD
-781.65000000
-0.00040045722
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
-71976.41000000
USD
-781.65000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CROWN CASTLE INTERNATIONAL CORP
000000000
1.00000000
NC
USD
-5071.33000000
-0.00259815869
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
-94760.16000000
USD
-5071.33000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS COMFORTDELGRO CORP LTD
000000000
1.00000000
NC
-7837.10000000
-0.00401512610
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
ComfortDelGro Corp Ltd
ComfortDelGro Corp Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
307406.00000000
SGD
-7837.10000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HUMANA INC
000000000
1.00000000
NC
USD
1043.46000000
0.000534588494
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
40356.42000000
USD
1043.46000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS STANDARD LIFE ABERDEEN PLC
000000000
1.00000000
NC
38.05000000
0.000019493887
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
-50342.40000000
GBP
38.05000000
N
N
N
Kotak Mahindra Bank Ltd
335800E6GTTXKHXE2I75
Kotak Mahindra Bank Ltd
000000000
12397.00000000
NS
291044.21000000
0.149108625207
Long
EC
CORP
IN
N
2
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS AMADEUS IT GROUP SA
000000000
1.00000000
NC
-1088.28000000
-0.00055755080
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
22509.48000000
EUR
-1088.28000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPROTT PHYSICAL GOLD AND SILVER TRUST
000000000
1.00000000
NC
USD
-46.72000000
-0.00002393572
N/A
DCO
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sprott Physical Gold and Silver Trust
Sprott Physical Gold and Silver Trust
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
8258.04000000
USD
-46.72000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS STANDARD LIFE ABERDEEN PLC
000000000
1.00000000
NC
1544.54000000
0.000791303273
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Standard Life Aberdeen PLC
Standard Life Aberdeen PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-42658.80000000
GBP
1544.54000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMADA CO LTD
000000000
1.00000000
NC
-71.72000000
-0.00003674380
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Amada Co Ltd
Amada Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
605999.98636400
JPY
-71.72000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
ZCS IFS USD
000000000
1.00000000
NC
USD
87763.08000000
0.044963039129
N/A
DO
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Y
2025-07-08
0.00000000
USD
0.00000000
USD
-1250000.00000000
USD
87763.08000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS TEUCRIUM CORN FUND
000000000
1.00000000
NC
USD
-11957.58000000
-0.00612614253
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TEUCRIUM CORN FUND
TEUCRIUM CORN FUND
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-92000.00000000
USD
-11957.58000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MARRIOTT INTERNATIONAL INC/MD
000000000
1.00000000
NC
USD
-63.25000000
-0.00003240442
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
13724.56000000
USD
-63.25000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ACTIVISION BLIZZARD INC
000000000
1.00000000
NC
USD
9406.28000000
0.004819053019
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
-150483.42000000
USD
9406.28000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BOOHOO GROUP PLC
000000000
1.00000000
NC
-2876.80000000
-0.00147385063
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
40020.16000000
GBP
-2876.80000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HKT TRUST & HKT LTD
000000000
1.00000000
NC
861.95000000
0.000441596757
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
HKT Trust & HKT Ltd
HKT Trust & HKT Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
286520.00000000
HKD
861.95000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ELI LILLY AND CO
000000000
1.00000000
NC
USD
-764.22000000
-0.00039152743
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Eli Lilly & Co
Eli Lilly & Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
44620.80000000
USD
-764.22000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
5775000.00000000
PA
368334.25000000
0.188706085698
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS STATE STREET CORP
000000000
1.00000000
NC
USD
-12491.75000000
-0.00639981008
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
State Street Corp
State Street Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-199487.37000000
USD
-12491.75000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LIVE NATION ENTERTAINMENT INC
000000000
1.00000000
NC
USD
264.89000000
0.000135709223
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Live Nation Entertainment Inc
Live Nation Entertainment Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
13161.00000000
USD
264.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMADA CO LTD
000000000
1.00000000
NC
-1491.80000000
-0.00076428336
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Amada Co Ltd
Amada Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
12604800.16000000
JPY
-1491.80000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NORTHROP GRUMMAN CORP
000000000
1.00000000
NC
USD
-1778.11000000
-0.00091096654
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
-62026.20000000
USD
-1778.11000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-13.46000000
-0.00000689586
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
-835.20000000
USD
-13.46000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CITIZENS FINANCIAL GROUP INC
000000000
1.00000000
NC
USD
1510.11000000
0.000773663994
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Citizens Financial Group Inc
Citizens Financial Group Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
34046.16000000
USD
1510.11000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KYOCERA CORP
000000000
1.00000000
NC
6875.90000000
0.003522681300
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
-13516599.98000000
JPY
6875.90000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAMDEN PROPERTY TRUST
000000000
1.00000000
NC
USD
3730.15000000
0.001911041412
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
80591.00000000
USD
3730.15000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS HKAB Hong Kong Dollar Hibor Fi
000000000
1.00000000
NC
2166.84000000
0.001110121838
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Geely Automobile Holdings Ltd
Geely Automobile Holdings Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-1729750.00000000
HKD
2166.84000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NORFOLK SOUTHERN CORP
000000000
1.00000000
NC
USD
2305.30000000
0.001181058072
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Norfolk Southern Corp
Norfolk Southern Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
88989.78000000
USD
2305.30000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EXELON CORP
000000000
1.00000000
NC
USD
2383.67000000
0.001221208821
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
-132046.45000000
USD
2383.67000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TRAVELERS COS INC/THE
000000000
1.00000000
NC
USD
367.96000000
0.000188514348
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
209157.80000000
USD
367.96000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-13.46000000
-0.00000689586
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
-835.20000000
USD
-13.46000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS TENARIS SA
000000000
1.00000000
NC
-3592.40000000
-0.00184046892
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Tenaris SA
Tenaris SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
116708.64000000
EUR
-3592.40000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ATLANTIA SPA
000000000
1.00000000
NC
-10.88000000
-0.00000557407
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
38075.58000000
EUR
-10.88000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/TRY FORWARD
000000000
1.00000000
NC
USD
-3457.16000000
-0.00177118237
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-526650.78000000
USD
4392000.00000000
TRY
2021-05-28
-3457.16000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS HERSHEY CO
000000000
1.00000000
NC
USD
-2787.63000000
-0.00142816679
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
-131133.50213300
USD
-2787.63000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EVERSOURCE ENERGY
000000000
1.00000000
NC
USD
-646.59000000
-0.00033126288
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
22197.50000000
USD
-646.59000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS NESTLE SA
000000000
1.00000000
NC
-7534.19000000
-0.00385993836
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Nestle SA
Nestle SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-712871.04000000
CHF
-7534.19000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS INTEL CORP
000000000
1.00000000
NC
USD
5274.70000000
0.002702349809
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Intel Corp
Intel Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-65510.37000000
USD
5274.70000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-44.86000000
-0.00002298280
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
-2784.00000000
USD
-44.86000000
N
N
N
PPD INC
N/A
PPD Inc
69355HAB4
400000.00000000
PA
USD
399000.00000000
0.204416852881
Long
LON
CORP
US
N
2
2028-01-13
Floating
2.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-10.77000000
-0.00000551771
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
-668.16000000
USD
-10.77000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TRADEWEB MARKETS INC
000000000
1.00000000
NC
USD
148.82000000
0.000076243899
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
8709.10000000
USD
148.82000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS VERISIGN INC
000000000
1.00000000
NC
USD
6919.67000000
0.003545105675
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
VeriSign Inc
VeriSign Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
138324.48000000
USD
6919.67000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS 7GC & CO HOLDINGS INC
000000000
1.00000000
NC
USD
-2333.44000000
-0.00119547484
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
7GC & Co Holdings Inc
7GC & Co Holdings Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
74232.56000000
USD
-2333.44000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AIRBUS SE
000000000
1.00000000
NC
-1883.77000000
-0.00096509858
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Airbus SE
Airbus SE
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
55739.28000000
EUR
-1883.77000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NEWMONT CORP
000000000
1.00000000
NC
USD
2638.96000000
0.001351999744
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
-72294.48000000
USD
2638.96000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMADEUS IT GROUP SA
000000000
1.00000000
NC
-4770.61000000
-0.00244409293
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
98663.60000000
EUR
-4770.61000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS DEUTSCHE BANK AG
000000000
1.00000000
NC
-21858.91000000
-0.01119882102
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
-135313.95071700
EUR
-21858.91000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS HEIWA REAL ESTATE CO LTD
000000000
1.00000000
NC
6788.61000000
0.003477960630
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
22289000.00000000
JPY
6788.61000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS ROYAL BANK OF CANADA
000000000
1.00000000
NC
-5.11000000
-0.00000261797
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Royal Bank of Canada
Royal Bank of Canada
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-2006.34000000
CAD
-5.11000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS KION GROUP AG
000000000
1.00000000
NC
3041.17000000
0.001558061154
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
120478.92000000
EUR
3041.17000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GENERAL ELECTRIC CO
000000000
1.00000000
NC
USD
-2006.79000000
-0.00102812455
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
62872.00000000
USD
-2006.79000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-322.06000000
-0.00016499872
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
-19989.12000000
USD
-322.06000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-67.28000000
-0.00003446908
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
-4176.00000000
USD
-67.28000000
N
N
N
REALPAGE INC
5493001RSFZX4122A604
RealPage Inc
75605VAD4
365000.00000000
PA
USD
363131.20000000
0.186040443827
Long
LON
CORP
US
N
2
2028-04-22
Floating
3.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ELI LILLY AND CO
000000000
1.00000000
NC
USD
-1047.62000000
-0.00053671975
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Eli Lilly & Co
Eli Lilly & Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
61167.68000000
USD
-1047.62000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TURQUOISE HILL RESOURCES LTD
000000000
1.00000000
NC
USD
2022.24000000
0.001036039941
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TURQUOISE HILL RESOURCES LTD
TURQUOISE HILL RESOURCES LTD
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-21395.00000000
USD
2022.24000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS INTUIT INC
000000000
1.00000000
NC
USD
-1137.57000000
-0.00058280320
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
86434.92000000
USD
-1137.57000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PROPTECH INVESTMENT CORP II
000000000
1.00000000
NC
USD
25.33000000
0.000012977140
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PropTech Investment Corp II
PROPTECH INVESTMENT CORP-A
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
30752.00000000
USD
25.33000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ZHEJIANG RUNTU CO LTD
000000000
1.00000000
NC
-4303.42000000
-0.00220474078
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Zhejiang Runtu Co Ltd
Zhejiang Runtu Co Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
740709.77000000
CNY
-4303.42000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ISHARES CHINA LARGE-CAP ETF
000000000
1.00000000
NC
USD
154.88000000
0.000079348576
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
iShares China Large-Cap ETF
iShares China Large-Cap ETF
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-19732.95000000
USD
154.88000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SCHOLAR ROCK HOLDING CORP
000000000
1.00000000
NC
USD
173.32000000
0.000088795811
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
3708.00000000
USD
173.32000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SHERWIN-WILLIAMS CO/THE
000000000
1.00000000
NC
USD
2737.74000000
0.001402607004
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sherwin-Williams Co/The
Sherwin-Williams Co/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
177732.56000000
USD
2737.74000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS XYLEM INC/NY
000000000
1.00000000
NC
USD
-1086.84000000
-0.00055681306
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
-44836.60000000
USD
-1086.84000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS CARVANA CO
000000000
1.00000000
NC
USD
109.06000000
0.000055873939
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Carvana Co
Carvana Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
8732.39000000
USD
109.06000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SARTORIUS AG
000000000
1.00000000
NC
400.45000000
0.000205159721
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
46590.00000000
EUR
400.45000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS S&P GLOBAL INC
000000000
1.00000000
NC
USD
-5234.66000000
-0.00268183639
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
S&P Global Inc
S&P Global Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-127898.87000000
USD
-5234.66000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TURQUOISE HILL RESOURCES LTD
000000000
1.00000000
NC
USD
2573.76000000
0.001318596288
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TURQUOISE HILL RESOURCES LTD
TURQUOISE HILL RESOURCES LTD
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-27230.00000000
USD
2573.76000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS HAMAMATSU PHOTONICS KK
000000000
1.00000000
NC
-10468.37000000
-0.00536318609
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Hamamatsu Photonics KK
Hamamatsu Photonics KK
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
37278000.00000000
JPY
-10468.37000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS QUEST DIAGNOSTICS INC
000000000
1.00000000
NC
USD
-205.55000000
-0.00010530798
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Quest Diagnostics Inc
Quest Diagnostics Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-9686.25000000
USD
-205.55000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS SPROTT PHYSICAL GOLD AND SILVER TRUST
000000000
1.00000000
NC
USD
-153.79000000
-0.00007879014
N/A
DCO
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
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
27405.00000000
USD
-153.79000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PNC FINANCIAL SERVICES GROUP INC/THE
000000000
1.00000000
NC
USD
10967.45000000
0.005618876223
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
144376.54000000
USD
10967.45000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS UDR INC
000000000
1.00000000
NC
USD
-1379.55000000
-0.00070677511
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
-39036.90000000
USD
-1379.55000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS AP MOLLER - MAERSK A/S
000000000
1.00000000
NC
-2007.01000000
-0.00102823726
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
-325820.00000000
DKK
-2007.01000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INGERSOLL RAND INC
000000000
1.00000000
NC
USD
60.91000000
0.000031205590
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
49340.00000000
USD
60.91000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS SWEDISH MATCH AB
000000000
1.00000000
NC
-5989.80000000
-0.00306871194
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
2236339.20000000
SEK
-5989.80000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
-2410.18000000
-0.00123479050
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
-684522.02000000
USD
-2410.18000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WORKDAY INC
000000000
1.00000000
NC
USD
-40.01000000
-0.00002049804
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Workday Inc
Workday Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
780.87000000
USD
-40.01000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MARTIN MARIETTA MATERIALS INC
000000000
1.00000000
NC
USD
29.36000000
0.000015041801
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Martin Marietta Materials Inc
Martin Marietta Materials Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
14093.65000000
USD
29.36000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS STELLANTIS NV
000000000
1.00000000
NC
-31968.20000000
-0.01637804219
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Stellantis NV
Stellantis NV
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
328742.91000000
EUR
-31968.20000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SYSMEX CORP
000000000
1.00000000
NC
1158.88000000
0.000593720808
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
-4512000.01857100
JPY
1158.88000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ZENDESK INC
000000000
1.00000000
NC
USD
-893.05000000
-0.00045753000
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
21353.56000000
USD
-893.05000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS PLN
000000000
1.00000000
NC
82672.80000000
0.042355171917
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
82372.48000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KRAFT HEINZ CO/THE
000000000
1.00000000
NC
USD
-302.28000000
-0.00015486497
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
-50984.10000000
USD
-302.28000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS KOJAMO OYJ
000000000
1.00000000
NC
3074.37000000
0.001575070275
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Kojamo Oyj
Kojamo Oyj
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
82587.78000000
EUR
3074.37000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ADOBE INC
000000000
1.00000000
NC
USD
3776.19000000
0.001934628761
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
-132905.49644000
USD
3776.19000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS VERIZON COMMUNICATIONS INC
000000000
1.00000000
NC
USD
-1062.43000000
-0.00054430726
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
-84876.70000000
USD
-1062.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ATMOS ENERGY CORP
000000000
1.00000000
NC
USD
562.83000000
0.000288350720
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
25330.00000000
USD
562.83000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PNC FINANCIAL SERVICES GROUP INC/THE
000000000
1.00000000
NC
USD
8272.06000000
0.004237966095
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
108894.17000000
USD
8272.06000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LAM RESEARCH CORP
000000000
1.00000000
NC
USD
4527.87000000
0.002319731668
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
-156538.12000000
USD
4527.87000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CONSTELLIUM SE
000000000
1.00000000
NC
USD
381.50000000
0.000195451201
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Constellium SE
Constellium SE
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
46140.00000000
USD
381.50000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EXXON MOBIL CORP
000000000
1.00000000
NC
USD
-327.96000000
-0.00016802143
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
-70598.22000000
USD
-327.96000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CIE DE SAINT-GOBAIN
000000000
1.00000000
NC
-138.93000000
-0.00007117702
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
-97575.60464600
EUR
-138.93000000
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331842
2719.00000000
NS
USD
138231.13000000
0.070818978859
Long
EP
CORP
US
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS IDEXX LABORATORIES INC
000000000
1.00000000
NC
USD
-2921.44000000
-0.00149672072
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
-75041.32000000
USD
-2921.44000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS HOSHIZAKI CORP
000000000
1.00000000
NC
-11050.74000000
-0.00566154760
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
18666000.00000000
JPY
-11050.74000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INVESCO QQQ TRUST SERIES 1
000000000
1.00000000
NC
USD
994.94000000
0.000509730585
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
-94625.97000000
USD
994.94000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CHUGAI PHARMACEUTICAL CO LTD
000000000
1.00000000
NC
6729.20000000
0.003447523524
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
-17963400.18000000
JPY
6729.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INVESCO QQQ TRUST SERIES 1
000000000
1.00000000
NC
USD
466.94000000
0.000239224073
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
-44409.30000000
USD
466.94000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMETEK INC
000000000
1.00000000
NC
USD
-1816.04000000
-0.00093039895
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
-135014.10000000
USD
-1816.04000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ISHARES RUSSELL 2000 ETF
000000000
1.00000000
NC
USD
-618.48000000
-0.00031686149
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
-224290.00000000
USD
-618.48000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-116.63000000
-0.00005975222
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
-7238.40000000
USD
-116.63000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CHARLES SCHWAB CORP/THE
000000000
1.00000000
NC
USD
932.03000000
0.000477500349
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
12445.00000000
USD
932.03000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS SYSMEX CORP
000000000
1.00000000
NC
3555.24000000
0.001821431007
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Sysmex Corp
Sysmex Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-12408000.00000000
JPY
3555.24000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ELI LILLY AND CO
000000000
1.00000000
NC
USD
-4298.75000000
-0.00220234823
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Eli Lilly & Co
Eli Lilly & Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
250992.00000000
USD
-4298.75000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GENERAL ELECTRIC CO
000000000
1.00000000
NC
USD
-692.00000000
-0.00035452747
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
21680.00000000
USD
-692.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DAIKIN INDUSTRIES LTD
000000000
1.00000000
NC
2471.74000000
0.001266329102
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
-11277500.00000000
JPY
2471.74000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FLEETCOR TECHNOLOGIES INC
000000000
1.00000000
NC
USD
-220.95000000
-0.00011319775
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
18056.26000000
USD
-220.95000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CONOCOPHILLIPS
000000000
1.00000000
NC
USD
-2351.79000000
-0.00120487596
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ConocoPhillips
ConocoPhillips
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
158606.40000000
USD
-2351.79000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS EQUINOR ASA
000000000
1.00000000
NC
2270.84000000
0.001163403424
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Equinor ASA
Equinor ASA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
1541754.00000000
NOK
2270.84000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS POLYPIPE GROUP PLC
000000000
1.00000000
NC
-11.20000000
-0.00000573801
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Genuit Group PLC
Genuit Group PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
14820.00000000
GBP
-11.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS RWE AG
000000000
1.00000000
NC
6068.77000000
0.003109170085
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
RWE AG
RWE AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-104397.30000000
EUR
6068.77000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SG HOLDINGS CO LTD
000000000
1.00000000
NC
-1235.79000000
-0.00063312356
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SG Holdings Co Ltd
SG Holdings Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-8866800.04000000
JPY
-1235.79000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PROOFPOINT INC
000000000
1.00000000
NC
USD
-1028.49000000
-0.00052691902
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Proofpoint Inc
Proofpoint Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
210995.46000000
USD
-1028.49000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HONEYWELL INTERNATIONAL INC
000000000
1.00000000
NC
USD
-3298.02000000
-0.00168965130
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
110782.88000000
USD
-3298.02000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ISHARES CORE EURO STOXX 50 UCITS ETF DE
000000000
1.00000000
NC
4858.86000000
0.002489305438
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
ISHARES CORE EURO STOXX50 DE
ISHARES CORE EURO STOXX50 DE
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-647792.00000000
EUR
4858.86000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NVR INC
000000000
1.00000000
NC
USD
2248.83000000
0.001152127196
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
62974.86000000
USD
2248.83000000
N
N
N
T ROWE PRICE DYNAMIC GLOBAL BOND FUND
549300RBL73KV0WZZF27
T ROWE PRICE DYNAMIC GLOBAL BOND FUND
77956H468
3151273.90771100
NS
USD
31890891.95000000
16.33843550880
Long
EC
RF
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WELCIA HOLDINGS CO LTD
000000000
1.00000000
NC
6713.55000000
0.003439505670
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
-8952000.00000000
JPY
6713.55000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MTU AERO ENGINES AG
000000000
1.00000000
NC
-5413.66000000
-0.00277354220
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
-90200.00000000
EUR
-5413.66000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERPUBLIC GROUP OF COS INC/THE
000000000
1.00000000
NC
USD
-1091.07000000
-0.00055898018
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
-25104.75000000
USD
-1091.07000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GOLDMAN SACHS GROUP INC/THE
000000000
1.00000000
NC
USD
5558.25000000
0.002847618978
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Goldman Sachs Group Inc/The
Goldman Sachs Group Inc/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
191280.75000000
USD
5558.25000000
N
N
N
OMX NORDIC EXCHANGE STOCKHOLM
N/A
OMX STOCKHOLM 30 INDEX
000000000
-98.00000000
NC
16677.26000000
0.008544142866
N/A
DE
CORP
SE
N
1
OMX NORDIC EXCHANGE STOCKHOLM
N/A
Short
NASDAQ
OMX STOCKHOLM 30 INDEX
2021-05-21
-2563780.91000000
USD
16677.26000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FORTUNE BRANDS HOME & SECURITY INC
000000000
1.00000000
NC
USD
-3127.72000000
-0.00160240270
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
-85902.40000000
USD
-3127.72000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS GRAY TELEVISION INC
000000000
1.00000000
NC
USD
-3780.57000000
-0.00193687273
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Gray Television Inc
Gray Television Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-128310.00000000
USD
-3780.57000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NORTHROP GRUMMAN CORP
000000000
1.00000000
NC
USD
-2588.14000000
-0.00132596349
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
-90282.58000000
USD
-2588.14000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WEC ENERGY GROUP INC
000000000
1.00000000
NC
USD
129.72000000
0.000066458531
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
WEC Energy Group Inc
WEC Energy Group Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
10265.58000000
USD
129.72000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS BLACKROCK INC
000000000
1.00000000
NC
USD
-667.61000000
-0.00034203191
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
BlackRock Inc
BlackRock Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-361485.28000000
USD
-667.61000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
TRS UDR INC
000000000
1.00000000
NC
USD
-287.01000000
-0.00014704180
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
-8121.47000000
USD
-287.01000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HOLLYFRONTIER CORP
000000000
1.00000000
NC
USD
1424.79000000
0.000729952601
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
-123935.00000000
USD
1424.79000000
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
000000000
185000.00000000
PA
USD
187799.05000000
0.096213761341
Long
LON
CORP
LU
N
2
2023-11-27
Floating
0.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUIFAX INC
000000000
1.00000000
NC
USD
7041.51000000
0.003607527102
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Equifax Inc
Equifax Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
616672.20000000
USD
7041.51000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FEDEX CORP
000000000
1.00000000
NC
USD
-128.34000000
-0.00006575152
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
39603.20000000
USD
-128.34000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS UNILEVER PLC
000000000
1.00000000
NC
2466.57000000
0.001263680393
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
114134.70000000
GBP
2466.57000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS CAIRN HOMES PLC
000000000
1.00000000
NC
7843.44000000
0.004018374237
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Cairn Homes PLC
Cairn Homes PLC
Y
Equity - Performance Leg
2021-07-12
0.00000000
USD
0.00000000
USD
171422.76000000
GBP
7843.44000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
2014.33000000
0.001031987466
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
104493.30000000
CAD
2014.33000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ISHARES CHINA LARGE-CAP ETF
000000000
1.00000000
NC
USD
695.70000000
0.000356423069
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
iShares China Large-Cap ETF
iShares China Large-Cap ETF
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-88635.00000000
USD
695.70000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALPHABET INC
000000000
1.00000000
NC
USD
746.12000000
0.000382254391
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
25137.75000000
USD
746.12000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS COLGATE-PALMOLIVE CO
000000000
1.00000000
NC
USD
481.57000000
0.000246719358
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Colgate-Palmolive Co
Colgate-Palmolive Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-132752.44000000
USD
481.57000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TERADYNE INC
000000000
1.00000000
NC
USD
7575.20000000
0.003880948731
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
-162937.98000000
USD
7575.20000000
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
02557T307
2370.00000000
NS
USD
120237.09000000
0.061600219392
Long
EP
CORP
US
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EAGLE BANCORP INC
000000000
1.00000000
NC
USD
-126.99000000
-0.00006505989
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Eagle Bancorp Inc
Eagle Bancorp Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
21588.00000000
USD
-126.99000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WILLIS TOWERS WATSON PLC
000000000
1.00000000
NC
USD
45214.43000000
0.023164389687
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
516416.60000000
USD
45214.43000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS DASSAULT SYSTEMES SE
000000000
1.00000000
NC
-2206.64000000
-0.00113051229
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
-199665.00000000
EUR
-2206.64000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
-17.00000000
NC
USD
-2149.14000000
-0.00110105372
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2021-06-30
-2104788.36000000
USD
-2149.14000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS EXXON MOBIL CORP
000000000
1.00000000
NC
USD
-563.53000000
-0.00028870934
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
-121310.42000000
USD
-563.53000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS TRAINLINE PLC
000000000
1.00000000
NC
-1873.24000000
-0.00095970382
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Trainline PLC
Trainline PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
20591.19000000
GBP
-1873.24000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS ANALOG DEVICES INC
000000000
1.00000000
NC
USD
-11937.89000000
-0.00611605489
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Analog Devices Inc
Analog Devices Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
253118.25000000
USD
-11937.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WHIRLPOOL CORP
000000000
1.00000000
NC
USD
-5266.60000000
-0.00269819999
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
-217960.16000000
USD
-5266.60000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CARL ZEISS MEDITEC AG
000000000
1.00000000
NC
-1318.11000000
-0.00067529798
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
-157830.40000000
EUR
-1318.11000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS INR
000000000
1.00000000
NC
-9137.40000000
-0.00468129962
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2023-04-26
0.00000000
USD
0.00000000
USD
850000000.00000000
INR
-9137.40000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS SGS SA
000000000
1.00000000
NC
-812.48000000
-0.00041625214
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
SGS SA
SGS SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-104598.00000000
CHF
-812.48000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CSX CORP
000000000
1.00000000
NC
USD
2710.75000000
0.001388779408
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CSX Corp
CSX Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
143954.72000000
USD
2710.75000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ATLANTIA SPA
000000000
1.00000000
NC
-42.72000000
-0.00002188643
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Atlantia SpA
Atlantia SpA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
149478.30000000
EUR
-42.72000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS DIASORIN SPA
000000000
1.00000000
NC
-2915.77000000
-0.00149381585
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
37599.00000000
EUR
-2915.77000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPIRIT OF TEXAS BANCSHARES INC
000000000
1.00000000
NC
USD
797.30000000
0.000408475079
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Spirit of Texas Bancshares Inc
Spirit of Texas Bancshares Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
20052.00000000
USD
797.30000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS JOHNSON & JOHNSON
000000000
1.00000000
NC
USD
-865.98000000
-0.00044366141
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
-59023.52000000
USD
-865.98000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ISHARES CORE TOPIX ETF
000000000
1.00000000
NC
75719.13000000
0.038792647262
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
iShares Core TOPIX ETF
ISHARES CORE TOPIX ETF
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-278829172.00000000
JPY
75719.13000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS US BANCORP
000000000
1.00000000
NC
USD
-311.54000000
-0.00015960908
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
-5801.99000000
USD
-311.54000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-8.98000000
-0.00000460065
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
-556.80000000
USD
-8.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-68.18000000
-0.00003493017
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
-4231.68000000
USD
-68.18000000
N
N
N
OSAKA EXCHANGE
3538001249AILNPRUX57
TOKYO STOCK PRICE INDEX
000000000
-46.00000000
NC
78282.62000000
0.040105981994
N/A
DE
CORP
JP
N
1
OSAKA EXCHANGE
3538001249AILNPRUX57
Short
TPX INDEX
TPX INDEX
2021-06-10
-8102954.04000000
USD
78282.62000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MARTIN MARIETTA MATERIALS INC
000000000
1.00000000
NC
USD
77.06000000
0.000039479605
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Martin Marietta Materials Inc
Martin Marietta Materials Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
6984.54000000
USD
77.06000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VULCAN MATERIALS CO
000000000
1.00000000
NC
USD
1111.30000000
0.000569344482
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Vulcan Materials Co
Vulcan Materials Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
172478.74000000
USD
1111.30000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS WHITBREAD PLC
000000000
1.00000000
NC
-13404.86000000
-0.00686761727
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Whitbread PLC
Whitbread PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
115542.83000000
GBP
-13404.86000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FIRST QUANTUM MINERALS LTD
000000000
1.00000000
NC
920.85000000
0.000471772578
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
First Quantum Minerals Ltd
First Quantum Minerals Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-113850.36000000
CAD
920.85000000
N
N
N
MYT Netherlands Parent BV
N/A
MYT Netherlands Parent BV
55406W103
488.00000000
NS
USD
14625.36000000
0.007492907427
Long
EC
CORP
DE
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAMECO CORP
000000000
1.00000000
NC
USD
-287.78000000
-0.00014743629
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Cameco Corp
Cameco Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-21567.00000000
USD
-287.78000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS POPULAR INC
000000000
1.00000000
NC
USD
593.76000000
0.000304196868
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Popular Inc
Popular Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
24400.22000000
USD
593.76000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SMC CORP
000000000
1.00000000
NC
8700.36000000
0.004457394010
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
SMC Corp
SMC Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-19989000.00000000
JPY
8700.36000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS LIVE NATION ENTERTAINMENT INC
000000000
1.00000000
NC
USD
397.34000000
0.000203566396
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Live Nation Entertainment Inc
Live Nation Entertainment Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
19741.50000000
USD
397.34000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GARTNER INC
000000000
1.00000000
NC
USD
-2388.36000000
-0.00122361161
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
-85960.60000000
USD
-2388.36000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FIRST TRUST EXCHANGE-TRADED FUND-FIRST TRUST NASDAQ-100 EQUAL WEIGHTED INDEX SM
000000000
1.00000000
NC
USD
1386.95000000
0.000710566301
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
FIRST TRUST NASDQ 100 EQ WEI
FIRST TRUST NASDQ 100 EQ WEI
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-97659.00000000
USD
1386.95000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS MITSUI FUDOSAN CO LTD
000000000
1.00000000
NC
-3864.83000000
-0.00198004106
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
10612400.00000000
JPY
-3864.83000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS FAURECIA SE
000000000
1.00000000
NC
-1098.34000000
-0.00056270477
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Faurecia SE
Faurecia SE
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
17577.00000000
EUR
-1098.34000000
N
N
N
INFINITE BIDCO LLC
N/A
INFINITE BIDCO LLC
45674KAF2
200000.00000000
PA
USD
200500.00000000
0.102720749380
Long
LON
CORP
US
N
2
2029-03-02
Floating
7.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WESDOME GOLD MINES LTD
000000000
1.00000000
NC
-1198.19000000
-0.00061386022
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
18281.60000000
CAD
-1198.19000000
N
N
N
REALPAGE INC
5493001RSFZX4122A604
RealPage Inc
75605VAG7
170000.00000000
PA
USD
174037.50000000
0.089163403592
Long
LON
CORP
US
N
2
2029-04-22
Floating
7.25000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ADEVINTA ASA
000000000
1.00000000
NC
-8273.93000000
-0.00423892413
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
-1378713.00000000
NOK
-8273.93000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PMV CONSUMER ACQUISITION CORP
000000000
1.00000000
NC
USD
-824.36000000
-0.00042233853
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PMV Consumer Acquisition Corp
PMV CONSUMER ACQUISITION-A
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
64350.00000000
USD
-824.36000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS LIVE NATION ENTERTAINMENT INC
000000000
1.00000000
NC
USD
4361.07000000
0.002234276201
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Live Nation Entertainment Inc
Live Nation Entertainment Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
216675.00000000
USD
4361.07000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EVERSOURCE ENERGY
000000000
1.00000000
NC
USD
-144.84000000
-0.00007420485
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
4972.24000000
USD
-144.84000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS LOWE'S COS INC
000000000
1.00000000
NC
USD
3789.95000000
0.001941678324
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
-100648.44000000
USD
3789.95000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS KERRY GROUP PLC
000000000
1.00000000
NC
-2121.98000000
-0.00108713903
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Kerry Group PLC
Kerry Group PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
73747.20000000
EUR
-2121.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
-3873.34000000
-0.00198440093
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
-55153.28000000
USD
-3873.34000000
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059T204
13654.00000000
NS
USD
330153.72000000
0.169145324334
Long
EP
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ADYEN NV
000000000
1.00000000
NC
3195.17000000
0.001636958886
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
158632.00000000
EUR
3195.17000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CADENCE BANCORP
000000000
1.00000000
NC
USD
-544.20000000
-0.00027880614
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Cadence BanCorp
Cadence BanCorp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
22790.00000000
USD
-544.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS UBS GROUP AG
000000000
1.00000000
NC
2502.76000000
0.001282221360
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
-55160.34500000
CHF
2502.76000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS UBS GROUP AG
000000000
1.00000000
NC
4081.58000000
0.002091087063
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
-89957.14000000
CHF
4081.58000000
N
N
N
Genuit Group PLC
2138005IF1N2RKJ6KO18
Genuit Group PLC
000000000
6384.00000000
NS
49813.24000000
0.025520465545
Long
EC
CORP
GB
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CITIZENS FINANCIAL GROUP INC
000000000
1.00000000
NC
USD
3075.70000000
0.001575751665
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Citizens Financial Group Inc
Citizens Financial Group Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
69343.36000000
USD
3075.70000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CATERPILLAR INC
000000000
1.00000000
NC
USD
-1711.42000000
-0.00087679972
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
116260.00000000
USD
-1711.42000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EXPERIAN PLC
000000000
1.00000000
NC
22933.48000000
0.011749347887
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
352658.48000000
GBP
22933.48000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WORKDAY INC
000000000
1.00000000
NC
USD
-1333.80000000
-0.00068333633
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Workday Inc
Workday Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
26029.00000000
USD
-1333.80000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FIRST TRUST EXCHANGE-TRADED FUND-FIRST TRUST NASDAQ-100 EQUAL WEIGHTED INDEX SM
000000000
1.00000000
NC
USD
1541.06000000
0.000789520389
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
FIRST TRUST NASDQ 100 EQ WEI
FIRST TRUST NASDQ 100 EQ WEI
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-108510.00000000
USD
1541.06000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PROOFPOINT INC
000000000
1.00000000
NC
USD
-124.00000000
-0.00006352804
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Proofpoint Inc
Proofpoint Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
105109.89000000
USD
-124.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VALERO ENERGY CORP
000000000
1.00000000
NC
USD
-3567.60000000
-0.00182776331
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
-98875.15000000
USD
-3567.60000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS STRATEC SE
000000000
1.00000000
NC
-1807.28000000
-0.00092591100
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
STRATEC SE
STRATEC SE
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-40328.00000000
EUR
-1807.28000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ADOBE INC
000000000
1.00000000
NC
USD
3792.98000000
0.001943230663
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
-141561.08000000
USD
3792.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CINTAS CORP
000000000
1.00000000
NC
USD
2609.49000000
0.001336901587
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Cintas Corp
Cintas Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-137225.40000000
USD
2609.49000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS VANECK VECTORS SEMICONDUCTOR ETF
000000000
1.00000000
NC
USD
1857.86000000
0.000951824296
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
VANECK VECTORS SEMICONDUCTOR ETF
VANECK VECTORS SEMICONDUCTOR ETF
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-45358.60000000
USD
1857.86000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS KEYENCE CORP
000000000
1.00000000
NC
2185.69000000
0.001119779125
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
10264000.00000000
JPY
2185.69000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CIE DE SAINT-GOBAIN
000000000
1.00000000
NC
-91.28000000
-0.00004676483
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
-64106.12000000
EUR
-91.28000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TRUIST FINANCIAL CORP
000000000
1.00000000
NC
USD
-3190.25000000
-0.00163443825
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Truist Financial Corp
Truist Financial Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-87146.06000000
USD
-3190.25000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS BOOHOO GROUP PLC
000000000
1.00000000
NC
-915.49000000
-0.00046902652
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
12741.02000000
GBP
-915.49000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERPUBLIC GROUP OF COS INC/THE
000000000
1.00000000
NC
USD
-9097.53000000
-0.00466087331
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
-209327.97000000
USD
-9097.53000000
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
175000.00000000
PA
USD
181562.50000000
0.093018633712
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HELIX ACQUISITION CORP
000000000
1.00000000
NC
USD
-40.75000000
-0.00002087715
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Helix Acquisition Corp
Helix Acquisition Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
4084.00000000
USD
-40.75000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS FRANKLIN ELECTRIC CO INC
000000000
1.00000000
NC
USD
-177.00000000
-0.00009068116
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Franklin Electric Co Inc
Franklin Electric Co Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-48588.00000000
USD
-177.00000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS VERIZON COMMUNICATIONS INC
000000000
1.00000000
NC
USD
-847.93000000
-0.00043441399
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
-67739.80000000
USD
-847.93000000
N
N
N
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
MSCI EMERGING MARKETS INDEX
000000000
-46.00000000
NC
USD
-710.80000000
-0.00036415914
N/A
DE
CORP
US
N
1
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
Short
MSCI
MSCI EMERGING MARKETS INDEX
2021-06-18
-3073469.22000000
USD
-710.80000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-26.01000000
-0.00001332551
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
-1614.72000000
USD
-26.01000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ZIMMER BIOMET HOLDINGS INC
000000000
1.00000000
NC
USD
-3399.46000000
-0.00174162134
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
-107693.51951900
USD
-3399.46000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPIRIT OF TEXAS BANCSHARES INC
000000000
1.00000000
NC
USD
885.89000000
0.000453861768
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Spirit of Texas Bancshares Inc
Spirit of Texas Bancshares Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
22280.00000000
USD
885.89000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS CANADIAN NATURAL RESOURCES LTD
000000000
1.00000000
NC
5389.68000000
0.002761256700
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Canadian Natural Resources Ltd
Canadian Natural Resources Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-164034.72000000
CAD
5389.68000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ASTELLAS PHARMA INC
000000000
1.00000000
NC
336.55000000
0.000172422285
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
10747749.89902900
JPY
336.55000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS TENCENT HOLDINGS LTD
000000000
1.00000000
NC
USD
1764.50000000
0.000903993826
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Tencent Holdings Ltd
Tencent Holdings Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-450287.40000000
USD
1764.50000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EUCRATES BIOMEDICAL ACQUISITION CORP
000000000
1.00000000
NC
USD
-273.00000000
-0.00013986416
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Eucrates Biomedical Acquisitio
Eucrates Biomedical Acquisition Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
38883.00000000
USD
-273.00000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS ALLEGION PLC
000000000
1.00000000
NC
USD
-2883.98000000
-0.00147752911
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Allegion plc
Allegion plc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-97505.91000000
USD
-2883.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NVR INC
000000000
1.00000000
NC
USD
1383.90000000
0.000709003716
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
38753.76000000
USD
1383.90000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUITY RESIDENTIAL
000000000
1.00000000
NC
USD
1192.01000000
0.000610694067
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
43338.00000000
USD
1192.01000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS ING GROEP NV
000000000
1.00000000
NC
2829.48000000
0.001449607511
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
85530.37531400
EUR
2829.48000000
N
N
N
APPLIED SYSTEMS INC
549300NSKGF0SY5SWQ62
Applied Systems Inc
03827FAX9
300000.00000000
PA
USD
298689.00000000
0.153025226492
Long
LON
CORP
US
N
2
2024-09-19
Floating
3.50000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS BOOHOO GROUP PLC
000000000
1.00000000
NC
-6710.09000000
-0.00343773303
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
93462.87000000
GBP
-6710.09000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MAXIM INTEGRATED PRODUCTS INC
000000000
1.00000000
NC
USD
-1724.27000000
-0.00088338307
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
105762.78000000
USD
-1724.27000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS ALLEGION PLC
000000000
1.00000000
NC
USD
-3127.21000000
-0.00160214141
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Allegion plc
Allegion plc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-105729.30000000
USD
-3127.21000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUITY DISTRIBUTION ACQUISITION CORP
000000000
1.00000000
NC
USD
-206.92000000
-0.00010600986
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Equity Distribution Acquisition Corp
EQUITY DISTRIBUTION ACQUIS-A
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
64675.00000000
USD
-206.92000000
N
N
N
HONG KONG FUTURES EXCHANGE
N/A
HANG SENG INDEX
000000000
7.00000000
NC
-16396.14000000
-0.00840011864
N/A
DE
CORP
HK
N
1
HONG KONG FUTURES EXCHANGE
N/A
Long
HONG KONG STOCK EXCHANGE
HANG SENG INDEX
2021-05-28
1303321.32000000
USD
-16396.14000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS AMERISOURCEBERGEN CORP
000000000
1.00000000
NC
USD
-1641.97000000
-0.00084121889
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
-110112.00000000
USD
-1641.97000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INFINEON TECHNOLOGIES AG
000000000
1.00000000
NC
-6625.59000000
-0.00339444174
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
103294.98000000
EUR
-6625.59000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALEXION PHARMACEUTICALS INC
000000000
1.00000000
NC
USD
28888.52000000
0.014800251485
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
409604.00000000
USD
28888.52000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS GREENCORE GROUP PLC
000000000
1.00000000
NC
-346.58000000
-0.00017756088
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Greencore Group PLC
Greencore Group PLC
Y
Equity - Performance Leg
2021-07-12
0.00000000
USD
0.00000000
USD
180548.54000000
GBP
-346.58000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS INTERNATIONAL PAPER CO
000000000
1.00000000
NC
USD
4234.28000000
0.002169318776
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
182194.05000000
USD
4234.28000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KINNEVIK AB
000000000
1.00000000
NC
1386.31000000
0.000710238414
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
-714801.80000000
SEK
1386.31000000
N
N
N
BANK OF AMERICA CALIFORNIA, NATIONAL ASSOCIATION
549300H041M8GSCMYP92
TRS TELEFONAKTIEBOLAGET LM ERICSSON
000000000
1.00000000
NC
-1061.18000000
-0.00054366685
N/A
DE
CORP
US
N
2
BANK OF AMERICA CALIFORNIA, NATIONAL ASSOCIATION
549300H041M8GSCMYP92
Ericsson
Telefonaktiebolaget LM Ericsson
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
777449.12000000
SEK
-1061.18000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS POPULAR INC
000000000
1.00000000
NC
USD
6137.21000000
0.003144233467
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Popular Inc
Popular Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
252665.00000000
USD
6137.21000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMERICAN ELECTRIC POWER CO INC
000000000
1.00000000
NC
USD
266.65000000
0.000136610911
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
26341.50000000
USD
266.65000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYLOCITY HOLDING CORP
000000000
1.00000000
NC
USD
-118.89000000
-0.00006091007
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Paylocity Holding Corp
Paylocity Holding Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
17314.06000000
USD
-118.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ARCHER-DANIELS-MIDLAND CO
000000000
1.00000000
NC
USD
-687.58000000
-0.00035226300
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Archer-Daniels-Midland Co
Archer-Daniels-Midland Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-9035.18000000
USD
-687.58000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS WALGREENS BOOTS ALLIANCE INC
000000000
1.00000000
NC
USD
804.50000000
0.000412163804
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
-70480.64000000
USD
804.50000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS IHS MARKIT LTD
000000000
1.00000000
NC
USD
13812.17000000
0.007076291536
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
IHS Markit Ltd
IHS Markit Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
309686.32000000
USD
13812.17000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS ZOOMLION HEAVY INDUSTRY SCIENCE AND TECHNOLOGY CO LTD
000000000
1.00000000
NC
2378.53000000
0.001218575481
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
ZOOMLION CO. LTD.
Zoomlion Heavy Industry Science and Technology Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-543632.00000000
HKD
2378.53000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MASTERCARD INC
000000000
1.00000000
NC
USD
-207.12000000
-0.00010611232
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
19710.99000000
USD
-207.12000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS YELLOWSTONE ACQUISITION CO
000000000
1.00000000
NC
USD
92.89000000
0.000047589677
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Yellowstone Acquisition Co
YELLOWSTONE ACQUISIT CO-CL A
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
33132.00000000
USD
92.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SOGOU INC
000000000
1.00000000
NC
USD
559.68000000
0.000286736902
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
-60204.74000000
USD
559.68000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUITY LIFESTYLE PROPERTIES INC
000000000
1.00000000
NC
USD
632.65000000
0.000324121107
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Equity LifeStyle Properties In
Equity LifeStyle Properties Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
19073.44000000
USD
632.65000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS IHS MARKIT LTD
000000000
1.00000000
NC
USD
10582.28000000
0.005421544796
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
IHS Markit Ltd
IHS Markit Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
237268.00000000
USD
10582.28000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS APPLE INC
000000000
1.00000000
NC
USD
7853.60000000
0.004023579438
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
-349431.00000000
USD
7853.60000000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TRS UNITE GROUP PLC/THE
000000000
1.00000000
NC
14152.09000000
0.007250440349
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
UNITE Group PLC/The
UNITE Group PLC/The
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
205021.42000000
GBP
14152.09000000
N
N
N
T. ROWE PRICE GOVERNMENT RESERVE FUND
5493007QR86JJLYO6D96
T. ROWE PRICE GOVERNMENT RESERVE FUND
000000000
23744611.01000000
NS
USD
23744611.01000000
12.16490891119
Long
STIV
RF
US
N
1
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS GREAT PORTLAND ESTATES PLC
000000000
1.00000000
NC
-145.41000000
-0.00007449687
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
20163.68000000
GBP
-145.41000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CITIZENS FINANCIAL GROUP INC
000000000
1.00000000
NC
USD
1510.11000000
0.000773663994
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Citizens Financial Group Inc
Citizens Financial Group Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
34046.16000000
USD
1510.11000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS TERUMO CORP
000000000
1.00000000
NC
-1223.62000000
-0.00062688859
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Terumo Corp
Terumo Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-15981903.99000000
JPY
-1223.62000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CSX CORP
000000000
1.00000000
NC
USD
2463.14000000
0.001261923125
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CSX Corp
CSX Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
130805.01000000
USD
2463.14000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WALT DISNEY CO/THE
000000000
1.00000000
NC
USD
6.35000000
0.000003253250
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
21196.02000000
USD
6.35000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS Stockholm Interbank Offered Ra
000000000
1.00000000
NC
25557.05000000
0.013093462982
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
-1734361.40000000
SEK
25557.05000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LITTELFUSE INC
000000000
1.00000000
NC
USD
-1787.55000000
-0.00091580287
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
68085.00000000
USD
-1787.55000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS AMADEUS IT GROUP SA
000000000
1.00000000
NC
-12193.79000000
-0.00624715833
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
252212.52000000
EUR
-12193.79000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS DERWENT LONDON PLC
000000000
1.00000000
NC
1189.38000000
0.000609346657
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
120415.59000000
GBP
1189.38000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS KEYENCE CORP
000000000
1.00000000
NC
20778.96000000
0.010645537868
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Keyence Corp
Keyence Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
97508000.00000000
JPY
20778.96000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMADEUS IT GROUP SA
000000000
1.00000000
NC
-2856.65000000
-0.00146352732
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
59080.00000000
EUR
-2856.65000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS APARTMENT INCOME REIT CORP
000000000
1.00000000
NC
USD
1336.71000000
0.000684827196
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Apartment Income REIT Corp
Apartment Income REIT Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
68678.28000000
USD
1336.71000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
SWOP IRS GBP
000000000
1.00000000
NC
74890.34000000
0.038368039132
N/A
DIR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Put
Purchased
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
IRS GBP
000000000
0.00000000
NC
0.00000000
0.00000000
DIR
CORP
US
US
2032-02-22
0.00000000
USD
0.00000000
USD
0.00000000
GBP
1900000.00000000
USD
1.02100000
GBP
2022-02-22
XXXX
12419.59000000
N
N
N
T Rowe Price Health Sciences Fund Inc
66LP7EMLZS5S33LWIH41
T Rowe Price Health Sciences Fund Inc
87281Y102
21883.51400000
NS
USD
2264943.70000000
1.160382614306
Long
EC
RF
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-68.18000000
-0.00003493017
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
-4231.68000000
USD
-68.18000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS CITIGROUP INC
000000000
1.00000000
NC
USD
634.79000000
0.000325217478
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
-58975.02000000
USD
634.79000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALCON INC
000000000
1.00000000
NC
138.59000000
0.000071002836
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
19947.45000000
CHF
138.59000000
N
N
N
K-MAC HOLDINGS CORP
549300HIP15L5DKDQ383
K-MAC Holdings Corp
000000000
373666.67000000
PA
USD
370086.94000000
0.189604028991
Long
LON
CORP
US
N
2
2026-03-16
Floating
6.86325000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-18.84000000
-0.00000965216
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
-1169.28000000
USD
-18.84000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
-2793.28000000
-0.00143106142
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
-39774.00000000
USD
-2793.28000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VULCAN MATERIALS CO
000000000
1.00000000
NC
USD
896.77000000
0.000459435842
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Vulcan Materials Co
Vulcan Materials Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
80370.46000000
USD
896.77000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BNP PARIBAS SA
000000000
1.00000000
NC
16861.09000000
0.008638323192
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
444411.36000000
EUR
16861.09000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALCON INC
000000000
1.00000000
NC
149.94000000
0.000076817701
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
21581.36000000
CHF
149.94000000
N
N
N
BEACON ROOFING SUPPLY IN
549300HDXQWWCBOYXP31
Beacon Roofing Supply Inc
073685AD1
400000.00000000
PA
USD
409500.00000000
0.209796243747
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.87500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CARVANA CO
000000000
1.00000000
NC
USD
1336.87000000
0.000684909168
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
107042.20000000
USD
1336.87000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
TRS COGNIZANT TECHNOLOGY SOLUTIONS CORP
000000000
1.00000000
NC
USD
983.70000000
0.000503972075
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
128270.16000000
USD
983.70000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS BANK OF AMERICA CORP
000000000
1.00000000
NC
USD
2732.27000000
0.001399804598
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
59427.16000000
USD
2732.27000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-157.89000000
-0.00008089066
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
-9799.68000000
USD
-157.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ARCHER-DANIELS-MIDLAND CO
000000000
1.00000000
NC
USD
-8929.67000000
-0.00457487478
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Archer-Daniels-Midland Co
Archer-Daniels-Midland Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-117340.00000000
USD
-8929.67000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS OUTFRONT MEDIA INC
000000000
1.00000000
NC
USD
1973.46000000
0.001011048828
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
46319.34000000
USD
1973.46000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERPUBLIC GROUP OF COS INC/THE
000000000
1.00000000
NC
USD
-4099.77000000
-0.00210040621
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
-94333.00000000
USD
-4099.77000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS OMNICHANNEL ACQUISITION CORP
000000000
1.00000000
NC
USD
183.13000000
0.000093821699
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Omnichannel Acquisition Corp
OMNICHANNEL ACQUISITION-CL A
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
64415.00000000
USD
183.13000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DIRECT LINE INSURANCE GROUP PLC
000000000
1.00000000
NC
-2097.32000000
-0.00107450514
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Direct Line Insurance Group PL
Direct Line Insurance Group PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
215374.56000000
GBP
-2097.32000000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TRS LVMH MOET HENNESSY LOUIS VUITTON SE
000000000
1.00000000
NC
-1909.96000000
-0.00097851632
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
LVMH Moet Hennessy Louis Vuitt
LVMH Moet Hennessy Louis Vuitton SE
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-100522.10000000
EUR
-1909.96000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MARTIN MARIETTA MATERIALS INC
000000000
1.00000000
NC
USD
271.35000000
0.000139018829
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Martin Marietta Materials Inc
Martin Marietta Materials Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
18440.82000000
USD
271.35000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TESLA INC
000000000
1.00000000
NC
USD
10859.18000000
0.005563407018
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Tesla Inc
Tesla Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-273374.50166700
USD
10859.18000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS HANNOVER RUECK SE
000000000
1.00000000
NC
2806.63000000
0.001437900931
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
-158492.25000000
EUR
2806.63000000
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF
000000000
-598.00000000
NC
USD
-13754.00000000
-0.00704648971
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
86.00000000
USD
2021-05-21
XXXX
44251.69000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS L&F ACQUISITION CORP/IL
000000000
1.00000000
NC
USD
-206.95000000
-0.00010602523
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
L&F Acquisition Corp/IL
L&F ACQUISITION CORP/IL -A
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
64870.00000000
USD
-206.95000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS GREGGS PLC
000000000
1.00000000
NC
1130.01000000
0.000578930044
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
34575.00000000
GBP
1130.01000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SOHU.COM LTD
000000000
1.00000000
NC
USD
1042.89000000
0.000534296470
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
38577.00000000
USD
1042.89000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ALLIANZ SE
000000000
1.00000000
NC
-3259.99000000
-0.00167016765
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
-638459.10000000
EUR
-3259.99000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NOVO NORDISK A/S
000000000
1.00000000
NC
-4245.93000000
-0.00217528733
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Novo Nordisk A/S
Novo Nordisk A/S
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-1758317.00000000
DKK
-4245.93000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
-1244.62000000
-0.00063764737
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
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
-353489.50000000
USD
-1244.62000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS TEUCRIUM CORN FUND
000000000
1.00000000
NC
USD
-3826.43000000
-0.00196036786
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TEUCRIUM CORN FUND
TEUCRIUM CORN FUND
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-29440.00000000
USD
-3826.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MARTIN MARIETTA MATERIALS INC
000000000
1.00000000
NC
USD
86.97000000
0.000044556726
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Martin Marietta Materials Inc
Martin Marietta Materials Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
5914.98000000
USD
86.97000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS DIASORIN SPA
000000000
1.00000000
NC
-2751.83000000
-0.00140982563
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
35485.00000000
EUR
-2751.83000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALPHABET INC
000000000
1.00000000
NC
USD
1017.43000000
0.000521252728
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
34278.75000000
USD
1017.43000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS Stockholm Interbank Offered Ra
000000000
1.00000000
NC
1195.78000000
0.000612625524
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Volvo AB
Volvo AB
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-824604.65000000
SEK
1195.78000000
N
N
N
HYLAND SOFTWARE INC
N/A
Hyland Software Inc
000000000
297709.92000000
PA
USD
297802.21000000
0.152570903632
Long
LON
CORP
US
N
2
2024-07-01
Floating
4.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VISA INC
000000000
1.00000000
NC
USD
608.02000000
0.000311502593
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
19007.52000000
USD
608.02000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPIRIT OF TEXAS BANCSHARES INC
000000000
1.00000000
NC
USD
442.95000000
0.000226933446
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Spirit of Texas Bancshares Inc
Spirit of Texas Bancshares Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
11140.00000000
USD
442.95000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LONDON STOCK EXCHANGE GROUP PLC
000000000
1.00000000
NC
-801.14000000
-0.00041044239
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
10191.00000000
GBP
-801.14000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS TELECOM ITALIA SPA/MILANO
000000000
1.00000000
NC
-1390.16000000
-0.00071221085
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
-30103.35935300
EUR
-1390.16000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DOUGLAS EMMETT INC
000000000
1.00000000
NC
USD
8705.29000000
0.004459919762
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Douglas Emmett Inc
Douglas Emmett Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
199206.00000000
USD
8705.29000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS OUTFRONT MEDIA INC
000000000
1.00000000
NC
USD
1593.11000000
0.000816186798
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
37392.00000000
USD
1593.11000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WESDOME GOLD MINES LTD
000000000
1.00000000
NC
-3486.10000000
-0.00178600899
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
53190.00000000
CAD
-3486.10000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS AT&T INC
000000000
1.00000000
NC
USD
-3055.43000000
-0.00156536687
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
AT&T Inc
AT&T Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-41650.00000000
USD
-3055.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALEXION PHARMACEUTICALS INC
000000000
1.00000000
NC
USD
13777.60000000
0.007058580531
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
195349.60000000
USD
13777.60000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-44.86000000
-0.00002298280
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
-2784.00000000
USD
-44.86000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CORELOGIC INC/UNITED STATES
000000000
1.00000000
NC
USD
185.13000000
0.000094846345
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
-119745.00000000
USD
185.13000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
-1862.18000000
-0.00095403753
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
-26516.00000000
USD
-1862.18000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PNC FINANCIAL SERVICES GROUP INC/THE
000000000
1.00000000
NC
USD
1354.33000000
0.000693854326
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
17828.58000000
USD
1354.33000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS CITIGROUP INC
000000000
1.00000000
NC
USD
744.04000000
0.000381188759
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
-68840.46000000
USD
744.04000000
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND
040114GM6
900000.00000000
PA
USD
7425.00000000
0.003803997826
Long
DBT
NUSS
AR
N
2
2035-12-15
Variable
6.26568000
N
Y
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ANTOFAGASTA PLC
000000000
1.00000000
NC
-322.51000000
-0.00016522927
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Antofagasta PLC
Antofagasta PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-158373.63000000
GBP
-322.51000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MID-AMERICA APARTMENT COMMUNITIES INC
000000000
1.00000000
NC
USD
-5880.15000000
-0.00301253573
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
-112603.62000000
USD
-5880.15000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS TEUCRIUM CORN FUND
000000000
1.00000000
NC
USD
-2869.82000000
-0.00147027461
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TEUCRIUM CORN FUND
TEUCRIUM CORN FUND
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-22080.00000000
USD
-2869.82000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS CEDAR FAIR LP
000000000
1.00000000
NC
USD
620.48000000
0.000317886137
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Cedar Fair LP
Cedar Fair LP
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
19116.00000000
USD
620.48000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
3448.98000000
0.001766991572
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
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
528143.06673800
USD
3448.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WALGREENS BOOTS ALLIANCE INC
000000000
1.00000000
NC
USD
733.15000000
0.000375609563
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
-63980.52000000
USD
733.15000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TUPPERWARE BRANDS CORP
000000000
1.00000000
NC
USD
1879.61000000
0.000962967320
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Tupperware Brands Corp
Tupperware Brands Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-14577.58000000
USD
1879.61000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAMDEN PROPERTY TRUST
000000000
1.00000000
NC
USD
889.91000000
0.000455921307
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
19226.71000000
USD
889.91000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MASTERCARD INC
000000000
1.00000000
NC
USD
-812.24000000
-0.00041612918
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
77298.00000000
USD
-812.24000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BLACK KNIGHT INC
000000000
1.00000000
NC
USD
-3041.41000000
-0.00155818411
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Black Knight Inc
Black Knight Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
151474.50000000
USD
-3041.41000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS INTERPUBLIC GROUP OF COS INC
000000000
1.00000000
NC
USD
-1085.56000000
-0.00055615729
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
-24952.59900200
USD
-1085.56000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ADVANCED MICRO DEVICES INC
000000000
1.00000000
NC
USD
-1586.58000000
-0.00081284132
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Advanced Micro Devices Inc
Advanced Micro Devices Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
93718.29000000
USD
-1586.58000000
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
IRB HOLDING CORP
44988LAG2
413962.50000000
PA
USD
412799.27000000
0.211486535451
Long
LON
CORP
US
N
2
2027-12-15
Floating
4.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALS LTD
000000000
1.00000000
NC
1726.13000000
0.000884335995
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
50450.00000000
AUD
1726.13000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS MAXIM INTEGRATED PRODUCTS INC
000000000
1.00000000
NC
USD
3830.32000000
0.001962360801
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Maxim Integrated Products Inc
Maxim Integrated Products Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-238850.00000000
USD
3830.32000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CASCADE ACQUISITION CORP
000000000
1.00000000
NC
USD
-2.57000000
-0.00000131666
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Cascade Acquisition Corp
CASCADE ACQUISITION COR-CL A
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
13944.00000000
USD
-2.57000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FRANCO-NEVADA CORP
000000000
1.00000000
NC
-79.55000000
-0.00004075528
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Franco-Nevada Corp
Franco-Nevada Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-162744.63000000
CAD
-79.55000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS ASTRAZENECA PLC
000000000
1.00000000
NC
27000.14000000
0.013832791093
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
AstraZeneca PLC
AstraZeneca PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
461168.00000000
GBP
27000.14000000
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF
000000000
-585.00000000
NC
USD
-27787.50000000
-0.01423617368
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
85.00000000
USD
2021-06-18
XXXX
9067.30000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SUN LIFE FINANCIAL INC
000000000
1.00000000
NC
7348.02000000
0.003764559206
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sun Life Financial Inc
Sun Life Financial Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
385640.58000000
CAD
7348.02000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-79.84000000
-0.00004090386
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
-4955.52000000
USD
-79.84000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS COMPUTERSHARE LTD
000000000
1.00000000
NC
-10276.23000000
-0.00526474836
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Computershare Ltd
Computershare Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
182683.85000000
AUD
-10276.23000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PNC FINANCIAL SERVICES GROUP INC/THE
000000000
1.00000000
NC
USD
4102.84000000
0.002101979049
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
54010.11000000
USD
4102.84000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-13.46000000
-0.00000689586
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
-835.20000000
USD
-13.46000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUITY RESIDENTIAL
000000000
1.00000000
NC
USD
1986.69000000
0.001017826860
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
72230.00000000
USD
1986.69000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CADENCE BANCORP
000000000
1.00000000
NC
USD
-1088.40000000
-0.00055761228
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Cadence BanCorp
Cadence BanCorp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
45580.00000000
USD
-1088.40000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS EXXON MOBIL CORP
000000000
1.00000000
NC
USD
-213.51000000
-0.00010938607
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
-45527.02000000
USD
-213.51000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS JOHNSON & JOHNSON
000000000
1.00000000
NC
USD
-1809.62000000
-0.00092710983
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
-123339.91000000
USD
-1809.62000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MARRIOTT INTERNATIONAL INC/MD
000000000
1.00000000
NC
USD
-618.74000000
-0.00031699469
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
134262.00000000
USD
-618.74000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS COMPUTERSHARE LTD
000000000
1.00000000
NC
1022.69000000
0.000523947547
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Computershare Ltd
Computershare Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
1.36000000
AUD
1022.69000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMERICAN ELECTRIC POWER CO INC
000000000
1.00000000
NC
USD
444.41000000
0.000227681437
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
43902.50000000
USD
444.41000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
-18300.43000000
-0.00937573009
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
-18300.43000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
INR/USD FORWARD
000000000
1.00000000
NC
USD
103987.70000000
0.053275284141
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-9243495.72000000
USD
696173879.80000000
INR
2021-05-28
103987.70000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
-4655.46000000
-0.00238509895
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
-66290.00000000
USD
-4655.46000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS S&P GLOBAL INC
000000000
1.00000000
NC
USD
-9824.58000000
-0.00503335770
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
S&P Global Inc
S&P Global Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-240044.80000000
USD
-9824.58000000
N
N
N
J.P. MORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
TRS ASCENDIS PHARMA A/S
000000000
1.00000000
NC
USD
4152.32000000
0.002127328788
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
24836.00000000
USD
4152.32000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INVESCO QQQ TRUST SERIES 1
000000000
1.00000000
NC
USD
1120.66000000
0.000574139825
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
-106582.32000000
USD
1120.66000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EPAM SYSTEMS INC
000000000
1.00000000
NC
USD
1493.55000000
0.000765179926
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
EPAM Systems Inc
EPAM Systems Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
74479.22000000
USD
1493.55000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS QUEST DIAGNOSTICS INC
000000000
1.00000000
NC
USD
-986.63000000
-0.00050547318
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Quest Diagnostics Inc
Quest Diagnostics Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-46494.00000000
USD
-986.63000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AON PLC
000000000
1.00000000
NC
USD
-10240.80000000
-0.00524659675
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
-156563.00000000
USD
-10240.80000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DOMINION ENERGY INC
000000000
1.00000000
NC
USD
614.22000000
0.000314678995
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Dominion Energy Inc
Dominion Energy Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
132012.33000000
USD
614.22000000
N
N
N
Open Lending Corp
N/A
Open Lending Corp
68373J104
3948.00000000
NS
USD
154169.40000000
0.078984520197
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALPHABET INC
000000000
1.00000000
NC
USD
12886.19000000
0.006601890740
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
261819.24000000
USD
12886.19000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HEALTH SCIENCES ACQUISITIONS CORP 2
000000000
1.00000000
NC
USD
300.95000000
0.000154183588
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Health Sciences Acquisitions C
Health Sciences Acquisitions Corp 2
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
6885.36500000
USD
300.95000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS HEWLETT PACKARD ENTERPRISE CO
000000000
1.00000000
NC
USD
-728.04000000
-0.00037299159
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
-63360.00000000
USD
-728.04000000
N
N
N
Housing Development Finance Co
335800OX2H9AP7NHLT64
Housing Development Finance Corp Ltd
000000000
6666.00000000
NS
218259.77000000
0.111819486952
Long
EC
CORP
IN
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CONOCOPHILLIPS
000000000
1.00000000
NC
USD
-1496.03000000
-0.00076645048
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ConocoPhillips
ConocoPhillips
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
100893.60000000
USD
-1496.03000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ISHARES MSCI EMERGING MARKETS ETF
000000000
1.00000000
NC
USD
383.41000000
0.000196429738
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
iShares MSCI Emerging Markets ETF
iShares MSCI Emerging Markets ETF
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-92157.00000000
USD
383.41000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
-12468.19000000
-0.00638773975
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
-3541133.05000000
USD
-12468.19000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CITIZENS FINANCIAL GROUP INC
000000000
1.00000000
NC
USD
14726.51000000
0.007544728892
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Citizens Financial Group Inc
Citizens Financial Group Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
332017.08000000
USD
14726.51000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ING GROEP NV
000000000
1.00000000
NC
10494.72000000
0.005376685800
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ING Groep NV
ING Groep NV
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
316980.75000000
EUR
10494.72000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD
000000000
1.00000000
NC
USD
-3725.72000000
-0.00190877182
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TSMC
Taiwan Semiconductor Manufacturing Co Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
239956.20000000
USD
-3725.72000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DONALDSON CO INC
000000000
1.00000000
NC
USD
-355.35000000
-0.00018205395
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Donaldson Co Inc
Donaldson Co Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-8637.20000000
USD
-355.35000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CEDAR FAIR LP
000000000
1.00000000
NC
USD
141.16000000
0.000072319506
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Cedar Fair LP
Cedar Fair LP
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
4348.89000000
USD
141.16000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS STORA ENSO OYJ
000000000
1.00000000
NC
-2657.26000000
-0.00136137525
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
52233.90000000
EUR
-2657.26000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS COCHLEAR LTD
000000000
1.00000000
NC
1832.17000000
0.000938662720
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Cochlear Ltd
Cochlear Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
241236.93000000
AUD
1832.17000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DOMINO'S PIZZA INC
000000000
1.00000000
NC
USD
2957.04000000
0.001514959425
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
39691.99000000
USD
2957.04000000
N
N
N
ECI MACOLA MAX HOLDING
549300MZ2LKM75L5EI42
ECI Macola/Max Holding LLC
26825UAK7
129675.00000000
PA
USD
129707.42000000
0.066452086696
Long
LON
CORP
US
N
2
2027-11-09
Floating
4.50000000
N
N
N
N
N
N
Bank Central Asia Tbk PT
254900BR956G2OHVOM21
Bank Central Asia Tbk PT
000000000
103000.00000000
NS
228017.30000000
0.116818493405
Long
EC
CORP
ID
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SHOALS TECHNOLOGIES GROUP INC
000000000
1.00000000
NC
USD
-1678.02000000
-0.00085968813
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Shoals Technologies Group Inc
Shoals Technologies Group Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
189829.80000000
USD
-1678.02000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS APOLLO GLOBAL MANAGEMENT INC
000000000
1.00000000
NC
USD
43398.29000000
0.022233939504
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Apollo Global Management Inc
Apollo Global Management Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
425784.00000000
USD
43398.29000000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TRS UNITE GROUP PLC/THE
000000000
1.00000000
NC
2465.51000000
0.001263137330
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
UNITE Group PLC/The
UNITE Group PLC/The
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
94008.63000000
GBP
2465.51000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS ING GROEP NV
000000000
1.00000000
NC
1771.22000000
0.000907436636
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
53540.55000000
EUR
1771.22000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS VONOVIA SE
000000000
1.00000000
NC
446.30000000
0.000228649727
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
-6111.00000000
EUR
446.30000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS COLOPLAST A/S
000000000
1.00000000
NC
4583.27000000
0.002348114359
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Coloplast A/S
Coloplast A/S
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
618475.20000000
DKK
4583.27000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-12.56000000
-0.00000643477
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
-779.52000000
USD
-12.56000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS NASPERS LTD
000000000
1.00000000
NC
USD
-39992.96000000
-0.02048931082
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
NASPERS LTD
NASPERS LTD-N SHS SPON ADR
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
450900.45000000
USD
-39992.96000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS FERRARI NV
000000000
1.00000000
NC
4194.66000000
0.002149020541
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
197950.80000000
EUR
4194.66000000
N
N
N
T Rowe Price New Era Fund
549300H6MB24L14T9264
T Rowe Price New Era Fund
87282K101
47325.64100000
NS
USD
1769032.46000000
0.906315910072
Long
EC
RF
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS CREDIT AGRICOLE SA
000000000
1.00000000
NC
-4101.54000000
-0.00210131302
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Credit Agricole SA
Credit Agricole SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-99272.80000000
EUR
-4101.54000000
N
N
N
MDC PARTNERS INC
529900SR4J92B5C43M74
MDC Partners Inc
552697AQ7
400000.00000000
PA
USD
406000.00000000
0.208003113458
Long
DBT
CORP
CA
N
2
2024-05-01
Variable
7.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PNC FINANCIAL SERVICES GROUP INC/THE
000000000
1.00000000
NC
USD
5815.67000000
0.002979501149
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
76558.02000000
USD
5815.67000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ISHARES CORE EURO STOXX 50 UCITS ETF DE
000000000
1.00000000
NC
1939.77000000
0.000993788668
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
ISHARES CORE EURO STOXX50 DE
ISHARES CORE EURO STOXX50 DE
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-891294.86000000
EUR
1939.77000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WEC ENERGY GROUP INC
000000000
1.00000000
NC
USD
1066.84000000
0.000546566604
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
WEC Energy Group Inc
WEC Energy Group Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
84427.20000000
USD
1066.84000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CATERPILLAR INC
000000000
1.00000000
NC
USD
-684.57000000
-0.00035072091
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
46504.00000000
USD
-684.57000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
1723.61000000
0.000883044941
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
-1741039.04000000
USD
1723.61000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VISA INC
000000000
1.00000000
NC
USD
2171.49000000
0.001112504140
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
67884.00000000
USD
2171.49000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS APARTMENT INCOME REIT CORP
000000000
1.00000000
NC
USD
78.43000000
0.000040181488
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Apartment Income REIT Corp
Apartment Income REIT Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
4029.48000000
USD
78.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LONDON STOCK EXCHANGE GROUP PLC
000000000
1.00000000
NC
-2485.06000000
-0.00127315324
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
31600.00000000
GBP
-2485.06000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS VESTAS WIND SYSTEMS A/S
000000000
1.00000000
NC
-5816.29000000
-0.00297981879
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
-555462.40000000
DKK
-5816.29000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TOYOTA MOTOR CORP
000000000
1.00000000
NC
-612.59000000
-0.00031384390
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Toyota Motor Corp
Toyota Motor Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
1712800.00000000
JPY
-612.59000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EAGLE BANCORP INC
000000000
1.00000000
NC
USD
-255.96000000
-0.00013113417
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Eagle Bancorp Inc
Eagle Bancorp Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
43176.00000000
USD
-255.96000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS GREGGS PLC
000000000
1.00000000
NC
3390.00000000
0.001736774765
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
103725.00000000
GBP
3390.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AEROJET ROCKETDYNE HOLDINGS INC
000000000
1.00000000
NC
USD
-8421.17000000
-0.00431435856
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Aerojet Rocketdyne Holdings In
Aerojet Rocketdyne Holdings Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
255990.00000000
USD
-8421.17000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS WEYERHAEUSER CO
000000000
1.00000000
NC
USD
-2099.44000000
-0.00107559127
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Weyerhaeuser Co
Weyerhaeuser Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-92075.37000000
USD
-2099.44000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CHART INDUSTRIES INC
000000000
1.00000000
NC
USD
16663.47000000
0.008537077933
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
143940.00000000
USD
16663.47000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS ABB LTD
000000000
1.00000000
NC
-3640.63000000
-0.00186517826
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
ABB Ltd
ABB Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
184340.80000000
CHF
-3640.63000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TECAN GROUP AG
000000000
1.00000000
NC
3027.37000000
0.001550991097
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Tecan Group AG
Tecan Group AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-100672.00000000
CHF
3027.37000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-296.04000000
-0.00015166808
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
-18374.40000000
USD
-296.04000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ELI LILLY AND CO
000000000
1.00000000
NC
USD
-2681.15000000
-0.00137361464
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Eli Lilly & Co
Eli Lilly & Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
156544.64000000
USD
-2681.15000000
N
N
N
VERTICAL HOLDCO GMBH
2549008GCHWX9EEMIS56
Vertical Holdco GmbH
92537VAA8
200000.00000000
PA
USD
218250.00000000
0.111814481557
Long
DBT
CORP
DE
N
2
2028-07-15
Fixed
7.62500000
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SANOFI
000000000
1.00000000
NC
7375.02000000
0.003778391925
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
194687.61000000
EUR
7375.02000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS S&P GLOBAL INC
000000000
1.00000000
NC
USD
-12296.07000000
-0.00629955872
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
S&P Global Inc
S&P Global Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-300431.07000000
USD
-12296.07000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS KOBE BUSSAN CO LTD
000000000
1.00000000
NC
-14560.78000000
-0.00745982161
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Kobe Bussan Co Ltd
Kobe Bussan Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
37820000.00000000
JPY
-14560.78000000
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
000000000
60000.00000000
PA
USD
61050.00000000
0.031277315459
Long
LON
CORP
LU
N
2
2024-01-02
Floating
0.00000000
N
N
N
N
N
N
VERISURE HOLDING AB
549300VQQCWGISM3N408
Verisure Holding AB
000000000
100000.00000000
PA
122582.61000000
0.062801883093
Long
DBT
CORP
SE
N
2
2025-04-15
Floating
5.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WELCIA HOLDINGS CO LTD
000000000
1.00000000
NC
5760.94000000
0.002951461715
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
-12224250.86000000
JPY
5760.94000000
N
N
N
GOLDEN NUGGET
91D14OD6M4H1RVBN7R43
Golden Nugget LLC
51508PAG9
797742.94130000
PA
USD
787340.37000000
0.403372532787
Long
LON
CORP
US
N
2
2023-10-04
Floating
3.25000000
N
N
N
N
N
N
Affirm Holdings Inc
N/A
Affirm Holdings Inc
00827B106
166.00000000
NS
USD
11703.00000000
0.005995715361
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS BRISTOL-MYERS SQUIBB CO
000000000
1.00000000
NC
USD
1677.16000000
0.000859247541
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Bristol-Myers Squibb Co
Bristol-Myers Squibb Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-70884.00000000
USD
1677.16000000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TRS DEUTSCHE POST AG
000000000
1.00000000
NC
16176.49000000
0.008287586908
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
Deutsche Post AG
Deutsche Post AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
744385.11000000
EUR
16176.49000000
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAK8
1220000.00000000
PA
USD
1250500.00000000
0.640659835911
Long
DBT
CORP
CA
N
2
2024-03-15
Fixed
7.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS US BANCORP
000000000
1.00000000
NC
USD
-2815.94000000
-0.00144267065
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
-52443.23000000
USD
-2815.94000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ZENDESK INC
000000000
1.00000000
NC
USD
67.47000000
0.000034566428
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
43773.54000000
USD
67.47000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS PLN
000000000
1.00000000
NC
61688.15000000
0.031604254343
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2030-11-12
300.77000000
USD
0.00000000
USD
-3300000.00000000
PLN
61387.38000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HARTFORD FINANCIAL SERVICES GROUP INC/THE
000000000
1.00000000
NC
USD
-2112.70000000
-0.00108238467
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Hartford Financial Services Gr
Hartford Financial Services Group Inc/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
149967.38000000
USD
-2112.70000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NESTE OYJ
000000000
1.00000000
NC
-5408.26000000
-0.00277077566
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
-133754.76000000
EUR
-5408.26000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMERICAN ELECTRIC POWER CO INC
000000000
1.00000000
NC
USD
101.33000000
0.000051913683
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
10009.77000000
USD
101.33000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TURQUOISE HILL RESOURCES LTD
000000000
1.00000000
NC
USD
2941.44000000
0.001506967187
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TURQUOISE HILL RESOURCES LTD
TURQUOISE HILL RESOURCES LTD
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-31120.00000000
USD
2941.44000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BLACK KNIGHT INC
000000000
1.00000000
NC
USD
-249.25000000
-0.00012769649
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Black Knight Inc
Black Knight Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
12413.52000000
USD
-249.25000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DAIKIN INDUSTRIES LTD
000000000
1.00000000
NC
2966.08000000
0.001519590824
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
-13533000.00000000
JPY
2966.08000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
1268.15000000
0.000649702335
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
-1488131.49000000
USD
1268.15000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS STANDARD LIFE ABERDEEN PLC
000000000
1.00000000
NC
126.01000000
0.000064557813
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
-166739.26000000
GBP
126.01000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-17.94000000
-0.00000919107
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
-1113.60000000
USD
-17.94000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS FRESNILLO PLC
000000000
1.00000000
NC
-20056.95000000
-0.01027563558
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Fresnillo PLC
Fresnillo PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
129112.65000000
GBP
-20056.95000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS WEYERHAEUSER CO
000000000
1.00000000
NC
USD
2064.11000000
0.001057490902
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Weyerhaeuser Co
Weyerhaeuser Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-110621.28000000
USD
2064.11000000
N
N
N
OTP Bank Nyrt
529900W3MOO00A18X956
OTP Bank Nyrt
000000000
6190.00000000
NS
278270.45000000
0.142564334934
Long
EC
CORP
HU
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CHARLES SCHWAB CORP/THE
000000000
1.00000000
NC
USD
25558.98000000
0.013094451765
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
342499.50000000
USD
25558.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS OPORTUN FINANCIAL CORP
000000000
1.00000000
NC
USD
1014.50000000
0.000519751622
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
22015.75000000
USD
1014.50000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VERIZON COMMUNICATIONS INC
000000000
1.00000000
NC
USD
-1227.83000000
-0.00062904547
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
-98090.00000000
USD
-1227.83000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS UNICHARM CORP
000000000
1.00000000
NC
36731.40000000
0.018818338821
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Unicharm Corp
Unicharm Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-96973200.00000000
JPY
36731.40000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AT&T INC
000000000
1.00000000
NC
USD
-7420.33000000
-0.00380160527
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
-101150.00000000
USD
-7420.33000000
N
N
N
Eucrates Biomedical Acquisitio
N/A
Eucrates Biomedical Acquisition Corp
000000000
9800.00000000
NS
USD
97020.00000000
0.049705571595
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WESDOME GOLD MINES LTD
000000000
1.00000000
NC
-3227.87000000
-0.00165371184
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
49250.00000000
CAD
-3227.87000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS FERRARI NV
000000000
1.00000000
NC
1572.06000000
0.000805402400
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
74187.60000000
EUR
1572.06000000
N
N
N
Tradeweb Markets Inc
N/A
Tradeweb Markets Inc
892672106
169.00000000
NS
USD
13736.32000000
0.007037431841
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INFINEON TECHNOLOGIES AG
000000000
1.00000000
NC
-4339.26000000
-0.00222310243
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
67622.24048000
EUR
-4339.26000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CIE FINANCIERE RICHEMONT SA
000000000
1.00000000
NC
-3883.44000000
-0.00198957539
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
114155.46000000
CHF
-3883.44000000
N
N
N
APPLIED SYSTEMS INC
549300NSKGF0SY5SWQ62
Applied Systems Inc
03827FBA8
175000.00000000
PA
USD
176020.25000000
0.090179211900
Long
LON
CORP
US
N
2
2025-09-19
Floating
0.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AIR PRODUCTS AND CHEMICALS INC
000000000
1.00000000
NC
USD
1516.29000000
0.000776830150
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Air Products and Chemicals Inc
Air Products and Chemicals Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
156783.90000000
USD
1516.29000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 2 Year US Treasury Note
000000000
71.00000000
NC
USD
-13171.17000000
-0.00674789253
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
2021-06-30
15686975.83000000
USD
-13171.17000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS SUNCOR ENERGY INC
000000000
1.00000000
NC
372.32000000
0.000190748076
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Suncor Energy Inc
Suncor Energy Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-80589.12000000
CAD
372.32000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ZOETIS INC
000000000
1.00000000
NC
USD
1903.08000000
0.000974991539
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
40369.80000000
USD
1903.08000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS OTIS WORLDWIDE CORP
000000000
1.00000000
NC
USD
5617.15000000
0.002877794799
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
57911.52000000
USD
5617.15000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WORKDAY INC
000000000
1.00000000
NC
USD
-2134.07000000
-0.00109333301
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Workday Inc
Workday Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
41646.40000000
USD
-2134.07000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
497.84000000
0.000255054852
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
33432.00000000
USD
497.84000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-24.22000000
-0.00001240846
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
-1503.36000000
USD
-24.22000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMERICAN ELECTRIC POWER CO INC
000000000
1.00000000
NC
USD
222.20000000
0.000113838157
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
21951.25000000
USD
222.20000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS PENTAIR PLC
000000000
1.00000000
NC
USD
-253.20000000
-0.00012972016
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
-9454.50000000
USD
-253.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WILLIS TOWERS WATSON PLC
000000000
1.00000000
NC
USD
13022.59000000
0.006671771589
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
148737.50000000
USD
13022.59000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALASKA AIR GROUP INC
000000000
1.00000000
NC
USD
-103.86000000
-0.00005320986
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alaska Air Group Inc
Alaska Air Group Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
23814.49000000
USD
-103.86000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CITIZENS FINANCIAL GROUP INC
000000000
1.00000000
NC
USD
11363.45000000
0.005821756107
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Citizens Financial Group Inc
Citizens Financial Group Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
256195.12000000
USD
11363.45000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMADA CO LTD
000000000
1.00000000
NC
-774.59000000
-0.00039684022
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Amada Co Ltd
Amada Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
6544799.76000000
JPY
-774.59000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P RETAIL ETF
000000000
1.00000000
NC
USD
-163.81000000
-0.00008392362
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SPDR S&P Retail ETF
SPDR S&P RETAIL ETF
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-46250.00000000
USD
-163.81000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS POLYPIPE GROUP PLC
000000000
1.00000000
NC
-30.14000000
-0.00001544141
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Genuit Group PLC
Genuit Group PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
39900.00000000
GBP
-30.14000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NET ONE SYSTEMS CO LTD
000000000
1.00000000
NC
2217.00000000
0.001135819956
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
NET One Systems Co Ltd
NET One Systems Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
17159999.92000000
JPY
2217.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CONSTELLIUM SE
000000000
1.00000000
NC
USD
572.25000000
0.000293176802
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Constellium SE
Constellium SE
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
69210.00000000
USD
572.25000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HELIX ACQUISITION CORP
000000000
1.00000000
NC
USD
-203.76000000
-0.00010439092
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Helix Acquisition Corp
Helix Acquisition Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
20420.00000000
USD
-203.76000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS TE CONNECTIVITY LTD
000000000
1.00000000
NC
USD
3676.71000000
0.001883662875
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
270983.52000000
USD
3676.71000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EXXON MOBIL CORP
000000000
1.00000000
NC
USD
-377.98000000
-0.00019364782
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
-81367.44000000
USD
-377.98000000
N
N
N
GLOBAL NET LEASE/GLOBAL
N/A
Global Net Lease Inc / Global Net Lease Operating Partnership LP
37892AAA8
400000.00000000
PA
USD
393676.00000000
0.201689245551
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.75000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS SWEDISH MATCH AB
000000000
1.00000000
NC
-1539.31000000
-0.00078862382
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
574713.60000000
SEK
-1539.31000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TOYOTA MOTOR CORP
000000000
1.00000000
NC
-7963.67000000
-0.00407997082
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Toyota Motor Corp
Toyota Motor Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
22266399.92000000
JPY
-7963.67000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VULCAN MATERIALS CO
000000000
1.00000000
NC
USD
85.42000000
0.000043762625
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Vulcan Materials Co
Vulcan Materials Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
7934.37000000
USD
85.42000000
N
N
N
T Rowe Price Global Real Estate Fund Inc
UEMCKN39EX7XRU8REB17
T Rowe Price Global Real Estate Fund Inc
87279M300
21673.68900000
NS
USD
463816.94000000
0.237624058115
Long
EC
RF
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EAGLE BANCORP INC
000000000
1.00000000
NC
USD
-255.96000000
-0.00013113417
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Eagle Bancorp Inc
Eagle Bancorp Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
43176.00000000
USD
-255.96000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ATMOS ENERGY CORP
000000000
1.00000000
NC
USD
450.27000000
0.000230683649
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
20264.00000000
USD
450.27000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS MERCK KGAA
000000000
1.00000000
NC
-2076.95000000
-0.00106406912
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
142771.75000000
EUR
-2076.95000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS POLYPIPE GROUP PLC
000000000
1.00000000
NC
-8.61000000
-0.00000441110
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Genuit Group PLC
Genuit Group PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
11400.00000000
GBP
-8.61000000
N
N
N
UNITED AIR 2018-1 AA PTT
N/A
United Airlines 2018-1 Class AA Pass Through Trust
909318AA5
176692.28820000
PA
USD
181491.25000000
0.092982130703
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.50000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS GRAY TELEVISION INC
000000000
1.00000000
NC
USD
-264.06000000
-0.00013528399
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Gray Television Inc
Gray Television Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-8961.96000000
USD
-264.06000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ILLINOIS TOOL WORKS INC
000000000
1.00000000
NC
USD
-4484.92000000
-0.00229772739
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
-107527.50000000
USD
-4484.92000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Eurex 10 Year Euro BUND
000000000
-8.00000000
NC
13359.73000000
0.006844496145
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESREPUB. DEUTSCHLAND
BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE
2021-06-08
-1650956.28000000
USD
13359.73000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HOLLYFRONTIER CORP
000000000
1.00000000
NC
USD
595.97000000
0.000305329102
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
-51840.24000000
USD
595.97000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GALP ENERGIA SGPS SA
000000000
1.00000000
NC
-937.23000000
-0.00048016442
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
40346.60000000
EUR
-937.23000000
N
N
N
CHANGE HEALTH / FIN INC
N/A
Change Healthcare Holdings LLC / Change Healthcare Finance Inc
15911NAA3
1200000.00000000
PA
USD
1221000.00000000
0.625546309194
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYLOCITY HOLDING CORP
000000000
1.00000000
NC
USD
-1576.30000000
-0.00080757464
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Paylocity Holding Corp
Paylocity Holding Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
229557.20000000
USD
-1576.30000000
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
000000000
220000.00000000
PA
USD
224171.20000000
0.114848048147
Long
LON
CORP
LU
N
2
2024-01-02
Floating
8.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ZENDESK INC
000000000
1.00000000
NC
USD
-2314.76000000
-0.00118590464
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
148447.70000000
USD
-2314.76000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HP INC
000000000
1.00000000
NC
USD
-6793.82000000
-0.00348062983
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
-463518.94000000
USD
-6793.82000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS INTEL CORP
000000000
1.00000000
NC
USD
4518.98000000
0.002315177117
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
-39272.08000000
USD
4518.98000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
DAX INDEX
000000000
-7.00000000
NC
-139653.81000000
-0.07154785045
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
DEUTSCH BOERSE AG
DAX INDEX
2021-06-18
-3029370.77000000
USD
-139653.81000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FISERV INC
000000000
1.00000000
NC
USD
-3096.89000000
-0.00158660778
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
71552.10000000
USD
-3096.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CIE FINANCIERE RICHEMONT SA
000000000
1.00000000
NC
-1476.44000000
-0.00075641408
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
43400.34000000
CHF
-1476.44000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ASTRAZENECA PLC
000000000
1.00000000
NC
USD
-5834.89000000
-0.00298934799
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
AstraZeneca PLC
AstraZeneca PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-132158.00000000
USD
-5834.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WORKDAY INC
000000000
1.00000000
NC
USD
-413.48000000
-0.00021183528
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Workday Inc
Workday Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
8068.99000000
USD
-413.48000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CHART INDUSTRIES INC
000000000
1.00000000
NC
USD
2082.93000000
0.001067132820
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
17992.50000000
USD
2082.93000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS JOHNSON & JOHNSON
000000000
1.00000000
NC
USD
-793.03000000
-0.00040628746
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
-54051.43000000
USD
-793.03000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BANCO SANTANDER SA
000000000
1.00000000
NC
-593.83000000
-0.00030423273
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
-3469.87000000
EUR
-593.83000000
N
N
N
ASP CHROMAFLO INTERMEDIATE
549300NWZNE7GRQDIF14
ASP Chromaflo Intermediate Holdings Inc
00215KAE6
150000.00000000
PA
USD
150000.00000000
0.076848440932
Long
LON
CORP
US
N
3
2023-11-18
Floating
0.00000000
N
N
N
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS PENTAIR PLC
000000000
1.00000000
NC
USD
-4817.54000000
-0.00246813625
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
-179887.62000000
USD
-4817.54000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
EUR/USD FORWARD
000000000
1.00000000
NC
USD
2873.79000000
0.001472308540
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-632480.00000000
EUR
763689.87000000
USD
2021-05-28
2873.79000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLEGIANCE BANCSHARES INC
000000000
1.00000000
NC
USD
-637.41000000
-0.00032655976
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Allegiance Bancshares Inc
Allegiance Bancshares Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
40230.00000000
USD
-637.41000000
N
N
N
T ROWE PR ULT SH-TRM BND-I
549300KJPJ2IQ3OSSV02
T ROWE PR ULT SH-TRM BND-I
77957P501
5389167.88069900
NS
USD
27484756.19000000
14.08107108416
Long
EC
RF
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KLA CORP
000000000
1.00000000
NC
USD
15541.78000000
0.007962410415
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
-227160.34000000
USD
15541.78000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS KUBOTA CORP
000000000
1.00000000
NC
607.03000000
0.000310995393
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
-5464200.00000000
JPY
607.03000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMADEUS IT GROUP SA
000000000
1.00000000
NC
-1713.98000000
-0.00087811127
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
35448.00000000
EUR
-1713.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTESA SANPAOLO SPA
000000000
1.00000000
NC
-3041.86000000
-0.00155841465
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Intesa Sanpaolo SpA
Intesa Sanpaolo SpA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-56540.37000000
EUR
-3041.86000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NATIONAL BANK OF CANADA
000000000
1.00000000
NC
6992.22000000
0.003582274704
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
National Bank of Canada
National Bank of Canada
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
235591.44000000
CAD
6992.22000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Eurex 30 Year Euro BUXL
000000000
-14.00000000
NC
107702.98000000
0.055178707312
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2021-06-08
-3511377.77000000
USD
107702.98000000
N
N
N
AGILITI HEALTH INC
25490002CCQ55NKGNB14
Agiliti Health Inc
00847YAD4
192232.14000000
PA
USD
190790.40000000
0.097746298566
Long
LON
CORP
US
N
2
2026-01-04
Floating
3.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
TRS COGNIZANT TECHNOLOGY SOLUTIONS CORP
000000000
1.00000000
NC
USD
368.28000000
0.000188678292
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
48021.54000000
USD
368.28000000
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAQ3
1200000.00000000
PA
USD
1258500.00000000
0.644758419427
Long
DBT
CORP
N/A
N
2
2025-04-30
Fixed
5.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MICROCHIP TECHNOLOGY INC
000000000
1.00000000
NC
USD
-3047.87000000
-0.00156149371
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Microchip Technology Inc
Microchip Technology Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
48126.00000000
USD
-3047.87000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS TELEFONAKTIEBOLAGET LM ERICSSON
000000000
1.00000000
NC
-1408.53000000
-0.00072162223
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Ericsson
Telefonaktiebolaget LM Ericsson
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
1029952.96000000
SEK
-1408.53000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LUMEN TECHNOLOGIES INC
000000000
1.00000000
NC
USD
-307.77000000
-0.00015767763
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Lumen Technologies Inc
Lumen Technologies Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-21505.00000000
USD
-307.77000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
-2647.39000000
-0.00135631862
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
-751892.96000000
USD
-2647.39000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS TRAINLINE PLC
000000000
1.00000000
NC
-3653.80000000
-0.00187192555
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Trainline PLC
Trainline PLC
Y
Equity - Performance Leg
2021-07-12
0.00000000
USD
0.00000000
USD
40163.60000000
GBP
-3653.80000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS GREAT PORTLAND ESTATES PLC
000000000
1.00000000
NC
-846.36000000
-0.00043360964
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
118850.76000000
GBP
-846.36000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALPHABET INC
000000000
1.00000000
NC
USD
4063.64000000
0.002081895990
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
137115.00000000
USD
4063.64000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERPUBLIC GROUP OF COS INC/THE
000000000
1.00000000
NC
USD
-1983.76000000
-0.00101632575
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
-45645.00000000
USD
-1983.76000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTUIT INC
000000000
1.00000000
NC
USD
-328.62000000
-0.00016835956
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Intuit Inc
Intuit Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
25053.60000000
USD
-328.62000000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TRS DEUTSCHE POST AG
000000000
1.00000000
NC
1238.24000000
0.000634378756
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
Deutsche Post AG
Deutsche Post AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
116856.39000000
EUR
1238.24000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KIRIN HOLDINGS CO LTD
000000000
1.00000000
NC
-230.54000000
-0.00011811093
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Kirin Holdings Co Ltd
Kirin Holdings Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
18476999.96037700
JPY
-230.54000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-92.40000000
-0.00004733863
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
-5735.04000000
USD
-92.40000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MICROCHIP TECHNOLOGY INC
000000000
1.00000000
NC
USD
-4114.62000000
-0.00210801421
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Microchip Technology Inc
Microchip Technology Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
64970.10000000
USD
-4114.62000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEGRO PLC
000000000
1.00000000
NC
643.13000000
0.000329490252
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
12137.58000000
GBP
643.13000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS IDEXX LABORATORIES INC
000000000
1.00000000
NC
USD
-2633.41000000
-0.00134915635
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
-67642.88000000
USD
-2633.41000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HOLLYFRONTIER CORP
000000000
1.00000000
NC
USD
963.97000000
0.000493863944
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
-83850.88000000
USD
963.97000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TOYOTA MOTOR CORP
000000000
1.00000000
NC
-20215.46000000
-0.01035684389
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Toyota Motor Corp
Toyota Motor Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
56522399.98000000
JPY
-20215.46000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ASTRAZENECA PLC
000000000
1.00000000
NC
USD
-3574.99000000
-0.00183154938
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
AstraZeneca PLC
AstraZeneca PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-80972.19000000
USD
-3574.99000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS ATMOS ENERGY CORP
000000000
1.00000000
NC
USD
-8297.74000000
-0.00425112254
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Atmos Energy Corp
Atmos Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-369007.44000000
USD
-8297.74000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEMPRA ENERGY
000000000
1.00000000
NC
USD
-82.70000000
-0.00004236910
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
124417.52000000
USD
-82.70000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WORKDAY INC
000000000
1.00000000
NC
USD
-146.72000000
-0.00007516802
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Workday Inc
Workday Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
2863.19000000
USD
-146.72000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EXELON CORP
000000000
1.00000000
NC
USD
1501.26000000
0.000769129936
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
-83164.09000000
USD
1501.26000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GALP ENERGIA SGPS SA
000000000
1.00000000
NC
-2977.38000000
-0.00152538007
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
128321.20000000
EUR
-2977.38000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TRAVELERS COS INC/THE
000000000
1.00000000
NC
USD
195.79000000
0.000100307708
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
111293.56000000
USD
195.79000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPIRIT OF TEXAS BANCSHARES INC
000000000
1.00000000
NC
USD
336.64000000
0.000172468394
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Spirit of Texas Bancshares Inc
Spirit of Texas Bancshares Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
8466.40000000
USD
336.64000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ADVANCED MICRO DEVICES INC
000000000
1.00000000
NC
USD
-4262.27000000
-0.00218365869
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Advanced Micro Devices Inc
Advanced Micro Devices Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
251769.33000000
USD
-4262.27000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ELF BEAUTY INC
000000000
1.00000000
NC
USD
234.84000000
0.000120313919
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
elf Beauty Inc
elf Beauty Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
172190.16000000
USD
234.84000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/NZD FORWARD
000000000
1.00000000
NC
USD
5747.93000000
0.002944796393
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-819000.00000000
NZD
591772.55000000
USD
2021-05-28
5747.93000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ATMOS ENERGY CORP
000000000
1.00000000
NC
USD
1125.66000000
0.000576701440
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
50660.00000000
USD
1125.66000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DOMINO'S PIZZA INC
000000000
1.00000000
NC
USD
4538.02000000
0.002324931746
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
60913.45000000
USD
4538.02000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS GREGGS PLC
000000000
1.00000000
NC
1126.99000000
0.000577382829
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
34482.80000000
GBP
1126.99000000
N
N
N
NEW TROJAN PARENT INC
N/A
New Trojan Parent Inc
64900YAE2
300000.00000000
PA
USD
297000.00000000
0.152159913047
Long
LON
CORP
US
N
2
2029-01-06
Floating
7.75000000
N
N
N
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS ASCENDIS PHARMA A/S
000000000
1.00000000
NC
USD
8304.64000000
0.004254657576
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
49672.00000000
USD
8304.64000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NVIDIA CORP
000000000
1.00000000
NC
USD
-603.87000000
-0.00030937645
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
-201129.23000000
USD
-603.87000000
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887406
4291.00000000
NS
USD
235704.63000000
0.120756888907
Long
EP
CORP
US
N
2
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FACEBOOK INC
000000000
1.00000000
NC
USD
6881.31000000
0.003525452967
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
123128.00000000
USD
6881.31000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ECOLAB INC
000000000
1.00000000
NC
USD
-1801.20000000
-0.00092279607
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
-93457.50000000
USD
-1801.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MXIBTIIE
000000000
1.00000000
NC
470.73000000
0.000241165777
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
2022-01-19
0.00000000
USD
0.00000000
USD
-307718.61000000
MXN
470.73000000
N
N
N
T Rowe Price Global Technology Fund
N/A
T Rowe Price Global Technology Fund
741494306
121567.23900000
NS
USD
3578939.52000000
1.833572815369
Long
EC
RF
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
-323.60000000
-0.00016578770
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
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
-91907.27000000
USD
-323.60000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CORNING INC
000000000
1.00000000
NC
USD
2362.39000000
0.001210306589
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
-64305.90000000
USD
2362.39000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS TEUCRIUM CORN FUND
000000000
1.00000000
NC
USD
-2630.67000000
-0.00134775258
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TEUCRIUM CORN FUND
TEUCRIUM CORN FUND
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-20240.00000000
USD
-2630.67000000
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587602
2858.00000000
NS
USD
150178.97000000
0.076940131369
Long
EP
CORP
US
N
2
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS CEDAR FAIR LP
000000000
1.00000000
NC
USD
1396.07000000
0.000715238686
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Cedar Fair LP
Cedar Fair LP
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
43011.00000000
USD
1396.07000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS NETFLIX INC
000000000
1.00000000
NC
USD
-5488.97000000
-0.00281212524
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
84030.66129000
USD
-5488.97000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUITY RESIDENTIAL
000000000
1.00000000
NC
USD
794.68000000
0.000407132793
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
28892.00000000
USD
794.68000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS NEXTERA ENERGY INC
000000000
1.00000000
NC
USD
-624.69000000
-0.00032004301
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
NextEra Energy Inc
NextEra Energy Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
18681.94000000
USD
-624.69000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS NEXTERA ENERGY INC
000000000
1.00000000
NC
USD
-6702.73000000
-0.00343396233
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
NextEra Energy Inc
NextEra Energy Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
200450.00000000
USD
-6702.73000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS HAMAMATSU PHOTONICS KK
000000000
1.00000000
NC
-5069.22000000
-0.00259707769
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Hamamatsu Photonics KK
Hamamatsu Photonics KK
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
20841249.92000000
JPY
-5069.22000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SUMITOMO REALTY & DEVELOPMENT CO LTD
000000000
1.00000000
NC
4299.16000000
0.002202558288
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
-16848000.00000000
JPY
4299.16000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CHART INDUSTRIES INC
000000000
1.00000000
NC
USD
5998.85000000
0.003073348465
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
51818.40000000
USD
5998.85000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS INTEL CORP
000000000
1.00000000
NC
USD
18846.33000000
0.009655407185
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Intel Corp
Intel Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-163720.36000000
USD
18846.33000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FIFTH THIRD BANCORP
000000000
1.00000000
NC
USD
3754.49000000
0.001923511353
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
57045.00000000
USD
3754.49000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BECTON DICKINSON AND CO
000000000
1.00000000
NC
USD
-563.43000000
-0.00028865811
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
15986.70000000
USD
-563.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
1856.94000000
0.000951352959
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
124701.36000000
USD
1856.94000000
N
N
N
LIONS GATE CAPITAL HOLD
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627MAB9
147544.95000000
PA
USD
145947.04000000
0.074772016551
Long
LON
CORP
US
N
2
2025-03-24
Floating
2.36325000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DAIFUKU CO LTD
000000000
1.00000000
NC
3697.38000000
0.001894252590
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
-21052000.00000000
JPY
3697.38000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ATMOS ENERGY CORP
000000000
1.00000000
NC
USD
220.63000000
0.000113033810
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
9929.36000000
USD
220.63000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS SYMRISE AG
000000000
1.00000000
NC
-1738.54000000
-0.00089069392
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Symrise AG
Symrise AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
83505.20000000
EUR
-1738.54000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS HANNOVER RUECK SE
000000000
1.00000000
NC
1406.01000000
0.000720331176
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
-79948.80000000
EUR
1406.01000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CABOT OIL & GAS CORP
000000000
1.00000000
NC
USD
156.39000000
0.000080122184
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
-16594.38000000
USD
156.39000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WORKDAY INC
000000000
1.00000000
NC
USD
-413.48000000
-0.00021183528
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Workday Inc
Workday Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
8068.99000000
USD
-413.48000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SARTORIUS AG
000000000
1.00000000
NC
400.45000000
0.000205159721
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
46590.00000000
EUR
400.45000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS PARTNERS GROUP HOLDING AG
000000000
1.00000000
NC
-487.65000000
-0.00024983428
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
443811.50000000
CHF
-487.65000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FLEETCOR TECHNOLOGIES INC
000000000
1.00000000
NC
USD
-712.73000000
-0.00036514792
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
58246.00000000
USD
-712.73000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MARVELL TECHNOLOGY INC
000000000
1.00000000
NC
USD
26216.01000000
0.013431063306
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Marvell Technology Inc
Marvell Technology Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-816069.12000000
USD
26216.01000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-17.94000000
-0.00000919107
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
-1113.60000000
USD
-17.94000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS IHS MARKIT LTD
000000000
1.00000000
NC
USD
10246.40000000
0.005249465767
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
IHS Markit Ltd
IHS Markit Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
229737.32000000
USD
10246.40000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS THE CHARLES SCHWAB CORP
000000000
1.00000000
NC
USD
5894.84000000
0.003020061756
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
78993.00000000
USD
5894.84000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS CSL LTD
000000000
1.00000000
NC
1192.63000000
0.000611011707
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
CSL Ltd
CSL Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-260518.56000000
AUD
1192.63000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HEWLETT PACKARD ENTERPRISE CO
000000000
1.00000000
NC
USD
-328.34000000
-0.00016821611
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
-28686.24000000
USD
-328.34000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALFA LAVAL AB
000000000
1.00000000
NC
12293.27000000
0.006298124223
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
1937819.20000000
SEK
12293.27000000
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
S&P 500 INDEX
000000000
-29.00000000
NC
USD
-83230.00000000
-0.04264063825
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
3850.00000000
USD
2021-06-18
XXXX
50721.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CABOT OIL & GAS CORP
000000000
1.00000000
NC
USD
342.13000000
0.000175281047
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
-36302.31000000
USD
342.13000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CORNING INC
000000000
1.00000000
NC
USD
5046.85000000
0.002585617027
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
-137378.70000000
USD
5046.85000000
N
N
N
UiPath Inc
5493000YP61KBELDHT53
UiPath Inc
90364P105
42.00000000
NS
USD
3024.00000000
0.001549264569
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AXTEL SAB DE CV
000000000
1.00000000
NC
34.35000000
0.000017598292
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
2022-01-19
0.00000000
USD
0.00000000
USD
-23083.00000000
MXN
34.35000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ASSA ABLOY AB
000000000
1.00000000
NC
-4676.35000000
-0.00239580137
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
1112138.50000000
SEK
-4676.35000000
N
N
N
SPAC FTOC/PAYONEER PIPE COMMIT PP
N/A
SPAC FTOC/PAYONEER PIPE COMMIT PP
000000000
2505.00000000
NS
USD
22680.27000000
0.011619622596
Long
EC
CORP
US
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WELLTOWER INC
000000000
1.00000000
NC
USD
-386.26000000
-0.00019788985
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
23866.25000000
USD
-386.26000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS NISSAN CHEMICAL CORP
000000000
1.00000000
NC
1861.46000000
0.000953668659
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
-3576000.00000000
JPY
1861.46000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS MCKESSON CORP
000000000
1.00000000
NC
USD
-995.92000000
-0.00051023266
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
49564.83000000
USD
-995.92000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CROWN CASTLE INTERNATIONAL CORP
000000000
1.00000000
NC
USD
-7174.78000000
-0.00367580438
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
-134064.09000000
USD
-7174.78000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WILLIS TOWERS WATSON PLC
000000000
1.00000000
NC
USD
6500.88000000
0.003330549951
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
74249.76000000
USD
6500.88000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS FIRST QUANTUM MINERALS LTD
000000000
1.00000000
NC
170.52000000
0.000087361307
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
First Quantum Minerals Ltd
First Quantum Minerals Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-21035.70000000
CAD
170.52000000
N
N
N
ICE FUTURES EUROPE
549300UF4R84F48NCH34
FTSE 100 INDEX
000000000
-28.00000000
NC
-44736.37000000
-0.02291946858
N/A
DE
CORP
GB
N
1
ICE FUTURES EUROPE
549300UF4R84F48NCH34
Short
FINANCIAL TIMES STOCK EXCHANGE
FTSE 100 INDEX
2021-06-18
-2644263.47000000
USD
-44736.37000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LIVE NATION ENTERTAINMENT INC
000000000
1.00000000
NC
USD
355.35000000
0.000182053956
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Live Nation Entertainment Inc
Live Nation Entertainment Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
17655.00000000
USD
355.35000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPIRIT OF TEXAS BANCSHARES INC
000000000
1.00000000
NC
USD
885.89000000
0.000453861768
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Spirit of Texas Bancshares Inc
Spirit of Texas Bancshares Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
22280.00000000
USD
885.89000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SPROTT PHYSICAL GOLD AND SILVER TRUST
000000000
1.00000000
NC
USD
-208.36000000
-0.00010674760
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
36540.00000000
USD
-208.36000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TRADEWEB MARKETS INC
000000000
1.00000000
NC
USD
697.66000000
0.000357427222
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
40828.90000000
USD
697.66000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MSCI INC
000000000
1.00000000
NC
USD
-7497.63000000
-0.00384120784
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
-217917.60000000
USD
-7497.63000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS STANDARD LIFE ABERDEEN PLC
000000000
1.00000000
NC
20.79000000
0.000010651193
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
-27505.35000000
GBP
20.79000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LONDON STOCK EXCHANGE GROUP PLC
000000000
1.00000000
NC
-6212.66000000
-0.00318288823
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
79000.00000000
GBP
-6212.66000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS FIRST QUANTUM MINERALS LTD
000000000
1.00000000
NC
232.00000000
0.000118858921
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
First Quantum Minerals Ltd
First Quantum Minerals Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-28620.00000000
CAD
232.00000000
N
N
N
T Rowe Price Financial Services Fund Inc
OT887USWRRG6914YF055
T Rowe Price Financial Services Fund Inc
87282H108
53207.66500000
NS
USD
1810124.76000000
0.927368438001
Long
EC
RF
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TOYOTA MOTOR CORP
000000000
1.00000000
NC
-3675.54000000
-0.00188306345
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Toyota Motor Corp
Toyota Motor Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
10276800.04000000
JPY
-3675.54000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SOHU.COM LTD
000000000
1.00000000
NC
USD
1042.89000000
0.000534296470
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
38577.00000000
USD
1042.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WELLTOWER INC
000000000
1.00000000
NC
USD
-4319.18000000
-0.00221281499
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
266875.00000000
USD
-4319.18000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALFA LAVAL AB
000000000
1.00000000
NC
6285.05000000
0.003219975291
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
990729.40000000
SEK
6285.05000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALASKA AIR GROUP INC
000000000
1.00000000
NC
USD
-514.75000000
-0.00026371823
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alaska Air Group Inc
Alaska Air Group Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
118031.00000000
USD
-514.75000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SKANDINAVISKA ENSKILDA BANKEN AB
000000000
1.00000000
NC
-3393.76000000
-0.00173870109
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Skandinaviska Enskilda Banken
Skandinaviska Enskilda Banken AB
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-1210534.60000000
SEK
-3393.76000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FAIRFAX FINANCIAL HOLDINGS LTD
000000000
1.00000000
NC
1109.49000000
0.000568417178
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Fairfax Financial Holdings Ltd
Fairfax Financial Holdings Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-167592.27000000
CAD
1109.49000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HOLLYFRONTIER CORP
000000000
1.00000000
NC
USD
468.55000000
0.000240048913
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
-40756.91000000
USD
468.55000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMADEUS IT GROUP SA
000000000
1.00000000
NC
-2085.35000000
-0.00106837264
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
43128.40000000
EUR
-2085.35000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ANSYS INC
000000000
1.00000000
NC
USD
6812.93000000
0.003490420324
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ANSYS Inc
ANSYS Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-285835.06000000
USD
6812.93000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPORTS VENTURES ACQUISITION CORP
000000000
1.00000000
NC
USD
117.00000000
0.000059941783
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SPORTS VENTURES ACQUISITIO-A
SPORTS VENTURES ACQUISITIO-A
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
63388.00000000
USD
117.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEVEN & I HOLDINGS CO LTD
000000000
1.00000000
NC
1900.02000000
0.000973423831
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
14025000.00000000
JPY
1900.02000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERTEK GROUP PLC
000000000
1.00000000
NC
-2270.18000000
-0.00116306529
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
-182033.28000000
GBP
-2270.18000000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TRS THALES SA
000000000
1.00000000
NC
-1190.95000000
-0.00061015100
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
Thales SA
Thales SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
56526.50000000
EUR
-1190.95000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS BOOHOO GROUP PLC
000000000
1.00000000
NC
-2320.62000000
-0.00118890685
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
32283.00000000
GBP
-2320.62000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS DIASORIN SPA
000000000
1.00000000
NC
-1580.84000000
-0.00080990059
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
20385.00000000
EUR
-1580.84000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TEUCRIUM SOYBEAN FUND
000000000
1.00000000
NC
USD
-4592.29000000
-0.00235273551
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
-64263.00000000
USD
-4592.29000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS BANK OF AMERICA CORP
000000000
1.00000000
NC
USD
6267.83000000
0.003211153090
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
136326.06000000
USD
6267.83000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MARTIN MARIETTA MATERIALS INC
000000000
1.00000000
NC
USD
2210.84000000
0.001132664047
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Martin Marietta Materials Inc
Martin Marietta Materials Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
180695.13000000
USD
2210.84000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS WHITBREAD PLC
000000000
1.00000000
NC
-61856.23000000
-0.03169036558
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Whitbread PLC
Whitbread PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
533168.37000000
GBP
-61856.23000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GALP ENERGIA SGPS SA
000000000
1.00000000
NC
-1258.43000000
-0.00064472255
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
54174.40000000
EUR
-1258.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WALT DISNEY CO/THE
000000000
1.00000000
NC
USD
22.29000000
0.000011419678
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
74372.00000000
USD
22.29000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ARKEMA SA
000000000
1.00000000
NC
-1887.87000000
-0.00096719910
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
-111628.80000000
EUR
-1887.87000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DEVON ENERGY CORP
000000000
1.00000000
NC
USD
23256.73000000
0.011914956277
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Devon Energy Corp
Devon Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
219602.32000000
USD
23256.73000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS CITIGROUP INC
000000000
1.00000000
NC
USD
542.66000000
0.000278017166
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
-50415.30000000
USD
542.66000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS ERSTE GROUP BANK AG
000000000
1.00000000
NC
4102.36000000
0.002101733134
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Erste Group Bank AG
Erste Group Bank AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
142439.57000000
EUR
4102.36000000
N
N
N
nCino Inc
549300WVRR2WR3L6MZ46
nCino Inc
63947U107
130.00000000
NS
USD
8500.70000000
0.004355103612
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS POOL CORP
000000000
1.00000000
NC
USD
-28343.18000000
-0.01452086129
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
-220539.27000000
USD
-28343.18000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS TEUCRIUM SOYBEAN FUND
000000000
1.00000000
NC
USD
-1530.76000000
-0.00078424346
N/A
DCO
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Teucrium Soybean Fund
TEUCRIUM SOYBEAN FUND
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-21421.00000000
USD
-1530.76000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS DIAGEO PLC
000000000
1.00000000
NC
1062.08000000
0.000544127947
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
95864.40000000
GBP
1062.08000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS NN GROUP NV
000000000
1.00000000
NC
1193.34000000
0.000611375456
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
NN Group NV
NN Group NV
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-123370.56000000
EUR
1193.34000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GN STORE NORD A/S
000000000
1.00000000
NC
-8108.43000000
-0.00415413469
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
GN Store Nord AS
GN Store Nord AS
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-1727732.40000000
DKK
-8108.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS JOHNSON & JOHNSON
000000000
1.00000000
NC
USD
-960.11000000
-0.00049188637
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
-65439.12000000
USD
-960.11000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS UNITED PARCEL SERVICE INC
000000000
1.00000000
NC
USD
6213.98000000
0.003183564499
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
46167.48000000
USD
6213.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AT&T INC
000000000
1.00000000
NC
USD
-2837.19000000
-0.00145355752
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
-38675.00000000
USD
-2837.19000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS POLYPIPE GROUP PLC
000000000
1.00000000
NC
-4.72000000
-0.00000241816
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Genuit Group PLC
Genuit Group PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
6252.92000000
GBP
-4.72000000
N
N
N
CC Neuberger Principal Holding
N/A
CC Neuberger Principal Holdings III
000000000
18421.00000000
NS
USD
184403.42000000
0.094474102198
Long
EC
CORP
US
N
1
N
N
N
T. Rowe Price Communications & Technology Fund
76U4E7L1T87LSBLKB493
T. Rowe Price Communications & Technology Fund
87282P100
13804.88900000
NS
USD
2683670.42000000
1.374905918366
Long
EC
RF
US
N
1
N
N
N
INFINITE BIDCO LLC
N/A
INFINITE BIDCO LLC
45674KAB1
200000.00000000
PA
USD
197916.00000000
0.101396906904
Long
LON
CORP
US
N
2
2028-03-02
Floating
4.25000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS VERIZON COMMUNICATIONS INC
000000000
1.00000000
NC
USD
-671.70000000
-0.00034412731
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
-53661.00000000
USD
-671.70000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS BIG YELLOW GROUP PLC
000000000
1.00000000
NC
4106.10000000
0.002103649222
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Big Yellow Group PLC
Big Yellow Group PLC
Y
Equity - Performance Leg
2021-07-12
0.00000000
USD
0.00000000
USD
273829.01000000
GBP
4106.10000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
1142.17000000
0.000585159891
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
59250.00000000
CAD
1142.17000000
N
N
N
CM Life Sciences III Inc
N/A
CM Life Sciences III Inc
125841205
11000.00000000
NS
USD
119240.00000000
0.061089387312
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS XYLEM INC/NY
000000000
1.00000000
NC
USD
-5263.99000000
-0.00269686283
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
-217160.40000000
USD
-5263.99000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS UDR INC
000000000
1.00000000
NC
USD
-1520.68000000
-0.00077907924
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
-43030.33000000
USD
-1520.68000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS PFIZER INC
000000000
1.00000000
NC
USD
-403.34000000
-0.00020664033
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Pfizer Inc
Pfizer Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-14400.80000000
USD
-403.34000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CARNEY TECHNOLOGY ACQUISITION CORP II
000000000
1.00000000
NC
USD
-76.76000000
-0.00003932590
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Carney Technology Acquisition
Carney Technology Acquisition Corp II
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
63830.00000000
USD
-76.76000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALASKA AIR GROUP INC
000000000
1.00000000
NC
USD
-333.07000000
-0.00017063940
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alaska Air Group Inc
Alaska Air Group Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
76373.00000000
USD
-333.07000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AON PLC
000000000
1.00000000
NC
USD
-36198.59000000
-0.01854536803
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
-553410.00000000
USD
-36198.59000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VISA INC
000000000
1.00000000
NC
USD
1447.66000000
0.000741669426
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
45256.00000000
USD
1447.66000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEGRO PLC
000000000
1.00000000
NC
2263.20000000
0.001159489276
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
42712.49000000
GBP
2263.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ATMOS ENERGY CORP
000000000
1.00000000
NC
USD
675.40000000
0.000346022913
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
30396.00000000
USD
675.40000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FIRST TRUST EXCHANGE-TRADED FUND-FIRST TRUST NASDAQ-100 EQUAL WEIGHTED INDEX SM
000000000
1.00000000
NC
USD
1386.95000000
0.000710566301
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
FIRST TRUST NASDQ 100 EQ WEI
FIRST TRUST NASDQ 100 EQ WEI
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-97659.00000000
USD
1386.95000000
N
N
N
TIMES CHINA HLDG LTD
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
718000.00000000
PA
USD
686109.71000000
0.351509743483
Long
DBT
CORP
KY
N
2
2027-01-14
Fixed
5.75000000
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS S&P GLOBAL INC
000000000
1.00000000
NC
USD
-18728.10000000
-0.00959483524
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
S&P Global Inc
S&P Global Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-457585.40000000
USD
-18728.10000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS BANCO SANTANDER SA
000000000
1.00000000
NC
-1906.26000000
-0.00097662072
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
-11147.88000000
EUR
-1906.26000000
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
600000.00000000
PA
USD
755250.00000000
0.386931900097
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Euro-OAT
000000000
20.00000000
NC
-37049.05000000
-0.01898107820
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Long
FRANCE (GOVT OF)
French Republic Government Bond OAT
2021-06-08
3902026.24000000
USD
-37049.05000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VERTEX PHARMACEUTICALS INC
000000000
1.00000000
NC
USD
-623.44000000
-0.00031940261
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Vertex Pharmaceuticals Inc
Vertex Pharmaceuticals Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
46873.20000000
USD
-623.44000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYCOM SOFTWARE INC
000000000
1.00000000
NC
USD
7885.15000000
0.004039743226
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Paycom Software Inc
Paycom Software Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-228555.32000000
USD
7885.15000000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TRS VIVENDI SE
000000000
1.00000000
NC
1360.12000000
0.000696820676
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
Vivendi SE
Vivendi SE
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
71375.00000000
EUR
1360.12000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS INFINEON TECHNOLOGIES AG
000000000
1.00000000
NC
-11016.87000000
-0.00564419522
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
174315.60000000
EUR
-11016.87000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ENBRIDGE INC
000000000
1.00000000
NC
-2059.54000000
-0.00105514958
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Enbridge Inc
Enbridge Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-176396.76000000
CAD
-2059.54000000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TRS IMPERIAL BRANDS PLC
000000000
1.00000000
NC
-8882.69000000
-0.00455080585
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
Imperial Brands PLC
Imperial Brands PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-560025.33000000
GBP
-8882.69000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAMDEN PROPERTY TRUST
000000000
1.00000000
NC
USD
2131.51000000
0.001092021468
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
46052.00000000
USD
2131.51000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALBEMARLE CORP
000000000
1.00000000
NC
USD
10068.02000000
0.005158077601
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
85941.21000000
USD
10068.02000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS APPLIED MATERIALS INC
000000000
1.00000000
NC
USD
4945.26000000
0.002533570140
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Applied Materials Inc
Applied Materials Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-285361.49000000
USD
4945.26000000
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
S&P 500 INDEX
000000000
-17.00000000
NC
USD
-57630.00000000
-0.02952517100
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
3900.00000000
USD
2021-06-18
XXXX
2499.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FRANCO-NEVADA CORP
000000000
1.00000000
NC
USD
538.97000000
0.000276126694
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
27304.00000000
USD
538.97000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS REPUBLIC SERVICES INC
000000000
1.00000000
NC
USD
5421.34000000
0.002777476845
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Republic Services Inc
Republic Services Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
272821.78000000
USD
5421.34000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALTABA INC
000000000
1.00000000
NC
USD
-41228.90000000
-0.02112251124
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
-41228.90000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS POOL CORP
000000000
1.00000000
NC
USD
-8709.87000000
-0.00446226620
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
-67771.83000000
USD
-8709.87000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FISERV INC
000000000
1.00000000
NC
USD
-2254.75000000
-0.00115516014
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
52094.95000000
USD
-2254.75000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS MICROSOFT CORP
000000000
1.00000000
NC
USD
-6439.48000000
-0.00329909332
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Microsoft Corp
Microsoft Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
226803.00000000
USD
-6439.48000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS JAPAN TOBACCO INC
000000000
1.00000000
NC
5507.87000000
0.002821808149
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
-30858000.00000000
JPY
5507.87000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTEL CORP
000000000
1.00000000
NC
USD
5239.25000000
0.002684187961
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
-45514.00000000
USD
5239.25000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VERIZON COMMUNICATIONS INC
000000000
1.00000000
NC
USD
-650.03000000
-0.00033302528
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
-51930.00000000
USD
-650.03000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS VERIZON COMMUNICATIONS INC
000000000
1.00000000
NC
USD
-414.58000000
-0.00021239884
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
-33119.80000000
USD
-414.58000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ZEBRA TECHNOLOGIES CORP
000000000
1.00000000
NC
USD
3090.50000000
0.001583334044
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Zebra Technologies Corp
Zebra Technologies Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-78208.90000000
USD
3090.50000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS SARTORIUS STEDIM BIOTECH
000000000
1.00000000
NC
60.00000000
0.000030739376
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Sartorius Stedim Biotech
Sartorius Stedim Biotech
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
7208.60000000
EUR
60.00000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS CEDAR FAIR LP
000000000
1.00000000
NC
USD
1396.07000000
0.000715238686
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Cedar Fair LP
Cedar Fair LP
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
43011.00000000
USD
1396.07000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS HKAB Hong Kong Dollar Hibor Fi
000000000
1.00000000
NC
4643.89000000
0.002379171375
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
ZOOMLION CO. LTD.
Zoomlion Heavy Industry Science and Technology Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-1060528.00000000
HKD
4643.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PPD INC
000000000
1.00000000
NC
USD
2696.60000000
0.001381530038
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PPD Inc
PPD Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
313730.00000000
USD
2696.60000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS CAESARS ENTERTAINMENT INC
000000000
1.00000000
NC
USD
-6836.50000000
-0.00350249577
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Caesars Entertainment Inc
Caesars Entertainment Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-135920.44000000
USD
-6836.50000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
746.76000000
0.000382582278
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
50148.00000000
USD
746.76000000
N
N
N
LIBERTY BROADBAND CORP
549300MIX43II8JLN536
Liberty Broadband Corp
530307AA5
19000.00000000
PA
USD
19766.84000000
0.010127005574
Long
DBT
CORP
US
N
2
2050-09-30
Fixed
2.75000000
N
N
N
N
N
Charter Communications Inc
Charter Communications Inc
USD
XXXX
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SOGOU INC
000000000
1.00000000
NC
USD
559.68000000
0.000286736902
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
-60204.74000000
USD
559.68000000
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAD5
265000.00000000
PA
USD
270962.50000000
0.138820304508
Long
DBT
CORP
IE
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS STRAUMANN HOLDING AG
000000000
1.00000000
NC
-5844.91000000
-0.00299448147
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
-110805.00000000
CHF
-5844.91000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PARKER-HANNIFIN CORP
000000000
1.00000000
NC
USD
-4776.80000000
-0.00244726421
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
331391.94000000
USD
-4776.80000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
-52.00000000
NC
USD
-6167.46000000
-0.00315973123
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2021-06-21
-6859457.54000000
USD
-6167.46000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NIDEC CORP
000000000
1.00000000
NC
23193.80000000
0.011882715795
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
-31716999.95740700
JPY
23193.80000000
N
N
N
AIR TRANSPORT SERVICES G
5493000F3MSFGIXTQE27
Air Transport Services Group Inc
00922RAB1
200000.00000000
PA
USD
216442.00000000
0.110888201682
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
1.12500000
N
N
N
N
Y
Air Transport Services Group I
Air Transport Services Group Inc
USD
XXXX
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS Copenhagen Interbank Offered R
000000000
1.00000000
NC
-7928.22000000
-0.00406180897
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
2022-01-19
0.00000000
USD
0.00000000
USD
-758000.00000000
DKK
-7928.22000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GARTNER INC
000000000
1.00000000
NC
USD
-2801.43000000
-0.00143523685
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
-100827.40000000
USD
-2801.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BNP PARIBAS SA
000000000
1.00000000
NC
1982.85000000
0.001015859540
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
52225.84000000
EUR
1982.85000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS NEWCREST MINING LTD
000000000
1.00000000
NC
1963.09000000
0.001005736039
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Newcrest Mining Ltd
Newcrest Mining Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-209752.20000000
AUD
1963.09000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FISERV INC
000000000
1.00000000
NC
USD
-5031.08000000
-0.00257753769
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
116240.78000000
USD
-5031.08000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
-8780.20000000
-0.00449829787
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
-125022.94000000
USD
-8780.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ASTRAZENECA PLC
000000000
1.00000000
NC
USD
-7199.35000000
-0.00368839215
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
AstraZeneca PLC
AstraZeneca PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-163062.64000000
USD
-7199.35000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KROGER CO/THE
000000000
1.00000000
NC
USD
2506.88000000
0.001284332130
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Kroger Co/The
Kroger Co/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-144111.25000000
USD
2506.88000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS PACKAGING CORP OF AMERICA
000000000
1.00000000
NC
USD
8511.83000000
0.004360805766
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
147225.25000000
USD
8511.83000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WORKDAY INC
000000000
1.00000000
NC
USD
-120.04000000
-0.00006149924
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Workday Inc
Workday Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
2342.61000000
USD
-120.04000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MASTERCARD INC
000000000
1.00000000
NC
USD
-1543.26000000
-0.00079064749
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
146866.20000000
USD
-1543.26000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUITY RESIDENTIAL
000000000
1.00000000
NC
USD
794.68000000
0.000407132793
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
28892.00000000
USD
794.68000000
N
N
N
CINCINNATI BELL INC
549300JYVZOCUJOHL272
Cincinnati Bell Inc
17187MAM2
495427.59000000
PA
USD
494625.00000000
0.253407733976
Long
LON
CORP
US
N
2
2024-10-02
Floating
4.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMAZON.COM INC
000000000
1.00000000
NC
USD
2280.39000000
0.001168296108
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
87856.34000000
USD
2280.39000000
N
N
N
HOME POINT CAPITAL INC
549300DQF6YN0E43PM71
Home Point Capital Inc
43734LAA4
185000.00000000
PA
USD
182225.00000000
0.093358047660
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SAMSONITE INTERNATIONAL SA
000000000
1.00000000
NC
-4531.81000000
-0.00232175022
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
684000.00000000
HKD
-4531.81000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
TRY/USD FORWARD
000000000
1.00000000
NC
USD
-22372.83000000
-0.01146211403
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-2451911.52000000
USD
20395000.00000000
TRY
2021-05-28
-22372.83000000
N
N
N
Olink Holding AB
8945004Z7ZHV3LML4J27
Olink Holding AB
680710100
1161.00000000
NS
USD
40867.20000000
0.020937204035
Long
EC
CORP
SE
N
1
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS DOMINO'S PIZZA ENTERPRISES LTD
000000000
1.00000000
NC
878.73000000
0.000450193536
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Domino's Pizza Enterprises Ltd
Domino's Pizza Enterprises Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
178966.44000000
AUD
878.73000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VULCAN MATERIALS CO
000000000
1.00000000
NC
USD
96.87000000
0.000049628723
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Vulcan Materials Co
Vulcan Materials Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
4893.00000000
USD
96.87000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS FLEETCOR TECHNOLOGIES INC
000000000
1.00000000
NC
USD
-712.73000000
-0.00036514792
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
58246.00000000
USD
-712.73000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TRADEWEB MARKETS INC
000000000
1.00000000
NC
USD
950.23000000
0.000486824626
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
55610.40000000
USD
950.23000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTUITIVE SURGICAL INC
000000000
1.00000000
NC
USD
1119.02000000
0.000573299615
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
318912.99000000
USD
1119.02000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ILLINOIS TOOL WORKS INC
000000000
1.00000000
NC
USD
-2362.43000000
-0.00121032708
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
-56640.00000000
USD
-2362.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VENTAS INC
000000000
1.00000000
NC
USD
212.08000000
0.000108653449
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
-67268.76000000
USD
212.08000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS COMMUNITY BANKERS TRUST CORP
000000000
1.00000000
NC
USD
-52.91000000
-0.00002710700
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Community Bankers Trust Corp
Community Bankers Trust Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
21000.00000000
USD
-52.91000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NVIDIA CORP
000000000
1.00000000
NC
USD
11714.77000000
0.006001745402
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
-167827.40000000
USD
11714.77000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LITTELFUSE INC
000000000
1.00000000
NC
USD
-336.06000000
-0.00017217124
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
12799.98000000
USD
-336.06000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS SYMRISE AG
000000000
1.00000000
NC
-4501.08000000
-0.00230600653
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Symrise AG
Symrise AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
216195.40000000
EUR
-4501.08000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BROADSTONE ACQUISITION CORP
000000000
1.00000000
NC
USD
-46.68000000
-0.00002391523
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Broadstone Acquisition Corp
BROADSTONE ACQUISITION COR-A
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
7474.50000000
USD
-46.68000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMPHENOL CORP
000000000
1.00000000
NC
USD
-1431.15000000
-0.00073321097
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
82224.00000000
USD
-1431.15000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS YANGZIJIANG SHIPBUILDING HOLDINGS LTD
000000000
1.00000000
NC
1114.66000000
0.000571065887
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Yangzijiang Shipbuilding Holdi
Yangzijiang Shipbuilding Holdings Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
57709.20000000
SGD
1114.66000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUITY LIFESTYLE PROPERTIES INC
000000000
1.00000000
NC
USD
5800.73000000
0.002971847045
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Equity LifeStyle Properties In
Equity LifeStyle Properties Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
174884.64000000
USD
5800.73000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DTE ENERGY CO
000000000
1.00000000
NC
USD
500.92000000
0.000256632806
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
135853.52000000
USD
500.92000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SPROTT PHYSICAL GOLD AND SILVER TRUST
000000000
1.00000000
NC
USD
-156.27000000
-0.00008006070
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
27405.00000000
USD
-156.27000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS ENTERGY CORP
000000000
1.00000000
NC
USD
5193.97000000
0.002660989978
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
149198.67000000
USD
5193.97000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MICROCHIP TECHNOLOGY INC
000000000
1.00000000
NC
USD
-761.97000000
-0.00039037471
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Microchip Technology Inc
Microchip Technology Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
12031.50000000
USD
-761.97000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS OUTFRONT MEDIA INC
000000000
1.00000000
NC
USD
775.65000000
0.000397383288
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
18205.23000000
USD
775.65000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEVEN & I HOLDINGS CO LTD
000000000
1.00000000
NC
63.34000000
0.000032450534
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
467500.00000000
JPY
63.34000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS POLYPIPE GROUP PLC
000000000
1.00000000
NC
-6.04000000
-0.00000309443
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Genuit Group PLC
Genuit Group PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
7980.00000000
GBP
-6.04000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS EDP - ENERGIAS DE PORTUGAL SA
000000000
1.00000000
NC
-3994.10000000
-0.00204626905
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
EDP - Energias de Portugal SA
EDP - Energias de Portugal SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
36875.73000000
EUR
-3994.10000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS STORA ENSO OYJ
000000000
1.00000000
NC
-51.62000000
-0.00002644611
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
1014.73500000
EUR
-51.62000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CALBEE INC
000000000
1.00000000
NC
799.98000000
0.000409848105
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
-4625700.06000000
JPY
799.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FACEBOOK INC
000000000
1.00000000
NC
USD
6881.31000000
0.003525452967
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
123128.00000000
USD
6881.31000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMERICAN TOWER CORP
000000000
1.00000000
NC
USD
2337.42000000
0.001197513885
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
American Tower Corp
American Tower Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
76372.44000000
USD
2337.42000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CORTEVA INC
000000000
1.00000000
NC
USD
-1826.07000000
-0.00093553755
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
-69759.36000000
USD
-1826.07000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS COVESTRO AG
000000000
1.00000000
NC
-9243.59000000
-0.00473570320
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
186797.16329500
EUR
-9243.59000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LIVE NATION ENTERTAINMENT INC
000000000
1.00000000
NC
USD
201.90000000
0.000103438001
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Live Nation Entertainment Inc
Live Nation Entertainment Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
10031.25000000
USD
201.90000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALCON INC
000000000
1.00000000
NC
345.76000000
0.000177140779
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
49766.49000000
CHF
345.76000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMADEUS IT GROUP SA
000000000
1.00000000
NC
-919.34000000
-0.00047099897
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
19023.76000000
EUR
-919.34000000
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TAS4
195000.00000000
PA
USD
228150.00000000
0.116886478659
Long
DBT
CORP
LU
N
2
2022-09-30
Variable
9.50000000
Y
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-11.66000000
-0.00000597368
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
-723.84000000
USD
-11.66000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LUMEN TECHNOLOGIES INC
000000000
1.00000000
NC
USD
-633.65000000
-0.00032463343
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Lumen Technologies Inc
Lumen Technologies Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-44275.00000000
USD
-633.65000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS UBS GROUP AG
000000000
1.00000000
NC
11325.40000000
0.005802262219
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
-249609.56000000
CHF
11325.40000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DERWENT LONDON PLC
000000000
1.00000000
NC
295.71000000
0.000151499016
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
30213.00000000
GBP
295.71000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ISHARES CHINA LARGE-CAP ETF
000000000
1.00000000
NC
USD
696.19000000
0.000356674107
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
iShares China Large-Cap ETF
iShares China Large-Cap ETF
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-88635.00000000
USD
696.19000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS RECRUIT HOLDINGS CO LTD
000000000
1.00000000
NC
-10893.66000000
-0.00558107191
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Recruit Holdings Co Ltd
Recruit Holdings Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
23413500.00000000
JPY
-10893.66000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS SALESFORCE.COM INC
000000000
1.00000000
NC
USD
-1290.67000000
-0.00066123984
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
salesforce.com Inc
salesforce.com Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
110442.00000000
USD
-1290.67000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WORKDAY INC
000000000
1.00000000
NC
USD
-253.42000000
-0.00012983287
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Workday Inc
Workday Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
4945.51000000
USD
-253.42000000
N
N
N
CAMELOT FINANCE SA
N/A
Camelot Finance SA
000000000
299250.00000000
PA
USD
299250.00000000
0.153312639661
Long
LON
CORP
LU
N
2
2026-10-31
Floating
4.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INFINEON TECHNOLOGIES AG
000000000
1.00000000
NC
-3529.21000000
-0.00180809524
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
54998.48000000
EUR
-3529.21000000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TRS ASTRAZENECA PLC
000000000
1.00000000
NC
3314.37000000
0.001698027781
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
AstraZeneca PLC
AstraZeneca PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
56610.00000000
GBP
3314.37000000
N
N
N
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
USD/CHF FORWARD
000000000
1.00000000
NC
USD
849.15000000
0.000435039024
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
-1437000.00000000
CHF
1575471.67000000
USD
2021-05-28
849.15000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS LONDON STOCK EXCHANGE GROUP PLC
000000000
1.00000000
NC
-2507.05000000
-0.00128441922
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
London Stock Exchange Group PL
London Stock Exchange Group PLC
Y
Equity - Performance Leg
2021-07-12
0.00000000
USD
0.00000000
USD
31916.00000000
GBP
-2507.05000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-35.88000000
-0.00001838214
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
-2227.20000000
USD
-35.88000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS WHITBREAD PLC
000000000
1.00000000
NC
-6992.04000000
-0.00358218248
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Whitbread PLC
Whitbread PLC
Y
Equity - Performance Leg
2021-07-12
0.00000000
USD
0.00000000
USD
60267.82000000
GBP
-6992.04000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SAMPO OYJ
000000000
1.00000000
NC
-2983.84000000
-0.00152868967
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
172387.00000000
EUR
-2983.84000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NVR INC
000000000
1.00000000
NC
USD
3113.77000000
0.001595255799
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
87195.96000000
USD
3113.77000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WILLIS TOWERS WATSON PLC
000000000
1.00000000
NC
USD
12772.56000000
0.006543675484
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
145881.74000000
USD
12772.56000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TEUCRIUM CORN FUND
000000000
1.00000000
NC
USD
-11957.58000000
-0.00612614253
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TEUCRIUM CORN FUND
TEUCRIUM CORN FUND
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-92000.00000000
USD
-11957.58000000
N
N
N
Liberty Media Acquisition Corp
N/A
Liberty Media Acquisition Corp
53073L203
10040.00000000
NS
USD
107428.00000000
0.055037828750
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP
000000000
1.00000000
NC
USD
-3692.73000000
-0.00189187028
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Westinghouse Air Brake Technol
Westinghouse Air Brake Technologies Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-213317.92000000
USD
-3692.73000000
N
N
N
T. ROWE PRICE SHORT-TERM FUND
549300YTML4H25P65J89
T. ROWE PRICE SHORT-TERM FUND
000000000
206309.87500000
NS
USD
2063098.75000000
1.056972816188
Long
STIV
RF
US
N
1
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SUMITOMO CHEMICAL CO LTD
000000000
1.00000000
NC
-6493.12000000
-0.00332657432
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
15300800.13152600
JPY
-6493.12000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS JUNIPER NETWORKS INC
000000000
1.00000000
NC
USD
-1398.89000000
-0.00071668343
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
151952.22394600
USD
-1398.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BANCO SANTANDER SA
000000000
1.00000000
NC
-7613.80000000
-0.00390072439
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
-44489.29000000
EUR
-7613.80000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS VANECK VECTORS SEMICONDUCTOR ETF
000000000
1.00000000
NC
USD
6954.01000000
0.003562698844
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
VANECK VECTORS SEMICONDUCTOR ETF
VANECK VECTORS SEMICONDUCTOR ETF
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-169778.00000000
USD
6954.01000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ZOETIS INC
000000000
1.00000000
NC
USD
3564.38000000
0.001826113639
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
75610.65000000
USD
3564.38000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-26.01000000
-0.00001332551
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
-1614.72000000
USD
-26.01000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS NASPERS LTD
000000000
1.00000000
NC
USD
-22207.24000000
-0.01137727847
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
NASPERS LTD
NASPERS LTD-N SHS SPON ADR
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
250250.00000000
USD
-22207.24000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS XERO LTD
000000000
1.00000000
NC
-4797.79000000
-0.00245801787
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Xero Ltd
Xero Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
221227.16000000
AUD
-4797.79000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS HEWLETT PACKARD ENTERPRISE CO
000000000
1.00000000
NC
USD
-815.87000000
-0.00041798891
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
-71280.00000000
USD
-815.87000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS NIPPON SANSO HOLDINGS CORP
000000000
1.00000000
NC
-11709.05000000
-0.00599881491
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
27773700.00000000
JPY
-11709.05000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS DOLLAR TREE INC
000000000
1.00000000
NC
USD
-2247.66000000
-0.00115152777
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
122519.94000000
USD
-2247.66000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DOW INC
000000000
1.00000000
NC
USD
6811.38000000
0.003489626224
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
-213016.43000000
USD
6811.38000000
N
N
N
Boa Vista Servicos SA
N/A
Boa Vista Servicos SA
000000000
7037.00000000
NS
17488.70000000
0.008959862192
Long
EC
CORP
BR
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-43.06000000
-0.00002206062
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
-2672.64000000
USD
-43.06000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
-32.00000000
NC
USD
-2000.00000000
-0.00102464587
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
CBOT US Long Bond
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Short
US TREASURY N/B
United States Treasury Note/Bond
2021-06-21
0.00000000
USD
100000.00000000
150.00000000
USD
2021-05-21
XXXX
23380.87000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GENMAB A/S
000000000
1.00000000
NC
10278.92000000
0.005266126509
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
1286985.00000000
DKK
10278.92000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BECTON DICKINSON AND CO
000000000
1.00000000
NC
USD
-1035.98000000
-0.00053075631
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
29394.90000000
USD
-1035.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SSP GROUP PLC
000000000
1.00000000
NC
1986.97000000
0.001017970311
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SSP Group Plc
SSP Group Plc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
27426.88000000
GBP
1986.97000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS RAYTHEON TECHNOLOGIES CORP
000000000
1.00000000
NC
USD
-6505.83000000
-0.00333308594
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Raytheon Technologies Corp
Raytheon Technologies Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-96137.01000000
USD
-6505.83000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS CELLNEX TELECOM SA
000000000
1.00000000
NC
17125.55000000
0.008773812117
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
48318.90000000
EUR
17125.55000000
N
N
N
FRONERI US INC
N/A
FRONERI US INC
000000000
105000.00000000
PA
USD
105853.65000000
0.054231253130
Long
LON
CORP
US
N
2
2028-01-31
Floating
5.86325000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS SOUTHWEST AIRLINES CO
000000000
1.00000000
NC
USD
-85.80000000
-0.00004395730
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Southwest Airlines Co
Southwest Airlines Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
31470.00000000
USD
-85.80000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALS LTD
000000000
1.00000000
NC
1726.13000000
0.000884335995
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
50450.00000000
AUD
1726.13000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS T-MOBILE US INC
000000000
1.00000000
NC
USD
799.80000000
0.000409755887
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
T-Mobile US Inc
T-Mobile US Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
165389.26000000
USD
799.80000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS OUTFRONT MEDIA INC
000000000
1.00000000
NC
USD
2588.80000000
0.001326301625
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
60762.00000000
USD
2588.80000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VULCAN MATERIALS CO
000000000
1.00000000
NC
USD
221.30000000
0.000113377066
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Vulcan Materials Co
Vulcan Materials Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
11184.00000000
USD
221.30000000
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
Carvana Co
146869AD4
200000.00000000
PA
USD
207250.00000000
0.106178929222
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.87500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EASTMAN CHEMICAL CO
000000000
1.00000000
NC
USD
-822.26000000
-0.00042126266
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
-127501.92000000
USD
-822.26000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS FIRST QUANTUM MINERALS LTD
000000000
1.00000000
NC
440.79000000
0.000225826828
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
First Quantum Minerals Ltd
First Quantum Minerals Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-54378.00000000
CAD
440.79000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HEWLETT PACKARD ENTERPRISE CO
000000000
1.00000000
NC
USD
-380.74000000
-0.00019506183
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
-33264.00000000
USD
-380.74000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MICROCHIP TECHNOLOGY INC
000000000
1.00000000
NC
USD
-2753.24000000
-0.00141054801
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Microchip Technology Inc
Microchip Technology Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
43473.82000000
USD
-2753.24000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
ZCS IFS USD
000000000
1.00000000
NC
USD
168413.98000000
0.086282345295
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
168113.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FISERV INC
000000000
1.00000000
NC
USD
-3200.12000000
-0.00163949488
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
73937.17000000
USD
-3200.12000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS INFINEON TECHNOLOGIES AG
000000000
1.00000000
NC
-1173.34000000
-0.00060112899
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
18565.32000000
EUR
-1173.34000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BURBERRY GROUP PLC
000000000
1.00000000
NC
-2171.08000000
-0.00111229408
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Burberry Group PLC
Burberry Group PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
168480.00000000
GBP
-2171.08000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
285.01000000
0.000146017161
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
19139.82000000
USD
285.01000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BOOHOO GROUP PLC
000000000
1.00000000
NC
-3912.84000000
-0.00200463769
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
54432.73385500
GBP
-3912.84000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DD3 ACQUISITION CORP II
000000000
1.00000000
NC
USD
-661.87000000
-0.00033909118
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
DD3 Acquisition Corp II
DD3 ACQUISITION CORP II-A
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
64415.00000000
USD
-661.87000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS HINO MOTORS LTD
000000000
1.00000000
NC
-6121.49000000
-0.00313617975
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Hino Motors Ltd
Hino Motors Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
41199000.00000000
JPY
-6121.49000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
-3074.55000000
-0.00157516249
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
-43751.40200000
USD
-3074.55000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EASTMAN CHEMICAL CO
000000000
1.00000000
NC
USD
-182.64000000
-0.00009357066
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
-28321.02000000
USD
-182.64000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PROOFPOINT INC
000000000
1.00000000
NC
USD
-546.39000000
-0.00027992813
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Proofpoint Inc
Proofpoint Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
105529.88000000
USD
-546.39000000
N
N
N
PRA GROUP INC
549300Q5HW3JSSB86K27
PRA Group Inc
69354NAC0
195000.00000000
PA
USD
208162.50000000
0.106646423904
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.37500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BECTON DICKINSON AND CO
000000000
1.00000000
NC
USD
-1035.98000000
-0.00053075631
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
29394.90000000
USD
-1035.98000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS ASTRAZENECA PLC
000000000
1.00000000
NC
4046.56000000
0.002073145514
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
AstraZeneca PLC
AstraZeneca PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
69116.00000000
GBP
4046.56000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ELI LILLY AND CO
000000000
1.00000000
NC
USD
-2072.95000000
-0.00106201983
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Eli Lilly & Co
Eli Lilly & Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
121033.92000000
USD
-2072.95000000
N
N
N
DELTA TOPCO INC
N/A
Delta Topco Inc
24780DAE7
110000.00000000
PA
USD
112062.50000000
0.057412189413
Long
LON
CORP
US
N
2
2028-12-01
Floating
8.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CORTEVA INC
000000000
1.00000000
NC
USD
-3489.18000000
-0.00178758695
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
-133293.60000000
USD
-3489.18000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NEWMONT CORP
000000000
1.00000000
NC
USD
3310.53000000
0.001696060461
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
-90692.00000000
USD
3310.53000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MTU AERO ENGINES AG
000000000
1.00000000
NC
-4153.28000000
-0.00212782061
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
-69200.00000000
EUR
-4153.28000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FRANCO-NEVADA CORP
000000000
1.00000000
NC
-54.20000000
-0.00002776790
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Franco-Nevada Corp
Franco-Nevada Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-110892.24000000
CAD
-54.20000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS TOTAL SE
000000000
1.00000000
NC
-7196.55000000
-0.00368695765
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TOTAL SE
TOTAL SE
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
194028.00000000
EUR
-7196.55000000
N
N
N
AMER AIRLINE 19-1AA PTT
N/A
American Airlines 2019-1 Class AA Pass Through Trust
02377LAA2
94585.99000000
PA
USD
94287.38000000
0.048305587684
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.15000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CBTX INC
000000000
1.00000000
NC
USD
-830.19000000
-0.00042532538
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CBTX Inc
CBTX Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
22715.00000000
USD
-830.19000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SHISEIDO CO LTD
000000000
1.00000000
NC
479.84000000
0.000245833039
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
13423200.02000000
JPY
479.84000000
N
N
N
RENT-A-CENTER INC
529900QUHE15UQNCCJ63
Rent-A-Center Inc/TX
000000000
115000.00000000
PA
USD
115670.45000000
0.059260624963
Long
LON
CORP
US
N
2
2028-02-17
Floating
4.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAMECO CORP
000000000
1.00000000
NC
USD
-464.87000000
-0.00023816356
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Cameco Corp
Cameco Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-34839.00000000
USD
-464.87000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
-585.70000000
-0.00030006754
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
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
-166348.00000000
USD
-585.70000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VERIZON COMMUNICATIONS INC
000000000
1.00000000
NC
USD
-111.95000000
-0.00005735455
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
-8943.50000000
USD
-111.95000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS YARA INTERNATIONAL ASA
000000000
1.00000000
NC
1724.08000000
0.000883285733
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
-1805822.20000000
NOK
1724.08000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
-1863.36000000
-0.00095464207
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
-26516.00000000
USD
-1863.36000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SHISEIDO CO LTD
000000000
1.00000000
NC
310.49000000
0.000159071149
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
8685600.02000000
JPY
310.49000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ZHEJIANG RUNTU CO LTD
000000000
1.00000000
NC
-700.96000000
-0.00035911788
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Zhejiang Runtu Co Ltd
Zhejiang Runtu Co Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
120649.67000000
CNY
-700.96000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALFA SAB DE CV
000000000
1.00000000
NC
5240.29000000
0.002684720776
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alfa SAB de CV
Alfa SAB de CV
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
2432916.00000000
MXN
5240.29000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS VONOVIA SE
000000000
1.00000000
NC
6779.55000000
0.003473318984
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
-92829.00000000
EUR
6779.55000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LIONHEART ACQUISITION CORP II
000000000
1.00000000
NC
USD
154.19000000
0.000078995074
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Lionheart Acquisition Corp II
LIONHEART ACQUISITION CORP-A
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
31520.00000000
USD
154.19000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS ROYAL BANK OF CANADA
000000000
1.00000000
NC
-1348.02000000
-0.00069062156
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Royal Bank of Canada
Royal Bank of Canada
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-529437.72000000
CAD
-1348.02000000
N
N
N
BANK OF AMERICA CALIFORNIA, NATIONAL ASSOCIATION
549300H041M8GSCMYP92
TRS TELEFONAKTIEBOLAGET LM ERICSSON
000000000
1.00000000
NC
-1493.86000000
-0.00076533874
N/A
DE
CORP
US
N
2
BANK OF AMERICA CALIFORNIA, NATIONAL ASSOCIATION
549300H041M8GSCMYP92
Ericsson
Telefonaktiebolaget LM Ericsson
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
1092345.92000000
SEK
-1493.86000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TUPPERWARE BRANDS CORP
000000000
1.00000000
NC
USD
3607.69000000
0.001848302345
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Tupperware Brands Corp
Tupperware Brands Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-27980.00000000
USD
3607.69000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VERTEX PHARMACEUTICALS INC
000000000
1.00000000
NC
USD
-605.79000000
-0.00031036011
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Vertex Pharmaceuticals Inc
Vertex Pharmaceuticals Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
45546.60000000
USD
-605.79000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS UNITED PARCEL SERVICE INC
000000000
1.00000000
NC
USD
10566.18000000
0.005413296397
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
78502.68000000
USD
10566.18000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS METTLER-TOLEDO INTERNATIONAL INC
000000000
1.00000000
NC
USD
-6896.17000000
-0.00353306608
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
-169102.64000000
USD
-6896.17000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/EUR FORWARD
000000000
1.00000000
NC
USD
5152.69000000
0.002639841287
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-1255520.00000000
EUR
1515429.39000000
USD
2021-05-28
5152.69000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS CZK
000000000
1.00000000
NC
25381.49000000
0.013003519567
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2022-11-11
300.29000000
USD
0.00000000
USD
-95000000.00000000
CZK
25081.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
497.84000000
0.000255054852
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
33432.00000000
USD
497.84000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-59.21000000
-0.00003033464
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
-3674.88000000
USD
-59.21000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LIVE NATION ENTERTAINMENT INC
000000000
1.00000000
NC
USD
826.99000000
0.000423685947
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Live Nation Entertainment Inc
Live Nation Entertainment Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
41088.00000000
USD
826.99000000
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
313586760
6000.00000000
NS
USD
32700.00000000
0.016752960123
Long
EP
USGSE
US
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS ING GROEP NV
000000000
1.00000000
NC
1717.83000000
0.000880083715
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
51926.57000000
EUR
1717.83000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS DAI-ICHI LIFE HOLDINGS INC
000000000
1.00000000
NC
-3519.35000000
-0.00180304373
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Dai-ichi Life Holdings Inc
Dai-ichi Life Holdings Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
15910600.00000000
JPY
-3519.35000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS BRISTOL-MYERS SQUIBB CO
000000000
1.00000000
NC
USD
655.62000000
0.000335889165
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Bristol-Myers Squibb Co
Bristol-Myers Squibb Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-27709.20000000
USD
655.62000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAMECO CORP
000000000
1.00000000
NC
USD
-1925.89000000
-0.00098667762
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Cameco Corp
Cameco Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-144333.00000000
USD
-1925.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS 7GC & CO HOLDINGS INC
000000000
1.00000000
NC
USD
1895.92000000
0.000971323307
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
7GC & CO HOLDINGS INC -CL A
7GC & CO HOLDINGS CL A -CW26
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
656.28000000
USD
1895.92000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MICROCHIP TECHNOLOGY INC
000000000
1.00000000
NC
USD
-711.17000000
-0.00036434870
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Microchip Technology Inc
Microchip Technology Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
11229.40000000
USD
-711.17000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NORTHROP GRUMMAN CORP
000000000
1.00000000
NC
USD
-1392.85000000
-0.00071358900
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
-48587.19000000
USD
-1392.85000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS MAEDA CORP
000000000
1.00000000
NC
-11074.68000000
-0.00567381261
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
20988000.00000000
JPY
-11074.68000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS DUKE REALTY CORP
000000000
1.00000000
NC
USD
-6964.50000000
-0.00356807311
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
-136055.24000000
USD
-6964.50000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LIVE NATION ENTERTAINMENT INC
000000000
1.00000000
NC
USD
167.98000000
0.000086060007
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Live Nation Entertainment Inc
Live Nation Entertainment Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
8346.00000000
USD
167.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FEDEX CORP
000000000
1.00000000
NC
USD
-184.96000000
-0.00009475925
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
57075.20000000
USD
-184.96000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS NORTONLIFELOCK INC
000000000
1.00000000
NC
USD
687.87000000
0.000352411580
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
NortonLifeLock Inc
NortonLifeLock Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
101076.60000000
USD
687.87000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ELI LILLY AND CO
000000000
1.00000000
NC
USD
-1292.81000000
-0.00066233621
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Eli Lilly & Co
Eli Lilly & Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
75483.52000000
USD
-1292.81000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS NISSAN CHEMICAL CORP
000000000
1.00000000
NC
7445.82000000
0.003814664389
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
-14304000.00000000
JPY
7445.82000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BURBERRY GROUP PLC
000000000
1.00000000
NC
-179.96000000
-0.00009219763
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Burberry Group PLC
Burberry Group PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
13998.40000000
GBP
-179.96000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS DERWENT LONDON PLC
000000000
1.00000000
NC
2268.68000000
0.001162296806
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Derwent London PLC
Derwent London PLC
Y
Equity - Performance Leg
2021-07-12
0.00000000
USD
0.00000000
USD
229685.94000000
GBP
2268.68000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CONOCOPHILLIPS
000000000
1.00000000
NC
USD
-874.99000000
-0.00044827744
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ConocoPhillips
ConocoPhillips
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
59010.30000000
USD
-874.99000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EVERSOURCE ENERGY
000000000
1.00000000
NC
USD
-517.27000000
-0.00026500928
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
17758.00000000
USD
-517.27000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS DIGITAL REALTY TRUST INC
000000000
1.00000000
NC
USD
-3324.59000000
-0.00170326372
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
-69055.56000000
USD
-3324.59000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS GREGGS PLC
000000000
1.00000000
NC
323.18000000
0.000165572527
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
9888.45000000
GBP
323.18000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS ASCENDIS PHARMA A/S
000000000
1.00000000
NC
USD
1183.73000000
0.000606452033
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Ascendis Pharma A/S
Ascendis Pharma A/S
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
7078.26000000
USD
1183.73000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
639.61000000
0.000327686875
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
33180.00000000
CAD
639.61000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMPHENOL CORP
000000000
1.00000000
NC
USD
-240.91000000
-0.00012342371
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
13841.04000000
USD
-240.91000000
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
000000000
276029.82000000
PA
USD
278790.12000000
0.142830573796
Long
LON
CORP
LU
N
2
2021-07-13
Floating
6.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LABORATORY CORP OF AMERICA HOLDINGS
000000000
1.00000000
NC
USD
-1296.27000000
-0.00066410885
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Laboratory Corp of America Hol
Laboratory Corp of America Holdings
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-51882.00000000
USD
-1296.27000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CITIZENS FINANCIAL GROUP INC
000000000
1.00000000
NC
USD
1510.11000000
0.000773663994
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Citizens Financial Group Inc
Citizens Financial Group Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
34046.16000000
USD
1510.11000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALASKA AIR GROUP INC
000000000
1.00000000
NC
USD
-151.40000000
-0.00007756569
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alaska Air Group Inc
Alaska Air Group Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
34715.00000000
USD
-151.40000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS APARTMENT INCOME REIT CORP
000000000
1.00000000
NC
USD
3480.11000000
0.001782940185
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Apartment Income REIT Corp
Apartment Income REIT Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
178802.64000000
USD
3480.11000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FRANCO-NEVADA CORP
000000000
1.00000000
NC
USD
1347.42000000
0.000690314175
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
68260.00000000
USD
1347.42000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GENMAB A/S
000000000
1.00000000
NC
2073.06000000
0.001062076193
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
259560.00000000
DKK
2073.06000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ISHARES MSCI EMERGING MARKETS ETF
000000000
1.00000000
NC
USD
105.78000000
0.000054193520
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
iShares MSCI Emerging Markets ETF
iShares MSCI Emerging Markets ETF
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-25424.49000000
USD
105.78000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS Stockholm Interbank Offered Ra
000000000
1.00000000
NC
-4178.21000000
-0.00214059282
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
-2050354.32000000
SEK
-4178.21000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS HKAB Hong Kong Dollar Hibor Fi
000000000
1.00000000
NC
-457.93000000
-0.00023460804
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Man Wah Holdings Ltd
Man Wah Holdings Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-708936.00000000
HKD
-457.93000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WEC ENERGY GROUP INC
000000000
1.00000000
NC
USD
356.42000000
0.000182602142
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
WEC Energy Group Inc
WEC Energy Group Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
28206.36000000
USD
356.42000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
314.32000000
0.000161033346
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
16305.60000000
CAD
314.32000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS YELLOWSTONE ACQUISITION CO
000000000
1.00000000
NC
USD
90.08000000
0.000046150050
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Yellowstone Acquisition Co
YELLOWSTONE ACQUISIT CO-CL A
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
32128.00000000
USD
90.08000000
N
N
N
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
USD/CAD FORWARD
000000000
1.00000000
NC
USD
-624.04000000
-0.00031971000
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
-87000.00000000
CAD
70159.70000000
USD
2021-05-28
-624.04000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PROPTECH INVESTMENT CORP II
000000000
1.00000000
NC
USD
53.12000000
0.000027214594
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PropTech Investment Corp II
PROPTECH INVESTMENT CORP-A
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
64480.00000000
USD
53.12000000
N
N
N
INPHI CORP
549300DCMERAAZFGT726
Inphi Corp
45772FAF4
875000.00000000
PA
USD
1290572.50000000
0.661189896906
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.75000000
N
N
N
N
Y
Marvell Technology Inc
Marvell Technology Inc
USD
XXXX
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TRUIST FINANCIAL CORP
000000000
1.00000000
NC
USD
-35122.07000000
-0.01799384214
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Truist Financial Corp
Truist Financial Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-959407.74000000
USD
-35122.07000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS MITSUI FUDOSAN CO LTD
000000000
1.00000000
NC
-1708.42000000
-0.00087526275
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Mitsui Fudosan Co Ltd
Mitsui Fudosan Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
4689200.00000000
JPY
-1708.42000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS TEUCRIUM SOYBEAN FUND
000000000
1.00000000
NC
USD
-1683.84000000
-0.00086266985
N/A
DCO
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Teucrium Soybean Fund
TEUCRIUM SOYBEAN FUND
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-23563.10000000
USD
-1683.84000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-87.01000000
-0.00004457721
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
-5400.96000000
USD
-87.01000000
N
N
N
EPICOR SOFTWARE CORP
JGNXVGGGXR4O1L5I7S73
Epicor Software Corp
29426NAQ7
130000.00000000
PA
USD
133250.00000000
0.068267031695
Long
LON
CORP
US
N
2
2028-07-31
Floating
8.75000000
N
N
N
N
N
N
PQ CORP
2H1FRGMQKKSWC9PFJY28
PQ Corp
69353FBA1
154547.05000000
PA
USD
154431.14000000
0.079118615603
Long
LON
CORP
US
N
2
2027-02-07
Floating
4.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GEBERIT AG
000000000
1.00000000
NC
1488.85000000
0.000762772008
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
-66838.80000000
CHF
1488.85000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS MONSTER BEVERAGE CORP
000000000
1.00000000
NC
USD
4163.68000000
0.002133148776
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Monster Beverage Corp
Monster Beverage Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
369119.65000000
USD
4163.68000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ONO PHARMACEUTICAL CO LTD
000000000
1.00000000
NC
5038.75000000
0.002581467211
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Ono Pharmaceutical Co Ltd
Ono Pharmaceutical Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-23662800.00000000
JPY
5038.75000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALS LTD
000000000
1.00000000
NC
700.81000000
0.000359041039
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
20482.70000000
AUD
700.81000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS LVMH MOET HENNESSY LOUIS VUITTON SE
000000000
1.00000000
NC
-8522.65000000
-0.00436634910
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
2022-01-19
0.00000000
USD
0.00000000
USD
-450807.70000000
EUR
-8522.65000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS WALGREENS BOOTS ALLIANCE INC
000000000
1.00000000
NC
USD
425.55000000
0.000218019026
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
-37281.68000000
USD
425.55000000
N
N
N
TACALA INVESTMENT CORP
549300XTM341KBSTDI88
Tacala Investment Corp
873412AC4
495000.00000000
PA
USD
492628.95000000
0.252385111773
Long
LON
CORP
US
N
2
2026-02-01
Floating
8.25000000
N
N
N
N
N
N
FORTERRA FIN LLC/FRTA FI
N/A
Forterra Finance LLC / FRTA Finance Corp
34962WAA2
800000.00000000
PA
USD
862000.00000000
0.441622373894
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS STANDARD LIFE ABERDEEN PLC
000000000
1.00000000
NC
40.39000000
0.000020692723
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
-53451.76000000
GBP
40.39000000
N
N
N
COMMERCEHUB INC
549300V3JZOSIRXFRG67
CommerceHub Inc
000000000
498750.00000000
PA
USD
499373.44000000
0.255840468715
Long
LON
CORP
US
N
2
2027-12-02
Floating
4.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HKT TRUST & HKT LTD
000000000
1.00000000
NC
9779.88000000
0.005010456870
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
HKT Trust & HKT Ltd
HKT Trust & HKT Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
3250900.00000000
HKD
9779.88000000
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAB4
250000.00000000
PA
USD
270625.00000000
0.138647395516
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
-2471.67000000
-0.00126629324
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
-701988.56000000
USD
-2471.67000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MXIBTIIE
000000000
1.00000000
NC
-3723.32000000
-0.00190754224
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alpek SAB de CV
Alpek SAB de CV
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-1327319.35000000
MXN
-3723.32000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GOLDMAN SACHS GROUP INC/THE
000000000
1.00000000
NC
USD
5400.85000000
0.002766979348
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
185863.95000000
USD
5400.85000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BIOGEN INC
000000000
1.00000000
NC
USD
-2502.59000000
-0.00128213426
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Biogen Inc
Biogen Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
214188.48000000
USD
-2502.59000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HOLLYFRONTIER CORP
000000000
1.00000000
NC
USD
737.63000000
0.000377904769
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
-64162.92000000
USD
737.63000000
N
N
N
Playtika Holding Corp
254900E35Z4TKA4UFG64
Playtika Holding Corp
72815L107
248.00000000
NS
USD
6889.44000000
0.003529618152
Long
EC
CORP
IL
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS STRATEC SE
000000000
1.00000000
NC
-748.21000000
-0.00038332514
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
STRATEC SE
STRATEC SE
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-16930.29000000
EUR
-748.21000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
E-MINI STANDARD & POORS'S 500
000000000
-102.00000000
NC
USD
-1089881.09000000
-0.55837108379
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Short
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
2021-06-18
-20199558.95000000
USD
-1089881.09000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS REDE D'OR SAO LUIZ SA
000000000
1.00000000
NC
USD
8546.08000000
0.004378352827
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Rede D'Or Sao Luiz SA
Rede D'Or Sao Luiz SA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
149894.28000000
USD
8546.08000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EOG RESOURCES INC
000000000
1.00000000
NC
USD
469.98000000
0.000240781535
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
42969.70000000
USD
469.98000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS BENEFIT ONE INC
000000000
1.00000000
NC
-22215.59000000
-0.01138155637
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Benefit One Inc
Benefit One Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
24095000.00000000
JPY
-22215.59000000
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135F200
208.00000000
NS
USD
300460.04000000
0.153932570911
Long
EP
CORP
US
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMERICAN ELECTRIC POWER CO INC
000000000
1.00000000
NC
USD
355.53000000
0.000182146174
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
35122.00000000
USD
355.53000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-96.89000000
-0.00004963896
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
-6013.44000000
USD
-96.89000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS VERIZON COMMUNICATIONS INC
000000000
1.00000000
NC
USD
-609.57000000
-0.00031229669
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
-48525.70107600
USD
-609.57000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ASOS PLC
000000000
1.00000000
NC
-7213.47000000
-0.00369562615
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
ASOS PLC
ASOS PLC
Y
Equity - Performance Leg
2021-07-12
0.00000000
USD
0.00000000
USD
166812.48000000
GBP
-7213.47000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS CZK
000000000
1.00000000
NC
32749.46000000
0.016778299615
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
32449.18000000
N
N
N
SOLERA LLC
549300F7JH48O4IYRX29
Solera LLC
83421MAB4
992218.15940000
PA
USD
986284.69000000
0.505296271617
Long
LON
CORP
US
N
2
2023-03-03
Floating
2.86325000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
ASURION LLC
04649VAZ3
101878.79000000
PA
USD
103279.62000000
0.052912518514
Long
LON
CORP
US
N
2
2028-02-03
Floating
5.36325000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CADENCE BANCORP
000000000
1.00000000
NC
USD
-544.20000000
-0.00027880614
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Cadence BanCorp
Cadence BanCorp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
22790.00000000
USD
-544.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS UNITED AIRLINES HOLDINGS INC
000000000
1.00000000
NC
USD
-4270.48000000
-0.00218786486
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
United Airlines Holdings Inc
United Airlines Holdings Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
138504.16000000
USD
-4270.48000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Eurex 5 Year Euro BOBL
000000000
81.00000000
NC
-24042.95000000
-0.01231775481
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Long
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2021-06-08
13107458.63000000
USD
-24042.95000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS OUTFRONT MEDIA INC
000000000
1.00000000
NC
USD
1991.39000000
0.001020234778
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
46740.00000000
USD
1991.39000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYCOM SOFTWARE INC
000000000
1.00000000
NC
USD
1030.29000000
0.000527841201
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Paycom Software Inc
Paycom Software Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-29863.50000000
USD
1030.29000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ALS LTD
000000000
1.00000000
NC
3455.84000000
0.001770506107
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
100900.00000000
AUD
3455.84000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS US BANCORP
000000000
1.00000000
NC
USD
-5728.67000000
-0.00293492905
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
-106689.02000000
USD
-5728.67000000
N
N
N
2021-06-23
T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND, INC.
Alan S. Dupski
Alan S. Dupski
Treasurer & Vice President