0001752724-21-206945.txt : 20210924
0001752724-21-206945.hdr.sgml : 20210924
20210924125117
ACCESSION NUMBER: 0001752724-21-206945
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20210730
FILED AS OF DATE: 20210924
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: 211276362
BUSINESS ADDRESS:
STREET 1: 100 EAST PRATT STREET
CITY: BALTIMORE
STATE: MD
ZIP: 21202
BUSINESS PHONE: 410-345-4981
MAIL ADDRESS:
STREET 1: 100 EAST PRATT STREET
CITY: BALTIMORE
STATE: MD
ZIP: 21202
0001707770
S000058608
T. Rowe Price Multi-Strategy Total Return Fund
C000192517
T. Rowe Price Multi-Strategy Total Return Fund
TMSRX
C000192519
T. Rowe Price Multi-Strategy Total Return Fund-I Class
TMSSX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001707770
XXXXXXXX
S000058608
C000192519
C000192517
T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND, INC.
811-23261
0001707770
5493003IUKLD53D0ET20
100 East Pratt Street
Baltimore
21202
410-345-2000
T. Rowe Price Multi-Strategy Total Return Fund
S000058608
549300KYJ7NTF2T39559
2021-10-31
2021-07-30
N
215717690.36
9801424.18
205916266.18
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
27020.00000000
0.00000000
0.00000000
13511524.71000000
EUR
GBP
USD
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ELI LILLY AND CO
000000000
1.00000000
NC
USD
2877.49000000
0.001397407816
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
55552.80000000
USD
2877.49000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-100.37000000
-0.00004874311
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
-5145.09000000
USD
-100.37000000
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
229.00000000
NS
USD
617047.37000000
0.299659362248
Long
EC
CORP
US
N
1
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS CTS EVENTIM AG & CO KGAA
000000000
1.00000000
NC
9501.58000000
0.004614293069
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
122134.38000000
EUR
9501.58000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SG HOLDINGS CO LTD
000000000
1.00000000
NC
-53.35000000
-0.00002590858
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
-10573200.04000000
JPY
-53.35000000
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
200000.00000000
PA
USD
158495.46000000
0.076970830396
Long
DBT
CORP
KY
N
2
2023-10-25
Fixed
6.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FTAC OLYMPUS ACQUISITION CORP
000000000
1.00000000
NC
USD
-461.88000000
-0.00022430476
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Payoneer Global Inc
Payoneer Global Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
16507.00000000
USD
-461.88000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS BURBERRY GROUP PLC
000000000
1.00000000
NC
1316.56000000
0.000639366682
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
15816.52000000
GBP
1316.56000000
N
N
N
Crown Castle International Cor
54930012H97VSM0I2R19
Crown Castle International Corp
22822V101
370.00000000
NS
USD
71443.30000000
0.034695316365
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BECTON DICKINSON AND CO
000000000
1.00000000
NC
USD
1035.91000000
0.000503073418
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
28114.68000000
USD
1035.91000000
N
N
N
FORT DEARBORN HOLDING
5493002ILC473KY69M10
Fort Dearborn Holding Co Inc
34721HAB5
300000.00000000
PA
USD
299718.00000000
0.145553338529
Long
LON
CORP
US
N
2
2023-10-19
Floating
0.00000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS WELLS FARGO & CO
000000000
1.00000000
NC
USD
1740.30000000
0.000845149357
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
84015.00000000
USD
1740.30000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALCON INC
000000000
1.00000000
NC
1025.78000000
0.000498153943
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
19996.36000000
CHF
1025.78000000
N
N
N
BEIJING AIRPORT
5299001QWQN7CK66FE04
Beijing Capital International Airport Co Ltd
000000000
34000.00000000
NS
19540.64000000
0.009489604858
Long
EC
CORP
CN
N
2
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS WERNER ENTERPRISES INC
000000000
1.00000000
NC
USD
-828.39000000
-0.00040229459
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Werner Enterprises Inc
Werner Enterprises Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-22027.25000000
USD
-828.39000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FIRST QUANTUM MINERALS LTD
000000000
1.00000000
NC
2366.36000000
0.001149185561
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
-146494.44000000
CAD
2366.36000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VULCAN MATERIALS CO
000000000
1.00000000
NC
USD
494.87000000
0.000240325841
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
26499.00000000
USD
494.87000000
N
N
N
Roku Inc
549300KR6ITU0YIR1T71
Roku Inc
77543R102
51.00000000
NS
USD
21843.81000000
0.010608103189
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-11.28000000
-0.00000547795
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
-578.10000000
USD
-11.28000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MARTIN MARIETTA MATERIALS INC
000000000
1.00000000
NC
USD
350.21000000
0.000170073985
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
18901.39000000
USD
350.21000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS GREGGS PLC
000000000
1.00000000
NC
10476.49000000
0.005087742796
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
116415.00000000
GBP
10476.49000000
N
N
N
Entegris Inc
IYX6OWO7BT5DKO3BYG52
Entegris Inc
29362U104
392.00000000
NS
USD
47290.88000000
0.022966072995
Long
EC
CORP
US
N
1
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271V100
637.00000000
NS
USD
22428.77000000
0.010892179824
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LABORATORY CORP OF AMERICA HOLDINGS
000000000
1.00000000
NC
USD
-692.12000000
-0.00033611720
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
-9970.20000000
USD
-692.12000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-45.11000000
-0.00002190696
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
-2312.40000000
USD
-45.11000000
N
N
N
Valmont Industries Inc
5493009ZGZJJ8F77JN08
Valmont Industries Inc
920253101
58.00000000
NS
USD
13743.10000000
0.006674120629
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LIVE NATION ENTERTAINMENT INC
000000000
1.00000000
NC
USD
-131.75000000
-0.00006398231
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
9991.25000000
USD
-131.75000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CONSTELLIUM SE
000000000
1.00000000
NC
USD
506.74000000
0.000246090320
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
17303.52000000
USD
506.74000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS MICROSOFT CORP
000000000
1.00000000
NC
USD
3348.20000000
0.001626000734
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
245620.22000000
USD
3348.20000000
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
165.00000000
NS
USD
51484.95000000
0.025002857207
Long
EC
CORP
US
N
1
N
N
N
Recruit Holdings Co Ltd
353800R2LRSMVVC4I806
Recruit Holdings Co Ltd
000000000
10400.00000000
NS
539038.76000000
0.261775706212
Long
EC
CORP
JP
N
2
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS DSV PANALPINA A/S
000000000
1.00000000
NC
-19863.68000000
-0.00964648416
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
DSV PANALPINA A/S
DSV PANALPINA A/S
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-6525000.00000000
DKK
-19863.68000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS POPULAR INC
000000000
1.00000000
NC
USD
-186.85000000
-0.00009074076
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
24775.40000000
USD
-186.85000000
N
N
N
Thermon Group Holdings Inc
529900ZNZBBLDE77MZ38
Thermon Group Holdings Inc
88362T103
976.00000000
NS
USD
16260.16000000
0.007896491278
Long
EC
CORP
US
N
1
N
N
N
Neurocrine Biosciences Inc
549300FECER0XBN49756
Neurocrine Biosciences Inc
64125C109
185.00000000
NS
USD
17243.85000000
0.008374204874
Long
EC
CORP
US
N
1
N
N
N
MIC Glen LLC
N/A
MIC Glen LLC
000000000
400000.00000000
PA
USD
401356.00000000
0.194912236631
Long
LON
CORP
US
N
2
2029-07-21
Floating
0.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FRANCO-NEVADA CORP
000000000
1.00000000
NC
-3528.30000000
-0.00171346347
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
-124908.48000000
CAD
-3528.30000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS RENAISSANCERE HOLDINGS LTD
000000000
1.00000000
NC
USD
1293.69000000
0.000628260226
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
131828.96000000
USD
1293.69000000
N
N
N
Hoshizaki Corp
5299001QAMLGU3SRBG20
Hoshizaki Corp
000000000
700.00000000
NS
58781.07000000
0.028546103273
Long
EC
CORP
JP
N
2
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS ATMOS ENERGY CORP
000000000
1.00000000
NC
USD
8087.90000000
0.003927761584
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
-367186.44000000
USD
8087.90000000
N
N
N
Bank of New York Mellon Corp/T
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058100
529.00000000
NS
USD
27153.57000000
0.013186704724
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-74.44000000
-0.00003615061
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
-3815.46000000
USD
-74.44000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ING GROEP NV
000000000
1.00000000
NC
1921.03000000
0.000932918042
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
111710.02000000
EUR
1921.03000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS OMNICHANNEL ACQUISITION CORP
000000000
1.00000000
NC
USD
378.88000000
0.000183997120
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
63635.00000000
USD
378.88000000
N
N
N
UAL 2007 PASS TRUST
N/A
UAL 2007-1 Pass Through Trust
909287AA2
257403.91880200
PA
USD
265769.55000000
0.129066807071
Long
DBT
CORP
US
N
2
2022-07-02
Fixed
6.63600000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS VESTAS WIND SYSTEMS A/S
000000000
1.00000000
NC
-791.52000000
-0.00038438925
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
-524639.00000000
DKK
-791.52000000
N
N
N
VERISURE HOLDING AB
549300VQQCWGISM3N408
Verisure Holding AB
000000000
100000.00000000
PA
120718.73000000
0.058625154894
Long
DBT
CORP
SE
N
2
2025-04-15
Floating
5.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P RETAIL ETF
000000000
1.00000000
NC
USD
-1222.90000000
-0.00059388217
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
-75000.00000000
USD
-1222.90000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SCHOLAR ROCK HOLDING CORP
000000000
1.00000000
NC
USD
4680.26000000
0.002272894748
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
67183.00000000
USD
4680.26000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS MONTANA AEROSPACE AG
000000000
1.00000000
NC
-1391.46000000
-0.00067574069
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Montana Aerospace AG
Montana Aerospace AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
37693.29000000
CHF
-1391.46000000
N
N
N
Shopify Inc
549300HGQ43STJLLP808
Shopify Inc
82509L107
317.00000000
NS
USD
475477.81000000
0.230908329303
Long
EC
CORP
CA
N
1
N
N
N
Istyle Inc
529900SRRLS3Q7T1JY30
Istyle Inc
000000000
3600.00000000
NS
14551.25000000
0.007066585981
Long
EC
CORP
JP
N
2
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS TRAINLINE PLC
000000000
1.00000000
NC
26990.53000000
0.013107526909
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Trainline PLC
Trainline PLC
Y
Equity - Performance Leg
2021-10-12
0.00000000
USD
0.00000000
USD
129427.41000000
GBP
26990.53000000
N
N
N
DT Midstream Inc
N/A
DT Midstream Inc
23345M107
63.00000000
NS
USD
2671.20000000
0.001297226319
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS SOFTBANK GROUP CORP
000000000
1.00000000
NC
5915.69000000
0.002872861920
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
SoftBank Group Corp
SoftBank Group Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-8856000.04000000
JPY
5915.69000000
N
N
N
Integral Ad Science Holding Co
N/A
Integral Ad Science Holding Corp
45828L108
2065.00000000
NS
USD
36116.85000000
0.017539580854
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
11736.12000000
0.005699462319
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-634656.54000000
USD
9508551.19000000
ZAR
2021-08-31
11736.12000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TEXAS INSTRUMENTS INC
000000000
1.00000000
NC
USD
3721.98000000
0.001807521119
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
209345.12000000
USD
3721.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MICRON TECHNOLOGY INC
000000000
1.00000000
NC
USD
-3181.27000000
-0.00154493380
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
-366831.48000000
USD
-3181.27000000
N
N
N
Blend Labs Inc
N/A
Blend Labs Inc
09352U108
6823.00000000
NS
USD
123223.38000000
0.059841498821
Long
EC
CORP
US
N
1
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS TRANSURBAN GROUP
000000000
1.00000000
NC
-712.73000000
-0.00034612612
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
237496.36000000
AUD
-712.73000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD
000000000
1.00000000
NC
USD
-2740.40000000
-0.00133083221
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
230793.93000000
USD
-2740.40000000
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
2061.00000000
NS
USD
173391.93000000
0.084205067048
Long
EC
CORP
US
N
1
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
000000000
60000.00000000
PA
USD
60985.80000000
0.029616795764
Long
LON
CORP
LU
N
2
2024-01-02
Floating
8.62500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LONDON STOCK EXCHANGE GROUP PLC
000000000
1.00000000
NC
-142.24000000
-0.00006907662
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
9762.72000000
GBP
-142.24000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MTU AERO ENGINES AG
000000000
1.00000000
NC
-3154.99000000
-0.00153217133
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
-70411.00000000
EUR
-3154.99000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS BAWAG GROUP AG
000000000
1.00000000
NC
10758.43000000
0.005224662528
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
117176.64000000
EUR
10758.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-32.70000000
-0.00001588024
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
-1676.49000000
USD
-32.70000000
N
N
N
UiPath Inc
5493000YP61KBELDHT53
UiPath Inc
90364P105
42.00000000
NS
USD
2627.52000000
0.001276013813
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS WELLS FARGO & CO
000000000
1.00000000
NC
USD
1938.85000000
0.000941572045
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
93600.00000000
USD
1938.85000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS HKAB Hong Kong Dollar Hibor Fi
000000000
1.00000000
NC
4275.30000000
0.002076232285
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
-269748.00000000
HKD
4275.30000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FRANCO-NEVADA CORP
000000000
1.00000000
NC
-3931.22000000
-0.00190913523
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
-139172.72000000
CAD
-3931.22000000
N
N
N
Kanzhun Ltd
N/A
Kanzhun Ltd
48553T106
1574.00000000
NS
USD
54224.30000000
0.026333179503
Long
EC
CORP
CN
N
1
N
N
N
ICE FUTURES EUROPE
549300UF4R84F48NCH34
LONG GILT
000000000
48.00000000
NC
146542.92000000
0.071166267103
N/A
DIR
CORP
GB
N
1
ICE FUTURES EUROPE
549300UF4R84F48NCH34
Long
UNITED KINGDOM GILT
United Kingdom Gilt
2021-09-28
8641083.50000000
USD
146542.92000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALPEK SAB DE CV
000000000
1.00000000
NC
204.65000000
0.000099385057
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
-119897.00000000
MXN
204.65000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAMPBELL SOUP CO
000000000
1.00000000
NC
USD
4604.24000000
0.002235976829
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Campbell Soup Co
Campbell Soup Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-214801.02000000
USD
4604.24000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS QUEST DIAGNOSTICS INC
000000000
1.00000000
NC
USD
-184.63000000
-0.00008966265
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
-19667.37000000
USD
-184.63000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FREEPORT-MCMORAN INC
000000000
1.00000000
NC
USD
1421.52000000
0.000690338857
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
-140257.92000000
USD
1421.52000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LONDON STOCK EXCHANGE GROUP PLC
000000000
1.00000000
NC
-226.04000000
-0.00010977277
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
15514.40000000
GBP
-226.04000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS KOJAMO OYJ
000000000
1.00000000
NC
3166.10000000
0.001537566729
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
247034.58000000
EUR
3166.10000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS ROYAL BANK OF CANADA
000000000
1.00000000
NC
27.94000000
0.000013568622
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
-2198.27000000
CAD
27.94000000
N
N
N
MercadoLibre Inc
549300DKPDN9M5S8GB14
MercadoLibre Inc
58733R102
41.00000000
NS
USD
64316.70000000
0.031234395025
Long
EC
CORP
AR
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS CEDAR FAIR LP
000000000
1.00000000
NC
USD
-1356.84000000
-0.00065892803
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
39150.00000000
USD
-1356.84000000
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428X106
889.00000000
NS
USD
248875.55000000
0.120862501354
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEALED AIR CORP
000000000
1.00000000
NC
USD
-1091.10000000
-0.00052987557
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
167275.18952600
USD
-1091.10000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS AMADEUS IT GROUP SA
000000000
1.00000000
NC
-6640.42000000
-0.00322481566
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
182058.00000000
EUR
-6640.42000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS YANGZIJIANG SHIPBUILDING HOLDINGS LTD
000000000
1.00000000
NC
-317.88000000
-0.00015437342
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
57132.00000000
SGD
-317.88000000
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110L106
767.00000000
NS
USD
396976.19000000
0.192785250706
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CITIZENS FINANCIAL GROUP INC
000000000
1.00000000
NC
USD
-1789.06000000
-0.00086882888
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
34206.18000000
USD
-1789.06000000
N
N
N
Carvana Co
5493003WEAK2PJ5WS063
Carvana Co
146869102
179.00000000
NS
USD
60423.24000000
0.029343597337
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EXXON MOBIL CORP
000000000
1.00000000
NC
USD
1389.70000000
0.000674885974
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
-59598.45000000
USD
1389.70000000
N
N
N
Davide Campari-Milano NV
213800ED5AN2J56N6Z02
Davide Campari-Milano NV
000000000
2410.00000000
NS
33881.09000000
0.016453819131
Long
EC
CORP
IT
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALS LTD
000000000
1.00000000
NC
741.51000000
0.000360102683
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
24847.20000000
AUD
741.51000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ISHARES PLC - ISHARES CORE FTSE 100 UCITS ETF
000000000
1.00000000
NC
-183.32000000
-0.00008902647
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
-145051.80000000
GBP
-183.32000000
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896100
360.00000000
NS
USD
22244.40000000
0.010802643430
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
218.00000000
NS
USD
52910.78000000
0.025695289149
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS BNP PARIBAS SA
000000000
1.00000000
NC
-71.33000000
-0.00003464029
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
BNP Paribas SA
BNP Paribas SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-4057.60000000
EUR
-71.33000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS FAST RETAILING CO LTD
000000000
1.00000000
NC
5590.21000000
0.002714797671
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Fast Retailing Co Ltd
Fast Retailing Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-22790160.99000000
JPY
5590.21000000
N
N
N
AGCO Corp
LYOM0B2GCF1JWXK5ZG04
AGCO Corp
001084102
126.00000000
NS
USD
16645.86000000
0.008083800424
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HALMA PLC
000000000
1.00000000
NC
-13175.10000000
-0.00639828035
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
-215572.80000000
GBP
-13175.10000000
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
687.00000000
NS
USD
50054.82000000
0.024308337038
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ASSA ABLOY AB
000000000
1.00000000
NC
6898.98000000
0.003350381263
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
1159379.00000000
SEK
6898.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DANAHER CORP
000000000
1.00000000
NC
USD
3413.62000000
0.001657770929
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
58156.65000000
USD
3413.62000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS BOLIDEN AB
000000000
1.00000000
NC
-4518.68000000
-0.00219442595
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Boliden AB
Boliden AB
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
2970046.20000000
SEK
-4518.68000000
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103H107
33.00000000
NS
USD
19926.72000000
0.009677098545
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEAGATE TECHNOLOGY HOLDINGS PLC
000000000
1.00000000
NC
USD
-703.17000000
-0.00034148346
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Seagate Technology Holdings PL
Seagate Technology Holdings PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-34460.00000000
USD
-703.17000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLEGIANCE BANCSHARES INC
000000000
1.00000000
NC
USD
-73.20000000
-0.00003554843
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
18305.00000000
USD
-73.20000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS STRATEC SE
000000000
1.00000000
NC
-2486.43000000
-0.00120749567
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
-17403.20000000
EUR
-2486.43000000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TRS LVMH MOET HENNESSY LOUIS VUITTON SE
000000000
1.00000000
NC
-1756.49000000
-0.00085301177
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
-89532.00000000
EUR
-1756.49000000
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
264.00000000
NS
USD
51477.36000000
0.024999171243
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BURBERRY GROUP PLC
000000000
1.00000000
NC
338.06000000
0.000164173528
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
13931.10000000
GBP
338.06000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DERWENT LONDON PLC
000000000
1.00000000
NC
3426.67000000
0.001664108457
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
38395.84000000
GBP
3426.67000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
2 YEAR US TREASURY NOTE
000000000
39.00000000
NC
USD
5264.93000000
0.002556830549
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
2021-09-30
8600328.82000000
USD
5264.93000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS ROYAL BANK OF CANADA
000000000
1.00000000
NC
7374.00000000
0.003581067264
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
-580084.66000000
CAD
7374.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS YAMATO HOLDINGS CO LTD
000000000
1.00000000
NC
4305.63000000
0.002090961573
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
-12444999.90000000
JPY
4305.63000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BLACK KNIGHT INC
000000000
1.00000000
NC
USD
1662.50000000
0.000807367009
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
31456.00000000
USD
1662.50000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLEGIANCE BANCSHARES INC
000000000
1.00000000
NC
USD
-146.40000000
-0.00007109686
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
36610.00000000
USD
-146.40000000
N
N
N
Barings BDC Inc
549300GSF4KFZP6ONG49
Barings BDC Inc
06759L103
1200.00000000
NS
USD
12864.00000000
0.006247199523
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAMDEN PROPERTY TRUST
000000000
1.00000000
NC
USD
1056.28000000
0.000512965789
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
23887.68000000
USD
1056.28000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS T-MOBILE US INC
000000000
1.00000000
NC
USD
-5467.17000000
-0.00265504522
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
186611.72000000
USD
-5467.17000000
N
N
N
EURONEXT PARIS SA
969500HMVSZ0TCV65D58
CAC 40
000000000
9.00000000
NC
7833.52000000
0.003804225933
N/A
DE
CORP
FR
N
1
EURONEXT PARIS SA
969500HMVSZ0TCV65D58
Long
EURONEXT
CAC 40
2021-08-20
695577.87000000
USD
7833.52000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FIRST QUANTUM MINERALS LTD
000000000
1.00000000
NC
1267.32000000
0.000615454050
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
-78455.79000000
CAD
1267.32000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS YANGZIJIANG SHIPBUILDING HOLDINGS LTD
000000000
1.00000000
NC
-1171.70000000
-0.00056901769
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
210588.00000000
SGD
-1171.70000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FACEBOOK INC
000000000
1.00000000
NC
USD
4711.93000000
0.002288274786
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
137784.00000000
USD
4711.93000000
N
N
N
Derwent London PLC
213800BXKQ9KZNUR1M61
Derwent London PLC
000000000
5097.00000000
NS
257002.45000000
0.124809202676
Long
EC
CORP
GB
N
2
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF
000000000
-1414.00000000
NC
USD
-42420.00000000
-0.02060060663
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
87.00000000
USD
2021-08-20
XXXX
38177.58000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VISA INC
000000000
1.00000000
NC
USD
-815.27000000
-0.00039592306
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
91963.50000000
USD
-815.27000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GENERAL ELECTRIC CO
000000000
1.00000000
NC
USD
1126.62000000
0.000547125305
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
76560.00000000
USD
1126.62000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SIEMENS HEALTHINEERS AG
000000000
1.00000000
NC
8092.17000000
0.003929835243
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Siemens Healthineers AG
Siemens Healthineers AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
165306.68000000
EUR
8092.17000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUITY RESIDENTIAL
000000000
1.00000000
NC
USD
358.18000000
0.000173944490
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
33288.00000000
USD
358.18000000
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
372.00000000
NS
USD
62313.72000000
0.030261679252
Long
EC
CORP
US
N
1
N
N
N
THG PLC
21380066N3SV9O8IDP37
THG PLC
000000000
2544.00000000
NS
20711.85000000
0.010058384596
Long
EC
CORP
GB
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ISHARES MSCI EMERGING MARKETS ETF
000000000
1.00000000
NC
USD
11544.16000000
0.005606239960
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
-259248.00000000
USD
11544.16000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS S&P GLOBAL INC
000000000
1.00000000
NC
USD
-14686.64000000
-0.00713233600
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
-350615.04000000
USD
-14686.64000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS POLYPIPE GROUP PLC
000000000
1.00000000
NC
191.14000000
0.000092824138
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
12640.00000000
GBP
191.14000000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TRS ASTRAZENECA PLC
000000000
1.00000000
NC
-1953.92000000
-0.00094889055
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
147640.74000000
GBP
-1953.92000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS IHS MARKIT LTD
000000000
1.00000000
NC
USD
11108.00000000
0.005394425708
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
340186.64000000
USD
11108.00000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS BNP PARIBAS SA
000000000
1.00000000
NC
-244.30000000
-0.00011864045
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
BNP Paribas SA
BNP Paribas SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-13897.28000000
EUR
-244.30000000
N
N
N
MH SUB I LLC
N/A
MH Sub I LLC
45567YAJ4
296915.16180000
PA
USD
294720.96000000
0.143126604550
Long
LON
CORP
US
N
2
2024-09-15
Floating
3.59200000
N
N
N
N
N
N
UNITE Group PLC/The
213800BBUUWVDH9YI827
UNITE Group PLC/The
000000000
1042.00000000
NS
16770.91000000
0.008144528992
Long
EC
CORP
GB
N
2
N
N
N
nCino Inc
549300WVRR2WR3L6MZ46
nCino Inc
63947U107
784.00000000
NS
USD
49838.88000000
0.024203469169
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS JOHNSON & JOHNSON
000000000
1.00000000
NC
USD
-1295.93000000
-0.00062934804
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
-56740.69000000
USD
-1295.93000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS VIACOMCBS INC
000000000
1.00000000
NC
USD
178.10000000
0.000086491467
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
ViacomCBS Inc
ViacomCBS Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-20645.00000000
USD
178.10000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
ZCS IFS USD
000000000
1.00000000
NC
USD
-149563.70000000
-0.07263326145
N/A
DO
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2026-06-25
250.00000000
USD
0.00000000
USD
9500000.00000000
USD
-149813.70000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ISHARES MSCI EMERGING MARKETS ETF
000000000
1.00000000
NC
USD
1127.96000000
0.000547776055
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
-25330.69000000
USD
1127.96000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KIMBERLY-CLARK CORP
000000000
1.00000000
NC
USD
-1054.88000000
-0.00051228590
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
323604.78000000
USD
-1054.88000000
N
N
N
National Bank of Greece SA
5UMCZOEYKCVFAW8ZLO05
National Bank of Greece SA
000000000
33296.00000000
NS
94282.10000000
0.045786620818
Long
EC
CORP
GR
N
2
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
72.00000000
NS
USD
59069.52000000
0.028686184484
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FISERV INC
000000000
1.00000000
NC
USD
2445.67000000
0.001187701217
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
63156.00000000
USD
2445.67000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LUMEN TECHNOLOGIES INC
000000000
1.00000000
NC
USD
186.49000000
0.000090565938
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
-21386.00000000
USD
186.49000000
N
N
N
RISING TIDE HOLDINGS INC
N/A
Rising Tide Holdings Inc
76770EAF4
200000.00000000
PA
USD
199750.00000000
0.097005449693
Long
LON
CORP
US
N
2
2029-06-01
Floating
9.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WORKDAY INC
000000000
1.00000000
NC
USD
1081.07000000
0.000525004663
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
43681.70000000
USD
1081.07000000
N
N
N
RenaissanceRe Holdings Ltd
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd
000000000
206.00000000
NS
USD
31454.14000000
0.015275208988
Long
EC
CORP
BM
N
1
N
N
N
Ascendis Pharma A/S
549300B66JN3W3J8GH73
Ascendis Pharma A/S
04351P101
737.00000000
NS
USD
87106.03000000
0.042301675149
Long
EC
CORP
DK
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DOUGLAS EMMETT INC
000000000
1.00000000
NC
USD
-437.99000000
-0.00021270296
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
17135.00000000
USD
-437.99000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ZENDESK INC
000000000
1.00000000
NC
USD
-1615.12000000
-0.00078435765
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
40767.00000000
USD
-1615.12000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS COMPASS GROUP PLC
000000000
1.00000000
NC
14580.64000000
0.007080858773
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Compass Group PLC
Compass Group PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
401204.62000000
GBP
14580.64000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CARMAX INC
000000000
1.00000000
NC
USD
-4342.22000000
-0.00210873093
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
-210934.82000000
USD
-4342.22000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS L3HARRIS TECHNOLOGIES INC
000000000
1.00000000
NC
USD
7596.53000000
0.003689135463
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
L3Harris Technologies Inc
L3Harris Technologies Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
598601.64000000
USD
7596.53000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS TEUCRIUM SOYBEAN FUND
000000000
1.00000000
NC
USD
481.62000000
0.000233891187
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
-25905.00000000
USD
481.62000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-15.79000000
-0.00000766816
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
-809.34000000
USD
-15.79000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MICRON TECHNOLOGY INC
000000000
1.00000000
NC
USD
-506.64000000
-0.00024604175
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
-22767.90000000
USD
-506.64000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VANECK VECTORS OIL SERVICES ETF
000000000
1.00000000
NC
USD
370.31000000
0.000179835234
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
VanEck Vectors Oil Services ETF
VanEck Vectors Oil Services ETF
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-19459.00000000
USD
370.31000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
-104.58000000
-0.00005078763
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
-28090.00000000
USD
-104.58000000
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250N105
540.00000000
NS
USD
21249.00000000
0.010319243056
Long
EC
CORP
CA
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LINDE PLC
000000000
1.00000000
NC
USD
7934.98000000
0.003853498389
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
151573.95000000
USD
7934.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SKANDINAVISKA ENSKILDA BANKEN AB
000000000
1.00000000
NC
303.13000000
0.000147210322
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
-1331987.20000000
SEK
303.13000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-198.50000000
-0.00009639840
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
-10174.56000000
USD
-198.50000000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TRS UNITED PARCEL SERVICE INC
000000000
1.00000000
NC
USD
-10380.93000000
-0.00504133558
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
102598.52000000
USD
-10380.93000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DELWINDS INSURANCE ACQUISITION CORP
000000000
1.00000000
NC
USD
183.89000000
0.000089303289
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
63570.00000000
USD
183.89000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS STRAUMANN HOLDING AG
000000000
1.00000000
NC
-14652.11000000
-0.00711556705
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
-136348.00000000
CHF
-14652.11000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CARNEY TECHNOLOGY ACQUISITION CORP II
000000000
1.00000000
NC
USD
53.99000000
0.000026219395
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
62985.00000000
USD
53.99000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS JOHNSON & JOHNSON
000000000
1.00000000
NC
USD
-6744.97000000
-0.00327558872
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
-295320.98000000
USD
-6744.97000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-404.89000000
-0.00019662846
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
-20753.79000000
USD
-404.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS POLYPIPE GROUP PLC
000000000
1.00000000
NC
209.24000000
0.000101614119
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
13809.20000000
GBP
209.24000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ZENDESK INC
000000000
1.00000000
NC
USD
-1292.10000000
-0.00062748806
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
32613.60000000
USD
-1292.10000000
N
N
N
Zoom Video Communications Inc
549300T9GCHU0ODOM055
Zoom Video Communications Inc
98980L101
1689.00000000
NS
USD
638610.90000000
0.310131351858
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BURLINGTON STORES INC
000000000
1.00000000
NC
USD
2245.65000000
0.001090564646
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
143367.30000000
USD
2245.65000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS ASCENDIS PHARMA A/S
000000000
1.00000000
NC
USD
-262.28000000
-0.00012737216
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
6997.89000000
USD
-262.28000000
N
N
N
Ortho Clinical Diagnostics Hol
N/A
Ortho Clinical Diagnostics Holdings PLC
000000000
639.00000000
NS
USD
14358.33000000
0.006972897414
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS FIRST QUANTUM MINERALS LTD
000000000
1.00000000
NC
324.12000000
0.000157403786
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
-20043.45000000
CAD
324.12000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS BOOHOO GROUP PLC
000000000
1.00000000
NC
-15927.94000000
-0.00773515385
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
79444.74000000
GBP
-15927.94000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS BANCO BILBAO VIZCAYA ARGENTARIA SA
000000000
1.00000000
NC
517.87000000
0.000251495430
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
BBVA
Banco Bilbao Vizcaya Argentaria SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
10532.29000000
EUR
517.87000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS VERIZON COMMUNICATIONS INC
000000000
1.00000000
NC
USD
161.19000000
0.000078279391
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
-66389.70000000
USD
161.19000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TRADEWEB MARKETS INC
000000000
1.00000000
NC
USD
727.34000000
0.000353221245
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
59626.32000000
USD
727.34000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ADVANCED MICRO DEVICES INC
000000000
1.00000000
NC
USD
21727.39000000
0.010551565645
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
98143.97000000
USD
21727.39000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS POLYPIPE GROUP PLC
000000000
1.00000000
NC
668.98000000
0.000324879628
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
44240.00000000
GBP
668.98000000
N
N
N
MDC PARTNERS INC
529900SR4J92B5C43M74
MDC Partners Inc
552697AQ7
400000.00000000
PA
USD
407000.00000000
0.197653156572
Long
DBT
CORP
CA
N
2
2024-05-01
Variable
7.50000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TRS DEUTSCHE POST AG
000000000
1.00000000
NC
-8034.77000000
-0.00390195983
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
350779.52000000
EUR
-8034.77000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ELI LILLY AND CO
000000000
1.00000000
NC
USD
7805.20000000
0.003790472770
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
150686.97000000
USD
7805.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS QUALCOMM INC
000000000
1.00000000
NC
USD
5105.58000000
0.002479444725
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
QUALCOMM Inc
QUALCOMM Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
86856.44000000
USD
5105.58000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS CITIGROUP INC
000000000
1.00000000
NC
USD
423.82000000
0.000205821525
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
-92475.94555600
USD
423.82000000
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/INR FORWARD
000000000
1.00000000
NC
USD
319.87000000
0.000155339840
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-18373000.00000000
INR
246482.46000000
USD
2021-08-31
319.87000000
N
N
N
ECI MACOLA MAX HOLDING
549300MZ2LKM75L5EI42
ECI Macola/Max Holding LLC
26825UAK7
129350.00000000
PA
USD
129285.33000000
0.062785389614
Long
LON
CORP
US
N
2
2027-11-09
Floating
4.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS JUNIPER NETWORKS INC
000000000
1.00000000
NC
USD
-1362.37000000
-0.00066161358
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Juniper Networks Inc
Juniper Networks Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-66175.20000000
USD
-1362.37000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ISHARES PLC - ISHARES CORE FTSE 100 UCITS ETF
000000000
1.00000000
NC
-8698.78000000
-0.00422442586
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
-484184.26000000
GBP
-8698.78000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS SEGA SAMMY HOLDINGS INC
000000000
1.00000000
NC
-12257.06000000
-0.00595244864
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
22576400.00000000
JPY
-12257.06000000
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410G104
262.00000000
NS
USD
89339.38000000
0.043386266494
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TURQUOISE HILL RESOURCES LTD
000000000
1.00000000
NC
USD
-573.64000000
-0.00027857925
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
-17798.00000000
USD
-573.64000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CIE DE SAINT-GOBAIN
000000000
1.00000000
NC
-4313.30000000
-0.00209468638
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
-108475.20464600
EUR
-4313.30000000
N
N
N
FXI HOLDINGS INC
549300VLKCUZW3MSVS50
FXI Holdings Inc
35166FAA0
200000.00000000
PA
USD
227500.00000000
0.110481801277
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
12.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WORKDAY INC
000000000
1.00000000
NC
USD
684.86000000
0.000332591500
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
27672.70000000
USD
684.86000000
N
N
N
Shin-Etsu Chemical Co Ltd
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co Ltd
000000000
100.00000000
NS
16312.93000000
0.007922118200
Long
EC
CORP
JP
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL FLAVORS & FRAGRANCES INC
000000000
1.00000000
NC
USD
8632.37000000
0.004192174887
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
187920.00000000
USD
8632.37000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
10 YEAR EURO BUND
000000000
30.00000000
NC
37688.34000000
0.018302750287
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Long
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2021-09-08
6207033.10000000
USD
37688.34000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLEGIANCE BANCSHARES INC
000000000
1.00000000
NC
USD
-73.20000000
-0.00003554843
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
18305.00000000
USD
-73.20000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ISHARES CORE TOPIX ETF
000000000
1.00000000
NC
-1684.35000000
-0.00081797811
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
-25023250.01956300
JPY
-1684.35000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SUN LIFE FINANCIAL INC
000000000
1.00000000
NC
1140.66000000
0.000553943610
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
116019.36000000
CAD
1140.66000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ATMOS ENERGY CORP
000000000
1.00000000
NC
USD
-561.90000000
-0.00027287790
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
25205.00000000
USD
-561.90000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DD3 ACQUISITION CORP II
000000000
1.00000000
NC
USD
-76.27000000
-0.00003703932
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
64480.00000000
USD
-76.27000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS INTUIT INC
000000000
1.00000000
NC
USD
10755.96000000
0.005223463012
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
202777.51000000
USD
10755.96000000
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
190.00000000
NS
USD
52350.70000000
0.025423295095
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS VIVENDI SE
000000000
1.00000000
NC
1049.58000000
0.000509712039
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Vivendi SE
Vivendi SE
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
74932.20000000
EUR
1049.58000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BOOHOO GROUP PLC
000000000
1.00000000
NC
-2117.52000000
-0.00102834032
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
30637.12000000
GBP
-2117.52000000
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
Old Dominion Freight Line Inc
679580100
99.00000000
NS
USD
26645.85000000
0.012940138481
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DIRECT LINE INSURANCE GROUP PLC
000000000
1.00000000
NC
4192.14000000
0.002035846938
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
208275.86000000
GBP
4192.14000000
N
N
N
Terex Corp
YAWJZJYEQ7M1SYMOS462
Terex Corp
880779103
331.00000000
NS
USD
15861.52000000
0.007702898024
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS AUTO TRADER GROUP PLC
000000000
1.00000000
NC
-462.78000000
-0.00022474183
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
86145.22000000
GBP
-462.78000000
N
N
N
Ionis Pharmaceuticals Inc
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals Inc
462222100
488.00000000
NS
USD
18124.32000000
0.008801791299
Long
EC
CORP
US
N
1
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TAS4
195000.00000000
PA
USD
229125.00000000
0.111270957001
Long
DBT
CORP
LU
N
2
2022-09-30
Variable
9.50000000
Y
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CHUGAI PHARMACEUTICAL CO LTD
000000000
1.00000000
NC
2646.31000000
0.001285138881
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
-17304000.18000000
JPY
2646.31000000
N
N
N
CoStar Group Inc
N/A
CoStar Group Inc
22160N109
550.00000000
NS
USD
48867.50000000
0.023731733731
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SUN LIFE FINANCIAL INC
000000000
1.00000000
NC
3756.37000000
0.001824222082
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
382068.18000000
CAD
3756.37000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
-24.00000000
NC
USD
-24000.00000000
-0.01165522299
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Put
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US LONG BOND
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Short
US TREASURY N/B
United States Treasury Note/Bond
2021-09-21
0.00000000
USD
100000.00000000
163.00000000
USD
2021-08-27
XXXX
24332.52000000
N
N
N
PETSMART INC
N/A
PetSmart Inc
71677HAL9
300000.00000000
PA
USD
299700.00000000
0.145544597112
Long
LON
CORP
US
N
2
2028-02-12
Floating
4.50000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS HELLOFRESH SE
000000000
1.00000000
NC
16217.76000000
0.007875900384
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
-244251.48000000
EUR
16217.76000000
N
N
N
BANK OF AMERICA CALIFORNIA, NATIONAL ASSOCIATION
549300H041M8GSCMYP92
TRS TELEFONAKTIEBOLAGET LM ERICSSON
000000000
1.00000000
NC
-12170.74000000
-0.00591052869
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
760081.14000000
SEK
-12170.74000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HOME DEPOT INC/THE
000000000
1.00000000
NC
USD
4149.07000000
0.002014930669
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
246873.15000000
USD
4149.07000000
N
N
N
US AIRWAYS 2013-1A PTT
N/A
US Airways 2013-1 Class A Pass Through Trust
90346WAA1
57259.78790000
PA
USD
57402.94000000
0.027876836087
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.95000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MTU AERO ENGINES AG
000000000
1.00000000
NC
-1686.92000000
-0.00081922619
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
-37647.50000000
EUR
-1686.92000000
N
N
N
Freshpet Inc
549300S4ZK8ZQ6HNPN59
Freshpet Inc
358039105
735.00000000
NS
USD
107640.75000000
0.052274039344
Long
EC
CORP
US
N
1
N
N
N
Croda International PLC
2138004WCNBFJEEOXV26
Croda International PLC
000000000
178.00000000
NS
20836.89000000
0.010119108308
Long
EC
CORP
GB
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LABORATORY CORP OF AMERICA HOLDINGS
000000000
1.00000000
NC
USD
-3845.09000000
-0.00186730755
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
-55390.00000000
USD
-3845.09000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS IQVIA HOLDINGS INC
000000000
1.00000000
NC
USD
987.95000000
0.000479782398
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
-227909.96000000
USD
987.95000000
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
974.00000000
NS
56132.01000000
0.027259628897
Long
EC
CORP
GB
N
2
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS BANCO SANTANDER SA
000000000
1.00000000
NC
-147.94000000
-0.00007184473
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
-12003.75000000
EUR
-147.94000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS NEXTERA ENERGY INC
000000000
1.00000000
NC
USD
6876.74000000
0.003339580756
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
187825.00000000
USD
6876.74000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BURBERRY GROUP PLC
000000000
1.00000000
NC
4317.07000000
0.002096517230
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
108757.80000000
GBP
4317.07000000
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296103
1378.00000000
NS
USD
169066.82000000
0.082104645318
Long
EC
CORP
US
N
1
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS KUBOTA CORP
000000000
1.00000000
NC
-1677.88000000
-0.00081483606
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
-4635750.00000000
JPY
-1677.88000000
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
1804.00000000
NS
USD
173147.92000000
0.084086567424
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ISHARES CORE TOPIX ETF
000000000
1.00000000
NC
-1107.79000000
-0.00053798081
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
-16457675.05000000
JPY
-1107.79000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS WERNER ENTERPRISES INC
000000000
1.00000000
NC
USD
-504.28000000
-0.00024489566
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Werner Enterprises Inc
Werner Enterprises Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-22351.25000000
USD
-504.28000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BANCORPSOUTH BANK
000000000
1.00000000
NC
USD
5136.22000000
0.002494324559
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
BancorpSouth Bank
BancorpSouth Bank
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-95445.00000000
USD
5136.22000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TARGET CORP
000000000
1.00000000
NC
USD
-5105.82000000
-0.00247956127
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Target Corp
Target Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-158587.11000000
USD
-5105.82000000
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
258.00000000
NS
USD
73506.78000000
0.035697413013
Long
EC
CORP
US
N
1
N
N
N
Alstom SA
96950032TUYMW11FB530
Alstom SA
000000000
1882.00000000
NS
78058.56000000
0.037907913467
Long
EC
CORP
FR
N
2
N
N
Veeva Systems Inc
549300YZEXPDB92M2F02
Veeva Systems Inc
922475108
98.00000000
NS
USD
32605.58000000
0.015834387736
Long
EC
CORP
US
N
1
N
N
N
Kilroy Realty Corp
549300CXXI18B214UN80
Kilroy Realty Corp
49427F108
224.00000000
NS
USD
15516.48000000
0.007535334768
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS COLOPLAST A/S
000000000
1.00000000
NC
7453.65000000
0.003619748035
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
678136.00000000
DKK
7453.65000000
N
N
N
T ROWE PRICE DYNAMIC GLOBAL BOND FUND
549300RBL73KV0WZZF27
T ROWE PRICE DYNAMIC GLOBAL BOND FUND
77956H468
3175741.58871100
NS
USD
31376326.90000000
15.23742027867
Long
EC
RF
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS AJINOMOTO CO INC
000000000
1.00000000
NC
643.49000000
0.000312500810
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
-9824500.00000000
JPY
643.49000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS BNP PARIBAS SA
000000000
1.00000000
NC
-267.49000000
-0.00012990231
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
BNP Paribas SA
BNP Paribas SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-15216.00000000
EUR
-267.49000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DISCOVERY INC
000000000
1.00000000
NC
USD
3117.39000000
0.001513911483
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Discovery Inc
Discovery Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
186620.00000000
USD
3117.39000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS CARVANA CO
000000000
1.00000000
NC
USD
4208.90000000
0.002043986168
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
49792.00000000
USD
4208.90000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GARTNER INC
000000000
1.00000000
NC
USD
-5699.10000000
-0.00276767838
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
-134355.42000000
USD
-5699.10000000
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
1966.00000000
NS
USD
478721.00000000
0.232483333580
Long
EC
CORP
US
N
1
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS CAIRN HOMES PLC
000000000
1.00000000
NC
1740.11000000
0.000845057086
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Cairn Homes PLC
Cairn Homes PLC
Y
Equity - Performance Leg
2021-10-12
0.00000000
USD
0.00000000
USD
169215.60000000
GBP
1740.11000000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TRS COLOPLAST A/S
000000000
1.00000000
NC
7630.56000000
0.003705661598
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
694231.00000000
DKK
7630.56000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS HKAB Hong Kong Dollar Hibor Fi
000000000
1.00000000
NC
8060.70000000
0.003914552332
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
-742072.00000000
HKD
8060.70000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
5 YEAR EURO BOBL
000000000
80.00000000
NC
86801.06000000
0.042153571259
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Long
BUNDESOBLIGATION
Bundesobligation
2021-09-08
12747710.35000000
USD
86801.06000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS FIRST QUANTUM MINERALS LTD
000000000
1.00000000
NC
837.86000000
0.000406893547
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
-51813.00000000
CAD
837.86000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CELANESE CORP
000000000
1.00000000
NC
USD
452.11000000
0.000219560119
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
152372.92000000
USD
452.11000000
N
N
N
SMC Corp
353800O40V08DOZ70X62
SMC Corp
000000000
100.00000000
NS
59447.39000000
0.028869691114
Long
EC
CORP
JP
N
2
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ASOS PLC
000000000
1.00000000
NC
-44067.95000000
-0.02140090766
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
ASOS PLC
ASOS PLC
Y
Equity - Performance Leg
2021-10-12
0.00000000
USD
0.00000000
USD
149505.84000000
GBP
-44067.95000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS RENAISSANCERE HOLDINGS LTD
000000000
1.00000000
NC
USD
936.14000000
0.000454621685
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
95394.58000000
USD
936.14000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ISHARES CORE TOPIX ETF
000000000
1.00000000
NC
-3540.33000000
-0.00171930565
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
-52596224.75000000
JPY
-3540.33000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS VIVENDI SE
000000000
1.00000000
NC
1479.68000000
0.000718583348
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Vivendi SE
Vivendi SE
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
105637.50000000
EUR
1479.68000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMAZON.COM INC
000000000
1.00000000
NC
USD
-2738.20000000
-0.00132976381
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
32680.80000000
USD
-2738.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TEUCRIUM SOYBEAN FUND
000000000
1.00000000
NC
USD
1313.50000000
0.000637880641
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
-70650.00000000
USD
1313.50000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS NIPPON SANSO HOLDINGS CORP
000000000
1.00000000
NC
9554.75000000
0.004640114245
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
16336800.00000000
JPY
9554.75000000
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
1489.00000000
NS
USD
84917.67000000
0.041238932491
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EVERSOURCE ENERGY
000000000
1.00000000
NC
USD
28.99000000
0.000014078538
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
17222.00000000
USD
28.99000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GN STORE NORD A/S
000000000
1.00000000
NC
7021.71000000
0.003409983159
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
-1793938.80000000
DKK
7021.71000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS STORA ENSO OYJ
000000000
1.00000000
NC
2928.20000000
0.001422034331
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
49926.00000000
EUR
2928.20000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS HINO MOTORS LTD
000000000
1.00000000
NC
-82.86000000
-0.00004023965
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
42217900.00000000
JPY
-82.86000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS APOLLO GLOBAL MANAGEMENT INC
000000000
1.00000000
NC
USD
-1703.26000000
-0.00082716146
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
171484.40000000
USD
-1703.26000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NVR INC
000000000
1.00000000
NC
USD
3179.58000000
0.001544113080
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
38594.48000000
USD
3179.58000000
N
N
N
Littelfuse Inc
549300MY7HLQFYTPCX75
Littelfuse Inc
537008104
223.00000000
NS
USD
59315.77000000
0.028805771928
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
194.00000000
NS
USD
15112.60000000
0.007339196791
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P RETAIL ETF
000000000
1.00000000
NC
USD
-764.31000000
-0.00037117514
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
-46875.00000000
USD
-764.31000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BLACK KNIGHT INC
000000000
1.00000000
NC
USD
8520.33000000
0.004137764421
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
161212.00000000
USD
8520.33000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS POLYPIPE GROUP PLC
000000000
1.00000000
NC
104.84000000
0.000050913899
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
6933.06000000
GBP
104.84000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BROOKFIELD PROPERTY PARTNERS LP
000000000
1.00000000
NC
USD
-9772.53000000
-0.00474587568
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Brookfield Property Partners L
Brookfield Property Partners LP
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
449236.00000000
USD
-9772.53000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SVB FINANCIAL GROUP
000000000
1.00000000
NC
USD
9798.60000000
0.004758536167
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
-185252.87000000
USD
9798.60000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ASOS PLC
000000000
1.00000000
NC
-19874.73000000
-0.00965185041
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
67412.84000000
GBP
-19874.73000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EURONET WORLDWIDE INC
000000000
1.00000000
NC
USD
3035.05000000
0.001473924355
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Euronet Worldwide Inc
Euronet Worldwide Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
39804.00000000
USD
3035.05000000
N
N
N
Velocity Acquisition Corp
N/A
Velocity Acquisition Corp
92259E203
10600.00000000
NS
USD
107166.00000000
0.052043484464
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MARTIN MARIETTA MATERIALS INC
000000000
1.00000000
NC
USD
112.33000000
0.000054551299
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
6062.71000000
USD
112.33000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS XYLEM INC/NY
000000000
1.00000000
NC
USD
-2428.18000000
-0.00117920747
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
-49804.15000000
USD
-2428.18000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ISHARES CHINA LARGE-CAP ETF
000000000
1.00000000
NC
USD
839.18000000
0.000407534584
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
-8948.00000000
USD
839.18000000
N
N
N
Safety Insurance Group Inc
254900LDCFLA3J746840
Safety Insurance Group Inc
78648T100
324.00000000
NS
USD
24824.88000000
0.012055813006
Long
EC
CORP
US
N
1
N
N
N
Sandy Spring Bancorp Inc
N/A
Sandy Spring Bancorp Inc
800363103
371.00000000
NS
USD
15429.89000000
0.007493283695
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MARTIN MARIETTA MATERIALS INC
000000000
1.00000000
NC
USD
185.02000000
0.000089852056
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
9985.64000000
USD
185.02000000
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
2493.00000000
NS
31986.94000000
0.015533954938
Long
EC
CORP
NL
N
2
N
N
N
Prudential PLC
5493001Z3ZE83NGK8Y12
Prudential PLC
000000000
684.00000000
NS
12844.72000000
0.006237836494
Long
EC
CORP
GB
N
2
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SAMSONITE INTERNATIONAL SA
000000000
1.00000000
NC
-9113.01000000
-0.00442559015
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
1374366.00000000
HKD
-9113.01000000
N
N
N
HYLAND SOFTWARE INC
N/A
Hyland Software Inc
000000000
296946.56000000
PA
USD
296821.84000000
0.144146863920
Long
LON
CORP
US
N
2
2024-07-01
Floating
4.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BROOKFIELD ASSET MANAGEMENT INC
000000000
1.00000000
NC
USD
-14083.88000000
-0.00683961508
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Brookfield Asset Management In
Brookfield Asset Management Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-199248.93000000
USD
-14083.88000000
N
N
N
Verallia SA
5299007YZU978DE0ZY32
Verallia SA
000000000
563.00000000
NS
20877.11000000
0.010138640519
Long
EC
CORP
FR
N
2
N
N
N
Trainline PLC
213800HO26VXTFJ4MO71
Trainline PLC
000000000
24478.00000000
NS
115405.31000000
0.056044775937
Long
EC
CORP
GB
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CONOCOPHILLIPS
000000000
1.00000000
NC
USD
1491.97000000
0.000724551793
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
30366.56000000
USD
1491.97000000
N
N
N
Capri Holdings Ltd
549300LPG8W0H1OX3A26
Capri Holdings Ltd
000000000
392.00000000
NS
USD
22073.52000000
0.010719658242
Long
EC
CORP
GB
N
1
N
N
N
GOLDEN NUGGET
N/A
Golden Nugget LLC
51508PAG9
795485.88250000
PA
USD
787316.24000000
0.382347764266
Long
LON
CORP
US
N
2
2023-10-04
Floating
3.25000000
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS LAMDA DEVELOPMENT SA
000000000
1.00000000
NC
2472.07000000
0.001200521962
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
LAMDA Development SA
LAMDA Development SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
38247.60000000
EUR
2472.07000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FRANKLIN ELECTRIC CO INC
000000000
1.00000000
NC
USD
-143.54000000
-0.00006970794
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
-9341.48000000
USD
-143.54000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS COMFORTDELGRO CORP LTD
000000000
1.00000000
NC
-255.17000000
-0.00012391930
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
ComfortDelGro Corp Ltd
ComfortDelGro Corp Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
13685.00000000
SGD
-255.17000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPORTS VENTURES ACQUISITION CORP
000000000
1.00000000
NC
USD
1.38000000
0.000000670175
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
1992.72000000
USD
1.38000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BRISTOL-MYERS SQUIBB CO
000000000
1.00000000
NC
USD
-1199.27000000
-0.00058240663
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
-86377.83000000
USD
-1199.27000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CADENCE BANCORP
000000000
1.00000000
NC
USD
-1113.51000000
-0.00054075863
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
20110.00000000
USD
-1113.51000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS KION GROUP AG
000000000
1.00000000
NC
-343.99000000
-0.00016705333
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
14969.92000000
EUR
-343.99000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GILEAD SCIENCES INC
000000000
1.00000000
NC
USD
7.66000000
0.000003719958
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Gilead Sciences Inc
Gilead Sciences Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-140698.00000000
USD
7.66000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS UNITED PARCEL SERVICE INC
000000000
1.00000000
NC
USD
-9415.89000000
-0.00457267906
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
93019.82000000
USD
-9415.89000000
N
N
N
ALPHABET HOLDING CO INC
5493000J3OND4HN47659
Alphabet Holding Co Inc
18913EAD9
218750.00000000
PA
USD
218750.00000000
0.106232501228
Long
LON
CORP
US
N
2
2025-08-15
Floating
7.84200000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FIRST REPUBLIC BANK/CA
000000000
1.00000000
NC
USD
3001.55000000
0.001457655607
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
-131481.56000000
USD
3001.55000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS COCHLEAR LTD
000000000
1.00000000
NC
-386.37000000
-0.00018763452
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
110409.60000000
AUD
-386.37000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS DERWENT LONDON PLC
000000000
1.00000000
NC
297.85000000
0.000144646173
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Derwent London PLC
Derwent London PLC
Y
Equity - Performance Leg
2021-10-12
0.00000000
USD
0.00000000
USD
3421.00000000
GBP
297.85000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KYOCERA CORP
000000000
1.00000000
NC
2710.99000000
0.001316549707
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
-13100499.98000000
JPY
2710.99000000
N
N
N
Selective Insurance Group Inc
549300R3WGJWLE40R258
Selective Insurance Group Inc
816300107
284.00000000
NS
USD
23103.40000000
0.011219803286
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS INTEL CORP
000000000
1.00000000
NC
USD
2182.86000000
0.001060071669
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
-58433.07000000
USD
2182.86000000
N
N
N
OPTION CARE HEALTH INC
549300DI3Q5ACSYJRI17
Option Care Health Inc
09071FAK7
497474.74000000
PA
USD
494863.00000000
0.240322442311
Long
LON
CORP
US
N
2
2026-08-06
Floating
3.84200000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HARTFORD FINANCIAL SERVICES GROUP INC/THE
000000000
1.00000000
NC
USD
759.92000000
0.000369043210
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
141851.34000000
USD
759.92000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KUEHNE + NAGEL INTERNATIONAL AG
000000000
1.00000000
NC
4412.10000000
0.002142667056
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
-92364.40000000
CHF
4412.10000000
N
N
N
ONVOY LLC
549300LHK9RYYM718X74
Onvoy LLC
68339FAE5
663305.78690000
PA
USD
662065.41000000
0.321521666200
Long
LON
CORP
US
N
2
2024-02-13
Floating
5.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CITIZENS FINANCIAL GROUP INC
000000000
1.00000000
NC
USD
-13462.53000000
-0.00653786621
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
257399.26000000
USD
-13462.53000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS DEPPON LOGISTICS CO LTD
000000000
1.00000000
NC
-2984.80000000
-0.00144952123
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
237912.68000000
CNY
-2984.80000000
N
N
N
Mirati Therapeutics Inc
529900GYRW59IDQV6N54
Mirati Therapeutics Inc
60468T105
117.00000000
NS
USD
18727.02000000
0.009094483086
Long
EC
CORP
US
N
1
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
1021.00000000
NS
USD
26382.64000000
0.012812314679
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS TELECOM ITALIA SPA/MILANO
000000000
1.00000000
NC
1310.68000000
0.000636511152
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
-26515.05935300
EUR
1310.68000000
N
N
N
Kemper Corp
549300FNI1JKTRY2PV09
Kemper Corp
488401100
204.00000000
NS
USD
13466.04000000
0.006539570792
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CANADIAN PACIFIC RAILWAY LTD
000000000
1.00000000
NC
6498.73000000
0.003156006138
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Canadian Pacific Railway Ltd
Canadian Pacific Railway Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
589024.80000000
CAD
6498.73000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FTAC OLYMPUS ACQUISITION CORP
000000000
1.00000000
NC
USD
-597.73000000
-0.00029027818
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
FTAC Olympus Acquisition Corp
FTAC Olympus Acquisition Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
21362.00000000
USD
-597.73000000
N
N
N
Seer Inc
N/A
Seer Inc
81578P106
953.00000000
NS
USD
30438.82000000
0.014782134779
Long
EC
CORP
US
N
1
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS OPORTUN FINANCIAL CORP
000000000
1.00000000
NC
USD
1432.89000000
0.000695860519
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
40720.00000000
USD
1432.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FLEETCOR TECHNOLOGIES INC
000000000
1.00000000
NC
USD
273.03000000
0.000132592730
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
51362.00000000
USD
273.03000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ASTELLAS PHARMA INC
000000000
1.00000000
NC
-10977.45000000
-0.00533102615
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
12505999.89902900
JPY
-10977.45000000
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
Regency Centers Corp
758849103
243.00000000
NS
USD
15894.63000000
0.007718977376
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KYOCERA CORP
000000000
1.00000000
NC
3995.14000000
0.001940176982
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
-19306000.04000000
JPY
3995.14000000
N
N
N
CM Life Sciences III Inc
N/A
CM Life Sciences III Inc
125841205
11000.00000000
NS
USD
118580.00000000
0.057586514266
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMADA CO LTD
000000000
1.00000000
NC
-3807.63000000
-0.00184911569
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
12043200.16000000
JPY
-3807.63000000
N
N
N
EPICOR SOFTWARE CORP
JGNXVGGGXR4O1L5I7S73
Epicor Software Corp
29426NAQ7
130000.00000000
PA
USD
134225.00000000
0.065184262754
Long
LON
CORP
US
N
2
2028-07-31
Floating
8.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VALERO ENERGY CORP
000000000
1.00000000
NC
USD
-92.65000000
-0.00004499401
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
-35136.80000000
USD
-92.65000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-23.68000000
-0.00001149982
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
-1214.01000000
USD
-23.68000000
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752103
127.00000000
NS
USD
48769.27000000
0.023684029875
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
11321.00000000
NS
USD
434273.56000000
0.210898132554
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INFINEON TECHNOLOGIES AG
000000000
1.00000000
NC
-826.88000000
-0.00040156128
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
43150.50000000
EUR
-826.88000000
N
N
N
Matsumotokiyoshi Holdings Co L
N/A
Matsumotokiyoshi Holdings Co Ltd
000000000
400.00000000
NS
17772.82000000
0.008631090845
Long
EC
CORP
JP
N
2
N
N
N
Borregaard ASA
5967007LIEEXZXGYXC05
Borregaard ASA
000000000
727.00000000
NS
18912.14000000
0.009184383706
Long
EC
CORP
NO
N
2
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS ASTRAZENECA PLC
000000000
1.00000000
NC
-6.64000000
-0.00000322461
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
500.76000000
GBP
-6.64000000
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610105
1131.00000000
NS
USD
47682.96000000
0.023156480488
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NIDEC CORP
000000000
1.00000000
NC
4387.52000000
0.002130730165
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
-7827000.02000000
JPY
4387.52000000
N
N
N
Alexandria Real Estate Equitie
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271109
103.00000000
NS
USD
20738.02000000
0.010071093646
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS RENAISSANCERE HOLDINGS LTD
000000000
1.00000000
NC
USD
529.64000000
0.000257211346
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
53971.26000000
USD
529.64000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P OIL & GAS EXPLORATION & PRODUCTION ETF
000000000
1.00000000
NC
USD
582.51000000
0.000282886831
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SPDR S&P Oil & Gas Exploration & Production ETF
SPDR S&P Oil & Gas Exploration & Production ETF
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-17144.00000000
USD
582.51000000
N
N
N
GREE ELECTRIC APPLIANCES INC OF ZHUHAI
655600UY069MU9JRAN62
GREE ELECTRIC APPLIANCES INC OF ZHUHAI
000000000
26700.00000000
NS
196492.43000000
0.095423461995
Long
EC
CORP
CN
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
-156.87000000
-0.00007618145
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
-42135.00000000
USD
-156.87000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPIRIT OF TEXAS BANCSHARES INC
000000000
1.00000000
NC
USD
566.03000000
0.000274883577
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
22710.00000000
USD
566.03000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS TEUCRIUM CORN FUND
000000000
1.00000000
NC
USD
288.12000000
0.000139920952
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
-20410.00000000
USD
288.12000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MARRIOTT INTERNATIONAL INC/MD
000000000
1.00000000
NC
USD
5783.06000000
0.002808452244
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
125577.00000000
USD
5783.06000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYONEER GLOBAL INC
000000000
1.00000000
NC
USD
-8.15000000
-0.00000395791
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Payoneer Global Inc
Payoneer Global Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
291.30000000
USD
-8.15000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS INTEL CORP
000000000
1.00000000
NC
USD
5249.70000000
0.002549434339
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
-140529.58000000
USD
5249.70000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS WEYERHAEUSER CO
000000000
1.00000000
NC
USD
2511.08000000
0.001219466556
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
-96964.00000000
USD
2511.08000000
N
N
N
CITY BREWING CO LLC
N/A
City Brewing Co LLC
17776EAB1
175000.00000000
PA
USD
173468.75000000
0.084242373474
Long
LON
CORP
US
N
2
2028-04-05
Floating
4.25000000
N
N
N
N
N
N
Sunstone Hotel Investors Inc
529900ZQ2V52V96ATF67
Sunstone Hotel Investors Inc
867892101
1800.00000000
NS
USD
20772.00000000
0.010087595499
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GEBERIT AG
000000000
1.00000000
NC
-2669.55000000
-0.00129642502
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
-78698.00000000
CHF
-2669.55000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS HAMAMATSU PHOTONICS KK
000000000
1.00000000
NC
-11980.20000000
-0.00581799593
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
15272000.00000000
JPY
-11980.20000000
N
N
N
HubSpot Inc
529900BLNVEW0MVKJB37
HubSpot Inc
443573100
332.00000000
NS
USD
197878.64000000
0.096096653106
Long
EC
CORP
US
N
1
N
N
N
Payoneer Global, Inc
N/A
Payoneer Global, Inc
000000000
2505.00000000
NS
USD
22464.84000000
0.010909696653
Long
EC
CORP
US
Y
2
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND
040114GM6
900000.00000000
PA
USD
6075.00000000
0.002950228319
Long
DBT
NUSS
AR
N
2
2035-12-15
Variable
0.01000000
N
Y
N
N
N
N
Equity LifeStyle Properties In
529900PEQG66LENB6798
Equity LifeStyle Properties Inc
29472R108
234.00000000
NS
USD
19609.20000000
0.009522899945
Long
EC
CORP
US
N
1
N
N
N
J.P. MORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
TRS ASCENDIS PHARMA A/S
000000000
1.00000000
NC
USD
-921.38000000
-0.00044745372
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
24554.00000000
USD
-921.38000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FACEBOOK INC
000000000
1.00000000
NC
USD
6196.18000000
0.003009077483
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
181185.96000000
USD
6196.18000000
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
136.00000000
NS
USD
32849.44000000
0.015952814515
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ASOS PLC
000000000
1.00000000
NC
-466.78000000
-0.00022668437
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
53391.45000000
GBP
-466.78000000
N
N
N
AGILITI HEALTH INC
25490002CCQ55NKGNB14
Agiliti Health Inc
00847YAD4
192232.14000000
PA
USD
191270.98000000
0.092887746824
Long
LON
CORP
US
N
2
2026-01-04
Floating
3.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS S&P GLOBAL INC
000000000
1.00000000
NC
USD
-3033.86000000
-0.00147334645
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
-72427.52000000
USD
-3033.86000000
N
N
N
About You Holding AG
894500DKEE3GY8870322
About You Holding AG
000000000
2039.00000000
NS
59404.84000000
0.028849027375
Long
EC
CORP
DE
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LABORATORY CORP OF AMERICA HOLDINGS
000000000
1.00000000
NC
USD
-3460.58000000
-0.00168057631
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
-49851.00000000
USD
-3460.58000000
N
N
N
Blueprint Medicines Corp
5299004CC60O9T5HVM83
Blueprint Medicines Corp
09627Y109
205.00000000
NS
USD
18013.35000000
0.008747900461
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ISHARES CHINA LARGE-CAP ETF
000000000
1.00000000
NC
USD
7972.18000000
0.003871563984
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
-85006.00000000
USD
7972.18000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FISERV INC
000000000
1.00000000
NC
USD
1295.77000000
0.000629270345
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
33461.60000000
USD
1295.77000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ZEBRA TECHNOLOGIES CORP
000000000
1.00000000
NC
USD
-4605.84000000
-0.00223675384
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
-80483.48000000
USD
-4605.84000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS IDEXX LABORATORIES INC
000000000
1.00000000
NC
USD
-3006.20000000
-0.00145991380
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
-93353.64000000
USD
-3006.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VERISK ANALYTICS INC
000000000
1.00000000
NC
USD
-13198.04000000
-0.00640942080
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Verisk Analytics Inc
Verisk Analytics Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-469290.40000000
USD
-13198.04000000
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746U133
1000.00000000
NS
USD
98661.39000000
0.047913354214
Long
EP
CORP
US
N
2
N
N
N
ASOS PLC
213800H8DBB8JSKDW630
ASOS PLC
000000000
245.00000000
NS
12954.84000000
0.006291314542
Long
EC
CORP
GB
N
2
N
N
N
Imerys SA
54930075MZSSIB2TGC64
Imerys SA
000000000
306.00000000
NS
14173.96000000
0.006883361019
Long
EC
CORP
FR
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
-20.26000000
-0.00000983895
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
10340.61000000
USD
-20.26000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS JOHNSON & JOHNSON
000000000
1.00000000
NC
USD
-1415.14000000
-0.00068724051
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
-61960.16000000
USD
-1415.14000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS STELLANTIS NV
000000000
1.00000000
NC
2170.18000000
0.001053913826
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
159599.76000000
EUR
2170.18000000
N
N
N
Intellia Therapeutics Inc
5493002T5BCPE5DZC723
Intellia Therapeutics Inc
45826J105
150.00000000
NS
USD
21277.50000000
0.010333083633
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALFA LAVAL AB
000000000
1.00000000
NC
20162.30000000
0.009791504272
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
1242282.00000000
SEK
20162.30000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYONEER GLOBAL INC
000000000
1.00000000
NC
USD
-36.41000000
-0.00001768194
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Payoneer Global Inc
Payoneer Global Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
508.38000000
USD
-36.41000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS TEUCRIUM CORN FUND
000000000
1.00000000
NC
USD
461.00000000
0.000223877408
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
-32656.00000000
USD
461.00000000
N
N
N
Facebook Inc
BQ4BKCS1HXDV9HN80Z93
Facebook Inc
30303M102
3064.00000000
NS
USD
1091703.20000000
0.530168509876
Long
EC
CORP
US
N
1
N
N
N
Riskified Ltd
N/A
Riskified Ltd
000000000
8650.00000000
NS
USD
237183.00000000
0.115184198120
Long
EC
CORP
IL
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TOYOTA MOTOR CORP
000000000
1.00000000
NC
-310.67000000
-0.00015087200
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
11798400.04000000
JPY
-310.67000000
N
N
N
Bank Central Asia Tbk PT
254900BR956G2OHVOM21
Bank Central Asia Tbk PT
000000000
103000.00000000
NS
212628.80000000
0.103259836604
Long
EC
CORP
ID
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VULCAN MATERIALS CO
000000000
1.00000000
NC
USD
92.38000000
0.000044862895
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
4946.48000000
USD
92.38000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS METTLER-TOLEDO INTERNATIONAL INC
000000000
1.00000000
NC
USD
-5066.81000000
-0.00246061668
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
-192428.02000000
USD
-5066.81000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS SPROTT PHYSICAL GOLD AND SILVER TRUST
000000000
1.00000000
NC
USD
-277.25000000
-0.00013464210
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
28230.00000000
USD
-277.25000000
N
N
N
Bruker Corp
LEBZ6VLQ6I8XB1NHVY15
Bruker Corp
116794108
402.00000000
NS
USD
33064.50000000
0.016057255025
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS DIAGEO PLC
000000000
1.00000000
NC
3814.85000000
0.001852621976
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
103386.10000000
GBP
3814.85000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DEERE & CO
000000000
1.00000000
NC
USD
-42548.94000000
-0.02066322432
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
-896745.10000000
USD
-42548.94000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KINNEVIK AB
000000000
1.00000000
NC
-5088.35000000
-0.00247107724
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
-520292.80000000
SEK
-5088.35000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ZOETIS INC
000000000
1.00000000
NC
USD
1222.48000000
0.000593678208
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
91509.68000000
USD
1222.48000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ADYEN NV
000000000
1.00000000
NC
20173.68000000
0.009797030790
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
163885.50000000
EUR
20173.68000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ELI LILLY AND CO
000000000
1.00000000
NC
USD
16185.90000000
0.007860428076
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
312484.50000000
USD
16185.90000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYONEER GLOBAL INC
000000000
1.00000000
NC
USD
-2.72000000
-0.00000132092
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Payoneer Global Inc
Payoneer Global Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
97.10000000
USD
-2.72000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS DONALDSON CO INC
000000000
1.00000000
NC
USD
-436.83000000
-0.00021213962
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Donaldson Co Inc
Donaldson Co Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-52520.00000000
USD
-436.83000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEGRO PLC
000000000
1.00000000
NC
2976.36000000
0.001445422479
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
50761.28000000
GBP
2976.36000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS APPLIED MATERIALS INC
000000000
1.00000000
NC
USD
-1348.32000000
-0.00065479042
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
-26640.00000000
USD
-1348.32000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALPHABET INC
000000000
1.00000000
NC
USD
1693.85000000
0.000822591644
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
27941.10000000
USD
1693.85000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PPD INC
000000000
1.00000000
NC
USD
1589.09000000
0.000771716596
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
314278.00000000
USD
1589.09000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS IDEXX LABORATORIES INC
000000000
1.00000000
NC
USD
-5652.51000000
-0.00274505268
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
-175531.14000000
USD
-5652.51000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VISA INC
000000000
1.00000000
NC
USD
-661.03000000
-0.00032101883
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
74565.00000000
USD
-661.03000000
N
N
N
Lindsay Corp
549300ZFO0QG5H8TPI61
Lindsay Corp
535555106
107.00000000
NS
USD
17193.83000000
0.008349913447
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DOUGLAS EMMETT INC
000000000
1.00000000
NC
USD
-5431.12000000
-0.00263753811
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
212474.00000000
USD
-5431.12000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LAM RESEARCH CORP
000000000
1.00000000
NC
USD
-6547.91000000
-0.00317988963
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
-149631.30000000
USD
-6547.91000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEAGATE TECHNOLOGY HOLDINGS PLC
000000000
1.00000000
NC
USD
-1688.85000000
-0.00082016347
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Seagate Technology Holdings PL
Seagate Technology Holdings PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-24682.32000000
USD
-1688.85000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS QUEST DIAGNOSTICS INC
000000000
1.00000000
NC
USD
-2787.24000000
-0.00135357932
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
-48265.20000000
USD
-2787.24000000
N
N
N
Paycor HCM Inc
N/A
Paycor HCM Inc
70435P102
1335.00000000
NS
USD
36712.50000000
0.017828848920
Long
EC
CORP
US
N
1
N
N
N
GZ MTR FIN BVI
30030026WRIFBEGCB472
Guangzhou Metro Investment Finance BVI Ltd
000000000
600000.00000000
PA
USD
582296.74000000
0.282783264674
Long
DBT
CORP
VG
N
2
2030-09-17
Fixed
2.31000000
N
N
N
N
N
N
Weir Group PLC/The
549300KDR56WHY9I3D10
Weir Group PLC/The
000000000
2279.00000000
NS
54879.37000000
0.026651303958
Long
EC
CORP
GB
N
2
N
N
N
CINCINNATI BELL INC
549300JYVZOCUJOHL272
Cincinnati Bell Inc
17187MAM2
494157.26000000
PA
USD
493178.83000000
0.239504551606
Long
LON
CORP
US
N
2
2024-10-02
Floating
4.25000000
N
N
N
N
N
N
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
CAD/USD FORWARD
000000000
1.00000000
NC
USD
-486.21000000
-0.00023612024
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
-87000.00000000
CAD
69245.52000000
USD
2021-08-31
-486.21000000
N
N
N
CC Neuberger Principal Holding
N/A
CC Neuberger Principal Holdings III
000000000
18421.00000000
NS
USD
184025.79000000
0.089369234113
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KROGER CO/THE
000000000
1.00000000
NC
USD
-7221.34000000
-0.00350693033
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
-150505.00000000
USD
-7221.34000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ADVANCED MICRO DEVICES INC
000000000
1.00000000
NC
USD
34563.68000000
0.016785308242
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
156126.28000000
USD
34563.68000000
N
N
N
Ultragenyx Pharmaceutical Inc
529900EV44GVDN1DCX77
Ultragenyx Pharmaceutical Inc
90400D108
1010.00000000
NS
USD
80628.30000000
0.039155867331
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WORKDAY INC
000000000
1.00000000
NC
USD
667.88000000
0.000324345430
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
26986.60000000
USD
667.88000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NATIONAL BANK OF CANADA
000000000
1.00000000
NC
2753.44000000
0.001337164883
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
247558.50000000
CAD
2753.44000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
988.13000000
0.000479869812
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
70531.53000000
CAD
988.13000000
N
N
N
China Mengniu Dairy Co Ltd
2549005Q343BSJ8RSS21
China Mengniu Dairy Co Ltd
000000000
5000.00000000
NS
27147.07000000
0.013183548101
Long
EC
CORP
HK
N
2
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS EXPEDITORS INTERNATIONAL OF WASHINGTON INC
000000000
1.00000000
NC
USD
-1596.90000000
-0.00077550939
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
-244665.60000000
USD
-1596.90000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MARTIN MARIETTA MATERIALS INC
000000000
1.00000000
NC
USD
132.15000000
0.000064176571
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
7132.60000000
USD
132.15000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EVERSOURCE ENERGY
000000000
1.00000000
NC
USD
72.48000000
0.000035198773
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
43055.00000000
USD
72.48000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS ING GROEP NV
000000000
1.00000000
NC
921.41000000
0.000447468292
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
53663.15000000
EUR
921.41000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTEL CORP
000000000
1.00000000
NC
USD
1459.41000000
0.000708739541
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
-39067.00000000
USD
1459.41000000
N
N
N
GVS SpA
81560013EACB40B52D17
GVS SpA
000000000
1409.00000000
NS
21558.40000000
0.010469498306
Long
EC
CORP
IT
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HELIX ACQUISITION CORP
000000000
1.00000000
NC
USD
-723.46000000
-0.00035133698
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
31465.00000000
USD
-723.46000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS DEXUS
000000000
1.00000000
NC
-2593.88000000
-0.00125967707
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Dexus/AU
Dexus/AU
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-699909.98000000
AUD
-2593.88000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ZHEJIANG RUNTU CO LTD
000000000
1.00000000
NC
2150.59000000
0.001044400250
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
649438.28000000
CNY
2150.59000000
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059T204
104.00000000
NS
USD
2628.08000000
0.001276285768
Long
EP
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS APPLIED MATERIALS INC
000000000
1.00000000
NC
USD
-10463.81000000
-0.00508158495
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
-101486.24000000
USD
-10463.81000000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TRS UNITE GROUP PLC/THE
000000000
1.00000000
NC
12528.88000000
0.006084453759
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
202553.48000000
GBP
12528.88000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS JULIUS BAER GROUP LTD
000000000
1.00000000
NC
8960.48000000
0.004351516354
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
158742.32000000
CHF
8960.48000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MXIBTIIE
000000000
1.00000000
NC
1535.61000000
0.000745744874
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
-305541.60000000
MXN
1535.61000000
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
424.00000000
NS
USD
139152.56000000
0.067577254862
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CIE DE SAINT-GOBAIN
000000000
1.00000000
NC
-2833.79000000
-0.00137618559
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
-71267.04000000
EUR
-2833.79000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
-2089.98000000
-0.00101496595
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
-239112.50000000
USD
-2089.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CONSTELLIUM SE
000000000
1.00000000
NC
USD
1610.39000000
0.000782060606
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
54990.00000000
USD
1610.39000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CANADIAN PACIFIC RAILWAY LTD
000000000
1.00000000
NC
2121.04000000
0.001030049757
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Canadian Pacific Railway Ltd
Canadian Pacific Railway Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
191012.85000000
CAD
2121.04000000
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
000000000
606.00000000
NS
23482.88000000
0.011404091787
Long
EC
CORP
AT
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SSP GROUP PLC
000000000
1.00000000
NC
2339.75000000
0.001136262833
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
21878.35000000
GBP
2339.75000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS POSCO
000000000
1.00000000
NC
USD
-2332.54000000
-0.00113276140
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
POSCO
POSCO
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-108254.72000000
USD
-2332.54000000
N
N
N
Burlington Stores Inc
5299003Z37DVGKKC1W09
Burlington Stores Inc
122017106
182.00000000
NS
USD
60933.60000000
0.029591445654
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WEC ENERGY GROUP INC
000000000
1.00000000
NC
USD
-204.26000000
-0.00009919566
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
30888.50000000
USD
-204.26000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VALERO ENERGY CORP
000000000
1.00000000
NC
USD
-242.72000000
-0.00011787315
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
-92050.40000000
USD
-242.72000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CADENCE BANCORP
000000000
1.00000000
NC
USD
-4027.58000000
-0.00195593095
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
72737.87000000
USD
-4027.58000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FISERV INC
000000000
1.00000000
NC
USD
10108.75000000
0.004909155642
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
261044.80000000
USD
10108.75000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS MONSTER BEVERAGE CORP
000000000
1.00000000
NC
USD
2629.97000000
0.001277203617
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
360156.14000000
USD
2629.97000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS TE CONNECTIVITY LTD
000000000
1.00000000
NC
USD
21574.08000000
0.010477113051
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
279645.84000000
USD
21574.08000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SG HOLDINGS CO LTD
000000000
1.00000000
NC
-40.01000000
-0.00001943022
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
-7929899.88000000
JPY
-40.01000000
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
000000000
1622.00000000
NS
USD
354066.38000000
0.171946775535
Long
EC
CORP
IT
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS YAKULT HONSHA CO LTD
000000000
1.00000000
NC
829.54000000
0.000402853070
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Yakult Honsha Co Ltd
Yakult Honsha Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
45773726.98000000
JPY
829.54000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC
000000000
1.00000000
NC
USD
-3481.38000000
-0.00169067750
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Knight-Swift Transportation Ho
Knight-Swift Transportation Holdings Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-110811.47000000
USD
-3481.38000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS ARCELORMITTAL SA
000000000
1.00000000
NC
USD
-37303.39000000
-0.01811580536
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
ArcelorMittal SA
ArcelorMittal SA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-167098.58000000
USD
-37303.39000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS TEUCRIUM CORN FUND
000000000
1.00000000
NC
USD
364.76000000
0.000177139964
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
-25839.06000000
USD
364.76000000
N
N
N
American Campus Communities In
529900MR3ZXRO3W6UX26
American Campus Communities Inc
024835100
311.00000000
NS
USD
15646.41000000
0.007598433232
Long
EC
CORP
US
N
1
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
Essex Property Trust Inc
297178105
56.00000000
NS
USD
18373.60000000
0.008922850215
Long
EC
CORP
US
N
1
N
N
N
IMI PLC
2138002W9Q21PF751R30
IMI PLC
000000000
541.00000000
NS
13235.51000000
0.006427617519
Long
EC
CORP
GB
N
2
N
N
N
JB Hunt Transport Services Inc
549300XCD1MPI1C5GK90
JB Hunt Transport Services Inc
445658107
275.00000000
NS
USD
46323.75000000
0.022496401503
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CBTX INC
000000000
1.00000000
NC
USD
-843.36000000
-0.00040956453
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
19250.00000000
USD
-843.36000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS POPULAR INC
000000000
1.00000000
NC
USD
-278.03000000
-0.00013502090
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
36650.00000000
USD
-278.03000000
N
N
N
ChampionX Corp
549300EP2909K6DYYP38
ChampionX Corp
15872M104
625.00000000
NS
USD
14525.00000000
0.007053838081
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS ING GROEP NV
000000000
1.00000000
NC
950.04000000
0.000461372002
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
55331.10000000
EUR
950.04000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS CANADIAN NATURAL RESOURCES LTD
000000000
1.00000000
NC
4767.88000000
0.002315446024
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
-185983.69000000
CAD
4767.88000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS AMERISOURCEBERGEN CORP
000000000
1.00000000
NC
USD
-8348.53000000
-0.00405433245
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
-104673.00000000
USD
-8348.53000000
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAQ3
1200000.00000000
PA
USD
1248000.00000000
0.606071595581
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 FACEBOOK INC
000000000
1.00000000
NC
USD
4711.93000000
0.002288274786
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
137784.00000000
USD
4711.93000000
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
30.00000000
NS
USD
65347.80000000
0.031735132543
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TURQUOISE HILL RESOURCES LTD
000000000
1.00000000
NC
USD
-834.38000000
-0.00040520354
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
-25888.00000000
USD
-834.38000000
N
N
N
Monte Rosa Therapeutics Inc
N/A
Monte Rosa Therapeutics Inc
61225M102
481.00000000
NS
USD
11794.12000000
0.005727629108
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BLACK KNIGHT INC
000000000
1.00000000
NC
USD
2493.76000000
0.001211055370
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
47184.00000000
USD
2493.76000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SI-BONE INC
000000000
1.00000000
NC
USD
2078.94000000
0.001009604553
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SI-BONE Inc
SI-BONE Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
40390.00000000
USD
2078.94000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WOLTERS KLUWER NV
000000000
1.00000000
NC
-12138.52000000
-0.00589488155
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
-152111.34000000
EUR
-12138.52000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS OUTFRONT MEDIA INC
000000000
1.00000000
NC
USD
1062.19000000
0.000515835887
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
46279.70000000
USD
1062.19000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MARTIN MARIETTA MATERIALS INC
000000000
1.00000000
NC
USD
257.70000000
0.000125147956
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
13908.57000000
USD
257.70000000
N
N
N
OMX NORDIC EXCHANGE STOCKHOLM
N/A
OMX STOCKHOLM 30 INDEX
000000000
-46.00000000
NC
-25271.81000000
-0.01227285754
N/A
DE
CORP
SE
N
1
OMX NORDIC EXCHANGE STOCKHOLM
N/A
Short
NASDAQ
OMX STOCKHOLM 30 INDEX
2021-08-20
-1248011.60000000
USD
-25271.81000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NESTE OYJ
000000000
1.00000000
NC
6560.75000000
0.003186125176
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
-147684.12000000
EUR
6560.75000000
N
N
N
NEW TROJAN PARENT INC
254900KQOFMPF9290333
New Trojan Parent Inc
64900YAE2
300000.00000000
PA
USD
297000.00000000
0.144233384525
Long
LON
CORP
US
N
2
2029-01-06
Floating
7.75000000
N
N
N
N
N
N
Swedish Match AB
529900YVXCGNWAUYZG78
Swedish Match AB
000000000
1854.00000000
NS
16602.52000000
0.008062753034
Long
EC
CORP
SE
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPIRIT OF TEXAS BANCSHARES INC
000000000
1.00000000
NC
USD
577.35000000
0.000280380958
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
23164.20000000
USD
577.35000000
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM International Inc
749685103
364.00000000
NS
USD
31518.76000000
0.015306590676
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS ABB LTD
000000000
1.00000000
NC
3004.17000000
0.001458927968
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
199539.76000000
CHF
3004.17000000
N
N
N
HDFC Bank Ltd
335800ZQ6I4E2JXENC50
HDFC Bank Ltd
000000000
13674.00000000
NS
262877.67000000
0.127662410977
Long
EC
CORP
IN
N
2
N
N
N
DIAMOND RESORTS INTER
5493008MIJR7VMQP7U77
Diamond Resorts International Inc
25272YAE3
497429.30000000
PA
USD
496703.05000000
0.241216033689
Long
LON
CORP
US
N
2
2023-09-02
Floating
6.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS RENAISSANCERE HOLDINGS LTD
000000000
1.00000000
NC
USD
424.31000000
0.000206059486
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
43237.48000000
USD
424.31000000
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343E102
116.00000000
NS
USD
25098.92000000
0.012188896227
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS ZALANDO SE
000000000
1.00000000
NC
-7830.44000000
-0.00380273018
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Zalando SE
Zalando SE
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
127185.40000000
EUR
-7830.44000000
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284106
40.00000000
NS
USD
14532.00000000
0.007057237521
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS APPLIED MATERIALS INC
000000000
1.00000000
NC
USD
-7767.07000000
-0.00377195553
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
-153446.40000000
USD
-7767.07000000
N
N
N
Black Knight Inc
549300TUSNXS3BFFML48
Black Knight Inc
09215C105
284.00000000
NS
USD
23518.04000000
0.011421166688
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS S&P GLOBAL INC
000000000
1.00000000
NC
USD
-13807.51000000
-0.00670540033
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
-329627.52000000
USD
-13807.51000000
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
Synopsys Inc
871607107
164.00000000
NS
USD
47230.36000000
0.022936682407
Long
EC
CORP
US
N
1
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
Hubbell Inc
443510607
62.00000000
NS
USD
12428.52000000
0.006035715502
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MAGAZINE LUIZA SA
000000000
1.00000000
NC
USD
-3562.78000000
-0.00173020814
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Magazine Luiza SA
Magazine Luiza SA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
23726.26000000
USD
-3562.78000000
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034109
980.00000000
NS
USD
77312.20000000
0.037545455458
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AT&T INC
000000000
1.00000000
NC
USD
-185.40000000
-0.00009003659
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
-36959.00000000
USD
-185.40000000
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion LLC
04649VBA7
300000.00000000
PA
USD
298218.00000000
0.144824887092
Long
LON
CORP
US
N
2
2029-01-15
Floating
0.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WORKDAY INC
000000000
1.00000000
NC
USD
50.94000000
0.000024738210
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
2058.30000000
USD
50.94000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS CIE FINANCIERE RICHEMONT SA
000000000
1.00000000
NC
107.25000000
0.000052084277
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
485.10000000
CHF
107.25000000
N
N
N
WELBILT INC
549300UR3W71YLZWI068
Welbilt Inc
56356XAE9
800000.00000000
PA
USD
792000.00000000
0.384622358734
Long
LON
CORP
US
N
2
2025-10-23
Floating
2.59200000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS SOUTHWEST AIRLINES CO
000000000
1.00000000
NC
USD
-4695.47000000
-0.00228028124
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
191586.00000000
USD
-4695.47000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EVERSOURCE ENERGY
000000000
1.00000000
NC
USD
36.24000000
0.000017599386
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
21527.50000000
USD
36.24000000
N
N
N
Merck KGaA
529900OAREIS0MOPTW25
Merck KGaA
000000000
97.00000000
NS
19856.30000000
0.009642900178
Long
EC
CORP
DE
N
2
N
N
N
Element Solutions Inc
549300FLGN6P5CU20J91
Element Solutions Inc
28618M106
922.00000000
NS
USD
21565.58000000
0.010472985160
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
142.00000000
NS
USD
61020.24000000
0.029633521009
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AT&T INC
000000000
1.00000000
NC
USD
-285.23000000
-0.00013851746
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
-56860.00000000
USD
-285.23000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
-9948.22000000
-0.00483119676
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-8060000.00000000
ZAR
537971.73000000
USD
2021-08-31
-9948.22000000
N
N
N
Pinduoduo Inc
5493000573DS7005T657
Pinduoduo Inc
722304102
695.00000000
NS
USD
63668.95000000
0.030919825413
Long
EC
CORP
CN
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SHISEIDO CO LTD
000000000
1.00000000
NC
-7191.86000000
-0.00349261383
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
13203900.02000000
JPY
-7191.86000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BECTON DICKINSON AND CO
000000000
1.00000000
NC
USD
1035.91000000
0.000503073418
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
28114.68000000
USD
1035.91000000
N
N
N
Baltic Classifieds Group PLC
213800I1RPHCFSSQS969
Baltic Classifieds Group PLC
000000000
64814.00000000
NS
198201.21000000
0.096253304159
Long
EC
CORP
GB
N
2
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS FLUGHAFEN ZURICH AG
000000000
1.00000000
NC
-2390.41000000
-0.00116086506
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Flughafen Zurich AG
Flughafen Zurich AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
187103.26000000
CHF
-2390.41000000
N
N
N
Scientific Games International, Inc.
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80875AAP6
300000.00000000
PA
USD
295209.00000000
0.143363613509
Long
LON
CORP
US
N
2
2024-08-14
Floating
0.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KIMBERLY-CLARK CORP
000000000
1.00000000
NC
USD
-260.50000000
-0.00012650773
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
79914.18000000
USD
-260.50000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LAM RESEARCH CORP
000000000
1.00000000
NC
USD
-6708.26000000
-0.00325776109
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
-153295.74000000
USD
-6708.26000000
N
N
N
Lundin Energy AB
549300IULC8F8IGXKI15
Lundin Energy AB
000000000
678.00000000
NS
21136.23000000
0.010264478077
Long
EC
CORP
SE
N
2
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
103.00000000
NS
39790.16000000
0.019323466153
Long
EC
CORP
CH
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MICRON TECHNOLOGY INC
000000000
1.00000000
NC
USD
-200.12000000
-0.00009718513
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
-23076.00000000
USD
-200.12000000
N
N
N
S2P ACQUISITION INC
2138009YGPT15LRTY307
S2P Acquisition Borrower Inc
78431EAB0
83327.82000000
PA
USD
82994.51000000
0.040304980048
Long
LON
CORP
US
N
2
2026-08-14
Floating
3.84200000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PERSHING SQUARE TONTINE HOLDINGS LTD
000000000
1.00000000
NC
USD
-1286.42000000
-0.00062472966
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Pershing Square Tontine Holdin
Pershing Square Tontine Holdings Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
41347.68000000
USD
-1286.42000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DOW INC
000000000
1.00000000
NC
USD
-1401.70000000
-0.00068071358
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
-339390.62000000
USD
-1401.70000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS ALLEGION PLC
000000000
1.00000000
NC
USD
528.41000000
0.000256614015
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
-102578.04000000
USD
528.41000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS DIASORIN SPA
000000000
1.00000000
NC
2528.89000000
0.001228115703
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
40487.40000000
EUR
2528.89000000
N
N
N
Sun Country Airlines Holdings
N/A
Sun Country Airlines Holdings Inc
866683105
3185.00000000
NS
USD
103480.65000000
0.050253752129
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
910.00000000
NS
USD
57566.60000000
0.027956314995
Long
EC
CORP
US
N
1
N
N
N
PROJECT RUBY ULTIMATE PARE
549300UGGIEE7YT1C741
Project Ruby Ultimate Parent Corp
74339UAS9
299250.00000000
PA
USD
297421.58000000
0.144438118230
Long
LON
CORP
US
N
2
2028-03-10
Floating
4.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NIDEC CORP
000000000
1.00000000
NC
16818.81000000
0.008167790875
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
-30003499.95740700
JPY
16818.81000000
N
N
N
Airbus SE
MINO79WLOO247M1IL051
Airbus SE
000000000
4458.00000000
NS
611498.54000000
0.296964660123
Long
EC
CORP
FR
N
2
N
N
N
GPD COS INC
N/A
GPD Cos Inc
64051NAA1
200000.00000000
PA
USD
216500.00000000
0.105139824073
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
10.12500000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
200000.00000000
PA
USD
171500.00000000
0.083286280963
Long
DBT
CORP
KY
N
2
2023-01-30
Fixed
11.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALS LTD
000000000
1.00000000
NC
1826.35000000
0.000886938187
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
61200.00000000
AUD
1826.35000000
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
116.00000000
NS
USD
13609.12000000
0.006609055346
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NOVO NORDISK A/S
000000000
1.00000000
NC
-14853.67000000
-0.00721345150
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
-1723302.40000000
DKK
-14853.67000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS AT&T INC
000000000
1.00000000
NC
USD
-199.66000000
-0.00009696174
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
-39802.00000000
USD
-199.66000000
N
N
N
APPLIED SYSTEMS INC
549300NSKGF0SY5SWQ62
Applied Systems Inc
03827FAX9
298384.81000000
PA
USD
297233.04000000
0.144346556740
Long
LON
CORP
US
N
2
2024-09-19
Floating
3.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CANADIAN PACIFIC RAILWAY LTD
000000000
1.00000000
NC
USD
-1745.47000000
-0.00084766008
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Canadian Pacific Railway Ltd
Canadian Pacific Railway Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-71689.28000000
USD
-1745.47000000
N
N
N
Graphic Packaging Holding Co
N/A
Graphic Packaging Holding Co
388689101
776.00000000
NS
USD
14875.92000000
0.007224256867
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VANECK VECTORS OIL SERVICES ETF
000000000
1.00000000
NC
USD
146.98000000
0.000071378528
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
VanEck Vectors Oil Services ETF
VanEck Vectors Oil Services ETF
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-19235.25000000
USD
146.98000000
N
N
N
Huntsman Corp
5299000V56320A7RIQ67
Huntsman Corp
447011107
625.00000000
NS
USD
16506.25000000
0.008016001021
Long
EC
CORP
US
N
1
N
N
N
Mettler-Toledo International I
5493000BD5GJNUDIUG10
Mettler-Toledo International Inc
592688105
15.00000000
NS
USD
22105.65000000
0.010735261672
Long
EC
CORP
US
N
1
N
N
N
MITCHELL INTERNATIONAL
5493002RDNIGEM7SSV41
Mitchell International Inc
60662WAM4
299226.80400000
PA
USD
295079.52000000
0.143300733581
Long
LON
CORP
US
N
2
2024-12-01
Floating
3.34200000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS DERWENT LONDON PLC
000000000
1.00000000
NC
1744.12000000
0.000847004480
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
20047.06000000
GBP
1744.12000000
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
3847.00000000
NS
USD
554044.94000000
0.269063221802
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BRISTOL-MYERS SQUIBB CO
000000000
1.00000000
NC
USD
-936.20000000
-0.00045465082
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
-67430.00000000
USD
-936.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEAGATE TECHNOLOGY HOLDINGS PLC
000000000
1.00000000
NC
USD
-703.17000000
-0.00034148346
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Seagate Technology Holdings PL
Seagate Technology Holdings PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-34460.00000000
USD
-703.17000000
N
N
N
OSMOSE UTILITIES SERVICE
549300FSLVHLFZ3S0D82
Osmose Utilities Services Inc
68835HAH3
300000.00000000
PA
USD
297189.00000000
0.144325169406
Long
LON
CORP
US
N
2
2028-06-17
Floating
0.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MAGAZINE LUIZA SA
000000000
1.00000000
NC
USD
-7195.43000000
-0.00349434754
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Magazine Luiza SA
Magazine Luiza SA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
47917.75000000
USD
-7195.43000000
N
N
N
COMMERCEHUB INC
549300V3JZOSIRXFRG67
CommerceHub Inc
20084XAJ3
100000.00000000
PA
USD
101125.00000000
0.049109767710
Long
LON
CORP
US
N
2
2028-12-02
Floating
7.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAMECO CORP
000000000
1.00000000
NC
USD
-451.53000000
-0.00021927845
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
-18613.98000000
USD
-451.53000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ANSYS INC
000000000
1.00000000
NC
USD
-3712.38000000
-0.00180285903
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
-80303.88000000
USD
-3712.38000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-16.92000000
-0.00000821693
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
-867.15000000
USD
-16.92000000
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
000000000
276029.82000000
PA
USD
277840.58000000
0.134928913171
Long
LON
CORP
LU
N
2
2022-07-13
Floating
6.50000000
N
N
N
N
N
N
Xometry Inc
N/A
Xometry Inc
98423F109
390.00000000
NS
USD
30876.30000000
0.014994590069
Long
EC
CORP
US
N
1
N
N
N
Hartford Financial Services Gr
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515104
707.00000000
NS
USD
44979.34000000
0.021843509905
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTUIT INC
000000000
1.00000000
NC
USD
534.24000000
0.000259445263
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
10063.40000000
USD
534.24000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CADENCE BANCORP
000000000
1.00000000
NC
USD
-1113.51000000
-0.00054075863
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
20110.00000000
USD
-1113.51000000
N
N
N
Catalent Inc
N/A
Catalent Inc
148806102
166.00000000
NS
USD
19888.46000000
0.009658518177
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TELECOM ITALIA SPA/MILANO
000000000
1.00000000
NC
1893.69000000
0.000919640801
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
-38309.57000000
EUR
1893.69000000
N
N
N
Sarana Menara Nusantara Tbk PT
N/A
Sarana Menara Nusantara Tbk PT
000000000
235900.00000000
NS
23896.15000000
0.011604789870
Long
EC
CORP
ID
N
2
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS WEICHAI POWER CO LTD
000000000
1.00000000
NC
-974.34000000
-0.00047317291
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
-268942.41000000
HKD
-974.34000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FAIRFAX FINANCIAL HOLDINGS LTD
000000000
1.00000000
NC
3198.54000000
0.001553320706
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
-159552.88000000
CAD
3198.54000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS RECRUIT HOLDINGS CO LTD
000000000
1.00000000
NC
3683.83000000
0.001788994171
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
24921000.00000000
JPY
3683.83000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEVEN & I HOLDINGS CO LTD
000000000
1.00000000
NC
-7135.66000000
-0.00346532118
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
19765200.16000000
JPY
-7135.66000000
N
N
N
Duolingo Inc
N/A
Duolingo Inc
26603R106
15.00000000
NS
USD
2103.75000000
0.001021653140
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS CEDAR FAIR LP
000000000
1.00000000
NC
USD
-1356.84000000
-0.00065892803
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
39150.00000000
USD
-1356.84000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PROPTECH INVESTMENT CORP II
000000000
1.00000000
NC
USD
53.93000000
0.000026190257
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
63375.00000000
USD
53.93000000
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089100
403.00000000
NS
USD
25953.20000000
0.012603763889
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS MERCK KGAA
000000000
1.00000000
NC
1845.50000000
0.000896238084
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
165063.25000000
EUR
1845.50000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CHEESECAKE FACTORY INC/THE
000000000
1.00000000
NC
USD
3636.99000000
0.001766247061
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Cheesecake Factory Inc/The
Cheesecake Factory Inc/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-21741.24000000
USD
3636.99000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
-839.79000000
-0.00040783082
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
-96079.75000000
USD
-839.79000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEGRO PLC
000000000
1.00000000
NC
3147.56000000
0.001528563070
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
53681.28000000
GBP
3147.56000000
N
N
N
Liberty Media Acquisition Corp
N/A
Liberty Media Acquisition Corp
53073L203
10040.00000000
NS
USD
105319.60000000
0.051146809309
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAMECO CORP
000000000
1.00000000
NC
USD
-3667.90000000
-0.00178125801
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
-151206.00000000
USD
-3667.90000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS POOL CORP
000000000
1.00000000
NC
USD
-3265.65000000
-0.00158591162
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
-83227.42000000
USD
-3265.65000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VERIZON COMMUNICATIONS INC
000000000
1.00000000
NC
USD
233.41000000
0.000113351899
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
-96135.00000000
USD
233.41000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CASCADE ACQUISITION CORP
000000000
1.00000000
NC
USD
42.19000000
0.000020488910
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
50439.00000000
USD
42.19000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-74.44000000
-0.00003615061
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
-3815.46000000
USD
-74.44000000
N
N
N
Harmonic Drive Systems Inc
353800XFIX2EUARGOE85
Harmonic Drive Systems Inc
000000000
2500.00000000
NS
138292.49000000
0.067159575377
Long
EC
CORP
JP
N
2
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS XILINX INC
000000000
1.00000000
NC
USD
20449.16000000
0.009930813324
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
131915.07000000
USD
20449.16000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS DIASORIN SPA
000000000
1.00000000
NC
2386.70000000
0.001159063363
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
38211.00000000
EUR
2386.70000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUITY RESIDENTIAL
000000000
1.00000000
NC
USD
537.28000000
0.000260921592
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
49932.00000000
USD
537.28000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VERIZON COMMUNICATIONS INC
000000000
1.00000000
NC
USD
123.57000000
0.000060009829
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
-50895.00000000
USD
123.57000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS OPORTUN FINANCIAL CORP
000000000
1.00000000
NC
USD
6447.98000000
0.003131360197
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
183240.00000000
USD
6447.98000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS HERSHEY CO
000000000
1.00000000
NC
USD
477.20000000
0.000231744683
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
-146284.35213300
USD
477.20000000
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
232.00000000
NS
USD
53241.68000000
0.025855985536
Long
EC
CORP
US
N
1
N
N
N
Fancl Corp
3538004V8SS9O9BA8I42
Fancl Corp
000000000
5300.00000000
NS
168470.78000000
0.081815187855
Long
EC
CORP
JP
N
2
N
N
N
Pacific Premier Bancorp Inc
549300Q1KIC3KLI0XG98
Pacific Premier Bancorp Inc
69478X105
530.00000000
NS
USD
20129.40000000
0.009775526903
Long
EC
CORP
US
N
1
N
N
N
EDELMAN FINANCIAL CENTER
549300Z31KZXNP05U733
Edelman Financial Center LLC/The
27943TAB5
405000.00000000
PA
USD
405579.15000000
0.196963143089
Long
LON
CORP
US
N
2
2026-07-20
Floating
6.83725000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BECTON DICKINSON AND CO
000000000
1.00000000
NC
USD
1035.91000000
0.000503073418
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
28114.68000000
USD
1035.91000000
N
N
N
Cooper Cos Inc/The
QJKMVPIGLH7530PCUE20
Cooper Cos Inc/The
216648402
41.00000000
NS
USD
17292.57000000
0.008397864977
Long
EC
CORP
US
N
1
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
90.00000000
NS
USD
51714.90000000
0.025114528812
Long
EC
CORP
US
N
1
N
N
N
Huazhu Group Ltd
549300Y5ML31FVN83730
Huazhu Group Ltd
44332N106
5335.00000000
NS
USD
239968.30000000
0.116536835312
Long
EC
CORP
CN
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NXP SEMICONDUCTORS NV
000000000
1.00000000
NC
USD
7932.17000000
0.003852133756
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
NXP Semiconductors NV
NXP Semiconductors NV
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
129088.24000000
USD
7932.17000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS CZK
000000000
1.00000000
NC
47802.64000000
0.023214601200
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2023-06-03
250.66000000
USD
0.00000000
USD
-220000000.00000000
CZK
47551.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS JOHNSON & JOHNSON
000000000
1.00000000
NC
USD
-1568.96000000
-0.00076194077
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
-68694.96000000
USD
-1568.96000000
N
N
N
CD&R SMOKEY BUYER INC
N/A
CD&R Smokey Buyer Inc
12510CAA9
170000.00000000
PA
USD
180625.00000000
0.087717693871
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LULULEMON ATHLETICA INC
000000000
1.00000000
NC
USD
9765.18000000
0.004742306269
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Lululemon Athletica Inc
Lululemon Athletica Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
153477.36000000
USD
9765.18000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
INR/USD FORWARD
000000000
1.00000000
NC
USD
7501.37000000
0.003642922503
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-9435397.40000000
USD
704795879.80000000
INR
2021-08-31
7501.37000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NORFOLK SOUTHERN CORP
000000000
1.00000000
NC
USD
-3863.82000000
-0.00187640348
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
181219.20000000
USD
-3863.82000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NVR INC
000000000
1.00000000
NC
USD
5166.81000000
0.002509180112
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
62716.03000000
USD
5166.81000000
N
N
N
Datadog Inc
549300F6JNO0KRPO1K63
Datadog Inc
23804L103
531.00000000
NS
USD
58781.70000000
0.028546409222
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
2068.00000000
NS
USD
852470.96000000
0.413989130540
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS FREEPORT-MCMORAN INC
000000000
1.00000000
NC
USD
-2227.80000000
-0.00108189607
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Freeport-McMoRan Inc
Freeport-McMoRan Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-20634.00000000
USD
-2227.80000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-14.66000000
-0.00000711939
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
-751.53000000
USD
-14.66000000
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
236.00000000
NS
USD
34307.32000000
0.016660811035
Long
EC
CORP
US
N
1
N
N
N
RAPPI INC SER F CVT PFD PP
N/A
RAPPI INC SER F CVT PFD PP
000000000
534.00000000
NS
USD
34401.95000000
0.016706766608
Long
EP
CORP
US
Y
3
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS WELLS FARGO & CO
000000000
1.00000000
NC
USD
1880.12000000
0.000913050743
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
90765.00000000
USD
1880.12000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WORKDAY INC
000000000
1.00000000
NC
USD
62.26000000
0.000030235590
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
2515.70000000
USD
62.26000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FRANCO-NEVADA CORP
000000000
1.00000000
NC
USD
3506.33000000
0.001702794084
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
82830.60000000
USD
3506.33000000
N
N
N
HONG KONG FUTURES EXCHANGE
N/A
HANG SENG INDEX
000000000
21.00000000
NC
-14982.76000000
-0.00727614203
N/A
DE
CORP
HK
N
1
HONG KONG FUTURES EXCHANGE
N/A
Long
HONG KONG STOCK EXCHANGE
HANG SENG INDEX
2021-08-30
3513656.63000000
USD
-14982.76000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WALT DISNEY CO/THE
000000000
1.00000000
NC
USD
-3264.87000000
-0.00158553282
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
73660.00000000
USD
-3264.87000000
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844108
274.00000000
NS
USD
70645.42000000
0.034307838477
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS CEDAR FAIR LP
000000000
1.00000000
NC
USD
-1356.84000000
-0.00065892803
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
39150.00000000
USD
-1356.84000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPROTT PHYSICAL GOLD AND SILVER TRUST
000000000
1.00000000
NC
USD
-245.59000000
-0.00011926692
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
8669.36000000
USD
-245.59000000
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776696106
151.00000000
NS
USD
74192.34000000
0.036030344458
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEAGATE TECHNOLOGY PLC
000000000
1.00000000
NC
USD
-878.96000000
-0.00042685311
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
-43075.00000000
USD
-878.96000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS XYLEM INC/NY
000000000
1.00000000
NC
USD
-5745.72000000
-0.00279031866
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
-117849.82000000
USD
-5745.72000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GENERATION BIO CO
000000000
1.00000000
NC
USD
1389.20000000
0.000674643157
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
16000.00000000
USD
1389.20000000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TRS UNITE GROUP PLC/THE
000000000
1.00000000
NC
5635.64000000
0.002736860037
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
91110.84000000
GBP
5635.64000000
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
IRB HOLDING CORP
44988LAG2
412925.00000000
PA
USD
411227.88000000
0.199706360079
Long
LON
CORP
US
N
2
2027-12-15
Floating
4.25000000
N
N
N
N
N
N
Sartorius AG
529900EQV2DY4FOAMU38
Sartorius AG
000000000
349.00000000
NS
211114.65000000
0.102524513442
Long
EP
CORP
DE
N
2
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
166.00000000
NS
USD
24798.74000000
0.012043118525
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HUMANA INC
000000000
1.00000000
NC
USD
-7366.13000000
-0.00357724532
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
83580.47000000
USD
-7366.13000000
N
N
N
FILTRATION GROUP CORP
549300ZA0D9WN5ECE978
Filtration Group Corp
31732FAQ9
397000.00000000
PA
USD
397000.00000000
0.192796813658
Long
LON
CORP
US
N
2
2025-03-29
Floating
4.50000000
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS DERWENT LONDON PLC
000000000
1.00000000
NC
20378.81000000
0.009896648952
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Derwent London PLC
Derwent London PLC
Y
Equity - Performance Leg
2021-10-12
0.00000000
USD
0.00000000
USD
234064.82000000
GBP
20378.81000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CITIZENS FINANCIAL GROUP INC
000000000
1.00000000
NC
USD
-3643.85000000
-0.00176957851
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
69669.28000000
USD
-3643.85000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VANECK VECTORS OIL SERVICES ETF
000000000
1.00000000
NC
USD
1480.84000000
0.000719146683
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
VanEck Vectors Oil Services ETF
VanEck Vectors Oil Services ETF
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-77836.00000000
USD
1480.84000000
N
N
N
APPLIED SYSTEMS INC
549300NSKGF0SY5SWQ62
Applied Systems Inc
03827FBA8
175000.00000000
PA
USD
176718.50000000
0.085820563512
Long
LON
CORP
US
N
2
2025-09-19
Floating
6.25000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS TEUCRIUM CORN FUND
000000000
1.00000000
NC
USD
316.94000000
0.000153916932
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
-22451.00000000
USD
316.94000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ZENDESK INC
000000000
1.00000000
NC
USD
-5383.74000000
-0.00261452875
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
135890.00000000
USD
-5383.74000000
N
N
N
Trimble Inc
549300E2MI7NSZFQWS19
Trimble Inc
896239100
294.00000000
NS
USD
25137.00000000
0.012207389181
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS BLACKROCK INC
000000000
1.00000000
NC
USD
4074.88000000
0.001978901461
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
-387413.00000000
USD
4074.88000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS JUNIPER NETWORKS INC
000000000
1.00000000
NC
USD
-2015.62000000
-0.00097885419
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Juniper Networks Inc
Juniper Networks Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-104923.32000000
USD
-2015.62000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EXPEDITORS INTERNATIONAL OF WASHINGTON INC
000000000
1.00000000
NC
USD
-174.82000000
-0.00008489858
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Expeditors International of Wa
Expeditors International of Washington Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-17781.36000000
USD
-174.82000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
17.00000000
NC
USD
6350.86000000
0.003084195395
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
2021-09-21
2279352.35000000
USD
6350.86000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS RENAISSANCERE HOLDINGS LTD
000000000
1.00000000
NC
USD
424.31000000
0.000206059486
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
43237.48000000
USD
424.31000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MICRON TECHNOLOGY INC
000000000
1.00000000
NC
USD
-133.41000000
-0.00006478847
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
-15384.00000000
USD
-133.41000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TURQUOISE HILL RESOURCES LTD
000000000
1.00000000
NC
USD
-730.08000000
-0.00035455188
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
-22652.00000000
USD
-730.08000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS CARVANA CO
000000000
1.00000000
NC
USD
815.47000000
0.000396020195
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
9647.20000000
USD
815.47000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CIE FINANCIERE RICHEMONT SA
000000000
1.00000000
NC
1918.22000000
0.000931553410
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
50355.35000000
CHF
1918.22000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS NEWCREST MINING LTD
000000000
1.00000000
NC
-1348.84000000
-0.00065504295
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
-87192.00000000
AUD
-1348.84000000
N
N
N
Dr. Martens Plc
213800QPT8YM6NQZPH28
Dr. Martens Plc
000000000
2387.00000000
NS
14384.33000000
0.006985523905
Long
EC
CORP
GB
N
2
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
226.00000000
NS
USD
122042.26000000
0.059267906447
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-34.96000000
-0.00001697777
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
-1792.11000000
USD
-34.96000000
N
N
N
HUAYU AUTOMOTIVE SYSTEMS CO LTD
3003001J2BNVV78BOT83
HUAYU AUTOMOTIVE SYSTEMS CO LTD
000000000
7000.00000000
NS
20969.47000000
0.010183493703
Long
EC
CORP
CN
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS IDEX CORP
000000000
1.00000000
NC
USD
-4750.57000000
-0.00230703969
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
IDEX Corp
IDEX Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-528246.19000000
USD
-4750.57000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VENTAS INC
000000000
1.00000000
NC
USD
-1036.96000000
-0.00050358333
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
-129355.11000000
USD
-1036.96000000
N
N
N
SPAC KVSB/NEXTDOOR PIPE COMMIT PP
N/A
SPAC KVSB/NEXTDOOR PIPE COMMIT PP
000000000
2702.00000000
NS
USD
25679.81000000
0.012470996330
Long
EC
CORP
US
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS RENAISSANCERE HOLDINGS LTD
000000000
1.00000000
NC
USD
424.31000000
0.000206059486
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
43237.48000000
USD
424.31000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GARTNER INC
000000000
1.00000000
NC
USD
-4858.78000000
-0.00235959018
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
-114544.98000000
USD
-4858.78000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EXPEDITORS INTERNATIONAL OF WASHINGTON INC
000000000
1.00000000
NC
USD
-166.34000000
-0.00008078040
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Expeditors International of Wa
Expeditors International of Washington Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-25486.00000000
USD
-166.34000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SCHOLAR ROCK HOLDING CORP
000000000
1.00000000
NC
USD
362.21000000
0.000175901596
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
5199.38000000
USD
362.21000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-85.71000000
-0.00004162371
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
-4393.56000000
USD
-85.71000000
N
N
N
EUCRATES BIOMEDICAL ACQUISIT
N/A
EUCRATES BIOMEDICAL ACQ-CW25
000000000
3266.00000000
NS
USD
2744.09000000
0.001332624202
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SUN COUNTRY AIRLINES HOLDINGS INC
000000000
1.00000000
NC
USD
-887.18000000
-0.00043084503
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sun Country Airlines Holdings
Sun Country Airlines Holdings Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
98340.00000000
USD
-887.18000000
N
N
N
Piraeus Financial Holdings SA
M6AD1Y1KW32H8THQ6F76
Piraeus Financial Holdings SA
000000000
56039.00000000
NS
96360.42000000
0.046795924279
Long
EC
CORP
GR
N
2
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS TEUCRIUM SOYBEAN FUND
000000000
1.00000000
NC
USD
525.40000000
0.000255152256
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
-28260.00000000
USD
525.40000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KANSAS CITY SOUTHERN
000000000
1.00000000
NC
USD
-633.09000000
-0.00030745021
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
108805.28000000
USD
-633.09000000
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160109
80.00000000
NS
USD
14399.20000000
0.006992745287
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WOLTERS KLUWER NV
000000000
1.00000000
NC
-8068.12000000
-0.00391815573
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
-101137.38000000
EUR
-8068.12000000
N
N
N
CVENT INC
N/A
Cvent Inc
23248RAB0
398652.84700000
PA
USD
396659.58000000
0.192631494033
Long
LON
CORP
US
N
2
2024-11-30
Floating
3.84200000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ATMOS ENERGY CORP
000000000
1.00000000
NC
USD
-449.52000000
-0.00021830232
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
20164.00000000
USD
-449.52000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CHARLES SCHWAB CORP/THE
000000000
1.00000000
NC
USD
-2121.21000000
-0.00103013231
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
57286.60000000
USD
-2121.21000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS RENAISSANCERE HOLDINGS LTD
000000000
1.00000000
NC
USD
424.31000000
0.000206059486
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
43237.48000000
USD
424.31000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS FRANKLIN ELECTRIC CO INC
000000000
1.00000000
NC
USD
-1290.04000000
-0.00062648766
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
-47772.00000000
USD
-1290.04000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NRG ENERGY INC
000000000
1.00000000
NC
USD
-4724.86000000
-0.00229455403
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
-143093.44000000
USD
-4724.86000000
N
N
N
Penumbra Inc
549300RGE06P3ECANU72
Penumbra Inc
70975L107
97.00000000
NS
USD
25824.31000000
0.012541170485
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CROWN CASTLE INTERNATIONAL CORP
000000000
1.00000000
NC
USD
6768.87000000
0.003287195385
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
-151020.99000000
USD
6768.87000000
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023105
145.00000000
NS
USD
32839.60000000
0.015948035873
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMERICAN TOWER CORP
000000000
1.00000000
NC
USD
270.64000000
0.000131432064
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
51755.52000000
USD
270.64000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EAGLE BANCORP INC
000000000
1.00000000
NC
USD
-863.89000000
-0.00041953460
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
45160.00000000
USD
-863.89000000
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
283.00000000
NS
USD
66162.57000000
0.032130812794
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BANCORPSOUTH BANK
000000000
1.00000000
NC
USD
1420.53000000
0.000689858079
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
BancorpSouth Bank
BancorpSouth Bank
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-26397.36000000
USD
1420.53000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS NEWCREST MINING LTD
000000000
1.00000000
NC
-3136.04000000
-0.00152296856
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
-202721.40000000
AUD
-3136.04000000
N
N
N
Terreno Realty Corp
N/A
Terreno Realty Corp
88146M101
330.00000000
NS
USD
22558.80000000
0.010955326851
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WORKDAY INC
000000000
1.00000000
NC
USD
16.98000000
0.000008246070
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
686.10000000
USD
16.98000000
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
-1184.10000000
-0.00057503956
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
-44556.00000000
USD
-1184.10000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CTS EVENTIM AG & CO KGAA
000000000
1.00000000
NC
10640.50000000
0.005167391676
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CTS Eventim AG & Co KGaA
CTS Eventim AG & Co KGaA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
105640.00000000
EUR
10640.50000000
N
N
N
Cactus Inc
549300J3T8C9F8QFKV08
Cactus Inc
127203107
429.00000000
NS
USD
15461.16000000
0.007508469479
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUITY LIFESTYLE PROPERTIES INC
000000000
1.00000000
NC
USD
4657.47000000
0.002261827142
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
78793.56000000
USD
4657.47000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS FIRST QUANTUM MINERALS LTD
000000000
1.00000000
NC
440.98000000
0.000214155009
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
-27270.00000000
CAD
440.98000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS APPLE INC
000000000
1.00000000
NC
USD
6754.15000000
0.003280046848
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
-385751.04000000
USD
6754.15000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LUMEN TECHNOLOGIES INC
000000000
1.00000000
NC
USD
1272.93000000
0.000618178458
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
-22474.00000000
USD
1272.93000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ELF BEAUTY INC
000000000
1.00000000
NC
USD
2543.21000000
0.001235069986
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
38865.00000000
USD
2543.21000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-54.14000000
-0.00002629224
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
-2774.88000000
USD
-54.14000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS RENAISSANCERE HOLDINGS LTD
000000000
1.00000000
NC
USD
424.31000000
0.000206059486
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
43237.48000000
USD
424.31000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS TOKYO TATEMONO CO LTD
000000000
1.00000000
NC
695.20000000
0.000337612959
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
23846400.00000000
JPY
695.20000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS LVMH MOET HENNESSY LOUIS VUITTON SE
000000000
1.00000000
NC
-30427.54000000
-0.01477665682
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
-467255.20000000
EUR
-30427.54000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CISCO SYSTEMS INC/DELAWARE
000000000
1.00000000
NC
USD
-64.96000000
-0.00003154680
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Cisco Systems Inc/Delaware
Cisco Systems Inc/Delaware
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-22083.56000000
USD
-64.96000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-224.44000000
-0.00010899576
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
-11504.19000000
USD
-224.44000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GENERAL ELECTRIC CO
000000000
1.00000000
NC
USD
300.43000000
0.000145899110
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
20416.00000000
USD
300.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EOG RESOURCES INC
000000000
1.00000000
NC
USD
-3594.06000000
-0.00174539878
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
81904.25000000
USD
-3594.06000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS KEYENCE CORP
000000000
1.00000000
NC
61994.35000000
0.030106582228
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
108585000.00000000
JPY
61994.35000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P OIL & GAS EXPLORATION & PRODUCTION ETF
000000000
1.00000000
NC
USD
617.07000000
0.000299670352
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SPDR S&P Oil & Gas Exploration & Production ETF
SPDR S&P Oil & Gas Exploration & Production ETF
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-25458.75000000
USD
617.07000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KUEHNE + NAGEL INTERNATIONAL AG
000000000
1.00000000
NC
6992.18000000
0.003395642379
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
-146376.80000000
CHF
6992.18000000
N
N
N
ALL-STAR BIDCO AB
N/A
All-Star Bidco AB
000000000
300000.00000000
PA
USD
298875.00000000
0.145143948821
Long
LON
CORP
SE
N
2
2028-07-21
Floating
0.00000000
N
N
N
N
N
N
Industrial & Infrastructure Fu
353800WCHFY04YKYCI19
Industrial & Infrastructure Fund Investment Corp
000000000
11.00000000
NS
21321.10000000
0.010354257288
Long
EC
CORP
JP
N
2
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EXXON MOBIL CORP
000000000
1.00000000
NC
USD
1895.55000000
0.000920544080
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
-81292.05000000
USD
1895.55000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-22.56000000
-0.00001095590
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
-1156.20000000
USD
-22.56000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WORKDAY INC
000000000
1.00000000
NC
USD
107.54000000
0.000052225111
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
4345.30000000
USD
107.54000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS BANK OF MONTREAL
000000000
1.00000000
NC
3134.98000000
0.001522453790
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
-282243.56000000
CAD
3134.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PEARSON PLC
000000000
1.00000000
NC
7515.40000000
0.003649735953
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
74990.89000000
GBP
7515.40000000
N
N
N
SilverBox Engaged Merger Corp
N/A
SilverBox Engaged Merger Corp I
82836L200
10600.00000000
NS
USD
105152.00000000
0.051065417002
Long
EC
CORP
US
N
1
N
N
N
Pan American Silver Corp
549300MKTF5851TYIB83
Pan American Silver Corp
697900108
526.00000000
NS
USD
14764.82000000
0.007170302897
Long
EC
CORP
CA
N
1
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/NZD FORWARD
000000000
1.00000000
NC
USD
2358.65000000
0.001145441321
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-819000.00000000
NZD
572903.11000000
USD
2021-08-31
2358.65000000
N
N
N
Whitbread PLC
21380099VMZKRMN3EX36
Whitbread PLC
000000000
600.00000000
NS
25359.46000000
0.012315423385
Long
EC
CORP
GB
N
2
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS BAWAG GROUP AG
000000000
1.00000000
NC
10151.84000000
0.004930081624
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
111350.00000000
EUR
10151.84000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEVEN & I HOLDINGS CO LTD
000000000
1.00000000
NC
-5488.96000000
-0.00266562719
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
15204000.00000000
JPY
-5488.96000000
N
N
N
Armstrong World Industries Inc
KXMRXXOJ88Q45Y45MG74
Armstrong World Industries Inc
04247X102
284.00000000
NS
USD
30723.12000000
0.014920200608
Long
EC
CORP
US
N
1
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040Q104
294.00000000
NS
USD
25536.84000000
0.012401565196
Long
EC
CORP
US
N
1
N
N
N
AIR TRANSPORT SERVICES G
5493000F3MSFGIXTQE27
Air Transport Services Group Inc
00922RAB1
250000.00000000
PA
USD
260505.00000000
0.126510161063
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
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS PACKAGING CORP OF AMERICA
000000000
1.00000000
NC
USD
5011.29000000
0.002433654267
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
144239.60000000
USD
5011.29000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CBTX INC
000000000
1.00000000
NC
USD
-843.36000000
-0.00040956453
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
19250.00000000
USD
-843.36000000
N
N
N
Guardant Health Inc
254900M8C3E5VC8BR186
Guardant Health Inc
40131M109
146.00000000
NS
USD
16030.80000000
0.007785106197
Long
EC
CORP
US
N
1
N
N
N
ASP CHROMAFLO INTERMEDIATE
549300NWZNE7GRQDIF14
ASP Chromaflo Intermediate Holdings Inc
00215KAE6
394013.68000000
PA
USD
392536.13000000
0.190629005314
Long
LON
CORP
US
N
3
2023-11-18
Floating
4.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HKT TRUST & HKT LTD
000000000
1.00000000
NC
-317.61000000
-0.00015424230
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
319200.00000000
HKD
-317.61000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GROUPE BRUXELLES LAMBERT SA
000000000
1.00000000
NC
3783.83000000
0.001837557600
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
145344.00000000
EUR
3783.83000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYLOCITY HOLDING CORP
000000000
1.00000000
NC
USD
1570.57000000
0.000762722648
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
16890.42000000
USD
1570.57000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS EUTELSAT COMMUNICATIONS SA
000000000
1.00000000
NC
11561.99000000
0.005614898820
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
-101550.00000000
EUR
11561.99000000
N
N
N
Novocure Ltd
213800YPP55UMHWA4826
Novocure Ltd
000000000
110.00000000
NS
USD
16941.10000000
0.008227179092
Long
EC
CORP
JE
N
1
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS GREAT PORTLAND ESTATES PLC
000000000
1.00000000
NC
1530.81000000
0.000743413829
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
26575.10000000
GBP
1530.81000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VULCAN MATERIALS CO
000000000
1.00000000
NC
USD
148.46000000
0.000072097266
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
7949.70000000
USD
148.46000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS QUEST DIAGNOSTICS INC
000000000
1.00000000
NC
USD
-580.67000000
-0.00028199326
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
-10055.25000000
USD
-580.67000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INGERSOLL RAND INC
000000000
1.00000000
NC
USD
731.59000000
0.000355285191
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
48130.00000000
USD
731.59000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS TENARIS SA
000000000
1.00000000
NC
-2972.14000000
-0.00144337310
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
111377.16000000
EUR
-2972.14000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WALT DISNEY CO/THE
000000000
1.00000000
NC
USD
-930.49000000
-0.00045187785
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
20993.10000000
USD
-930.49000000
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings Inc
43300A203
322.00000000
NS
USD
42326.90000000
0.020555394085
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYONEER GLOBAL INC
000000000
1.00000000
NC
USD
-461.88000000
-0.00022430476
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Payoneer Global Inc
Payoneer Global Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
16507.00000000
USD
-461.88000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS SSP GROUP PLC
000000000
1.00000000
NC
-846.05000000
-0.00041087089
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
SSP Group Plc
SSP Group Plc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
22178.10000000
GBP
-846.05000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HEWLETT PACKARD ENTERPRISE CO
000000000
1.00000000
NC
USD
-905.72000000
-0.00043984869
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
-29547.00000000
USD
-905.72000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS EDP - ENERGIAS DE PORTUGAL SA
000000000
1.00000000
NC
-5786.46000000
-0.00281010340
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
102522.97000000
EUR
-5786.46000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-32.70000000
-0.00001588024
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
-1676.49000000
USD
-32.70000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAMECO CORP
000000000
1.00000000
NC
USD
-548.08000000
-0.00026616644
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
-22594.00000000
USD
-548.08000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ISHARES PLC - ISHARES CORE FTSE 100 UCITS ETF
000000000
1.00000000
NC
-368.56000000
-0.00017898537
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
-291607.80000000
GBP
-368.56000000
N
N
N
TSMC
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
000000000
24000.00000000
NS
501588.00000000
0.243588332920
Long
EC
CORP
TW
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SHERWIN-WILLIAMS CO/THE
000000000
1.00000000
NC
USD
7816.55000000
0.003795984719
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
183940.08000000
USD
7816.55000000
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203101
549.00000000
NS
USD
37886.49000000
0.018398978722
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS NEXTERA ENERGY INC
000000000
1.00000000
NC
USD
640.91000000
0.000311247873
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
17505.29000000
USD
640.91000000
N
N
N
Alamo Group Inc
54930080C93RVZRSDV26
Alamo Group Inc
011311107
107.00000000
NS
USD
15704.39000000
0.007626590308
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MARTIN MARIETTA MATERIALS INC
000000000
1.00000000
NC
USD
977.94000000
0.000474921198
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
52781.24000000
USD
977.94000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ELI LILLY AND CO
000000000
1.00000000
NC
USD
4867.76000000
0.002363951177
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
93976.82000000
USD
4867.76000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EAGLE BANCORP INC
000000000
1.00000000
NC
USD
-323.96000000
-0.00015732608
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
16935.00000000
USD
-323.96000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GENERAL ELECTRIC CO
000000000
1.00000000
NC
USD
300.43000000
0.000145899110
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
20416.00000000
USD
300.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EXXON MOBIL CORP
000000000
1.00000000
NC
USD
1667.37000000
0.000809732048
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
-71506.35000000
USD
1667.37000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MAGAZINE LUIZA SA
000000000
1.00000000
NC
USD
-6846.13000000
-0.00332471549
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Magazine Luiza SA
Magazine Luiza SA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
45591.64000000
USD
-6846.13000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS STRATEC SE
000000000
1.00000000
NC
-1635.36000000
-0.00079418689
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
-11446.40000000
EUR
-1635.36000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERPUBLIC GROUP OF COS INC/THE
000000000
1.00000000
NC
USD
-4954.42000000
-0.00240603624
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
-48090.00000000
USD
-4954.42000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS DIGITAL REALTY TRUST INC
000000000
1.00000000
NC
USD
1364.12000000
0.000662463449
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
-73675.21000000
USD
1364.12000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS OTIS WORLDWIDE CORP
000000000
1.00000000
NC
USD
8116.59000000
0.003941694432
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
160829.01000000
USD
8116.59000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS FIRST QUANTUM MINERALS LTD
000000000
1.00000000
NC
3042.75000000
0.001477663739
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
-188163.00000000
CAD
3042.75000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS STANDARD LIFE ABERDEEN PLC
000000000
1.00000000
NC
-1385.45000000
-0.00067282202
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
-49176.58000000
GBP
-1385.45000000
N
N
N
Amphenol Corp
549300D3L3G0R4U4VT04
Amphenol Corp
032095101
1011.00000000
NS
USD
73287.39000000
0.035590869706
Long
EC
CORP
US
N
1
N
N
N
Genuit Group PLC
2138005IF1N2RKJ6KO18
Genuit Group PLC
000000000
6384.00000000
NS
56673.78000000
0.027522730987
Long
EC
CORP
GB
N
2
N
N
N
PRA Group Inc
549300Q5HW3JSSB86K27
PRA Group Inc
69354N106
519.00000000
NS
USD
20132.01000000
0.009776794409
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
-217.53000000
-0.00010564002
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
-58427.20000000
USD
-217.53000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS INTERNATIONAL PAPER CO
000000000
1.00000000
NC
USD
-6890.15000000
-0.00334609311
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
192546.35000000
USD
-6890.15000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS WELLS FARGO & CO
000000000
1.00000000
NC
USD
3089.10000000
0.001500172889
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
149130.00000000
USD
3089.10000000
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp
45337C102
419.00000000
NS
USD
32409.65000000
0.015739237410
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS RWE AG
000000000
1.00000000
NC
6506.20000000
0.003159633826
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
-329846.12000000
EUR
6506.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ADVANCED MICRO DEVICES INC
000000000
1.00000000
NC
USD
26885.00000000
0.013056277922
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
121441.21000000
USD
26885.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KLA CORP
000000000
1.00000000
NC
USD
-10487.35000000
-0.00509301678
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
-71685.00000000
USD
-10487.35000000
N
N
N
MH SUB I LLC
N/A
MH Sub I LLC
45567YAL9
89385.65000000
PA
USD
89290.01000000
0.043362290729
Long
LON
CORP
US
N
2
2024-09-15
Floating
4.75000000
N
N
N
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill Inc
169656105
22.00000000
NS
USD
40995.68000000
0.019908908004
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EURONET WORLDWIDE INC
000000000
1.00000000
NC
USD
8093.45000000
0.003930456855
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Euronet Worldwide Inc
Euronet Worldwide Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
106144.00000000
USD
8093.45000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALCON INC
000000000
1.00000000
NC
2320.14000000
0.001126739544
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
45228.37000000
CHF
2320.14000000
N
N
N
Outset Medical Inc
N/A
Outset Medical Inc
690145107
260.00000000
NS
USD
10649.60000000
0.005171810948
Long
EC
CORP
US
N
1
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
628.00000000
NS
USD
23568.84000000
0.011445836910
Long
EC
CORP
US
N
1
N
N
N
UPM-Kymmene Oyj
213800EC6PW5VU4J9U64
UPM-Kymmene Oyj
000000000
807.00000000
NS
32978.41000000
0.016015446769
Long
EC
CORP
FI
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LONDON STOCK EXCHANGE GROUP PLC
000000000
1.00000000
NC
-1104.94000000
-0.00053659675
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
75680.00000000
GBP
-1104.94000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
-65.88000000
-0.00003199358
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
33628.00000000
USD
-65.88000000
N
N
N
elf Beauty Inc
549300U2K9TCON25C029
elf Beauty Inc
26856L103
824.00000000
NS
USD
22750.64000000
0.011048490933
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SONOVA HOLDING AG
000000000
1.00000000
NC
-1473.10000000
-0.00071538787
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sonova Holding AG
Sonova Holding AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-130721.15000000
CHF
-1473.10000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS LIVE NATION ENTERTAINMENT INC
000000000
1.00000000
NC
USD
-259.28000000
-0.00012591525
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
19662.78000000
USD
-259.28000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NICE LTD
000000000
1.00000000
NC
USD
12052.77000000
0.005853238417
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Nice Ltd
Nice Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
127250.00000000
USD
12052.77000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS UNITED PARCEL SERVICE INC
000000000
1.00000000
NC
USD
-1896.11000000
-0.00092081603
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
18731.68000000
USD
-1896.11000000
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corp/The
42804VAW1
118181.82000000
PA
USD
118181.82000000
0.057393144403
Long
LON
CORP
US
N
2
2021-12-31
Floating
3.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CROWN CASTLE INTERNATIONAL CORP
000000000
1.00000000
NC
USD
4784.43000000
0.002323483272
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
-106745.76000000
USD
4784.43000000
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
277.00000000
NS
USD
36190.05000000
0.017575129285
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PROPTECH INVESTMENT CORP II
000000000
1.00000000
NC
USD
25.72000000
0.000012490513
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
30225.00000000
USD
25.72000000
N
N
N
Monster Beverage Corp
52990090AP0E7HCB6F33
Monster Beverage Corp
61174X109
304.00000000
NS
USD
28673.28000000
0.013924728012
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LUMEN TECHNOLOGIES INC
000000000
1.00000000
NC
USD
1048.30000000
0.000509090427
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
-18508.00000000
USD
1048.30000000
N
N
N
Five9 Inc
254900MXP6EWY0SFFR59
Five9 Inc
338307101
430.00000000
NS
USD
86554.70000000
0.042033930395
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FLEETCOR TECHNOLOGIES INC
000000000
1.00000000
NC
USD
273.03000000
0.000132592730
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
51362.00000000
USD
273.03000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS SALESFORCE.COM INC
000000000
1.00000000
NC
USD
2042.22000000
0.000991772062
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
112612.92000000
USD
2042.22000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
AUD/USD FORWARD
000000000
1.00000000
NC
USD
5610.34000000
0.002724573490
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-2280000.00000000
AUD
1679069.29000000
USD
2021-08-31
5610.34000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FIRST QUANTUM MINERALS LTD
000000000
1.00000000
NC
1752.31000000
0.000850981825
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
-108480.06000000
CAD
1752.31000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ARCHER-DANIELS-MIDLAND CO
000000000
1.00000000
NC
USD
-108.64000000
-0.00005275930
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
-9089.08000000
USD
-108.64000000
N
N
N
Alpha Services and Holdings SA
5299009N55YRQC69CN08
Alpha Services and Holdings SA
000000000
48866.00000000
NS
63104.01000000
0.030645471176
Long
EC
CORP
GR
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MICRON TECHNOLOGY INC
000000000
1.00000000
NC
USD
-333.54000000
-0.00016197846
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
-38460.00000000
USD
-333.54000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS FINANCIAL SELECT SECTOR SPDR FUND
000000000
1.00000000
NC
USD
-6456.95000000
-0.00313571633
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Financial Select Sector SPDR Fund
Financial Select Sector SPDR Fund
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-168849.12000000
USD
-6456.95000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS CREDIT AGRICOLE SA
000000000
1.00000000
NC
-173.35000000
-0.00008418470
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
-6502.02000000
EUR
-173.35000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMPHENOL CORP
000000000
1.00000000
NC
USD
684.36000000
0.000332348683
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
13956.18000000
USD
684.36000000
N
N
N
Dlocal Ltd/Uruguay
N/A
Dlocal Ltd/Uruguay
000000000
558.00000000
NS
USD
25188.12000000
0.012232214806
Long
EC
CORP
UY
N
1
N
N
N
First American Financial Corp
549300B6VEZK3N0A1P55
First American Financial Corp
31847R102
233.00000000
NS
USD
15683.23000000
0.007616314286
Long
EC
CORP
US
N
1
N
N
N
IGO Ltd
2549005DZO8VGXM5QN07
IGO Ltd
000000000
3009.00000000
NS
20530.22000000
0.009970178840
Long
EC
CORP
AU
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS JUNIPER NETWORKS INC
000000000
1.00000000
NC
USD
-430.02000000
-0.00020883245
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Juniper Networks Inc
Juniper Networks Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-22082.24000000
USD
-430.02000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS EXXON MOBIL CORP
000000000
1.00000000
NC
USD
2926.48000000
0.001421199040
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
-125504.55000000
USD
2926.48000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LIONHEART ACQUISITION CORP II
000000000
1.00000000
NC
USD
-645.59000000
-0.00031352064
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
31968.00000000
USD
-645.59000000
N
N
N
Seven & i Holdings Co Ltd
52990037G8JRM3TWGY86
Seven & i Holdings Co Ltd
000000000
700.00000000
NS
31234.28000000
0.015168437433
Long
EC
CORP
JP
N
2
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ZIMMER BIOMET HOLDINGS INC
000000000
1.00000000
NC
USD
-6483.73000000
-0.00314872162
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
-95993.69951900
USD
-6483.73000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS YARA INTERNATIONAL ASA
000000000
1.00000000
NC
1276.78000000
0.000620048150
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
-1929040.10000000
NOK
1276.78000000
N
N
N
Jeronimo Martins SGPS SA
259400A8SZP10GB5IB19
Jeronimo Martins SGPS SA
000000000
1021.00000000
NS
20811.15000000
0.010106608082
Long
EC
CORP
PT
N
2
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS CINTAS CORP
000000000
1.00000000
NC
USD
11900.14000000
0.005779116055
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Cintas Corp
Cintas Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
368049.99000000
USD
11900.14000000
N
N
N
Asics Corp
3538002LJMRZ83SU0B85
Asics Corp
000000000
700.00000000
NS
15459.24000000
0.007507537061
Long
EC
CORP
JP
N
2
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS ASCENDIS PHARMA A/S
000000000
1.00000000
NC
USD
-460.69000000
-0.00022372686
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
12277.00000000
USD
-460.69000000
N
N
N
Teleperformance
9695004GI61FHFFNRG61
Teleperformance
000000000
128.00000000
NS
53990.00000000
0.026219395389
Long
EC
CORP
FR
N
2
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS INTEL CORP
000000000
1.00000000
NC
USD
1257.76000000
0.000610811386
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
-33709.24000000
USD
1257.76000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS STANDARD LIFE ABERDEEN PLC
000000000
1.00000000
NC
-1467.04000000
-0.00071244493
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Abrdn Plc
Abrdn Plc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-41461.36000000
GBP
-1467.04000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PFIZER INC
000000000
1.00000000
NC
USD
-9341.06000000
-0.00453633905
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
-120270.00000000
USD
-9341.06000000
N
N
N
Douglas Emmett Inc
N/A
Douglas Emmett Inc
25960P109
478.00000000
NS
USD
15965.20000000
0.007753248587
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMPHENOL CORP
000000000
1.00000000
NC
USD
2032.76000000
0.000987177962
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
41454.00000000
USD
2032.76000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS UNITED PARCEL SERVICE INC
000000000
1.00000000
NC
USD
-5537.49000000
-0.00268919503
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
54705.02000000
USD
-5537.49000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS PFIZER INC
000000000
1.00000000
NC
USD
-1192.54000000
-0.00057913831
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
-15354.47000000
USD
-1192.54000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS HSBC HOLDINGS PLC
000000000
1.00000000
NC
3855.97000000
0.001872591258
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
HSBC Holdings PLC
HSBC Holdings PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-99554.11000000
GBP
3855.97000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS Stockholm Interbank Offered Ra
000000000
1.00000000
NC
-8359.36000000
-0.00405959186
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
-1517045.50000000
SEK
-8359.36000000
N
N
N
CAMELOT FINANCE SA
549300U6VBJHQP2SFL81
Camelot Finance SA
000000000
298500.00000000
PA
USD
298314.93000000
0.144871959624
Long
LON
CORP
LU
N
2
2026-10-31
Floating
4.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYONEER GLOBAL INC
000000000
1.00000000
NC
USD
-570.56000000
-0.00027708350
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Payoneer Global Inc
Payoneer Global Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
20391.00000000
USD
-570.56000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
-6817.15000000
-0.00331064180
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
-779941.49870400
USD
-6817.15000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EMERSON ELECTRIC CO
000000000
1.00000000
NC
USD
-4967.35000000
-0.00241231549
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Emerson Electric Co
Emerson Electric Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-146775.51000000
USD
-4967.35000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BECTON DICKINSON AND CO
000000000
1.00000000
NC
USD
1035.91000000
0.000503073418
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
28114.68000000
USD
1035.91000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MSCI INC
000000000
1.00000000
NC
USD
-16778.92000000
-0.00814841892
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
-259770.40000000
USD
-16778.92000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS WERNER ENTERPRISES INC
000000000
1.00000000
NC
USD
-866.94000000
-0.00042101579
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Werner Enterprises Inc
Werner Enterprises Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-21989.10000000
USD
-866.94000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS NN GROUP NV
000000000
1.00000000
NC
-270.55000000
-0.00013138835
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
-4135.04000000
EUR
-270.55000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SPROTT PHYSICAL GOLD AND SILVER TRUST
000000000
1.00000000
NC
USD
-816.31000000
-0.00039642812
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
28770.00000000
USD
-816.31000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS UDR INC
000000000
1.00000000
NC
USD
-2253.04000000
-0.00109415348
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
-45909.90000000
USD
-2253.04000000
N
N
N
Insulet Corp
549300TZTYD2PYN92D43
Insulet Corp
45784P101
60.00000000
NS
USD
16781.40000000
0.008149623296
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TRS GIVAUDAN SA
000000000
1.00000000
NC
-6302.40000000
-0.00306066155
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
-166212.00000000
CHF
-6302.40000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS KRAFT HEINZ CO/THE
000000000
1.00000000
NC
USD
1629.66000000
0.000791418779
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
-67188.72000000
USD
1629.66000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HELIX ACQUISITION CORP
000000000
1.00000000
NC
USD
-466.75000000
-0.00022666980
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
20300.00000000
USD
-466.75000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS HANNOVER RUECK SE
000000000
1.00000000
NC
1905.95000000
0.000925594677
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
-74291.20000000
EUR
1905.95000000
N
N
N
Adyen NV
724500973ODKK3IFQ447
Adyen NV
000000000
47.00000000
NS
127372.43000000
0.061856419778
Long
EC
CORP
NL
N
2
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS AJINOMOTO CO INC
000000000
1.00000000
NC
1066.35000000
0.000517856126
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
-16280600.28000000
JPY
1066.35000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CATERPILLAR INC
000000000
1.00000000
NC
USD
6764.56000000
0.003285102301
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
-405061.56000000
USD
6764.56000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ELF BEAUTY INC
000000000
1.00000000
NC
USD
1186.83000000
0.000576365345
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
18137.00000000
USD
1186.83000000
N
N
N
Cie Financiere Richemont SA
549300YIPGJ6UX2QPS51
Cie Financiere Richemont SA
000000000
267.00000000
NS
34167.78000000
0.016593045626
Long
EC
CORP
CH
N
2
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS LVMH MOET HENNESSY LOUIS VUITTON SE
000000000
1.00000000
NC
-1610.78000000
-0.00078225000
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
-70770.11000000
EUR
-1610.78000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PNC FINANCIAL SERVICES GROUP INC/THE
000000000
1.00000000
NC
USD
-599.06000000
-0.00029092407
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
19329.00000000
USD
-599.06000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/BRL FORWARD
000000000
1.00000000
NC
USD
2598.44000000
0.001261891567
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-3333428.80000000
BRL
642279.15000000
USD
2021-08-03
2598.44000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SANOFI
000000000
1.00000000
NC
3032.89000000
0.001472875385
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
197379.78000000
EUR
3032.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WHIRLPOOL CORP
000000000
1.00000000
NC
USD
1311.69000000
0.000637001643
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
-210464.80000000
USD
1311.69000000
N
N
N
CLARIVATE PLC
549300WDHIIODXFO0R55
Clarivate PLC
000000000
1730.00000000
NS
USD
156280.27000000
0.075895058170
Long
EP
CORP
JE
N
2
N
N
N
Pacific Biosciences of Califor
N/A
Pacific Biosciences of California Inc
69404D108
505.00000000
NS
USD
16235.75000000
0.007884636945
Long
EC
CORP
US
N
1
N
N
N
Hargreaves Lansdown PLC
2138008ZCE93ZDSESG90
Hargreaves Lansdown PLC
000000000
613.00000000
NS
13903.30000000
0.006751919242
Long
EC
CORP
GB
N
2
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90351JAG9
149230.76000000
PA
USD
148608.47000000
0.072169369014
Long
LON
CORP
US
N
2
2025-04-04
Floating
3.59200000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KLA CORP
000000000
1.00000000
NC
USD
-29817.85000000
-0.01448057045
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
-203816.25000000
USD
-29817.85000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GENERAL ELECTRIC CO
000000000
1.00000000
NC
USD
871.26000000
0.000423113732
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
59206.40000000
USD
871.26000000
N
N
N
LABL INC
5493004FUZN8R6Y3VB98
LABL Inc
50168EAE2
300000.00000000
PA
USD
299124.00000000
0.145264871760
Long
LON
CORP
US
N
2
2026-07-02
Floating
0.00000000
N
N
N
N
N
N
Airbnb Inc
549300HMUDNO0RY56D37
Airbnb Inc
009066101
117.00000000
NS
USD
16849.17000000
0.008182534732
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-56.40000000
-0.00002738977
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
-2890.50000000
USD
-56.40000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TEXAS INSTRUMENTS INC
000000000
1.00000000
NC
USD
1285.29000000
0.000624180898
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
72291.84000000
USD
1285.29000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EOG RESOURCES INC
000000000
1.00000000
NC
USD
-1972.55000000
-0.00095793792
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
44952.10000000
USD
-1972.55000000
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAC9
200000.00000000
PA
USD
201000.00000000
0.097612492557
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
4.75000000
N
N
N
N
N
N
Brookfield Asset Management In
C6J3FGIWG6MBDGTE8F80
Brookfield Asset Management Inc
112585104
381.00000000
NS
USD
20570.19000000
0.009989589643
Long
EC
CORP
CA
N
1
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604103
46741.00000000
NS
USD
605295.95000000
0.293952469724
Long
EC
CORP
US
N
1
N
N
N
I-Mab
549300L1A5T19703RR64
I-Mab
44975P103
755.00000000
NS
USD
58950.40000000
0.028628335727
Long
EC
CORP
CN
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALFA SAB DE CV
000000000
1.00000000
NC
-139.33000000
-0.00006766342
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
198120.00000000
MXN
-139.33000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SOCIAL CAPITAL HEDOSOPHIA HOLDINGS CORP VI
000000000
1.00000000
NC
USD
-5813.91000000
-0.00282343406
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Social Capital Hedosophia Holdings Corp VI
SOCIAL CAPITAL HEDOSOPHIA HO
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
222705.00000000
USD
-5813.91000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EVERSOURCE ENERGY
000000000
1.00000000
NC
USD
8.12000000
0.000003943350
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
4822.16000000
USD
8.12000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TOYOTA MOTOR CORP
000000000
1.00000000
NC
-388.33000000
-0.00018858636
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
14747999.95384600
JPY
-388.33000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTUIT INC
000000000
1.00000000
NC
USD
1602.73000000
0.000778340647
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
30190.20000000
USD
1602.73000000
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903202
206.00000000
NS
USD
30071.88000000
0.014603936132
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ZHEJIANG RUNTU CO LTD
000000000
1.00000000
NC
350.29000000
0.000170112835
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
105783.01000000
CNY
350.29000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EUCRATES BIOMEDICAL ACQUISITION CORP
000000000
1.00000000
NC
USD
-233.97000000
-0.00011362385
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
1326.00000000
USD
-233.97000000
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand SA
000000000
82.00000000
NS
9241.07000000
0.004487780480
Long
EC
CORP
FR
N
2
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CIE FINANCIERE RICHEMONT SA
000000000
1.00000000
NC
5045.49000000
0.002450262960
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
132449.15000000
CHF
5045.49000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PNC FINANCIAL SERVICES GROUP INC/THE
000000000
1.00000000
NC
USD
-1814.79000000
-0.00088132425
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
58555.50000000
USD
-1814.79000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALCON INC
000000000
1.00000000
NC
2365.44000000
0.001148738778
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
46111.49000000
CHF
2365.44000000
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
2264.00000000
NS
USD
240414.16000000
0.116753360217
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MARTIN MARIETTA MATERIALS INC
000000000
1.00000000
NC
USD
3422.78000000
0.001662219339
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
184734.34000000
USD
3422.78000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ISHARES PLC - ISHARES CORE FTSE 100 UCITS ETF
000000000
1.00000000
NC
-3868.91000000
-0.00187887536
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
-384620.96000000
GBP
-3868.91000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-153.38000000
-0.00007448658
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
-7862.16000000
USD
-153.38000000
N
N
N
Miura Co Ltd
N/A
Miura Co Ltd
000000000
1000.00000000
NS
44158.75000000
0.021445003262
Long
EC
CORP
JP
N
2
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ASOS PLC
000000000
1.00000000
NC
-6235.76000000
-0.00302829888
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
21151.02000000
GBP
-6235.76000000
N
N
N
Belden Inc
68BKYO1JC791TTJHUE82
Belden Inc
077454106
962.00000000
NS
USD
47138.00000000
0.022891829224
Long
EC
CORP
US
N
1
N
N
N
Alnylam Pharmaceuticals Inc
529900S3ZI14OWRJII50
Alnylam Pharmaceuticals Inc
02043Q107
216.00000000
NS
USD
38651.04000000
0.018770270419
Long
EC
CORP
US
N
1
N
N
N
Wizz Air Holdings Plc
213800COXGZCORLJZA85
Wizz Air Holdings Plc
000000000
546.00000000
NS
37529.15000000
0.018225442164
Long
EC
CORP
CH
N
2
N
N
N
Mitsui Fudosan Co Ltd
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co Ltd
000000000
1000.00000000
NS
23387.27000000
0.011357660292
Long
EC
CORP
JP
N
2
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
402.00000000
NS
307282.65000000
0.149226991971
Long
EC
CORP
NL
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMADA CO LTD
000000000
1.00000000
NC
-2050.26000000
-0.00099567656
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
6484799.84000000
JPY
-2050.26000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BANCO SANTANDER SA
000000000
1.00000000
NC
46.63000000
0.000022645127
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
-3813.86000000
EUR
46.63000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SPROTT PHYSICAL GOLD AND SILVER TRUST
000000000
1.00000000
NC
USD
-544.20000000
-0.00026428218
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
19180.00000000
USD
-544.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NEWMONT CORP
000000000
1.00000000
NC
USD
929.83000000
0.000451557333
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
-88886.00000000
USD
929.83000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS JOHNSON & JOHNSON
000000000
1.00000000
NC
USD
-2957.17000000
-0.00143610315
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
-129476.53000000
USD
-2957.17000000
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587602
2858.00000000
NS
USD
148633.86000000
0.072181699268
Long
EP
CORP
US
N
2
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
167.00000000
NS
USD
114762.40000000
0.055732556795
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
5775000.00000000
PA
375352.88000000
0.182284229878
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VULCAN MATERIALS CO
000000000
1.00000000
NC
USD
1125.00000000
0.000546338577
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
60241.06000000
USD
1125.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMPHENOL CORP
000000000
1.00000000
NC
USD
15764.03000000
0.007655553537
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
321475.77000000
USD
15764.03000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TRUIST FINANCIAL CORP
000000000
1.00000000
NC
USD
17309.25000000
0.008405965357
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
-678587.28000000
USD
17309.25000000
N
N
N
CubeSmart
N/A
CubeSmart
229663109
380.00000000
NS
USD
18870.80000000
0.009164307584
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS OUTFRONT MEDIA INC
000000000
1.00000000
NC
USD
1875.72000000
0.000910913952
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
81725.00000000
USD
1875.72000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS PLN
000000000
1.00000000
NC
-46976.21000000
-0.02281325845
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2031-06-04
251.27000000
USD
0.00000000
USD
-8500000.00000000
PLN
-47227.48000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS FREEPORT-MCMORAN INC
000000000
1.00000000
NC
USD
-4545.79000000
-0.00220759150
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Freeport-McMoRan Inc
Freeport-McMoRan Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-41268.00000000
USD
-4545.79000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS SOFTBANK GROUP CORP
000000000
1.00000000
NC
25634.64000000
0.012449060229
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
SoftBank Group Corp
SoftBank Group Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-38376000.16000000
JPY
25634.64000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYCOM SOFTWARE INC
000000000
1.00000000
NC
USD
-5569.24000000
-0.00270461392
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
-68437.05000000
USD
-5569.24000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS QUEST DIAGNOSTICS INC
000000000
1.00000000
NC
USD
-2709.81000000
-0.00131597665
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
-46924.50000000
USD
-2709.81000000
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
L BRANDS INC
000000000
83.00000000
NC
USD
13363.00000000
0.006489531035
N/A
DE
CORP
US
N
2
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Put
Purchased
L Brands Inc
L Brands Inc
100.00000000
55.00000000
USD
2021-11-19
XXXX
-22158.51000000
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB
000000000
1069.00000000
NS
20817.32000000
0.010109604445
Long
EC
CORP
SE
N
2
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS TAKEDA PHARMACEUTICAL CO LTD
000000000
1.00000000
NC
-9317.37000000
-0.00452483437
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Takeda Pharmaceutical Co Ltd
Takeda Pharmaceutical Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-112784999.70000000
JPY
-9317.37000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS LOWE'S COS INC
000000000
1.00000000
NC
USD
865.41000000
0.000420272772
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
-75559.50000000
USD
865.41000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ANTOFAGASTA PLC
000000000
1.00000000
NC
-12546.96000000
-0.00609323402
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
-118036.40000000
GBP
-12546.96000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS POLYPIPE GROUP PLC
000000000
1.00000000
NC
248.48000000
0.000120670408
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
16432.00000000
GBP
248.48000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS OPORTUN FINANCIAL CORP
000000000
1.00000000
NC
USD
760.15000000
0.000369154906
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
21601.96000000
USD
760.15000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ELF BEAUTY INC
000000000
1.00000000
NC
USD
9664.20000000
0.004693266918
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
147687.00000000
USD
9664.20000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS BRENNTAG AG
000000000
1.00000000
NC
-11407.32000000
-0.00553978576
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
-532100.94000000
EUR
-11407.32000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS TEUCRIUM SOYBEAN FUND
000000000
1.00000000
NC
USD
437.83000000
0.000212625261
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
-23550.00000000
USD
437.83000000
N
N
N
Atlassian Corp PLC
549300AGBII4MWBVJY22
Atlassian Corp PLC
000000000
1229.00000000
NS
USD
399572.48000000
0.194046098160
Long
EC
CORP
AU
N
1
N
N
N
Expedia Group Inc
N/A
Expedia Group Inc
30212P303
1631.00000000
NS
USD
262378.97000000
0.127420225156
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ANSYS INC
000000000
1.00000000
NC
USD
-12423.46000000
-0.00603325819
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
-268736.23000000
USD
-12423.46000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
-1500.99000000
-0.00072893221
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
-171726.25000000
USD
-1500.99000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-146.62000000
-0.00007120369
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
-7515.30000000
USD
-146.62000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-30.45000000
-0.00001478756
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
-1560.87000000
USD
-30.45000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTUIT INC
000000000
1.00000000
NC
USD
1068.48000000
0.000518890527
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
20126.80000000
USD
1068.48000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PNC FINANCIAL SERVICES GROUP INC/THE
000000000
1.00000000
NC
USD
-3658.95000000
-0.00177691159
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
118058.50000000
USD
-3658.95000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS TUPPERWARE BRANDS CORP
000000000
1.00000000
NC
USD
-462.22000000
-0.00022446988
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Tupperware Brands Corp
Tupperware Brands Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-35054.00000000
USD
-462.22000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ELF BEAUTY INC
000000000
1.00000000
NC
USD
1186.83000000
0.000576365345
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
18137.00000000
USD
1186.83000000
N
N
N
SOPHIA LP
549300RP8NIJ7FY7OS79
Sophia LP
83578BAM5
512425.00000000
PA
USD
511692.23000000
0.248495293496
Long
LON
CORP
US
N
2
2027-10-07
Floating
4.50000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS COCHLEAR LTD
000000000
1.00000000
NC
-384.65000000
-0.00018679923
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
109916.70000000
AUD
-384.65000000
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
386.00000000
NS
USD
77809.88000000
0.037787145932
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TERADYNE INC
000000000
1.00000000
NC
USD
-4820.60000000
-0.00234104866
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
-152927.46000000
USD
-4820.60000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS TUPPERWARE BRANDS CORP
000000000
1.00000000
NC
USD
-217.52000000
-0.00010563517
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Tupperware Brands Corp
Tupperware Brands Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-16496.00000000
USD
-217.52000000
N
N
N
Kojamo Oyj
7437007YPUOQZ8OV1R42
Kojamo Oyj
000000000
585.00000000
NS
14423.55000000
0.007004570482
Long
EC
CORP
FI
N
2
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS ATLAS COPCO AB
000000000
1.00000000
NC
8114.14000000
0.003940504628
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
1357043.10000000
SEK
8114.14000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GOLDMAN SACHS GROUP INC/THE
000000000
1.00000000
NC
USD
827.59000000
0.000401906083
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
210942.75000000
USD
827.59000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS SGS SA
000000000
1.00000000
NC
-1986.13000000
-0.00096453283
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
-112671.00000000
CHF
-1986.13000000
N
N
N
Home BancShares Inc/AR
N/A
Home BancShares Inc/AR
436893200
634.00000000
NS
USD
13428.12000000
0.006521155540
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS APPLIED MATERIALS INC
000000000
1.00000000
NC
USD
-5373.57000000
-0.00260958985
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
-106160.40000000
USD
-5373.57000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WORKDAY INC
000000000
1.00000000
NC
USD
566.00000000
0.000274869008
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
22870.00000000
USD
566.00000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS SYMRISE AG
000000000
1.00000000
NC
7411.38000000
0.003599220274
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
239634.70000000
EUR
7411.38000000
N
N
N
Renrui Human Resources Technol
N/A
Renrui Human Resources Technology Holdings Ltd
000000000
6300.00000000
NS
8243.81000000
0.004003476827
Long
EC
CORP
CN
N
2
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS FORTUNE BRANDS HOME & SECURITY INC
000000000
1.00000000
NC
USD
-523.41000000
-0.00025418584
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Fortune Brands Home & Security
Fortune Brands Home & Security Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-50555.52000000
USD
-523.41000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERTEK GROUP PLC
000000000
1.00000000
NC
15851.57000000
0.007698065963
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
-165696.96000000
GBP
15851.57000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SPROTT PHYSICAL GOLD AND SILVER TRUST
000000000
1.00000000
NC
USD
-1088.41000000
-0.00052856921
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
38360.00000000
USD
-1088.41000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS FAST RETAILING CO LTD
000000000
1.00000000
NC
27147.19000000
0.013183606377
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Fast Retailing Co Ltd
Fast Retailing Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-39950000.00000000
JPY
27147.19000000
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146103
608.00000000
NS
USD
35118.08000000
0.017054543893
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ZOETIS INC
000000000
1.00000000
NC
USD
652.70000000
0.000316973501
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
48858.56000000
USD
652.70000000
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAB5
43000.00000000
PA
USD
44000.83000000
0.021368311895
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.37500000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS VERIZON COMMUNICATIONS INC
000000000
1.00000000
NC
USD
201.97000000
0.000098083557
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
-83185.05000000
USD
201.97000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ISHARES CORE TOPIX ETF
000000000
1.00000000
NC
-6162.18000000
-0.00299256591
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
-91547174.53000000
JPY
-6162.18000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WORKDAY INC
000000000
1.00000000
NC
USD
905.61000000
0.000439795270
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
36592.00000000
USD
905.61000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS BNP PARIBAS SA
000000000
1.00000000
NC
-272.83000000
-0.00013249560
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
BNP Paribas SA
BNP Paribas SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-15520.32000000
EUR
-272.83000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
-261.46000000
-0.00012697394
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
-70225.00000000
USD
-261.46000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS RPM INTERNATIONAL INC
000000000
1.00000000
NC
USD
-3920.57000000
-0.00190396323
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
138445.86000000
USD
-3920.57000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INGERSOLL RAND INC
000000000
1.00000000
NC
USD
731.59000000
0.000355285191
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
48130.00000000
USD
731.59000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALFA LAVAL AB
000000000
1.00000000
NC
18355.88000000
0.008914244775
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
1130981.10000000
SEK
18355.88000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WEC ENERGY GROUP INC
000000000
1.00000000
NC
USD
-67.04000000
-0.00003255692
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
10138.25000000
USD
-67.04000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS SYMRISE AG
000000000
1.00000000
NC
2862.64000000
0.001390196147
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
92558.60000000
EUR
2862.64000000
N
N
N
Snowflake Inc
254900CJNSY1K7T53Z16
Snowflake Inc
833445109
112.00000000
NS
USD
29760.64000000
0.014452787315
Long
EC
CORP
US
N
1
N
N
N
DoorDash Inc
N/A
DoorDash Inc
25809K105
998.00000000
NS
USD
173941.42000000
0.084471918234
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ANTOFAGASTA PLC
000000000
1.00000000
NC
-5748.79000000
-0.00279180955
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
-54082.08000000
GBP
-5748.79000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ISHARES CHINA LARGE-CAP ETF
000000000
1.00000000
NC
USD
1774.86000000
0.000861932878
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
-18925.02000000
USD
1774.86000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FACEBOOK INC
000000000
1.00000000
NC
USD
6149.06000000
0.002986194395
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
179808.12000000
USD
6149.06000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ISHARES MSCI EMERGING MARKETS ETF
000000000
1.00000000
NC
USD
3848.05000000
0.001868745034
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
-86416.00000000
USD
3848.05000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
-42821.67000000
-0.02079567136
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
-3965786.28000000
USD
-42821.67000000
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
580.00000000
NS
37825.65000000
0.018369432731
Long
EC
CORP
ES
N
2
N
N
N
Redfin Corp
549300HXWD3JEMZU3O57
Redfin Corp
75737F108
232.00000000
NS
USD
13588.24000000
0.006598915302
Long
EC
CORP
US
N
1
N
N
N
Ashtead Group PLC
2138007UTBN8X9K1A235
Ashtead Group PLC
000000000
5463.00000000
NS
408793.04000000
0.198523918281
Long
EC
CORP
GB
N
2
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS SOUTHWEST AIRLINES CO
000000000
1.00000000
NC
USD
-506.35000000
-0.00024590092
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
20660.22000000
USD
-506.35000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ZENDESK INC
000000000
1.00000000
NC
USD
-2518.53000000
-0.00122308453
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
20792.28000000
USD
-2518.53000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS SALESFORCE.COM INC
000000000
1.00000000
NC
USD
2925.46000000
0.001420703693
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
161316.82000000
USD
2925.46000000
N
N
N
Mondi PLC
213800LOZA69QFDC9N34
Mondi PLC
000000000
1243.00000000
NS
34460.63000000
0.016735263628
Long
EC
CORP
GB
N
2
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
ASURION LLC
04649VAZ3
101878.79000000
PA
USD
101297.06000000
0.049193325947
Long
LON
CORP
US
N
2
2028-02-03
Floating
5.34200000
N
N
N
N
N
N
TACALA INVESTMENT CORP
549300XTM341KBSTDI88
Tacala Investment Corp
873412AC4
495000.00000000
PA
USD
493020.00000000
0.239427418312
Long
LON
CORP
US
N
2
2026-02-01
Floating
8.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS JOHNSON & JOHNSON
000000000
1.00000000
NC
USD
-2203.46000000
-0.00107007573
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
-96476.01000000
USD
-2203.46000000
N
N
N
ICE FUTURES EUROPE
549300UF4R84F48NCH34
FTSE 100 INDEX
000000000
-11.00000000
NC
1701.84000000
0.000826471862
N/A
DE
CORP
GB
N
1
ICE FUTURES EUROPE
549300UF4R84F48NCH34
Short
FINANCIAL TIMES STOCK EXCHANGE
FTSE 100 INDEX
2021-09-17
-1056339.28000000
USD
1701.84000000
N
N
N
FORTERRA FIN LLC/FRTA FI
N/A
Forterra Finance LLC / FRTA Finance Corp
34962WAA2
800000.00000000
PA
USD
857000.00000000
0.416188587671
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MICRON TECHNOLOGY INC
000000000
1.00000000
NC
USD
-333.54000000
-0.00016197846
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
-38460.00000000
USD
-333.54000000
N
N
N
WOOF HOLDINGS LLC
N/A
Woof Holdings LLC
98082EAD6
300000.00000000
PA
USD
302250.00000000
0.146782964555
Long
LON
CORP
US
N
2
2028-12-21
Floating
8.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AIRBUS SE
000000000
1.00000000
NC
3414.24000000
0.001658072022
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
59836.80000000
EUR
3414.24000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TECAN GROUP AG
000000000
1.00000000
NC
-2136.96000000
-0.00103778105
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
-17928.40000000
CHF
-2136.96000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SONY GROUP CORP
000000000
1.00000000
NC
15689.03000000
0.007619130965
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sony Group Corp
Sony Group Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
63114586.08000000
JPY
15689.03000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SENIOR CONNECT ACQUISITION CORP I
000000000
1.00000000
NC
USD
118.97000000
0.000057775911
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
63115.00000000
USD
118.97000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-109.40000000
-0.00005312839
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
-5607.57000000
USD
-109.40000000
N
N
N
Argenx SE
7245009C5FZE6G9ODQ71
Argenx SE
04016X101
166.00000000
NS
USD
50535.38000000
0.024541713453
Long
EC
CORP
NL
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS BHP GROUP LTD
000000000
1.00000000
NC
12484.06000000
0.006062687631
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
221334.62000000
AUD
12484.06000000
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
646.00000000
NS
USD
49658.02000000
0.024115637351
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DENSO CORP
000000000
1.00000000
NC
-5546.29000000
-0.00269346861
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Denso Corp
Denso Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-32313603.96000000
JPY
-5546.29000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AERCAP HOLDINGS NV
000000000
1.00000000
NC
USD
3475.21000000
0.001687681145
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
87192.56000000
USD
3475.21000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALTABA INC
000000000
1.00000000
NC
USD
-40427.40000000
-0.01963293174
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
-40427.40000000
N
N
N
GLOBAL NET LEASE/GLOBAL
N/A
Global Net Lease Inc / Global Net Lease Operating Partnership LP
37892AAA8
400000.00000000
PA
USD
397175.60000000
0.192882091040
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.75000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS TAKEDA PHARMACEUTICAL CO LTD
000000000
1.00000000
NC
-633.21000000
-0.00030750848
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Takeda Pharmaceutical Co Ltd
Takeda Pharmaceutical Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-7665000.07000000
JPY
-633.21000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS NETFLIX INC
000000000
1.00000000
NC
USD
-3901.35000000
-0.00189462934
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
83071.35129000
USD
-3901.35000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VULCAN MATERIALS CO
000000000
1.00000000
NC
USD
1504.40000000
0.000730588227
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
80556.96000000
USD
1504.40000000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TRS LVMH MOET HENNESSY LOUIS VUITTON SE
000000000
1.00000000
NC
-2120.80000000
-0.00102993320
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
-108101.60000000
EUR
-2120.80000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS WHITBREAD PLC
000000000
1.00000000
NC
-408.14000000
-0.00019820677
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
23954.91000000
GBP
-408.14000000
N
N
N
Boa Vista Servicos SA
N/A
Boa Vista Servicos SA
000000000
7037.00000000
NS
15537.94000000
0.007545756480
Long
EC
CORP
BR
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VISA INC
000000000
1.00000000
NC
USD
-440.69000000
-0.00021401417
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
49710.00000000
USD
-440.69000000
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP Group Ltd
000000000
1176.00000000
NS
46191.89000000
0.022432365765
Long
EC
CORP
AU
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VENTAS INC
000000000
1.00000000
NC
USD
-574.82000000
-0.00027915230
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
-71705.79000000
USD
-574.82000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TESLA INC
000000000
1.00000000
NC
USD
-11034.61000000
-0.00535878500
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
-195830.60000000
USD
-11034.61000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS HEWLETT PACKARD ENTERPRISE CO
000000000
1.00000000
NC
USD
-1940.82000000
-0.00094252874
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
-63315.00000000
USD
-1940.82000000
N
N
N
Apellis Pharmaceuticals Inc
254900HS0ZFRXXSB9D42
Apellis Pharmaceuticals Inc
03753U106
302.00000000
NS
USD
19324.98000000
0.009384872967
Long
EC
CORP
US
N
1
N
N
N
T Rowe Price Dynamic Credit Fund
549300WMBCO7MBYMNE44
T Rowe Price Dynamic Credit Fund
77956H161
3015930.28600000
NS
USD
30792648.22000000
14.95396589654
Long
EC
RF
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TRUIST FINANCIAL CORP
000000000
1.00000000
NC
USD
2170.07000000
0.001053860406
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
-85074.78000000
USD
2170.07000000
N
N
N
Twilio Inc
5493004W8TRGD63APX93
Twilio Inc
90138F102
281.00000000
NS
USD
104978.79000000
0.050981300286
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MASTERCARD INC
000000000
1.00000000
NC
USD
-199.83000000
-0.00009704430
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
19901.73000000
USD
-199.83000000
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
ALCOA CORP
000000000
110.00000000
NC
USD
17655.00000000
0.008573873413
N/A
DE
CORP
US
N
2
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Put
Purchased
Alcoa Corp
Alcoa Corp
100.00000000
30.00000000
USD
2022-01-21
XXXX
-15633.20000000
N
N
N
Coupang Inc
549300XR4L1D80AK4W76
Coupang Inc
22266T109
2615.00000000
NS
USD
94976.80000000
0.046123990960
Long
EC
CORP
KR
N
1
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALPHABET INC
000000000
1.00000000
NC
USD
7693.66000000
0.003736305121
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
127005.00000000
USD
7693.66000000
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
40.00000000
NS
USD
5888.80000000
0.002859803214
Long
EC
CORP
US
N
1
N
N
N
Hexpol AB
549300MN30TBRLYN3465
Hexpol AB
000000000
1140.00000000
NS
15521.04000000
0.007537549261
Long
EC
CORP
SE
N
2
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SAMSONITE INTERNATIONAL SA
000000000
1.00000000
NC
-4541.37000000
-0.00220544500
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
684900.00000000
HKD
-4541.37000000
N
N
N
Seacoast Banking Corp of Flori
549300V6IC06XYQYPG88
Seacoast Banking Corp of Florida
811707801
923.00000000
NS
USD
28049.97000000
0.013622027302
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALPHABET INC
000000000
1.00000000
NC
USD
9232.40000000
0.004483570031
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
152406.00000000
USD
9232.40000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS 7GC & CO HOLDINGS INC
000000000
1.00000000
NC
USD
-547.51000000
-0.00026588963
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
3463.70000000
USD
-547.51000000
N
N
N
Tenaris SA
549300Y7C05BKC4HZB40
Tenaris SA
000000000
1442.00000000
NS
14692.46000000
0.007135162400
Long
EC
CORP
LU
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WELLTOWER INC
000000000
1.00000000
NC
USD
-549.47000000
-0.00026684147
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
27731.80000000
USD
-549.47000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DONALDSON CO INC
000000000
1.00000000
NC
USD
-78.08000000
-0.00003791832
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
-9387.95000000
USD
-78.08000000
N
N
N
SPIRE INC
549300NXSY15DRY2R511
Spire Inc
84857L606
4330.00000000
NS
USD
229572.99000000
0.111488516307
Long
EP
CORP
US
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EXPERIAN PLC
000000000
1.00000000
NC
12089.02000000
0.005870842660
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
225822.00000000
GBP
12089.02000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BANCO SANTANDER SA
000000000
1.00000000
NC
597.89000000
0.000290355886
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
-48899.83000000
EUR
597.89000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS BANK OF AMERICA CORP
000000000
1.00000000
NC
USD
-4256.35000000
-0.00206702951
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
345392.85000000
USD
-4256.35000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MICRON TECHNOLOGY INC
000000000
1.00000000
NC
USD
-333.54000000
-0.00016197846
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
-38460.00000000
USD
-333.54000000
N
N
N
TIGER MERGER SUB CO
549300EK847TAWPJWF34
Tiger Merger Sub Co
87823QAS3
596743.73700000
PA
USD
597119.69000000
0.289981797493
Long
LON
CORP
US
N
2
2025-07-01
Floating
5.59200000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS INFORMA PLC
000000000
1.00000000
NC
1102.89000000
0.000535601203
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
57783.35427600
GBP
1102.89000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS ING GROEP NV
000000000
1.00000000
NC
282.54000000
0.000137211112
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
16454.98638300
EUR
282.54000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ZENDESK INC
000000000
1.00000000
NC
USD
-753.72000000
-0.00036603227
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
19024.60000000
USD
-753.72000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EUTELSAT COMMUNICATIONS SA
000000000
1.00000000
NC
808.37000000
0.000392572192
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
-7098.36000000
EUR
808.37000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MASTERCARD INC
000000000
1.00000000
NC
USD
-1488.91000000
-0.00072306575
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
148287.40000000
USD
-1488.91000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BOOHOO GROUP PLC
000000000
1.00000000
NC
-2880.11000000
-0.00139868017
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
41670.55385500
GBP
-2880.11000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
5 YEAR US TREASURY NOTE
000000000
-94.00000000
NC
USD
-84617.30000000
-0.04109306251
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
2021-09-30
-11613241.84000000
USD
-84617.30000000
N
N
N
Enerflex Ltd
54930014N7872VUS3F89
Enerflex Ltd
29269R105
1800.00000000
NS
10445.66000000
0.005072770691
Long
EC
CORP
CA
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WELLTOWER INC
000000000
1.00000000
NC
USD
-6144.18000000
-0.00298382450
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
310100.00000000
USD
-6144.18000000
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB
000000000
418.00000000
NS
23766.79000000
0.011541968218
Long
EC
CORP
SE
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
-49.41000000
-0.00002399519
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
25221.00000000
USD
-49.41000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS OUTFRONT MEDIA INC
000000000
1.00000000
NC
USD
417.48000000
0.000202742603
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
18189.65000000
USD
417.48000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUITY RESIDENTIAL
000000000
1.00000000
NC
USD
358.18000000
0.000173944490
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
33288.00000000
USD
358.18000000
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265V105
323.00000000
NS
USD
21201.72000000
0.010296282267
Long
EC
CORP
PE
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ARISTA NETWORKS INC
000000000
1.00000000
NC
USD
-5964.19000000
-0.00289641518
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
-177400.10000000
USD
-5964.19000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-372.18000000
-0.00018074337
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
-19077.30000000
USD
-372.18000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS THE CHARLES SCHWAB CORP
000000000
1.00000000
NC
USD
-3150.47000000
-0.00152997626
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
85083.30000000
USD
-3150.47000000
N
N
N
VERTICAL HOLDCO GMBH
2549008GCHWX9EEMIS56
Vertical Holdco GmbH
92537VAA8
200000.00000000
PA
USD
216250.00000000
0.105018415500
Long
DBT
CORP
DE
N
2
2028-07-15
Fixed
7.62500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLEGIANCE BANCSHARES INC
000000000
1.00000000
NC
USD
-73.20000000
-0.00003554843
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
18305.00000000
USD
-73.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
-49.41000000
-0.00002399519
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
25221.00000000
USD
-49.41000000
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
000000000
5015.00000000
NS
191644.09000000
0.093068941835
Long
EC
CORP
DE
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EURONET WORLDWIDE INC
000000000
1.00000000
NC
USD
1683.17000000
0.000817405070
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Euronet Worldwide Inc
Euronet Worldwide Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
21167.12000000
USD
1683.17000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CBTX INC
000000000
1.00000000
NC
USD
-843.36000000
-0.00040956453
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
19250.00000000
USD
-843.36000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CSX CORP
000000000
1.00000000
NC
USD
2002.13000000
0.000972302983
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
126253.89000000
USD
2002.13000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ARCHER-DANIELS-MIDLAND CO
000000000
1.00000000
NC
USD
-694.07000000
-0.00033706419
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
-23194.48000000
USD
-694.07000000
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF SA
10552TAH0
400000.00000000
PA
USD
406520.00000000
0.197420052112
Long
DBT
CORP
BR
N
2
2050-09-21
Fixed
5.75000000
N
N
N
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608102
245.00000000
NS
USD
20560.40000000
0.009984835283
Long
EC
CORP
US
N
1
N
N
N
Monday.com Ltd
N/A
Monday.com Ltd
000000000
191.00000000
NS
USD
42266.39000000
0.020526008354
Long
EC
CORP
IL
N
1
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS TELEFONAKTIEBOLAGET LM ERICSSON
000000000
1.00000000
NC
-16126.21000000
-0.00783144056
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
1006944.12000000
SEK
-16126.21000000
N
N
N
LVMH Moet Hennessy Louis Vuitt
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
123.00000000
NS
98482.08000000
0.047826275129
Long
EC
CORP
FR
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALFA SAB DE CV
000000000
1.00000000
NC
-1929.13000000
-0.00093685168
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
2743200.00000000
MXN
-1929.13000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS 7GC & CO HOLDINGS INC
000000000
1.00000000
NC
USD
-85.29000000
-0.00004141974
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
70805.32000000
USD
-85.29000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HELLOFRESH SE
000000000
1.00000000
NC
3133.21000000
0.001521594217
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
-58416.30000000
EUR
3133.21000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMADEUS IT GROUP SA
000000000
1.00000000
NC
522.95000000
0.000253962452
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
39887.20000000
EUR
522.95000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TUPPERWARE BRANDS CORP
000000000
1.00000000
NC
USD
-1087.58000000
-0.00052816614
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
-82480.00000000
USD
-1087.58000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS CIE FINANCIERE RICHEMONT SA
000000000
1.00000000
NC
3447.61000000
0.001674277639
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
48046.95000000
CHF
3447.61000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SUMITOMO METAL MINING CO LTD
000000000
1.00000000
NC
4703.93000000
0.002284389712
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
21570000.00000000
JPY
4703.93000000
N
N
N
Westrock Co
N/A
Westrock Co
96145D105
372.00000000
NS
USD
18306.12000000
0.008890079613
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS COMMONWEALTH BANK OF AUSTRALIA
000000000
1.00000000
NC
-392.42000000
-0.00019057260
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Commonwealth Bank of Australia
Commonwealth Bank of Australia
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-289416.41000000
AUD
-392.42000000
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp
058498106
786.00000000
NS
USD
63571.68000000
0.030872587765
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HELIX ACQUISITION CORP
000000000
1.00000000
NC
USD
-93.35000000
-0.00004533396
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
4060.00000000
USD
-93.35000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS EQUINOR ASA
000000000
1.00000000
NC
-2420.55000000
-0.00117550208
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
1609171.20000000
NOK
-2420.55000000
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
000000000
273.00000000
NS
31791.34000000
0.015438964871
Long
EC
CORP
NL
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WESDOME GOLD MINES LTD
000000000
1.00000000
NC
-1101.71000000
-0.00053502815
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
152760.00000000
CAD
-1101.71000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SHISEIDO CO LTD
000000000
1.00000000
NC
-4653.55000000
-0.00225992345
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
8543700.02000000
JPY
-4653.55000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WAYFAIR INC
000000000
1.00000000
NC
USD
-9082.02000000
-0.00441054034
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Wayfair Inc
Wayfair Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
57344.00000000
USD
-9082.02000000
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156109
324.00000000
NS
USD
45846.00000000
0.022264389720
Long
EC
CORP
US
N
1
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
-174.62000000
-0.00008480145
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
-46348.50200000
USD
-174.62000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS MITSUI FUDOSAN CO LTD
000000000
1.00000000
NC
-1317.40000000
-0.00063977461
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
4993200.00000000
JPY
-1317.40000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS EDP - ENERGIAS DE PORTUGAL SA
000000000
1.00000000
NC
-1882.99000000
-0.00091444451
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
33362.37000000
EUR
-1882.99000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ELI LILLY AND CO
000000000
1.00000000
NC
USD
3944.56000000
0.001915613600
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
76153.63000000
USD
3944.56000000
N
N
N
PRA GROUP INC
549300Q5HW3JSSB86K27
PRA Group Inc
69354NAC0
195000.00000000
PA
USD
209137.50000000
0.101564341603
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.37500000
N
N
N
N
N
N
Encore Capital Group Inc
5493000UVC6H49CIH830
Encore Capital Group Inc
292554102
588.00000000
NS
USD
27835.92000000
0.013518077282
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INFINEON TECHNOLOGIES AG
000000000
1.00000000
NC
-1820.90000000
-0.00088429148
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
95153.16000000
EUR
-1820.90000000
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
SPDR S&P 500 ETF TRUST
000000000
36.00000000
NC
USD
17100.00000000
0.008304346381
N/A
DE
CORP
US
N
2
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Put
Purchased
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.00000000
398.00000000
USD
2021-10-15
XXXX
-7092.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS RELIANCE STEEL & ALUMINUM CO
000000000
1.00000000
NC
USD
14134.68000000
0.006864285305
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Reliance Steel & Aluminum Co
Reliance Steel & Aluminum Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
349135.12000000
USD
14134.68000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS APPLIED MATERIALS INC
000000000
1.00000000
NC
USD
-2022.67000000
-0.00098227791
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
-39960.00000000
USD
-2022.67000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS LAMDA DEVELOPMENT SA
000000000
1.00000000
NC
280.96000000
0.000136443810
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
LAMDA Development SA
LAMDA Development SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
18140.65000000
EUR
280.96000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TRADEWEB MARKETS INC
000000000
1.00000000
NC
USD
113.91000000
0.000055318602
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
9338.03000000
USD
113.91000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS FRANKLIN ELECTRIC CO INC
000000000
1.00000000
NC
USD
-1237.40000000
-0.00060092387
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
-80530.00000000
USD
-1237.40000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LAM RESEARCH CORP
000000000
1.00000000
NC
USD
-4249.46000000
-0.00206368349
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
-97107.66000000
USD
-4249.46000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS CITIGROUP INC
000000000
1.00000000
NC
USD
215.91000000
0.000104853299
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
-47572.75000000
USD
215.91000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTUITIVE SURGICAL INC
000000000
1.00000000
NC
USD
13924.35000000
0.006762141844
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
352854.20000000
USD
13924.35000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VULCAN MATERIALS CO
000000000
1.00000000
NC
USD
211.14000000
0.000102536824
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
11306.24000000
USD
211.14000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ING GROEP NV
000000000
1.00000000
NC
5633.28000000
0.002735713940
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
327581.50000000
EUR
5633.28000000
N
N
N
RAPPI INC SER E CVT PFD PP
N/A
RAPPI INC SER E CVT PFD PP
000000000
1822.00000000
NS
USD
117378.94000000
0.057003238344
Long
EP
CORP
US
Y
3
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ISHARES CHINA LARGE-CAP ETF
000000000
1.00000000
NC
USD
7972.18000000
0.003871563984
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
-85006.00000000
USD
7972.18000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VULCAN MATERIALS CO
000000000
1.00000000
NC
USD
237.54000000
0.000115357569
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
12719.52000000
USD
237.54000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EXPEDITORS INTERNATIONAL OF WASHINGTON INC
000000000
1.00000000
NC
USD
-301.24000000
-0.00014629247
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Expeditors International of Wa
Expeditors International of Washington Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-25348.76000000
USD
-301.24000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
DAX INDEX
000000000
-6.00000000
NC
2805.48000000
0.001362437291
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
DEUTSCH BOERSE AG
DAX INDEX
2021-09-17
-2827195.48000000
USD
2805.48000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
-493.11000000
-0.00023947112
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
-132444.35000000
USD
-493.11000000
N
N
N
Ollie's Bargain Outlet Holding
529900YO5DSQCPEFDZ05
Ollie's Bargain Outlet Holdings Inc
681116109
235.00000000
NS
USD
21878.50000000
0.010624949842
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GENERAL ELECTRIC CO
000000000
1.00000000
NC
USD
461.92000000
0.000224324191
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
31389.60000000
USD
461.92000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ILLINOIS TOOL WORKS INC
000000000
1.00000000
NC
USD
716.52000000
0.000347966682
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
-58749.44000000
USD
716.52000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CITIZENS FINANCIAL GROUP INC
000000000
1.00000000
NC
USD
-1789.06000000
-0.00086882888
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
34206.18000000
USD
-1789.06000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS KOJAMO OYJ
000000000
1.00000000
NC
116.10000000
0.000056382141
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
9058.14000000
EUR
116.10000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS SUNCOR ENERGY INC
000000000
1.00000000
NC
11769.35000000
0.005715599946
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
-147257.44000000
CAD
11769.35000000
N
N
N
Kodiak Sciences Inc
254900IXI5NI8C9OQE24
Kodiak Sciences Inc
50015M109
608.00000000
NS
USD
50974.72000000
0.024755072023
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INGERSOLL RAND INC
000000000
1.00000000
NC
USD
731.59000000
0.000355285191
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
48130.00000000
USD
731.59000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GENERAL ELECTRIC CO
000000000
1.00000000
NC
USD
262.50000000
0.000127479001
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
17838.48000000
USD
262.50000000
N
N
N
Komatsu Ltd
5493004LQ0B4T7QPQV17
Komatsu Ltd
000000000
2300.00000000
NS
57635.80000000
0.027989920888
Long
EC
CORP
JP
N
2
N
N
N
Valeo
5493006IH2N2WMIBB742
Valeo
000000000
970.00000000
NS
28048.36000000
0.013621245431
Long
EC
CORP
FR
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMETEK INC
000000000
1.00000000
NC
USD
-1276.34000000
-0.00061983447
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
-51984.59000000
USD
-1276.34000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TEUCRIUM SOYBEAN FUND
000000000
1.00000000
NC
USD
1313.50000000
0.000637880641
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
-70650.00000000
USD
1313.50000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VULCAN MATERIALS CO
000000000
1.00000000
NC
USD
178.15000000
0.000086515749
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
9539.64000000
USD
178.15000000
N
N
N
Virtus Investment Partners Inc
549300HWF93HB8BDM648
Virtus Investment Partners Inc
92828Q109
78.00000000
NS
USD
21538.14000000
0.010459659355
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BECTON DICKINSON AND CO
000000000
1.00000000
NC
USD
1035.91000000
0.000503073418
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
28114.68000000
USD
1035.91000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MARTIN MARIETTA MATERIALS INC
000000000
1.00000000
NC
USD
310.56000000
0.000150818585
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
16761.61000000
USD
310.56000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SUMITOMO REALTY & DEVELOPMENT CO LTD
000000000
1.00000000
NC
13202.15000000
0.006411416759
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
-17437500.00000000
JPY
13202.15000000
N
N
N
Opendoor Technologies Inc
N/A
Opendoor Technologies Inc
683712103
2155.00000000
NS
USD
31937.10000000
0.015509750925
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FIFTH THIRD BANCORP
000000000
1.00000000
NC
USD
-2229.90000000
-0.00108291590
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
56655.00000000
USD
-2229.90000000
N
N
N
Hamamatsu Photonics KK
N/A
Hamamatsu Photonics KK
000000000
2800.00000000
NS
155681.56000000
0.075604304064
Long
EC
CORP
JP
N
2
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
512.00000000
NS
USD
300999.68000000
0.146175766287
Long
EC
CORP
US
N
1
N
N
N
CHARTER NEX US INC
549300KRNU8RNVGYXG75
Charter Next Generation Inc
16125TAJ1
163628.06810000
PA
USD
163354.81000000
0.079330697389
Long
LON
CORP
US
N
2
2027-12-01
Floating
4.50000000
N
N
N
N
N
N
Wayfair Inc
54930027N9ZAVYFDHK53
Wayfair Inc
94419L101
67.00000000
NS
USD
16171.12000000
0.007853250401
Long
EC
CORP
US
N
1
N
N
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
USD/TRY FORWARD
000000000
1.00000000
NC
USD
68008.77000000
0.033027390823
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
-3665429.27000000
USD
31972000.00000000
TRY
2021-08-31
68008.77000000
N
N
N
Koninklijke DSM NV
724500SNT1MK246AHP04
Koninklijke DSM NV
000000000
119.00000000
NS
23988.21000000
0.011649497363
Long
EC
CORP
NL
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS STANDARD LIFE ABERDEEN PLC
000000000
1.00000000
NC
-1030.08000000
-0.00050024217
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Abrdn Plc
Abrdn Plc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-36562.27000000
GBP
-1030.08000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-85.71000000
-0.00004162371
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
-4393.56000000
USD
-85.71000000
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
2616.00000000
NS
USD
120179.04000000
0.058363062923
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS FREEPORT-MCMORAN INC
000000000
1.00000000
NC
USD
-10985.67000000
-0.00533501806
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Freeport-McMoRan Inc
Freeport-McMoRan Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-99731.00000000
USD
-10985.67000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMADEUS IT GROUP SA
000000000
1.00000000
NC
231.13000000
0.000112244653
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
17594.08000000
EUR
231.13000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SANRIO CO LTD
000000000
1.00000000
NC
-10874.78000000
-0.00528116607
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
28187999.60000000
JPY
-10874.78000000
N
N
N
BAWAG Group AG
529900S9YO2JHTIIDG38
BAWAG Group AG
000000000
579.00000000
NS
32892.70000000
0.015973823054
Long
EC
CORP
AT
N
2
N
N
N
DELTA TOPCO INC
N/A
Delta Topco Inc
24780DAE7
110000.00000000
PA
USD
111100.00000000
0.053953969766
Long
LON
CORP
US
N
2
2028-12-01
Floating
8.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ARCHER-DANIELS-MIDLAND CO
000000000
1.00000000
NC
USD
-282.17000000
-0.00013703142
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
-23608.00000000
USD
-282.17000000
N
N
N
Procore Technologies Inc
N/A
Procore Technologies Inc
74275K108
182.00000000
NS
USD
18796.96000000
0.009128448348
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KUBOTA CORP
000000000
1.00000000
NC
-1327.75000000
-0.00064480093
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
-12017750.13000000
JPY
-1327.75000000
N
N
N
Sun Life Financial Inc
549300V040JZX5S66Z78
Sun Life Financial Inc
866796105
656.00000000
NS
USD
34131.68000000
0.016575514228
Long
EC
CORP
CA
N
1
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS THALES SA
000000000
1.00000000
NC
1437.63000000
0.000698162426
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
89066.40000000
EUR
1437.63000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS IHS MARKIT LTD
000000000
1.00000000
NC
USD
2445.83000000
0.001187778918
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
74904.52000000
USD
2445.83000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS CITIGROUP INC
000000000
1.00000000
NC
USD
252.57000000
0.000122656652
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
-55649.85000000
USD
252.57000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ELF BEAUTY INC
000000000
1.00000000
NC
USD
1186.83000000
0.000576365345
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
18137.00000000
USD
1186.83000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VERTEX PHARMACEUTICALS INC
000000000
1.00000000
NC
USD
308.47000000
0.000149803609
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
42419.08000000
USD
308.47000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMADEUS IT GROUP SA
000000000
1.00000000
NC
1196.32000000
0.000580974015
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
91248.80000000
EUR
1196.32000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS VIVENDI SE
000000000
1.00000000
NC
240.30000000
0.000116697920
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Vivendi SE
Vivendi SE
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
17155.53000000
EUR
240.30000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS GRAY TELEVISION INC
000000000
1.00000000
NC
USD
-223.36000000
-0.00010847127
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
-9842.72000000
USD
-223.36000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS STORA ENSO OYJ
000000000
1.00000000
NC
7764.38000000
0.003770649178
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
132383.40000000
EUR
7764.38000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS STANDARD LIFE ABERDEEN PLC
000000000
1.00000000
NC
-756.97000000
-0.00036761058
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Abrdn Plc
Abrdn Plc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-26868.38000000
GBP
-756.97000000
N
N
N
Apollo Global Management Inc
54930054P2G7ZJB0KM79
Apollo Global Management Inc
03768E105
520.00000000
NS
USD
30607.20000000
0.014863905881
Long
EC
CORP
US
N
1
N
N
N
Pinnacle Financial Partners In
54930098EZ8JMSAZGS24
Pinnacle Financial Partners Inc
72346Q104
442.00000000
NS
USD
39607.62000000
0.019234818470
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS BANCO BILBAO VIZCAYA ARGENTARIA SA
000000000
1.00000000
NC
1214.82000000
0.000589958249
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
BBVA
Banco Bilbao Vizcaya Argentaria SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
24706.98000000
EUR
1214.82000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ANSYS INC
000000000
1.00000000
NC
USD
-6415.26000000
-0.00311547024
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
-138770.74000000
USD
-6415.26000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS NETFLIX INC
000000000
1.00000000
NC
USD
-2394.64000000
-0.00116291929
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
51037.30000000
USD
-2394.64000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TURQUOISE HILL RESOURCES LTD
000000000
1.00000000
NC
USD
-2920.33000000
-0.00141821239
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
-90608.00000000
USD
-2920.33000000
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
65.00000000
NS
USD
23503.35000000
0.011414032721
Long
EC
CORP
US
N
1
N
N
N
Spotify Technology SA
549300B4X0JHWV0DTD60
Spotify Technology SA
000000000
142.00000000
NS
USD
32471.14000000
0.015769099062
Long
EC
CORP
SE
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P OIL & GAS EXPLORATION & PRODUCTION ETF
000000000
1.00000000
NC
USD
1456.06000000
0.000707112666
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SPDR S&P Oil & Gas Exploration & Production ETF
SPDR S&P Oil & Gas Exploration & Production ETF
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-42860.00000000
USD
1456.06000000
N
N
N
Darling Ingredients Inc
L1N0SPPKS7EXZYUMZ898
Darling Ingredients Inc
237266101
304.00000000
NS
USD
20997.28000000
0.010196999192
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEAGATE TECHNOLOGY HOLDINGS PLC
000000000
1.00000000
NC
USD
-728.31000000
-0.00035369231
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Seagate Technology Holdings PL
Seagate Technology Holdings PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-16852.80000000
USD
-728.31000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DEVON ENERGY CORP
000000000
1.00000000
NC
USD
-3659.44000000
-0.00177714955
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
119711.80000000
USD
-3659.44000000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TRS VIVENDI SE
000000000
1.00000000
NC
986.45000000
0.000479053946
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
70425.00000000
EUR
986.45000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS APPLIED MATERIALS INC
000000000
1.00000000
NC
USD
-332.68000000
-0.00016156081
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
-27653.98000000
USD
-332.68000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ATMOS ENERGY CORP
000000000
1.00000000
NC
USD
-674.28000000
-0.00032745348
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
30246.00000000
USD
-674.28000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
-98.81000000
-0.00004798552
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
50442.00000000
USD
-98.81000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS COLGATE-PALMOLIVE CO
000000000
1.00000000
NC
USD
4131.35000000
0.002006325229
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
-94083.75000000
USD
4131.35000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS FREEPORT-MCMORAN INC
000000000
1.00000000
NC
USD
-1774.22000000
-0.00086162207
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Freeport-McMoRan Inc
Freeport-McMoRan Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-21086.28000000
USD
-1774.22000000
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
1827.00000000
NS
79669.50000000
0.038690241173
Long
EC
CORP
FR
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HUNTINGTON BANCSHARES INC
000000000
1.00000000
NC
USD
-1589.68000000
-0.00077200312
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Huntington Bancshares Inc/OH
Huntington Bancshares Inc/OH
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
124218.86000000
USD
-1589.68000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS FIRST QUANTUM MINERALS LTD
000000000
1.00000000
NC
440.98000000
0.000214155009
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
-27270.00000000
CAD
440.98000000
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
255.00000000
NS
USD
19492.20000000
0.009466080733
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS CEDAR FAIR LP
000000000
1.00000000
NC
USD
-603.04000000
-0.00029285690
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
17400.00000000
USD
-603.04000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/SEK FORWARD
000000000
1.00000000
NC
USD
277.41000000
0.000134719808
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-6880000.00000000
SEK
799697.88000000
USD
2021-08-31
277.41000000
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart Inc
217204106
1420.00000000
NS
USD
208740.00000000
0.101371301972
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AXTEL SAB DE CV
000000000
1.00000000
NC
115.39000000
0.000056037340
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
-22960.00000000
MXN
115.39000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CORNING INC
000000000
1.00000000
NC
USD
-1812.52000000
-0.00088022186
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
-56838.57000000
USD
-1812.52000000
N
N
N
BANK OF AMERICA CALIFORNIA, NATIONAL ASSOCIATION
549300H041M8GSCMYP92
TRS TELEFONAKTIEBOLAGET LM ERICSSON
000000000
1.00000000
NC
-17103.11000000
-0.00830585670
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
1067943.24000000
SEK
-17103.11000000
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide SA
000000000
133.00000000
NS
23129.84000000
0.011232643457
Long
EC
CORP
FR
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HARTFORD FINANCIAL SERVICES GROUP INC/THE
000000000
1.00000000
NC
USD
327.42000000
0.000159006379
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
61118.82000000
USD
327.42000000
N
N
N
Axis Capital Holdings Ltd
N/A
Axis Capital Holdings Ltd
000000000
648.00000000
NS
USD
32963.76000000
0.016008332227
Long
EC
CORP
BM
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DD3 ACQUISITION CORP II
000000000
1.00000000
NC
USD
-37.55000000
-0.00001823556
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
31744.00000000
USD
-37.55000000
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom Inc
252131107
49.00000000
NS
USD
25259.99000000
0.012267117342
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HUMANA INC
000000000
1.00000000
NC
USD
-3827.10000000
-0.00185857099
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
43424.49000000
USD
-3827.10000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FERRARI NV
000000000
1.00000000
NC
USD
6163.48000000
0.002993197241
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Ferrari NV
Ferrari NV
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
111693.60000000
USD
6163.48000000
N
N
N
Moderna Inc
549300EI6OKH5K5Q2G38
Moderna Inc
60770K107
223.00000000
NS
USD
78852.80000000
0.038293623647
Long
EC
CORP
US
N
1
N
N
N
Sampo Oyj
743700UF3RL386WIDA22
Sampo Oyj
000000000
447.00000000
NS
21513.50000000
0.010447693326
Long
EC
CORP
FI
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS XYLEM INC/NY
000000000
1.00000000
NC
USD
-11760.58000000
-0.00571134093
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
-241220.10000000
USD
-11760.58000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEAGATE TECHNOLOGY HOLDINGS PLC
000000000
1.00000000
NC
USD
-351.58000000
-0.00017073930
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Seagate Technology Holdings PL
Seagate Technology Holdings PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-17230.00000000
USD
-351.58000000
N
N
N
Axis Bank Ltd
549300HVNWMJPOFVNI41
Axis Bank Ltd
000000000
32942.00000000
NS
314774.02000000
0.152865058132
Long
EC
CORP
IN
N
2
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MID-AMERICA APARTMENT COMMUNITIES INC
000000000
1.00000000
NC
USD
-7202.47000000
-0.00349776641
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
-138220.68000000
USD
-7202.47000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS APPLE INC
000000000
1.00000000
NC
USD
2069.44000000
0.001004991027
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
-117893.12000000
USD
2069.44000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VESTAS WIND SYSTEMS A/S
000000000
1.00000000
NC
-824.37000000
-0.00040034234
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
-546403.50000000
DKK
-824.37000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS JPMORGAN CHASE & CO
000000000
1.00000000
NC
USD
1308.18000000
0.000635297067
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
-73532.58000000
USD
1308.18000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTESA SANPAOLO SPA
000000000
1.00000000
NC
-5129.83000000
-0.00249122135
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
-127673.81000000
EUR
-5129.83000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS BRISTOL-MYERS SQUIBB CO
000000000
1.00000000
NC
USD
-1029.82000000
-0.00050011590
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
-74173.00000000
USD
-1029.82000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EAGLE BANCORP INC
000000000
1.00000000
NC
USD
-863.89000000
-0.00041953460
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
45160.00000000
USD
-863.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPIRIT OF TEXAS BANCSHARES INC
000000000
1.00000000
NC
USD
396.22000000
0.000192418018
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
15897.00000000
USD
396.22000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CADENCE BANCORP
000000000
1.00000000
NC
USD
-1539.99000000
-0.00074787195
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
27812.13000000
USD
-1539.99000000
N
N
N
Toro Co/The
YJKE4YIT6BWQHVEW0D14
Toro Co/The
891092108
200.00000000
NS
USD
22748.00000000
0.011047208859
Long
EC
CORP
US
N
1
N
N
N
Bright Horizons Family Solutio
N/A
Bright Horizons Family Solutions Inc
109194100
553.00000000
NS
USD
82673.50000000
0.040149086584
Long
EC
CORP
US
N
1
N
N
N
PPD INC
N/A
PPD Inc
69355HAB4
399000.00000000
PA
USD
397719.21000000
0.193146086697
Long
LON
CORP
US
N
2
2028-01-13
Floating
2.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SUN LIFE FINANCIAL INC
000000000
1.00000000
NC
1042.87000000
0.000506453433
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
106073.01000000
CAD
1042.87000000
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday Inc
98138H101
183.00000000
NS
USD
42895.20000000
0.020831380053
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KIRIN HOLDINGS CO LTD
000000000
1.00000000
NC
-2074.93000000
-0.00100765716
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
5300000.00000000
JPY
-2074.93000000
N
N
N
Denali Therapeutics Inc
549300ZTQ2HO18L3Q830
Denali Therapeutics Inc
24823R105
253.00000000
NS
USD
12910.59000000
0.006269825225
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS BOLIDEN AB
000000000
1.00000000
NC
-3458.57000000
-0.00167960019
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Boliden AB
Boliden AB
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
2273251.20000000
SEK
-3458.57000000
N
N
N
WIDEOPENWEST FINANCE LLC
54930045JY28O5B5WE54
WideOpenWest Finance LLC
96758DBA0
1500000.00000000
PA
USD
1495005.00000000
0.726025693712
Long
LON
CORP
US
N
2
2023-08-19
Floating
4.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EXXON MOBIL CORP
000000000
1.00000000
NC
USD
1703.10000000
0.000827083761
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
-73039.05000000
USD
1703.10000000
N
N
N
BORSA ITALIANA S.P.A.
8156005391EE905D3124
FTSE MIB INDEX
000000000
18.00000000
NC
-16906.20000000
-0.00821023045
N/A
DE
CORP
IT
N
1
BORSA ITALIANA S.P.A.
8156005391EE905D3124
Long
FINANCIAL TIMES STOCK EXCHANGE
FTSE MIB
2021-09-17
2795155.92000000
USD
-16906.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS IHS MARKIT LTD
000000000
1.00000000
NC
USD
14737.90000000
0.007157229622
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
451353.56000000
USD
14737.90000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS BANCO BILBAO VIZCAYA ARGENTARIA SA
000000000
1.00000000
NC
6723.77000000
0.003265293279
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
BBVA
Banco Bilbao Vizcaya Argentaria SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
136748.33000000
EUR
6723.77000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BANCO SANTANDER SA
000000000
1.00000000
NC
664.60000000
0.000322752550
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
-54355.34000000
EUR
664.60000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS SOUTHWEST AIRLINES CO
000000000
1.00000000
NC
USD
-634.52000000
-0.00030814467
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
25890.00000000
USD
-634.52000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FREEPORT-MCMORAN INC
000000000
1.00000000
NC
USD
-11277.36000000
-0.00547667273
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
-102379.03000000
USD
-11277.36000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P RETAIL ETF
000000000
1.00000000
NC
USD
-252.22000000
-0.00012248668
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
-15468.75000000
USD
-252.22000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CEDAR FAIR LP
000000000
1.00000000
NC
USD
-2713.68000000
-0.00131785606
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
78300.00000000
USD
-2713.68000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HELIX ACQUISITION CORP
000000000
1.00000000
NC
USD
-93.35000000
-0.00004533396
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
4060.00000000
USD
-93.35000000
N
N
N
Helios Towers PLC
213800DGC7GS4XCHCU30
Helios Towers PLC
000000000
6505.00000000
NS
14807.94000000
0.007191243447
Long
EC
CORP
GB
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TUPPERWARE BRANDS CORP
000000000
1.00000000
NC
USD
-271.90000000
-0.00013204396
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
-20620.00000000
USD
-271.90000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS STANDARD LIFE ABERDEEN PLC
000000000
1.00000000
NC
-1471.02000000
-0.00071437775
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Abrdn Plc
Abrdn Plc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-52213.94000000
GBP
-1471.02000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS AMERISOURCEBERGEN CORP
000000000
1.00000000
NC
USD
-4612.00000000
-0.00223974535
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
-57824.76000000
USD
-4612.00000000
N
N
N
HomeServe PLC
213800EKBJTGNMXEDF11
HomeServe PLC
000000000
2502.00000000
NS
32462.54000000
0.015764922607
Long
EC
CORP
GB
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LIVE NATION ENTERTAINMENT INC
000000000
1.00000000
NC
USD
-539.63000000
-0.00026206283
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
40924.16000000
USD
-539.63000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ECOLAB INC
000000000
1.00000000
NC
USD
-2660.39000000
-0.00129197661
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
-91200.75000000
USD
-2660.39000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS AT&T INC
000000000
1.00000000
NC
USD
-106.25000000
-0.00005159864
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
-21180.35000000
USD
-106.25000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CIE FINANCIERE RICHEMONT SA
000000000
1.00000000
NC
180.33000000
0.000087574431
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
1988.60000000
CHF
180.33000000
N
N
N
Signature Bank/New York NY
VLP5AP0XK2GM6GKD1007
Signature Bank/New York NY
82669G104
1052.00000000
NS
USD
238772.44000000
0.115956084688
Long
EC
CORP
US
N
1
N
N
N
T. ROWE PRICE GOVERNMENT RESERVE FUND
5493007QR86JJLYO6D96
T. ROWE PRICE GOVERNMENT RESERVE FUND
000000000
53983846.30000000
NS
USD
53983846.30000000
26.21640694126
Long
STIV
RF
US
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS GREGGS PLC
000000000
1.00000000
NC
3482.85000000
0.001691391391
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
38701.52000000
GBP
3482.85000000
N
N
N
Crowdstrike Holdings Inc
549300YBY08K9KM4HX32
Crowdstrike Holdings Inc
22788C105
385.00000000
NS
USD
97639.85000000
0.047417259360
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS VIACOMCBS INC
000000000
1.00000000
NC
USD
748.03000000
0.000363269018
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
ViacomCBS Inc
ViacomCBS Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-86709.00000000
USD
748.03000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYONEER GLOBAL INC
000000000
1.00000000
NC
USD
-21.70000000
-0.00001053826
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Payoneer Global Inc
Payoneer Global Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
776.80000000
USD
-21.70000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-116.17000000
-0.00005641613
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
-5954.43000000
USD
-116.17000000
N
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
000000000
286.00000000
NS
37430.07000000
0.018177325518
Long
EC
CORP
FR
N
2
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS STRATEC SE
000000000
1.00000000
NC
-5924.04000000
-0.00287691696
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
-41464.00000000
EUR
-5924.04000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS L&F ACQUISITION CORP/IL
000000000
1.00000000
NC
USD
-76.32000000
-0.00003706360
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
64805.00000000
USD
-76.32000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS LIVE NATION ENTERTAINMENT INC
000000000
1.00000000
NC
USD
-2845.71000000
-0.00138197435
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
215811.00000000
USD
-2845.71000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SI-BONE INC
000000000
1.00000000
NC
USD
52.85000000
0.000025665772
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SI-BONE Inc
SI-BONE Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
21184.24000000
USD
52.85000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WEC ENERGY GROUP INC
000000000
1.00000000
NC
USD
-184.21000000
-0.00008945869
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
27856.50000000
USD
-184.21000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS OUTFRONT MEDIA INC
000000000
1.00000000
NC
USD
1071.84000000
0.000520522258
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
46700.00000000
USD
1071.84000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KERING SA
000000000
1.00000000
NC
-3471.59000000
-0.00168592314
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Kering SA
Kering SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-119589.96000000
EUR
-3471.59000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS DOMINO'S PIZZA ENTERPRISES LTD
000000000
1.00000000
NC
-224.23000000
-0.00010889377
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
197275.20000000
AUD
-224.23000000
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB
000000000
1080.00000000
NS
21698.79000000
0.010537676504
Long
EC
CORP
SE
N
2
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS NISSAN CHEMICAL CORP
000000000
1.00000000
NC
-2440.30000000
-0.00118509336
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
-12552000.00000000
JPY
-2440.30000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS BANCO BILBAO VIZCAYA ARGENTARIA SA
000000000
1.00000000
NC
3981.44000000
0.001933523792
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
BBVA
Banco Bilbao Vizcaya Argentaria SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
80974.46000000
EUR
3981.44000000
N
N
N
Aviva PLC
YF0Y5B0IB8SM0ZFG9G81
Aviva PLC
000000000
1664.00000000
NS
8936.74000000
0.004339987396
Long
EC
CORP
GB
N
2
N
N
N
BioNTech SE
894500UZJ5LG1F8J1U58
BioNTech SE
09075V102
247.00000000
NS
USD
81102.45000000
0.039386130831
Long
EC
CORP
DE
N
1
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS HEWLETT PACKARD ENTERPRISE CO
000000000
1.00000000
NC
USD
-4319.19000000
-0.00209754677
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
-140700.00000000
USD
-4319.19000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS BOOHOO GROUP PLC
000000000
1.00000000
NC
-673.85000000
-0.00032724466
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
9753.79000000
GBP
-673.85000000
N
N
N
Sun Hung Kai Properties Ltd
529900LUMD393RD3S874
Sun Hung Kai Properties Ltd
000000000
1500.00000000
NS
21458.06000000
0.010420769761
Long
EC
CORP
HK
N
2
N
N
N
Genmab A/S
529900MTJPDPE4MHJ122
Genmab A/S
000000000
45.00000000
NS
20339.06000000
0.009877344989
Long
EC
CORP
DK
N
2
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS EISAI CO LTD
000000000
1.00000000
NC
-35532.26000000
-0.01725568390
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Eisai Co Ltd
Eisai Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
27248000.32000000
JPY
-35532.26000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS OTIS WORLDWIDE CORP
000000000
1.00000000
NC
USD
3509.88000000
0.001704518086
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
69547.68000000
USD
3509.88000000
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939U106
165.00000000
NS
USD
15533.10000000
0.007543406010
Long
EC
CORP
US
N
1
N
N
N
Next PLC
213800WQD8ECPZP9PH98
Next PLC
000000000
135.00000000
NS
14788.38000000
0.007181744441
Long
EC
CORP
GB
N
2
N
N
N
Sompo Holdings Inc
353800CWW4SRGEYEB512
Sompo Holdings Inc
000000000
200.00000000
NS
8268.42000000
0.004015428287
Long
EC
CORP
JP
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMADA CO LTD
000000000
1.00000000
NC
-1977.04000000
-0.00096011841
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
6253199.76000000
JPY
-1977.04000000
N
N
N
Zhongsheng Group Holdings Ltd
3003005VYMEBAJNJ2Y26
Zhongsheng Group Holdings Ltd
000000000
4000.00000000
NS
36864.97000000
0.017902893580
Long
EC
CORP
CN
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ATMOS ENERGY CORP
000000000
1.00000000
NC
USD
-1123.81000000
-0.00054576067
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
50410.00000000
USD
-1123.81000000
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
Lululemon Athletica Inc
550021109
86.00000000
NS
USD
34414.62000000
0.016712919595
Long
EC
CORP
CA
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KIRIN HOLDINGS CO LTD
000000000
1.00000000
NC
-4232.86000000
-0.00205562196
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
10811999.97754700
JPY
-4232.86000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS BRENNTAG AG
000000000
1.00000000
NC
-1974.24000000
-0.00095875864
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
-92089.62000000
EUR
-1974.24000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-122.93000000
-0.00005969902
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
-6301.29000000
USD
-122.93000000
N
N
N
Svenska Cellulosa AB SCA
549300FW5JDRV1IJ0M67
Svenska Cellulosa AB SCA
000000000
10107.00000000
NS
187991.78000000
0.091295254856
Long
EC
CORP
SE
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS RWE AG
000000000
1.00000000
NC
1846.35000000
0.000896650873
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
-93604.98000000
EUR
1846.35000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS TEUCRIUM SOYBEAN FUND
000000000
1.00000000
NC
USD
459.73000000
0.000223260652
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
-24727.50000000
USD
459.73000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS WEYERHAEUSER CO
000000000
1.00000000
NC
USD
1533.56000000
0.000744749323
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
-59217.30000000
USD
1533.56000000
N
N
N
Stora Enso Oyj
7437000ZP669LKUTZ738
Stora Enso Oyj
000000000
857.00000000
NS
16970.05000000
0.008241238205
Long
EC
CORP
FI
N
2
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS FERRARI NV
000000000
1.00000000
NC
4279.56000000
0.002078301087
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
61663.50000000
EUR
4279.56000000
N
N
N
Canadian Pacific Railway Ltd
N/A
Canadian Pacific Railway Ltd
13645T100
587.00000000
NS
USD
43625.84000000
0.021186203892
Long
EC
CORP
CA
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS SMITH & NEPHEW PLC
000000000
1.00000000
NC
-96.48000000
-0.00004685399
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
11282.95000000
GBP
-96.48000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MXIBTIIE
000000000
1.00000000
NC
2702.34000000
0.001312348970
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
-1583252.64000000
MXN
2702.34000000
N
N
N
Melrose Industries PLC
213800RGNXXZY2M7TR85
Melrose Industries PLC
000000000
18537.00000000
NS
41194.22000000
0.020005325836
Long
EC
CORP
GB
N
2
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
SPDR S&P 500 ETF TRUST
000000000
89.00000000
NC
USD
3693.50000000
0.001793690255
N/A
DE
CORP
US
N
2
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Put
Purchased
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.00000000
385.00000000
USD
2021-08-20
XXXX
-33368.90000000
N
N
N
Exelixis Inc
254900PJQB59O2O95R37
Exelixis Inc
30161Q104
908.00000000
NS
USD
15299.80000000
0.007430107530
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEAGATE TECHNOLOGY HOLDINGS PLC
000000000
1.00000000
NC
USD
-793.15000000
-0.00038518083
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Seagate Technology Holdings PL
Seagate Technology Holdings PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-25577.46000000
USD
-793.15000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS POLYPIPE GROUP PLC
000000000
1.00000000
NC
191.14000000
0.000092824138
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
12640.00000000
GBP
191.14000000
N
N
N
American International Group I
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
1375.00000000
NS
USD
65106.25000000
0.031617827580
Long
EC
CORP
US
N
1
N
N
N
BY CROWN PARENT LLC
549300B1M4J69ECRY452
BY CROWN PARENT LLC
74966FAL7
1196977.32300000
PA
USD
1189496.21000000
0.577660148985
Long
LON
CORP
US
N
2
2026-01-30
Floating
4.00000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS TELENOR ASA
000000000
1.00000000
NC
-2737.65000000
-0.00132949671
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
-745674.80000000
NOK
-2737.65000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS MAN WAH HOLDINGS LTD
000000000
1.00000000
NC
7250.51000000
0.003521096285
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
-754432.00000000
HKD
7250.51000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ICA GRUPPEN AB
000000000
1.00000000
NC
-8490.64000000
-0.00412334593
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
ICA Gruppen AB
ICA Gruppen AB
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-1131833.80000000
SEK
-8490.64000000
N
N
N
Atotech Ltd
N/A
Atotech Ltd
000000000
1389.00000000
NS
USD
33544.35000000
0.016290286640
Long
EC
CORP
GB
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS BAWAG GROUP AG
000000000
1.00000000
NC
9957.28000000
0.004835596616
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
108450.72000000
EUR
9957.28000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS KONINKLIJKE AHOLD DELHAIZE NV
000000000
1.00000000
NC
-6152.95000000
-0.00298808351
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Koninklijke Ahold Delhaize NV
Koninklijke Ahold Delhaize NV
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-150109.88000000
EUR
-6152.95000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS GREAT PORTLAND ESTATES PLC
000000000
1.00000000
NC
6715.23000000
0.003261145962
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
125335.08000000
GBP
6715.23000000
N
N
N
Euronet Worldwide Inc
YG3575C4DSHJPA5KET68
Euronet Worldwide Inc
298736109
393.00000000
NS
USD
56128.26000000
0.027257807768
Long
EC
CORP
US
N
1
N
N
N
SOTERA HEALTH HLDGS LLC
549300OVT7MBXFLOFU20
Sotera Health Holdings LLC
83600VAE1
400000.00000000
PA
USD
398168.00000000
0.193364034510
Long
LON
CORP
US
N
2
2026-12-13
Floating
3.25000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
122.00000000
NS
USD
51954.92000000
0.025231090755
Long
EC
CORP
US
N
1
N
N
N
Eurobank Ergasias Services and
JEUVK5RWVJEN8W0C9M24
Eurobank Ergasias Services and Holdings SA
000000000
113728.00000000
NS
107191.43000000
0.052055834144
Long
EC
CORP
GR
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WALT DISNEY CO/THE
000000000
1.00000000
NC
USD
-8978.39000000
-0.00436021406
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
202565.00000000
USD
-8978.39000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TESLA INC
000000000
1.00000000
NC
USD
-9238.27000000
-0.00448642070
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
-163951.20113500
USD
-9238.27000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS BANCO BILBAO VIZCAYA ARGENTARIA SA
000000000
1.00000000
NC
332.13000000
0.000161293717
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
BBVA
Banco Bilbao Vizcaya Argentaria SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
6754.80000000
EUR
332.13000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LIVE NATION ENTERTAINMENT INC
000000000
1.00000000
NC
USD
-57.97000000
-0.00002815221
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
4396.15000000
USD
-57.97000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BLACK KNIGHT INC
000000000
1.00000000
NC
USD
698.25000000
0.000339094143
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
13211.52000000
USD
698.25000000
N
N
N
NASDAQ, INC.
549300L8X1Q78ERXFD06
CLOUDFLARE INC
000000000
72.00000000
NC
USD
1548.00000000
0.000751761882
N/A
DE
CORP
US
N
2
NASDAQ, INC.
549300L8X1Q78ERXFD06
Put
Purchased
Cloudflare Inc
Cloudflare Inc
100.00000000
55.00000000
USD
2021-11-19
XXXX
-25308.00000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS KKR & CO LP
000000000
1.00000000
NC
USD
18732.87000000
0.009097324047
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
223633.64030400
USD
18732.87000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS QUEST DIAGNOSTICS INC
000000000
1.00000000
NC
USD
-2322.70000000
-0.00112798276
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
-40221.00000000
USD
-2322.70000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TRADEWEB MARKETS INC
000000000
1.00000000
NC
USD
327.09000000
0.000158846120
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
26814.71000000
USD
327.09000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VALERO ENERGY CORP
000000000
1.00000000
NC
USD
-243.96000000
-0.00011847534
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
-92518.00000000
USD
-243.96000000
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
163.00000000
NS
USD
37920.32000000
0.018415407730
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS RECRUIT HOLDINGS CO LTD
000000000
1.00000000
NC
-223.24000000
-0.00010841299
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
20285999.60000000
JPY
-223.24000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FRANCO-NEVADA CORP
000000000
1.00000000
NC
USD
1298.64000000
0.000630664116
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
30678.00000000
USD
1298.64000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LONDON STOCK EXCHANGE GROUP PLC
000000000
1.00000000
NC
-441.98000000
-0.00021464064
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
30272.00000000
GBP
-441.98000000
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
120.00000000
NS
USD
44985.60000000
0.021846549976
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DOMINION ENERGY INC
000000000
1.00000000
NC
USD
-2130.28000000
-0.00103453701
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
126392.40000000
USD
-2130.28000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GARDNER DENVER HOLDINGS INC
000000000
1.00000000
NC
USD
438.95000000
0.000213169172
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
28878.00000000
USD
438.95000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS ARCELORMITTAL SA
000000000
1.00000000
NC
USD
-8562.54000000
-0.00415826304
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
ArcelorMittal SA
ArcelorMittal SA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-44299.80000000
USD
-8562.54000000
N
N
N
Sandvik AB
5299008ZUAXN43LVZF54
Sandvik AB
000000000
641.00000000
NS
16714.91000000
0.008117333472
Long
EC
CORP
SE
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MASTERCARD INC
000000000
1.00000000
NC
USD
-783.64000000
-0.00038056245
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
78046.00000000
USD
-783.64000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS VERISIGN INC
000000000
1.00000000
NC
USD
-10291.71000000
-0.00499800729
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
153921.84000000
USD
-10291.71000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VANECK VECTORS OIL SERVICES ETF
000000000
1.00000000
NC
USD
-513.73000000
-0.00024948490
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
VanEck Vectors Oil Services ETF
VanEck Vectors Oil Services ETF
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-18574.25000000
USD
-513.73000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYCOM SOFTWARE INC
000000000
1.00000000
NC
USD
-2257.80000000
-0.00109646510
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
-27744.75000000
USD
-2257.80000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DOMINION ENERGY INC
000000000
1.00000000
NC
USD
-1071.56000000
-0.00052038628
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
63576.90000000
USD
-1071.56000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CITIZENS FINANCIAL GROUP INC
000000000
1.00000000
NC
USD
-17446.82000000
-0.00847277406
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
333577.59000000
USD
-17446.82000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMPHENOL CORP
000000000
1.00000000
NC
USD
4065.51000000
0.001974351067
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
82908.00000000
USD
4065.51000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KIMBERLY-CLARK CORP
000000000
1.00000000
NC
USD
-1460.03000000
-0.00070904063
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
454163.04000000
USD
-1460.03000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ELI LILLY AND CO
000000000
1.00000000
NC
USD
3321.11000000
0.001612844901
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
64117.19000000
USD
3321.11000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERPUBLIC GROUP OF COS INC/THE
000000000
1.00000000
NC
USD
-2724.93000000
-0.00132331944
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
-26449.50000000
USD
-2724.93000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS T-MOBILE US INC
000000000
1.00000000
NC
USD
-4750.09000000
-0.00230680659
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
162135.62000000
USD
-4750.09000000
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
Fortive Corp
34959J108
529.00000000
NS
USD
38437.14000000
0.018666393244
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS TOTAL SE
000000000
1.00000000
NC
-2393.65000000
-0.00116243852
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TotalEnergies SE
TotalEnergies SE
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
189432.60000000
EUR
-2393.65000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ETFS COPPER
000000000
1.00000000
NC
USD
-5070.57000000
-0.00246244266
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
-107492.77000000
USD
-5070.57000000
N
N
N
Kotak Mahindra Bank Ltd
335800E6GTTXKHXE2I75
Kotak Mahindra Bank Ltd
000000000
12397.00000000
NS
276709.60000000
0.134379670500
Long
EC
CORP
IN
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ATMOS ENERGY CORP
000000000
1.00000000
NC
USD
-220.27000000
-0.00010697066
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
9880.36000000
USD
-220.27000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FORTUNE BRANDS HOME & SECURITY INC
000000000
1.00000000
NC
USD
-847.04000000
-0.00041135167
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
-81815.04000000
USD
-847.04000000
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
79.00000000
NS
USD
213649.18000000
0.103755368122
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PNC FINANCIAL SERVICES GROUP INC/THE
000000000
1.00000000
NC
USD
-763.50000000
-0.00037078178
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
24635.00000000
USD
-763.50000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS RAMSAY HEALTH CARE LTD
000000000
1.00000000
NC
-1230.98000000
-0.00059780609
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Ramsay Health Care Ltd
Ramsay Health Care Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
255199.35000000
AUD
-1230.98000000
N
N
N
Leidos Holdings Inc
549300IUTGTP6EJP8124
Leidos Holdings Inc
525327102
392.00000000
NS
USD
41716.64000000
0.020259030903
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS COMPASS GROUP PLC
000000000
1.00000000
NC
8780.00000000
0.004263869077
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Compass Group PLC
Compass Group PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
333462.47000000
GBP
8780.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYCHEX INC
000000000
1.00000000
NC
USD
-621.81000000
-0.00030197225
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
-106989.39000000
USD
-621.81000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS SUNCOR ENERGY INC
000000000
1.00000000
NC
6645.61000000
0.003227336102
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
-83149.44000000
CAD
6645.61000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS TEUCRIUM SOYBEAN FUND
000000000
1.00000000
NC
USD
437.83000000
0.000212625261
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
-23550.00000000
USD
437.83000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FRANCO-NEVADA CORP
000000000
1.00000000
NC
USD
3246.60000000
0.001576660290
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
76695.00000000
USD
3246.60000000
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
324.00000000
NS
USD
91627.20000000
0.044497310338
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMPHENOL CORP
000000000
1.00000000
NC
USD
2236.03000000
0.001085892844
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
45599.40000000
USD
2236.03000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS BNP PARIBAS SA
000000000
1.00000000
NC
-1026.50000000
-0.00049850360
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
BNP Paribas SA
BNP Paribas SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-58480.16000000
EUR
-1026.50000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS AP MOLLER - MAERSK A/S
000000000
1.00000000
NC
-631.77000000
-0.00030680917
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
-379280.00000000
DKK
-631.77000000
N
N
N
StoneCo Ltd
549300O1A9LEF0XZCR35
StoneCo Ltd
000000000
3418.00000000
NS
USD
201115.12000000
0.097668398777
Long
EC
CORP
BR
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS ALLEGION PLC
000000000
1.00000000
NC
USD
572.97000000
0.000278253879
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
-111229.20000000
USD
572.97000000
N
N
N
Sophia Genetics SA
N/A
Sophia Genetics SA
000000000
4296.00000000
NS
USD
67232.40000000
0.032650358928
Long
EC
CORP
CH
N
1
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TRS DEUTSCHE POST AG
000000000
1.00000000
NC
-3212.30000000
-0.00156000303
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
140241.92000000
EUR
-3212.30000000
N
N
N
Sanderson Farms Inc
529900KZGVFTWHUO2759
Sanderson Farms Inc
800013104
120.00000000
NS
USD
22420.80000000
0.010888309319
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS MCKESSON CORP
000000000
1.00000000
NC
USD
3588.52000000
0.001742708367
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
47564.50000000
USD
3588.52000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS FREEPORT-MCMORAN INC
000000000
1.00000000
NC
USD
-4545.79000000
-0.00220759150
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Freeport-McMoRan Inc
Freeport-McMoRan Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-41268.00000000
USD
-4545.79000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EUCRATES BIOMEDICAL ACQUISITION CORP
000000000
1.00000000
NC
USD
-240.68000000
-0.00011688246
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
38220.00000000
USD
-240.68000000
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
000000000
638.00000000
NS
17186.96000000
0.008346577139
Long
EC
CORP
NO
N
2
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS ASCENDIS PHARMA A/S
000000000
1.00000000
NC
USD
-1842.76000000
-0.00089490744
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
49108.00000000
USD
-1842.76000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VULCAN MATERIALS CO
000000000
1.00000000
NC
USD
254.03000000
0.000123365679
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
13602.82000000
USD
254.03000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-121.80000000
-0.00005915025
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
-6243.48000000
USD
-121.80000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS ARCELORMITTAL SA
000000000
1.00000000
NC
USD
-2588.53000000
-0.00125707893
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
ArcelorMittal SA
ArcelorMittal SA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-22080.52000000
USD
-2588.53000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUITY LIFESTYLE PROPERTIES INC
000000000
1.00000000
NC
USD
12176.77000000
0.005913457069
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
206002.44000000
USD
12176.77000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WESDOME GOLD MINES LTD
000000000
1.00000000
NC
-459.04000000
-0.00022292556
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
63650.00000000
CAD
-459.04000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DONALDSON CO INC
000000000
1.00000000
NC
USD
-982.86000000
-0.00047731051
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
-118170.00000000
USD
-982.86000000
N
N
N
DEPPON LOGISTICS CO LTD
N/A
DEPPON LOGISTICS CO LTD
000000000
9400.00000000
NS
14289.07000000
0.006939262383
Long
EC
CORP
CN
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMADA CO LTD
000000000
1.00000000
NC
-183.07000000
-0.00008890506
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
578999.98636400
JPY
-183.07000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC
000000000
1.00000000
NC
USD
-654.17000000
-0.00031768738
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Knight-Swift Transportation Ho
Knight-Swift Transportation Holdings Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-24191.40000000
USD
-654.17000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS WEYERHAEUSER CO
000000000
1.00000000
NC
USD
2178.37000000
0.001057891171
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
-84116.27000000
USD
2178.37000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS PENTAIR PLC
000000000
1.00000000
NC
USD
-556.44000000
-0.00027022634
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
-10525.50000000
USD
-556.44000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TEUCRIUM SOYBEAN FUND
000000000
1.00000000
NC
USD
1313.50000000
0.000637880641
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
-70650.00000000
USD
1313.50000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYONEER GLOBAL INC
000000000
1.00000000
NC
USD
8.57000000
0.000004161885
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Payoneer Global Inc
Payoneer Global Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
463.38000000
USD
8.57000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS TEUCRIUM SOYBEAN FUND
000000000
1.00000000
NC
USD
569.19000000
0.000276418182
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
-30615.00000000
USD
569.19000000
N
N
N
TKH Group NV
7245008G22FOV7TYYJ34
TKH Group NV
000000000
758.00000000
NS
40298.30000000
0.019570236362
Long
EC
CORP
NL
N
2
N
N
N
MH SUB I LLC
N/A
MH Sub I LLC
55303BAD5
300000.00000000
PA
USD
303876.00000000
0.147572605912
Long
LON
CORP
US
N
2
2029-02-23
Floating
6.33725000
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS HANNOVER RUECK SE
000000000
1.00000000
NC
2061.93000000
0.001001343914
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
-145855.50000000
EUR
2061.93000000
N
N
N
Trinity Capital Inc
549300YGT4SBRQYDVU48
Trinity Capital Inc
896442308
1200.00000000
NS
USD
17124.00000000
0.008316001604
Long
EC
CORP
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
1316.00000000
NS
USD
73774.96000000
0.035827650417
Long
EC
CORP
US
N
1
N
N
N
Peloton Interactive Inc
5493002YS021166W0339
Peloton Interactive Inc
70614W100
370.00000000
NS
USD
43678.50000000
0.021211777393
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TRELLEBORG AB
000000000
1.00000000
NC
2645.78000000
0.001284881495
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
1727057.20000000
SEK
2645.78000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS BANK OF AMERICA CORP
000000000
1.00000000
NC
USD
-1683.88000000
-0.00081774987
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
136642.77000000
USD
-1683.88000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS KOBE BUSSAN CO LTD
000000000
1.00000000
NC
-3334.31000000
-0.00161925527
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
26892000.00000000
JPY
-3334.31000000
N
N
N
Li Ning Co Ltd
529900T77L2FV3FZ3U81
Li Ning Co Ltd
000000000
2500.00000000
NS
26403.29000000
0.012822343027
Long
EC
CORP
CN
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CONOCOPHILLIPS
000000000
1.00000000
NC
USD
-1166.35000000
-0.00056641955
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
110963.52000000
USD
-1166.35000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CTS EVENTIM AG & CO KGAA
000000000
1.00000000
NC
3537.97000000
0.001718159553
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CTS Eventim AG & Co KGaA
CTS Eventim AG & Co KGaA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
35125.30000000
EUR
3537.97000000
N
N
N
T. ROWE PRICE SHORT-TERM FUND
549300YTML4H25P65J89
T. ROWE PRICE SHORT-TERM FUND
000000000
157263.78000000
NS
USD
1572637.80000000
0.763726843524
Long
STIV
RF
US
N
1
N
N
ERO Copper Corp
549300KL8A21SEIO8I47
ERO Copper Corp
296006109
981.00000000
NS
19744.24000000
0.009588480000
Long
EC
CORP
CA
N
2
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
-105.83000000
-0.00005139467
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
-28090.00000000
USD
-105.83000000
N
N
N
ENGINEERED MACHINERY HOL
5493008AR0NPSLW8EW07
Engineered Machinery Holdings Inc
26658NAC3
393979.32900000
PA
USD
393191.37000000
0.190947212327
Long
LON
CORP
US
N
2
2024-07-19
Floating
4.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-84.59000000
-0.00004107980
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
-4335.75000000
USD
-84.59000000
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369106
66.00000000
NS
USD
26230.38000000
0.012738372002
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VULCAN MATERIALS CO
000000000
1.00000000
NC
USD
3213.36000000
0.001560517806
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
172066.84000000
USD
3213.36000000
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91831AAC5
400000.00000000
PA
USD
408000.00000000
0.198138790863
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
6.12500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYONEER GLOBAL INC
000000000
1.00000000
NC
USD
-10.87000000
-0.00000527884
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Payoneer Global Inc
Payoneer Global Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
388.40000000
USD
-10.87000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS STANDARD LIFE ABERDEEN PLC
000000000
1.00000000
NC
-4588.78000000
-0.00222846892
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
-162877.94000000
GBP
-4588.78000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ARKEMA SA
000000000
1.00000000
NC
-252.58000000
-0.00012266150
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
-116524.80000000
EUR
-252.58000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GENMAB A/S
000000000
1.00000000
NC
2101.76000000
0.001020686728
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
327000.00000000
DKK
2101.76000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD
000000000
1.00000000
NC
USD
-10327.97000000
-0.00501561639
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
176183.64000000
USD
-10327.97000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS EOG RESOURCES INC
000000000
1.00000000
NC
USD
-2159.78000000
-0.00104886322
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
49218.74000000
USD
-2159.78000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ZOOMLION HEAVY INDUSTRY SCIENCE AND TECHNOLOGY CO LTD
000000000
1.00000000
NC
5068.12000000
0.002461252864
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
-321327.68000000
HKD
5068.12000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FRANCO-NEVADA CORP
000000000
1.00000000
NC
-5178.10000000
-0.00251466292
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
-183314.76000000
CAD
-5178.10000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WESDOME GOLD MINES LTD
000000000
1.00000000
NC
-495.76000000
-0.00024075805
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
68742.00000000
CAD
-495.76000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MARTIN MARIETTA MATERIALS INC
000000000
1.00000000
NC
USD
264.31000000
0.000128357999
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
14265.20000000
USD
264.31000000
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
175000.00000000
PA
USD
179593.75000000
0.087216883508
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HOME DEPOT INC/THE
000000000
1.00000000
NC
USD
1100.99000000
0.000534678498
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
65510.13000000
USD
1100.99000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS POOL CORP
000000000
1.00000000
NC
USD
-10626.90000000
-0.00516078705
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
-270833.98000000
USD
-10626.90000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-85.71000000
-0.00004162371
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
-4393.56000000
USD
-85.71000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS IDEXX LABORATORIES INC
000000000
1.00000000
NC
USD
-2413.43000000
-0.00117204436
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
-74945.88000000
USD
-2413.43000000
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAK5
105000.00000000
PA
USD
110906.25000000
0.053859878123
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
5.75000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887109
166.00000000
NS
USD
42454.50000000
0.020617361021
Long
EC
CORP
US
N
1
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
386.00000000
NS
USD
114831.14000000
0.055765939296
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS BRISTOL-MYERS SQUIBB CO
000000000
1.00000000
NC
USD
-3554.75000000
-0.00172630849
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
-256031.71000000
USD
-3554.75000000
N
N
N
Western Alliance Bancorp
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638109
2359.00000000
NS
USD
218962.38000000
0.106335640239
Long
EC
CORP
US
N
1
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS Copenhagen Interbank Offered R
000000000
1.00000000
NC
7572.32000000
0.003677378256
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
-770312.50000000
DKK
7572.32000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEMPRA ENERGY
000000000
1.00000000
NC
USD
-1752.90000000
-0.00085126834
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
119834.24000000
USD
-1752.90000000
N
N
N
Fate Therapeutics Inc
549300L14Q4UHOODLA90
Fate Therapeutics Inc
31189P102
214.00000000
NS
USD
17719.20000000
0.008605051134
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NIPPON STEEL CORP
000000000
1.00000000
NC
200.79000000
0.000097510509
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Nippon Steel Corp
Nippon Steel Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
31385171.80000000
JPY
200.79000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEMPRA ENERGY
000000000
1.00000000
NC
USD
-135.32000000
-0.00006571603
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
9279.20000000
USD
-135.32000000
N
N
N
Kratos Defense & Security Solu
5493000EKBN0UY1F3F88
Kratos Defense & Security Solutions Inc
50077B207
594.00000000
NS
USD
16156.80000000
0.007846296118
Long
EC
CORP
US
N
1
N
N
N
REALPAGE INC
5493001RSFZX4122A604
RealPage Inc
75605VAD4
365000.00000000
PA
USD
362536.25000000
0.176060034850
Long
LON
CORP
US
N
2
2028-04-22
Floating
3.75000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS ALLEGION PLC
000000000
1.00000000
NC
USD
577.22000000
0.000280317825
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
-112053.12000000
USD
577.22000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS PARTNERS GROUP HOLDING AG
000000000
1.00000000
NC
41238.46000000
0.020026810297
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
376203.00000000
CHF
41238.46000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS UDR INC
000000000
1.00000000
NC
USD
-2923.77000000
-0.00141988297
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
-59577.33000000
USD
-2923.77000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GEBERIT AG
000000000
1.00000000
NC
-1689.89000000
-0.00082066853
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
-49818.00000000
CHF
-1689.89000000
N
N
N
VERTICAL US NEWCO INC
549300C2AFWPAYWS5574
Vertical US Newco Inc
000000000
198503.74000000
PA
USD
197975.72000000
0.096143798483
Long
LON
CORP
US
N
2
2027-07-31
Floating
4.40400000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYONEER GLOBAL INC
000000000
1.00000000
NC
USD
-6.52000000
-0.00000316633
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Payoneer Global Inc
Payoneer Global Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
233.04000000
USD
-6.52000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS VERIZON COMMUNICATIONS INC
000000000
1.00000000
NC
USD
78.81000000
0.000038272838
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
-32459.70000000
USD
78.81000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPIRIT OF TEXAS BANCSHARES INC
000000000
1.00000000
NC
USD
215.09000000
0.000104455079
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
8629.80000000
USD
215.09000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-16.92000000
-0.00000821693
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
-867.15000000
USD
-16.92000000
N
N
N
Sony Group Corp
529900R5WX9N2OI2N910
Sony Group Corp
000000000
2900.00000000
NS
302952.83000000
0.147124282903
Long
EC
CORP
JP
N
2
N
N
N
Intuitive Surgical Inc
54930052SRG011710797
Intuitive Surgical Inc
46120E602
245.00000000
NS
USD
242907.70000000
0.117964308748
Long
EC
CORP
US
N
1
N
N
N
AUSTRALIAN SECURITIES EXCHANGE TRADE24
N/A
SHARE PRICE INDEX 200
000000000
18.00000000
NC
321.81000000
0.000156281971
N/A
DE
CORP
AU
N
1
AUSTRALIAN SECURITIES EXCHANGE TRADE24
N/A
Long
STANDARD AND POOR'S
S&P/ASX 200
2021-09-16
2438551.27000000
USD
321.81000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ZENDESK INC
000000000
1.00000000
NC
USD
-5740.57000000
-0.00278781764
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
44898.12000000
USD
-5740.57000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CADENCE BANCORP
000000000
1.00000000
NC
USD
-1113.51000000
-0.00054075863
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
20110.00000000
USD
-1113.51000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INVESCO QQQ TRUST SERIES 1
000000000
1.00000000
NC
USD
-1131.03000000
-0.00054926695
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
-99864.04000000
USD
-1131.03000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS APARTMENT INCOME REIT CORP
000000000
1.00000000
NC
USD
3682.98000000
0.001788581382
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
141947.10000000
USD
3682.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EVERSOURCE ENERGY
000000000
1.00000000
NC
USD
43.49000000
0.000021120235
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
25833.00000000
USD
43.49000000
N
N
N
Hanover Insurance Group Inc/Th
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group Inc/The
410867105
166.00000000
NS
USD
22559.40000000
0.010955618231
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS BRISTOL-MYERS SQUIBB CO
000000000
1.00000000
NC
USD
-402.57000000
-0.00019550179
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
-28994.90000000
USD
-402.57000000
N
N
N
Square Inc
549300OHIIUWSTIZME52
Square Inc
852234103
1264.00000000
NS
USD
312536.64000000
0.151778509681
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS APPLIED MATERIALS INC
000000000
1.00000000
NC
USD
-14246.37000000
-0.00691852579
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
-281451.60000000
USD
-14246.37000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SCHOLAR ROCK HOLDING CORP
000000000
1.00000000
NC
USD
244.19000000
0.000118587037
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
3505.20000000
USD
244.19000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NVR INC
000000000
1.00000000
NC
USD
7154.05000000
0.003474252001
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
86837.58000000
USD
7154.05000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS COMFORTDELGRO CORP LTD
000000000
1.00000000
NC
-5184.55000000
-0.00251779526
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
278047.00000000
SGD
-5184.55000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ACTIVISION BLIZZARD INC
000000000
1.00000000
NC
USD
10852.51000000
0.005270351003
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
-139556.52000000
USD
10852.51000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FREEPORT-MCMORAN INC
000000000
1.00000000
NC
USD
-8008.17000000
-0.00388904196
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
-72700.46000000
USD
-8008.17000000
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123101
121.00000000
NS
USD
25016.75000000
0.012148991657
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CREDICORP LTD
000000000
1.00000000
NC
USD
-18356.75000000
-0.00891466727
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Credicorp Ltd
Credicorp Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
123333.60000000
USD
-18356.75000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS WELLS FARGO & CO
000000000
1.00000000
NC
USD
830.53000000
0.000403333847
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
40095.00000000
USD
830.53000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS HARGREAVES LANSDOWN PLC
000000000
1.00000000
NC
8382.94000000
0.004071043126
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
281919.16000000
GBP
8382.94000000
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
156700BA3
600000.00000000
PA
USD
673500.00000000
0.327074695211
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
7.50000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS Stockholm Interbank Offered Ra
000000000
1.00000000
NC
-19016.85000000
-0.00923523447
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
-2229120.18000000
SEK
-19016.85000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
-65.88000000
-0.00003199358
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
33628.00000000
USD
-65.88000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS WERNER ENTERPRISES INC
000000000
1.00000000
NC
USD
57.00000000
0.000027681154
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Werner Enterprises Inc
Werner Enterprises Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-22912.00000000
USD
57.00000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS TCS GROUP HOLDING PLC
000000000
1.00000000
NC
USD
-10165.54000000
-0.00493673481
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TCS Group Holding PLC
TCS Group Holding PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
154963.50000000
USD
-10165.54000000
N
N
N
Bilibili Inc
5493008V60M52L3PIS45
Bilibili Inc
090040106
825.00000000
NS
USD
70603.50000000
0.034287480688
Long
EC
CORP
CN
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FISERV INC
000000000
1.00000000
NC
USD
3973.13000000
0.001929488171
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
102600.80000000
USD
3973.13000000
N
N
N
Quaker Chemical Corp
549300PJQ1R3WCWCPS54
Quaker Chemical Corp
747316107
267.00000000
NS
USD
67214.58000000
0.032641704925
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
4777.66000000
0.002320195528
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
560827.50000000
USD
4777.66000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALCON INC
000000000
1.00000000
NC
948.11000000
0.000460434727
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
18482.45000000
CHF
948.11000000
N
N
N
Cognex Corp
549300JQTYZCLC43S226
Cognex Corp
192422103
224.00000000
NS
USD
20251.84000000
0.009834987966
Long
EC
CORP
US
N
1
N
N
N
Direct Line Insurance Group PL
213800FF2R23ALJQOP04
Direct Line Insurance Group PLC
000000000
5465.00000000
NS
22590.82000000
0.010970876861
Long
EC
CORP
GB
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EOG RESOURCES INC
000000000
1.00000000
NC
USD
-2310.23000000
-0.00112192690
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
52647.29000000
USD
-2310.23000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYONEER GLOBAL INC
000000000
1.00000000
NC
USD
-1.12000000
-0.00000054391
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Payoneer Global Inc
Payoneer Global Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
567.45000000
USD
-1.12000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NET ONE SYSTEMS CO LTD
000000000
1.00000000
NC
-5930.98000000
-0.00288028726
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
18647999.92000000
JPY
-5930.98000000
N
N
N
SL Green Realty Corp
549300VQZPJU97H3GT17
SL Green Realty Corp
78440X804
304.00000000
NS
USD
22635.84000000
0.010992740117
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYLOCITY HOLDING CORP
000000000
1.00000000
NC
USD
1764.68000000
0.000856989121
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
18978.00000000
USD
1764.68000000
N
N
N
SOVOS COMPLIANCE LLC
N/A
Sovos Compliance LLC
000000000
135000.00000000
PA
USD
135000.00000000
0.065560629329
Long
LON
CORP
US
N
3
2028-07-29
Floating
0.00000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS NN GROUP NV
000000000
1.00000000
NC
-7655.84000000
-0.00371793843
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
-117013.68000000
EUR
-7655.84000000
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
000000000
1600.00000000
NS
96493.04000000
0.046860329098
Long
EC
CORP
CN
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BROADSTONE ACQUISITION CORP
000000000
1.00000000
NC
USD
-9.90000000
-0.00000480777
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
56645.70000000
USD
-9.90000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DOUGLAS EMMETT INC
000000000
1.00000000
NC
USD
-512.45000000
-0.00024886329
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
20047.95000000
USD
-512.45000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
BRL/USD FORWARD
000000000
1.00000000
NC
USD
-27098.40000000
-0.01315991228
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-666779.11000000
USD
3333428.80000000
BRL
2021-08-03
-27098.40000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ADVANCED MICRO DEVICES INC
000000000
1.00000000
NC
USD
58369.51000000
0.028346235624
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
263658.69000000
USD
58369.51000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NEWMONT CORP
000000000
1.00000000
NC
USD
741.21000000
0.000359956993
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
-70854.84000000
USD
741.21000000
N
N
N
Seagen Inc
N/A
Seagen Inc
81181C104
166.00000000
NS
USD
25462.74000000
0.012365579695
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPIRIT OF TEXAS BANCSHARES INC
000000000
1.00000000
NC
USD
509.43000000
0.000247396677
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
20439.00000000
USD
509.43000000
N
N
N
Westlake Chemical Corp
GOXNEVUM0LL78B1OS344
Westlake Chemical Corp
960413102
235.00000000
NS
USD
19486.20000000
0.009463166927
Long
EC
CORP
US
N
1
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855R100
103.00000000
NS
USD
28120.03000000
0.013656050841
Long
EC
CORP
US
N
1
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
550.00000000
NS
69646.32000000
0.033822641257
Long
EC
CORP
CH
N
2
N
N
N
Tradeweb Markets Inc
N/A
Tradeweb Markets Inc
892672106
169.00000000
NS
USD
14657.37000000
0.007118121492
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS GREGGS PLC
000000000
1.00000000
NC
998.76000000
0.000485032104
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
11098.23000000
GBP
998.76000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TARGET CORP
000000000
1.00000000
NC
USD
-2547.12000000
-0.00123696881
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Target Corp
Target Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-79167.09000000
USD
-2547.12000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GROUPE BRUXELLES LAMBERT SA
000000000
1.00000000
NC
3243.99000000
0.001575392784
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
124608.00000000
EUR
3243.99000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ASTRAZENECA PLC
000000000
72.00000000
NC
USD
32220.00000000
0.015647136866
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
11342.00000000
N
N
N
WAND NEWCO 3 INC
549300Y3VZEWMSQW8494
Wand NewCo 3 Inc
93369PAF1
224118.67090000
PA
USD
220837.57000000
0.107246296806
Long
LON
CORP
US
N
2
2026-02-05
Floating
3.09200000
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
234.00000000
NS
USD
29961.36000000
0.014550263830
Long
EC
CORP
US
N
1
N
N
N
Rapid Micro Biosystems Inc
N/A
Rapid Micro Biosystems Inc
75340L104
565.00000000
NS
USD
12537.35000000
0.006088567082
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TRS UNITED PARCEL SERVICE INC
000000000
1.00000000
NC
USD
-9153.31000000
-0.00444516121
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
90465.50000000
USD
-9153.31000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUITY RESIDENTIAL
000000000
1.00000000
NC
USD
447.73000000
0.000217433041
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
41610.00000000
USD
447.73000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LABORATORY CORP OF AMERICA HOLDINGS
000000000
1.00000000
NC
USD
-3845.09000000
-0.00186730755
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
-55390.00000000
USD
-3845.09000000
N
N
N
TIGER MERGER SUB CO
549300EK847TAWPJWF34
Tiger Merger Sub Co
87823QAR5
198500.00000000
PA
USD
198480.15000000
0.096388766988
Long
LON
CORP
US
N
2
2025-07-01
Floating
3.59200000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS WELLS FARGO & CO
000000000
1.00000000
NC
USD
2312.63000000
0.001123092431
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
111645.00000000
USD
2312.63000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ZOOMLION HEAVY INDUSTRY SCIENCE AND TECHNOLOGY CO LTD
000000000
1.00000000
NC
3768.06000000
0.001829899147
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
-237744.00000000
HKD
3768.06000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P RETAIL ETF
000000000
1.00000000
NC
USD
-917.17000000
-0.00044540920
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
-56250.00000000
USD
-917.17000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS KOJAMO OYJ
000000000
1.00000000
NC
1243.06000000
0.000603672562
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
96989.88000000
EUR
1243.06000000
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
245.00000000
NS
USD
39616.50000000
0.019239130902
Long
EC
CORP
US
N
1
N
N
N
ALS Ltd
549300RYCQ8DMIO2J661
ALS Ltd
000000000
2272.00000000
NS
21337.33000000
0.010362139133
Long
EC
CORP
AU
N
2
N
N
N
OTP Bank Nyrt
529900W3MOO00A18X956
OTP Bank Nyrt
000000000
6190.00000000
NS
333801.53000000
0.162105469466
Long
EC
CORP
HU
N
2
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
381.00000000
NS
USD
54189.63000000
0.026316342562
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CITIZENS FINANCIAL GROUP INC
000000000
1.00000000
NC
USD
-9860.94000000
-0.00478881060
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
188538.00000000
USD
-9860.94000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/NOK FORWARD
000000000
1.00000000
NC
USD
5923.60000000
0.002876703288
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-26072000.00000000
NOK
2957318.40000000
USD
2021-08-31
5923.60000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS QUALCOMM INC
000000000
1.00000000
NC
USD
5396.62000000
0.002620783729
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
QUALCOMM Inc
QUALCOMM Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
91807.54000000
USD
5396.62000000
N
N
N
Exact Sciences Corp
549300VM3X1FYD4N9Z14
Exact Sciences Corp
30063P105
2793.00000000
NS
USD
301197.12000000
0.146271649922
Long
EC
CORP
US
N
1
N
N
N
PagerDuty Inc
549300U1SB749EDAGH21
PagerDuty Inc
69553P100
532.00000000
NS
USD
21593.88000000
0.010486728610
Long
EC
CORP
US
N
1
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS DEPPON LOGISTICS CO LTD
000000000
1.00000000
NC
-12595.05000000
-0.00611658818
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
1003927.49000000
CNY
-12595.05000000
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687V106
1286.00000000
NS
USD
62846.82000000
0.030520570893
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
1564.00000000
NS
USD
92010.12000000
0.044683269421
Long
EC
CORP
US
N
1
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS NISSAN CHEMICAL CORP
000000000
1.00000000
NC
-610.07000000
-0.00029627091
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
-3138000.00000000
JPY
-610.07000000
N
N
N
Ceridian HCM Holding Inc
549300T64GVCHFJ8L449
Ceridian HCM Holding Inc
15677J108
175.00000000
NS
USD
17220.00000000
0.008362622496
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS FIRSTCASH INC
000000000
1.00000000
NC
USD
1239.10000000
0.000601749450
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
FirstCash Inc
FirstCash Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
109631.48000000
USD
1239.10000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS YELLOWSTONE ACQUISITION CO
000000000
1.00000000
NC
USD
-5.79000000
-0.00000281182
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
33165.00000000
USD
-5.79000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTESA SANPAOLO SPA
000000000
1.00000000
NC
-2306.71000000
-0.00112021747
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
-57410.69000000
EUR
-2306.71000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LIONHEART ACQUISITION CORP II
000000000
1.00000000
NC
USD
-665.76000000
-0.00032331588
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
32967.00000000
USD
-665.76000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
BRL/USD FORWARD
000000000
1.00000000
NC
USD
-2605.17000000
-0.00126515988
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-639703.08000000
USD
3333428.80000000
BRL
2021-09-02
-2605.17000000
N
N
N
Zai Lab Ltd
549300P2UYQ9U5LY1T58
Zai Lab Ltd
98887Q104
97.00000000
NS
USD
14027.17000000
0.006812074762
Long
EC
CORP
CN
N
1
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS BRIDGEPOINT GROUP LTD
000000000
1.00000000
NC
-4924.80000000
-0.00239165175
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Bridgepoint Group Ltd
Bridgepoint Group Ltd
Y
Equity - Performance Leg
2021-10-12
0.00000000
USD
0.00000000
USD
84575.89000000
GBP
-4924.80000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MITSUBISHI ELECTRIC CORP
000000000
1.00000000
NC
-2589.25000000
-0.00125742858
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Mitsubishi Electric Corp
Mitsubishi Electric Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
15634020.48000000
JPY
-2589.25000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMERICAN TOWER CORP
000000000
1.00000000
NC
USD
454.49000000
0.000220715929
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
86915.52000000
USD
454.49000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CONSTELLIUM SE
000000000
1.00000000
NC
USD
2415.59000000
0.001173093337
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
82485.00000000
USD
2415.59000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NVIDIA CORP
000000000
1.00000000
NC
USD
-3399.38000000
-0.00165085549
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
-120625.35000000
USD
-3399.38000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CONSTELLIUM SE
000000000
1.00000000
NC
USD
4212.79000000
0.002045875286
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
143853.84000000
USD
4212.79000000
N
N
N
Voltas Ltd
335800VVTQSSZ7NV7F51
Voltas Ltd
000000000
1553.00000000
NS
22156.93000000
0.010760164998
Long
EC
CORP
IN
N
2
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC
000000000
1.00000000
NC
USD
-482.77000000
-0.00023444966
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Knight-Swift Transportation Ho
Knight-Swift Transportation Holdings Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-19393.80000000
USD
-482.77000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAMDEN PROPERTY TRUST
000000000
1.00000000
NC
USD
4427.51000000
0.002150150681
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
100128.00000000
USD
4427.51000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS CITIGROUP INC
000000000
1.00000000
NC
USD
297.71000000
0.000144578184
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
-64959.05000000
USD
297.71000000
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
S&P 500 INDEX
000000000
-70.00000000
NC
USD
-483350.00000000
-0.23473133471
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
4425.00000000
USD
2021-09-17
XXXX
121235.10000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS BANCO SANTANDER SA
000000000
1.00000000
NC
-3402.73000000
-0.00165248237
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
-276110.60000000
EUR
-3402.73000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PNC FINANCIAL SERVICES GROUP INC/THE
000000000
1.00000000
NC
USD
-57.96000000
-0.00002814736
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
16107.50000000
USD
-57.96000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYLOCITY HOLDING CORP
000000000
1.00000000
NC
USD
20823.27000000
0.010112493969
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
223940.40000000
USD
20823.27000000
N
N
N
JBG SMITH Properties
N/A
JBG SMITH Properties
46590V100
935.00000000
NS
USD
30509.05000000
0.014816240875
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FTAC OLYMPUS ACQUISITION CORP
000000000
1.00000000
NC
USD
-1141.13000000
-0.00055417185
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
FTAC Olympus Acquisition Corp
FTAC Olympus Acquisition Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
40782.00000000
USD
-1141.13000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DISCOVERY INC
000000000
1.00000000
NC
USD
-3868.32000000
-0.00187858884
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Discovery Inc
Discovery Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-199220.00000000
USD
-3868.32000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMETEK INC
000000000
1.00000000
NC
USD
-3379.13000000
-0.00164102140
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
-137630.22000000
USD
-3379.13000000
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
000000000
110.00000000
NS
18423.74000000
0.008947199918
Long
EC
CORP
FR
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CEDAR FAIR LP
000000000
1.00000000
NC
USD
-137.19000000
-0.00006662416
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
3958.50000000
USD
-137.19000000
N
N
N
SUMCO Corp
353800SUSRUOM0V6KU92
SUMCO Corp
000000000
600.00000000
NS
13877.00000000
0.006739147060
Long
EC
CORP
JP
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FISERV INC
000000000
1.00000000
NC
USD
1780.62000000
0.000864730131
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
45982.00000000
USD
1780.62000000
N
N
N
London Stock Exchange Group PL
213800QAUUUP6I445N30
London Stock Exchange Group PLC
000000000
6000.00000000
NS
625627.55000000
0.303826191881
Long
EC
CORP
GB
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SBA COMMUNICATIONS CORP
000000000
1.00000000
NC
USD
-3175.70000000
-0.00154222881
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
-121296.80000000
USD
-3175.70000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WORKDAY INC
000000000
1.00000000
NC
USD
2654.56000000
0.001289145364
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
107260.30000000
USD
2654.56000000
N
N
N
East West Bancorp Inc
N/A
East West Bancorp Inc
27579R104
521.00000000
NS
USD
37069.15000000
0.018002050390
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS DOLLAR TREE INC
000000000
1.00000000
NC
USD
1139.53000000
0.000553394844
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
103317.96000000
USD
1139.53000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KRAFT HEINZ CO/THE
000000000
1.00000000
NC
USD
1187.82000000
0.000576846123
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
-48972.06000000
USD
1187.82000000
N
N
N
Wesdome Gold Mines Ltd
529900DCBALMLHZPLR10
Wesdome Gold Mines Ltd
95083R100
1757.00000000
NS
17772.80000000
0.008631081132
Long
EC
CORP
CA
N
2
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS WELLS FARGO & CO
000000000
1.00000000
NC
USD
8287.63000000
0.004024757321
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
400095.00000000
USD
8287.63000000
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
1119.00000000
NS
USD
431866.86000000
0.209729356505
Long
EC
CORP
US
N
1
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS GREENCORE GROUP PLC
000000000
1.00000000
NC
7223.24000000
0.003507853038
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Greencore Group PLC
Greencore Group PLC
Y
Equity - Performance Leg
2021-10-12
0.00000000
USD
0.00000000
USD
143052.62000000
GBP
7223.24000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
-5466.04000000
-0.00265449646
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
835565.47000000
USD
-5466.04000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PERSHING SQUARE TONTINE HOLDINGS LTD
000000000
1.00000000
NC
USD
-2451.27000000
-0.00119042076
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Pershing Square Tontine Holdin
Pershing Square Tontine Holdings Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
78787.50000000
USD
-2451.27000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SOUTHWEST AIRLINES CO
000000000
1.00000000
NC
USD
-1965.75000000
-0.00095463560
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Southwest Airlines Co
Southwest Airlines Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
80207.22000000
USD
-1965.75000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FACEBOOK INC
000000000
1.00000000
NC
USD
789.25000000
0.000383286864
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
23078.82000000
USD
789.25000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FERRARI NV
000000000
1.00000000
NC
USD
6049.35000000
0.002937771800
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Ferrari NV
Ferrari NV
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
109625.20000000
USD
6049.35000000
N
N
N
SINGAPORE EXCHANGE LIMITED
549300IQ650PPXM76X03
10 YEAR MINI JAPAN GOVERNMENT BOND
000000000
5.00000000
NC
2492.95000000
0.001210662006
N/A
DIR
CORP
SG
N
1
SINGAPORE EXCHANGE LIMITED
549300IQ650PPXM76X03
Long
JAPAN (10 YEAR ISSUE)
Japan Government Ten Year Bond
2021-09-10
680397.26000000
USD
2492.95000000
N
N
N
D-MARKET Elektronik Hizmetler
9845004CF6A069998F16
D-MARKET Elektronik Hizmetler ve Ticaret AS
23292B104
3106.00000000
NS
USD
40906.02000000
0.019865366033
Long
EC
CORP
TR
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VANECK VECTORS OIL SERVICES ETF
000000000
1.00000000
NC
USD
740.42000000
0.000359573341
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
VanEck Vectors Oil Services ETF
VanEck Vectors Oil Services ETF
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-38918.00000000
USD
740.42000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MAGAZINE LUIZA SA
000000000
1.00000000
NC
USD
-7125.56000000
-0.00346041628
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Magazine Luiza SA
Magazine Luiza SA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
47452.51000000
USD
-7125.56000000
N
N
N
WOOF HOLDINGS LLC
N/A
Woof Holdings LLC
98082EAB0
219450.00000000
PA
USD
218719.23000000
0.106217558261
Long
LON
CORP
US
N
2
2027-12-21
Floating
4.50000000
N
N
N
N
N
N
Akoya Biosciences Inc
N/A
Akoya Biosciences Inc
00974H104
658.00000000
NS
USD
11409.72000000
0.005540951286
Long
EC
CORP
US
N
1
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS HKAB Hong Kong Dollar Hibor Fi
000000000
1.00000000
NC
-9289.00000000
-0.00451105693
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
-966000.00000000
HKD
-9289.00000000
N
N
N
Chart Industries Inc
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
16115Q308
166.00000000
NS
USD
25804.70000000
0.012531647197
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS BANCO BILBAO VIZCAYA ARGENTARIA SA
000000000
1.00000000
NC
1360.96000000
0.000660928845
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
BBVA
Banco Bilbao Vizcaya Argentaria SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
27679.09000000
EUR
1360.96000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NVIDIA CORP
000000000
1.00000000
NC
USD
-7183.60000000
-0.00348860249
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
-254906.40000000
USD
-7183.60000000
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
263.00000000
NS
64059.06000000
0.031109276206
Long
EP
CORP
DE
N
2
N
N
N
TRANSPLACE HOLDINGS INC
549300GKMCDOESYBQQ95
Transplace Holdings Inc
89386EAB2
400000.00000000
PA
USD
399500.00000000
0.194010899387
Long
LON
CORP
US
N
2
2024-10-10
Floating
0.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INGERSOLL RAND INC
000000000
1.00000000
NC
USD
218.75000000
0.000106232501
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
14390.87000000
USD
218.75000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ISHARES MSCI EMERGING MARKETS ETF
000000000
1.00000000
NC
USD
4088.56000000
0.001985544938
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
-91817.00000000
USD
4088.56000000
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211K100
1109.00000000
NS
USD
62935.75000000
0.030563758350
Long
EC
CORP
US
N
1
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries Inc
693506107
149.00000000
NS
USD
24364.48000000
0.011832226978
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEVEN & I HOLDINGS CO LTD
000000000
1.00000000
NC
-182.97000000
-0.00008885650
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
506800.00000000
JPY
-182.97000000
N
N
N
Delivery Hero SE
529900C3EX1FZGE48X78
Delivery Hero SE
000000000
198.00000000
NS
29599.54000000
0.014374551631
Long
EC
CORP
DE
N
2
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TRS ASTRAZENECA PLC
000000000
1.00000000
NC
-844.96000000
-0.00041034155
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
63846.90000000
GBP
-844.96000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PMV CONSUMER ACQUISITION CORP
000000000
1.00000000
NC
USD
183.95000000
0.000089332427
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
63245.00000000
USD
183.95000000
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAB4
250000.00000000
PA
USD
274062.50000000
0.133094147968
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ADMIRAL GROUP PLC
000000000
1.00000000
NC
-6325.77000000
-0.00307201083
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Admiral Group PLC
Admiral Group PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-100076.04000000
GBP
-6325.77000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYCOM SOFTWARE INC
000000000
1.00000000
NC
USD
-17279.70000000
-0.00839161486
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
-212339.82000000
USD
-17279.70000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS UDR INC
000000000
1.00000000
NC
USD
-2483.52000000
-0.00120608247
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
-50606.43000000
USD
-2483.52000000
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730109
126.00000000
NS
USD
16314.48000000
0.007922870933
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TRADEWEB MARKETS INC
000000000
1.00000000
NC
USD
534.01000000
0.000259333567
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
43777.37000000
USD
534.01000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYCOM SOFTWARE INC
000000000
1.00000000
NC
USD
-752.60000000
-0.00036548836
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
-9248.25000000
USD
-752.60000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AIRBUS SE
000000000
1.00000000
NC
5354.45000000
0.002600304531
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
93840.00000000
EUR
5354.45000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYONEER GLOBAL INC
000000000
1.00000000
NC
USD
-380.38000000
-0.00018472557
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Payoneer Global Inc
Payoneer Global Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
13594.00000000
USD
-380.38000000
N
N
N
INFINITE BIDCO LLC
N/A
INFINITE BIDCO LLC
45674KAB1
200000.00000000
PA
USD
199376.00000000
0.096823822468
Long
LON
CORP
US
N
2
2028-03-02
Floating
4.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALPHABET INC
000000000
1.00000000
NC
USD
8963.97000000
0.004353211218
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
299287.62000000
USD
8963.97000000
N
N
N
Farfetch Ltd
549300QFQ74Z0F96NS78
Farfetch Ltd
30744W107
1275.00000000
NS
USD
63903.00000000
0.031033488118
Long
EC
CORP
GB
N
1
N
N
N
Mayr Melnhof Karton AG
5299001AMHDLKUM80611
Mayr Melnhof Karton AG
000000000
61.00000000
NS
12979.73000000
0.006303401980
Long
EC
CORP
AT
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS XYLEM INC/NY
000000000
1.00000000
NC
USD
-497.34000000
-0.00024152535
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
-10200.85000000
USD
-497.34000000
N
N
N
Dime Community Bancshares Inc
N/A
Dime Community Bancshares Inc
25432X102
708.00000000
NS
USD
23378.16000000
0.011353236164
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CARVANA CO
000000000
1.00000000
NC
USD
9996.14000000
0.004854468364
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
118256.00000000
USD
9996.14000000
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331842
2719.00000000
NS
USD
139152.00000000
0.067576982907
Long
EP
CORP
US
N
2
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389B100
213.00000000
NS
USD
14537.25000000
0.007059787101
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BROADSTONE ACQUISITION CORP
000000000
1.00000000
NC
USD
-1.30000000
-0.00000063132
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
7444.30000000
USD
-1.30000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PARKER-HANNIFIN CORP
000000000
1.00000000
NC
USD
5971.69000000
0.002900057441
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
318795.84000000
USD
5971.69000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SSP GROUP PLC
000000000
1.00000000
NC
3627.36000000
0.001761570403
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
33918.49000000
GBP
3627.36000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LIVE NATION ENTERTAINMENT INC
000000000
1.00000000
NC
USD
-105.40000000
-0.00005118585
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
7993.00000000
USD
-105.40000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS WEICHAI POWER CO LTD
000000000
1.00000000
NC
-8512.77000000
-0.00413409302
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
-884400.00000000
HKD
-8512.77000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS ECOLAB INC
000000000
1.00000000
NC
USD
-2629.09000000
-0.00127677625
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
-90127.80000000
USD
-2629.09000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS MITSUI FUDOSAN CO LTD
000000000
1.00000000
NC
-5679.33000000
-0.00275807739
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
21549600.00000000
JPY
-5679.33000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CONCORD ACQUISITION CORP
000000000
1.00000000
NC
USD
-1701.81000000
-0.00082645729
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
67600.00000000
USD
-1701.81000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HEALTH SCIENCES ACQUISITIONS CORP 2
000000000
1.00000000
NC
USD
-73.42000000
-0.00003565526
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
6583.14500000
USD
-73.42000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BECTON DICKINSON AND CO
000000000
1.00000000
NC
USD
563.39000000
0.000273601503
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
15290.44000000
USD
563.39000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS US BANCORP
000000000
1.00000000
NC
USD
18878.02000000
0.009167813864
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
-339097.30000000
USD
18878.02000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ALS LTD
000000000
1.00000000
NC
342.27000000
0.000166218048
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
126900.00000000
AUD
342.27000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-56.40000000
-0.00002738977
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
-2890.50000000
USD
-56.40000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LIBERTY BROADBAND CORP
000000000
1.00000000
NC
USD
10915.97000000
0.005301169355
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
241965.00000000
USD
10915.97000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CANADIAN NATIONAL RAILWAY CO
000000000
1.00000000
NC
-32262.41000000
-0.01566773261
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Canadian National Railway Co
Canadian National Railway Co
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-1602219.84000000
CAD
-32262.41000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CITIZENS FINANCIAL GROUP INC
000000000
1.00000000
NC
USD
-1789.06000000
-0.00086882888
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
34206.18000000
USD
-1789.06000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
-22723.83000000
-0.01103547107
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
-2599805.00000000
USD
-22723.83000000
N
N
N
Acadia Realty Trust
N/A
Acadia Realty Trust
004239109
791.00000000
NS
USD
16927.40000000
0.008220525903
Long
EC
CORP
US
N
1
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS HKAB Hong Kong Dollar Hibor Fi
000000000
1.00000000
NC
-5417.21000000
-0.00263078293
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
-562800.00000000
HKD
-5417.21000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS CSL LTD
000000000
1.00000000
NC
-6900.09000000
-0.00335092031
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
-266578.70000000
AUD
-6900.09000000
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353108
912.00000000
NS
USD
52202.88000000
0.025351508634
Long
EC
CORP
GB
N
1
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
382.00000000
NS
USD
58533.86000000
0.028426049620
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPIRIT OF TEXAS BANCSHARES INC
000000000
1.00000000
NC
USD
283.02000000
0.000137444217
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
11355.00000000
USD
283.02000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS PAYCOR HCM INC
000000000
1.00000000
NC
USD
1205.62000000
0.000585490414
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Paycor HCM Inc
Paycor HCM Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
64791.60000000
USD
1205.62000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
30 YEAR EURO BUXL
000000000
22.00000000
NC
66689.47000000
0.032386693502
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Long
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2021-09-08
5511901.77000000
USD
66689.47000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P OIL & GAS EXPLORATION & PRODUCTION ETF
000000000
1.00000000
NC
USD
-2882.50000000
-0.00139984084
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SPDR S&P Oil & Gas Exploration & Production ETF
SPDR S&P Oil & Gas Exploration & Production ETF
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-63361.28000000
USD
-2882.50000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS CEDAR FAIR LP
000000000
1.00000000
NC
USD
-32.16000000
-0.00001561799
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
8431.80000000
USD
-32.16000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ROSS STORES INC
000000000
1.00000000
NC
USD
-738.64000000
-0.00035870891
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
88569.20000000
USD
-738.64000000
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
225.00000000
NS
USD
32818.50000000
0.015937788990
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS REALTY INCOME CORP
000000000
1.00000000
NC
USD
-7951.88000000
-0.00386170560
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Realty Income Corp
Realty Income Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-440066.56000000
USD
-7951.88000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ISHARES CHINA LARGE-CAP ETF
000000000
1.00000000
NC
USD
7972.18000000
0.003871563984
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
-85006.00000000
USD
7972.18000000
N
N
N
DocuSign Inc
549300Q7PVDWRZ39JG09
DocuSign Inc
256163106
80.00000000
NS
USD
23843.20000000
0.011579075535
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HOME DEPOT INC/THE
000000000
1.00000000
NC
USD
786.42000000
0.000381912519
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
46792.95000000
USD
786.42000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-13.53000000
-0.00000657063
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
-693.72000000
USD
-13.53000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BROOKFIELD ASSET MANAGEMENT INC
000000000
1.00000000
NC
USD
-238.83000000
-0.00011598403
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Brookfield Asset Management In
Brookfield Asset Management Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-3378.81000000
USD
-238.83000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS GREGGS PLC
000000000
1.00000000
NC
3492.17000000
0.001695917503
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
38805.00000000
GBP
3492.17000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS BNP PARIBAS SA
000000000
1.00000000
NC
-7907.90000000
-0.00384034741
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
BNP Paribas SA
BNP Paribas SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-449835.68000000
EUR
-7907.90000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LABORATORY CORP OF AMERICA HOLDINGS
000000000
1.00000000
NC
USD
-448.67000000
-0.00021788953
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
-17320.33000000
USD
-448.67000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS MICROSOFT CORP
000000000
1.00000000
NC
USD
1930.77000000
0.000937648120
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
141639.12000000
USD
1930.77000000
N
N
N
NEW TROJAN PARENT INC
254900KQOFMPF9290333
New Trojan Parent Inc
64900YAB8
90000.00000000
PA
USD
89167.50000000
0.043302795672
Long
LON
CORP
US
N
2
2028-01-06
Floating
3.75000000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-BTP ITALIAN BOND
000000000
8.00000000
NC
35768.13000000
0.017370230464
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Long
BUONI POLIENNALI DEL TES
Italy Buoni Poliennali Del Tesoro
2021-09-08
1469769.69000000
USD
35768.13000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEGRO PLC
000000000
1.00000000
NC
845.79000000
0.000410744627
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
14424.80000000
GBP
845.79000000
N
N
N
Altice USA Inc
54930064K3612MGCER95
Altice USA Inc
02156K103
517.00000000
NS
USD
15887.41000000
0.007715471096
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CHIPOTLE MEXICAN GRILL INC
000000000
1.00000000
NC
USD
20816.47000000
0.010109191656
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
117057.64000000
USD
20816.47000000
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
249.00000000
NS
USD
57792.90000000
0.028066214035
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KEYSIGHT TECHNOLOGIES INC
000000000
1.00000000
NC
USD
8886.31000000
0.004315496859
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Keysight Technologies Inc
Keysight Technologies Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
174720.96000000
USD
8886.31000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS AP MOLLER - MAERSK A/S
000000000
1.00000000
NC
-574.33000000
-0.00027891434
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
-344800.00000000
DKK
-574.33000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALS LTD
000000000
1.00000000
NC
1826.35000000
0.000886938187
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
61200.00000000
AUD
1826.35000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS FLEETCOR TECHNOLOGIES INC
000000000
1.00000000
NC
USD
273.03000000
0.000132592730
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
51362.00000000
USD
273.03000000
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant Inc
04621X108
952.00000000
NS
USD
150235.12000000
0.072959326034
Long
EC
CORP
US
N
1
N
N
N
Magazine Luiza SA
N/A
Magazine Luiza SA
000000000
47249.00000000
NS
186882.23000000
0.090756419328
Long
EC
CORP
BR
N
2
N
N
N
Timken Co/The
B0I35MLPFXZSE70ASS73
Timken Co/The
887389104
175.00000000
NS
USD
13912.50000000
0.006756387078
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DD3 ACQUISITION CORP II
000000000
1.00000000
NC
USD
-63.02000000
-0.00003060467
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
53280.32000000
USD
-63.02000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS QANTAS AIRWAYS LTD
000000000
1.00000000
NC
-2348.63000000
-0.00114057526
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Qantas Airways Ltd
Qantas Airways Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
191402.00000000
AUD
-2348.63000000
N
N
N
WELBILT INC
549300UR3W71YLZWI068
Welbilt Inc
563568AB0
400000.00000000
PA
USD
415000.00000000
0.201538230902
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
9.50000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
382.00000000
NS
USD
46386.26000000
0.022526758502
Long
EC
CORP
US
N
1
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572Q105
107.00000000
NS
USD
22697.91000000
0.011022883437
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ASTELLAS PHARMA INC
000000000
1.00000000
NC
-7262.01000000
-0.00352668107
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
8273200.07000000
JPY
-7262.01000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS Stockholm Interbank Offered Ra
000000000
1.00000000
NC
3176.16000000
0.001542452210
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
-825785.75000000
SEK
3176.16000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WESDOME GOLD MINES LTD
000000000
1.00000000
NC
-170.40000000
-0.00008275208
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
23626.88000000
CAD
-170.40000000
N
N
N
Housing Development Finance Co
335800OX2H9AP7NHLT64
Housing Development Finance Corp Ltd
000000000
6666.00000000
NS
219568.11000000
0.106629803498
Long
EC
CORP
IN
N
2
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings Inc
125269100
312.00000000
NS
USD
14742.00000000
0.007159220722
Long
EC
CORP
US
N
1
N
N
N
CVRx Inc
N/A
CVRx Inc
126638105
1011.00000000
NS
USD
19957.14000000
0.009691871540
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS EDENRED
000000000
1.00000000
NC
-2435.94000000
-0.00118297599
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Edenred
Edenred
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
234465.63000000
EUR
-2435.94000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SHISEIDO CO LTD
000000000
1.00000000
NC
-846.09000000
-0.00041089031
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
1553399.98871800
JPY
-846.09000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS EDENRED
000000000
1.00000000
NC
-15762.50000000
-0.00765481051
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Edenred
Edenred
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
293408.15000000
EUR
-15762.50000000
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
-2960.24000000
-0.00143759405
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
-111390.00000000
USD
-2960.24000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ATLANTIA SPA
000000000
1.00000000
NC
650.36000000
0.000315837117
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
199295.60000000
EUR
650.36000000
N
N
N
Snap Inc
549300JNC0L6VP8A2Q35
Snap Inc
83304A106
3339.00000000
NS
USD
248488.38000000
0.120674478325
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CONCORD ACQUISITION CORP
000000000
1.00000000
NC
USD
-1204.36000000
-0.00058487851
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
47840.00000000
USD
-1204.36000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMADEUS IT GROUP SA
000000000
1.00000000
NC
429.81000000
0.000208730474
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
32784.00000000
EUR
429.81000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INFINEON TECHNOLOGIES AG
000000000
1.00000000
NC
-970.86000000
-0.00047148290
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
50663.46000000
EUR
-970.86000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BRISTOL-MYERS SQUIBB CO
000000000
1.00000000
NC
USD
-2153.26000000
-0.00104569689
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
-155089.00000000
USD
-2153.26000000
N
N
N
Flywire Corp
54930055DSV7NNY4VY66
Flywire Corp
302492103
515.00000000
NS
USD
16356.40000000
0.007943228722
Long
EC
CORP
US
N
1
N
N
N
KKR & Co Inc
549300JOHU21WRN2Z451
KKR & Co Inc
48251W104
200.00000000
NS
USD
12752.00000000
0.006192808483
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FLEETCOR TECHNOLOGIES INC
000000000
1.00000000
NC
USD
273.03000000
0.000132592730
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
51362.00000000
USD
273.03000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS HOSHIZAKI CORP
000000000
1.00000000
NC
-1442.18000000
-0.00070037206
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
12076999.98000000
JPY
-1442.18000000
N
N
N
CNA Financial Corp
549300YX2GSZD7YG1R84
CNA Financial Corp
126117100
619.00000000
NS
USD
27242.19000000
0.013229741634
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TELECOM ITALIA SPA/MILANO
000000000
1.00000000
NC
2051.21000000
0.000996137914
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
-41496.23000000
EUR
2051.21000000
N
N
N
Summit Industrial Income REIT
2549002JNRHTJ9H0MR86
Summit Industrial Income REIT
866120116
1269.00000000
NS
19295.39000000
0.009370503048
Long
EC
CORP
CA
N
2
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS WERNER ENTERPRISES INC
000000000
1.00000000
NC
USD
-2107.60000000
-0.00102352283
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Werner Enterprises Inc
Werner Enterprises Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-107602.08000000
USD
-2107.60000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS DIGITAL REALTY TRUST INC
000000000
1.00000000
NC
USD
1573.54000000
0.000764164982
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
-84985.69000000
USD
1573.54000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS KRAFT HEINZ CO/THE
000000000
1.00000000
NC
USD
499.27000000
0.000242462632
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
-20621.89000000
USD
499.27000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CHEESECAKE FACTORY INC/THE
000000000
1.00000000
NC
USD
11790.59000000
0.005725914819
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Cheesecake Factory Inc/The
Cheesecake Factory Inc/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-102320.00000000
USD
11790.59000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DOMINION ENERGY INC
000000000
1.00000000
NC
USD
-1071.56000000
-0.00052038628
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
63576.90000000
USD
-1071.56000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
-423.32000000
-0.00020557870
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
-112360.00000000
USD
-423.32000000
N
N
N
Stanley Electric Co Ltd
N/A
Stanley Electric Co Ltd
000000000
1300.00000000
NS
33920.83000000
0.016473118238
Long
EC
CORP
JP
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LONDON STOCK EXCHANGE GROUP PLC
000000000
1.00000000
NC
-220.98000000
-0.00010731546
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
15136.00000000
GBP
-220.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GENMAB A/S
000000000
1.00000000
NC
10421.22000000
0.005060901789
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
1621375.00000000
DKK
10421.22000000
N
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
Cboe Global Markets Inc
12503M108
225.00000000
NS
USD
26655.75000000
0.012944946261
Long
EC
CORP
US
N
1
N
N
N
Envista Holdings Corp
549300BX623VURJZ5269
Envista Holdings Corp
29415F104
379.00000000
NS
USD
16327.32000000
0.007929106477
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYONEER GLOBAL INC
000000000
1.00000000
NC
USD
-15.22000000
-0.00000739135
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Payoneer Global Inc
Payoneer Global Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
543.76000000
USD
-15.22000000
N
N
N
LARONDE SERIES B CVT PFD STOCK PP
N/A
LARONDE SERIES B CVT PFD STOCK PP
000000000
162.00000000
NS
USD
4536.00000000
0.002202837145
Long
EP
CORP
US
Y
3
N
N
N
Shockwave Medical Inc
549300LDXO56IC5Y1538
Shockwave Medical Inc
82489T104
166.00000000
NS
USD
30212.00000000
0.014671983209
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INVESCO QQQ TRUST SERIES 1
000000000
1.00000000
NC
USD
-530.81000000
-0.00025777953
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
-46867.60000000
USD
-530.81000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS COLGATE-PALMOLIVE CO
000000000
1.00000000
NC
USD
3374.85000000
0.001638942888
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
-76855.97000000
USD
3374.85000000
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR Inc
693718108
392.00000000
NS
USD
32532.08000000
0.015798693616
Long
EC
CORP
US
N
1
N
N
N
Sea Ltd
529900OM6JLLW44YKI15
Sea Ltd
81141R100
2158.00000000
NS
USD
595953.28000000
0.289415348799
Long
EC
CORP
SG
N
1
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS FANUC CORP
000000000
1.00000000
NC
-8057.51000000
-0.00391300315
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
10634000.00000000
JPY
-8057.51000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS SODEXO SA
000000000
1.00000000
NC
24423.21000000
0.011860748280
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Sodexo SA
Sodexo SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-679226.82000000
EUR
24423.21000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERPUBLIC GROUP OF COS INC/THE
000000000
1.00000000
NC
USD
-16514.74000000
-0.00802012405
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
-160300.00000000
USD
-16514.74000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS OPORTUN FINANCIAL CORP
000000000
1.00000000
NC
USD
716.44000000
0.000347927831
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
20360.00000000
USD
716.44000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERPUBLIC GROUP OF COS INC/THE
000000000
1.00000000
NC
USD
-10239.14000000
-0.00497247749
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
-99386.00000000
USD
-10239.14000000
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare Inc
40412C101
183.00000000
NS
USD
45420.60000000
0.022057800892
Long
EC
CORP
US
N
1
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAV6
800000.00000000
PA
USD
864000.00000000
0.419588027710
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
9.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYONEER GLOBAL INC
000000000
1.00000000
NC
USD
-95.09000000
-0.00004617896
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Payoneer Global Inc
Payoneer Global Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
3398.50000000
USD
-95.09000000
N
N
N
Smiths Group PLC
213800MJL6IPZS3ASA11
Smiths Group PLC
000000000
3009.00000000
NS
65013.56000000
0.031572814137
Long
EC
CORP
GB
N
2
N
N
N
PHOTO HOLDINGS MERGER SU
N/A
Photo Holdings Merger Sub Inc
719245AD4
230000.00000000
PA
USD
251275.00000000
0.122027756554
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
8.50000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS MEGGITT PLC
000000000
1.00000000
NC
29564.70000000
0.014357632132
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
193609.96000000
GBP
29564.70000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LUMEN TECHNOLOGIES INC
000000000
1.00000000
NC
USD
2620.75000000
0.001272726069
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
-46270.00000000
USD
2620.75000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS APARTMENT INCOME REIT CORP
000000000
1.00000000
NC
USD
121.12000000
0.000058820025
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
4668.30000000
USD
121.12000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GENERATION BIO CO
000000000
1.00000000
NC
USD
1736.51000000
0.000843308803
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
20000.00000000
USD
1736.51000000
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348106
188.00000000
NS
USD
54713.64000000
0.026570819787
Long
EC
CORP
US
N
1
N
N
N
Magnolia Oil & Gas Corp
N/A
Magnolia Oil & Gas Corp
559663109
971.00000000
NS
USD
13594.00000000
0.006601712556
Long
EC
CORP
US
N
1
N
N
N
Keyence Corp
529900M7PQBS7A89DZ11
Keyence Corp
000000000
100.00000000
NS
55700.30000000
0.027049975717
Long
EC
CORP
JP
N
2
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS MITSUI FUDOSAN CO LTD
000000000
1.00000000
NC
-2978.19000000
-0.00144631119
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
11300400.00000000
JPY
-2978.19000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS REDE D'OR SAO LUIZ SA
000000000
1.00000000
NC
USD
-2778.10000000
-0.00134914062
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
165209.74000000
USD
-2778.10000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TECAN GROUP AG
000000000
1.00000000
NC
-4892.53000000
-0.00237598033
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
-41046.60000000
CHF
-4892.53000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FTAC OLYMPUS ACQUISITION CORP
000000000
1.00000000
NC
USD
-2879.98000000
-0.00139861704
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
FTAC Olympus Acquisition Corp
FTAC Olympus Acquisition Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
102926.00000000
USD
-2879.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPORTS VENTURES ACQUISITION CORP
000000000
1.00000000
NC
USD
86.49000000
0.000042002509
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
63017.50000000
USD
86.49000000
N
N
N
REYNOLDS GROUP HOLDINGS
5493002QNV81KCX40V06
Reynolds Group Holdings Inc
76173FAU1
307681.71000000
PA
USD
306527.90000000
0.148860459489
Long
LON
CORP
US
N
2
2023-02-05
Floating
2.84200000
N
N
N
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
Covestro AG
000000000
227.00000000
NS
14623.63000000
0.007101736191
Long
EC
CORP
DE
N
2
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
000000000
220000.00000000
PA
USD
223889.60000000
0.108728467232
Long
LON
CORP
LU
N
2
2024-01-02
Floating
8.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ARCHER-DANIELS-MIDLAND CO
000000000
1.00000000
NC
USD
-1410.85000000
-0.00068515713
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
-118040.00000000
USD
-1410.85000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
131381.98000000
0.063803594751
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2026-06-02
215.06000000
USD
0.00000000
USD
75700000.00000000
CNY
131166.92000000
N
N
N
INFINITE BIDCO LLC
N/A
INFINITE BIDCO LLC
45674KAF2
200000.00000000
PA
USD
201000.00000000
0.097612492557
Long
LON
CORP
US
N
2
2029-03-02
Floating
7.50000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ISHARES CORE TOPIX ETF
000000000
1.00000000
NC
-4477.63000000
-0.00217449067
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
-124052860.48000000
JPY
-4477.63000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
TRS UDR INC
000000000
1.00000000
NC
USD
-468.73000000
-0.00022763136
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
-9551.37000000
USD
-468.73000000
N
N
N
Boliden AB
21380059QU7IM1ONDJ56
Boliden AB
000000000
1427.00000000
NS
55613.02000000
0.027007589556
Long
EC
CORP
SE
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AT&T INC
000000000
1.00000000
NC
USD
-484.89000000
-0.00023547921
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
-96662.00000000
USD
-484.89000000
N
N
N
CHANGE HEALTH / FIN INC
N/A
Change Healthcare Holdings LLC / Change Healthcare Finance Inc
15911NAA3
1200000.00000000
PA
USD
1215000.00000000
0.590045663968
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.75000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS GRAY TELEVISION INC
000000000
1.00000000
NC
USD
-3197.96000000
-0.00155303903
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
-140920.00000000
USD
-3197.96000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CANADIAN IMPERIAL BANK OF COMMERCE
000000000
1.00000000
NC
-2052.48000000
-0.00099675467
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
-268144.20000000
CAD
-2052.48000000
N
N
N
NARI TECHNOLOGY DEVELOPMENT CO
N/A
NARI TECHNOLOGY CO LTD
000000000
11440.00000000
NS
55714.41000000
0.027056828017
Long
EC
CORP
CN
N
2
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158106
108.00000000
NS
USD
31431.24000000
0.015264087963
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VANECK VECTORS OIL SERVICES ETF
000000000
1.00000000
NC
USD
-3992.16000000
-0.00193872979
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
VanEck Vectors Oil Services ETF
VanEck Vectors Oil Services ETF
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-72360.16000000
USD
-3992.16000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC
000000000
1.00000000
NC
USD
-978.14000000
-0.00047501832
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Knight-Swift Transportation Ho
Knight-Swift Transportation Holdings Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-18898.76000000
USD
-978.14000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS TRAINLINE PLC
000000000
1.00000000
NC
2578.44000000
0.001252178882
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
12368.17000000
GBP
2578.44000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYCOM SOFTWARE INC
000000000
1.00000000
NC
USD
-1685.82000000
-0.00081869200
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
-20716.08000000
USD
-1685.82000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALPHABET INC
000000000
1.00000000
NC
USD
2594.83000000
0.001260138428
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
86635.89000000
USD
2594.83000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MAGAZINE LUIZA SA
000000000
1.00000000
NC
USD
-6776.28000000
-0.00329079393
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Magazine Luiza SA
Magazine Luiza SA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
45126.42000000
USD
-6776.28000000
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
Paycom Software Inc
70432V102
107.00000000
NS
USD
42800.00000000
0.020785147668
Long
EC
CORP
US
N
1
N
N
N
NexTier Oilfield Solutions Inc
529900L27H2D4QT0IT24
NexTier Oilfield Solutions Inc
65290C105
5761.00000000
NS
USD
22007.02000000
0.010687363562
Long
EC
CORP
US
N
1
N
N
N
Webster Financial Corp
KMRURHT0VWKYS6Z5KU67
Webster Financial Corp
947890109
491.00000000
NS
USD
23617.10000000
0.011469273621
Long
EC
CORP
US
N
1
N
N
N
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
MSCI EMERGING MARKETS INDEX
000000000
-54.00000000
NC
USD
202039.42000000
0.098117270552
N/A
DE
CORP
US
N
1
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
Short
MSCI
MSCI EMERGING MARKETS INDEX
2021-09-17
-3651829.42000000
USD
202039.42000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTUIT INC
000000000
1.00000000
NC
USD
7479.38000000
0.003632243405
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
140887.60000000
USD
7479.38000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BIOGEN INC
000000000
1.00000000
NC
USD
-806.14000000
-0.00039148922
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
177862.72000000
USD
-806.14000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TOYOTA MOTOR CORP
000000000
1.00000000
NC
-51.77000000
-0.00002514128
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
1966400.00000000
JPY
-51.77000000
N
N
N
Apple Hospitality REIT Inc
549300EVZAR0FBZO4F16
Apple Hospitality REIT Inc
03784Y200
1074.00000000
NS
USD
16056.30000000
0.007797489871
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TURQUOISE HILL RESOURCES LTD
000000000
1.00000000
NC
USD
-2398.84000000
-0.00116495896
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
-74428.00000000
USD
-2398.84000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS HAMAMATSU PHOTONICS KK
000000000
1.00000000
NC
-16668.11000000
-0.00809460578
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
21247999.92000000
JPY
-16668.11000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CONSTELLIUM SE
000000000
1.00000000
NC
USD
2522.95000000
0.001225231035
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
86151.00000000
USD
2522.95000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC
000000000
1.00000000
NC
USD
79.16000000
0.000038442810
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Knight-Swift Transportation Ho
Knight-Swift Transportation Holdings Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-19955.16000000
USD
79.16000000
N
N
N
TIMES CHINA HLDG LTD
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
718000.00000000
PA
USD
646184.51000000
0.313809356583
Long
DBT
CORP
KY
N
2
2027-01-14
Fixed
5.75000000
N
N
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS HEWLETT PACKARD ENTERPRISE CO
000000000
1.00000000
NC
USD
-1727.68000000
-0.00083902065
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
-56280.00000000
USD
-1727.68000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS GEBERIT AG
000000000
1.00000000
NC
-657.72000000
-0.00031941138
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
-10569.00000000
CHF
-657.72000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/CHF FORWARD
000000000
1.00000000
NC
USD
-15056.05000000
-0.00731173417
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1437000.00000000
CHF
1572567.42000000
USD
2021-08-31
-15056.05000000
N
N
N
Hexagon AB
549300WJFW6ILNI4TA80
Hexagon AB
000000000
1693.00000000
NS
28025.24000000
0.013610017566
Long
EC
CORP
SE
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS IDEXX LABORATORIES INC
000000000
1.00000000
NC
USD
-2709.82000000
-0.00131598151
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
-84149.76000000
USD
-2709.82000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS NORSK HYDRO ASA
000000000
1.00000000
NC
-2020.62000000
-0.00098128236
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Norsk Hydro ASA
Norsk Hydro ASA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-1318282.00000000
NOK
-2020.62000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
-94.65000000
-0.00004596528
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
-25421.45000000
USD
-94.65000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAMDEN PROPERTY TRUST
000000000
1.00000000
NC
USD
3795.00000000
0.001842982135
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
85824.00000000
USD
3795.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VERTEX PHARMACEUTICALS INC
000000000
1.00000000
NC
USD
299.74000000
0.000145564022
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
41218.54000000
USD
299.74000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS Copenhagen Interbank Offered R
000000000
1.00000000
NC
2915.28000000
0.001415759936
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
-506100.00000000
DKK
2915.28000000
N
N
N
REALPAGE INC
5493001RSFZX4122A604
RealPage Inc
75605VAG7
195000.00000000
PA
USD
200606.25000000
0.097421274055
Long
LON
CORP
US
N
2
2029-04-22
Floating
7.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS APARTMENT INCOME REIT CORP
000000000
1.00000000
NC
USD
2.66000000
0.000001291787
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
102.60000000
USD
2.66000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS AVIVA PLC
000000000
1.00000000
NC
-10506.02000000
-0.00510208357
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Aviva PLC
Aviva PLC
Y
Equity - Performance Leg
2021-10-12
0.00000000
USD
0.00000000
USD
284084.89200000
GBP
-10506.02000000
N
N
N
KION Group AG
5299005KY91C4C6U9H17
KION Group AG
000000000
584.00000000
NS
62017.31000000
0.030117732392
Long
EC
CORP
DE
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CISCO SYSTEMS INC/DELAWARE
000000000
1.00000000
NC
USD
-689.97000000
-0.00033507309
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Cisco Systems Inc/Delaware
Cisco Systems Inc/Delaware
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-21460.00000000
USD
-689.97000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMBU A/S
000000000
1.00000000
NC
-1164.97000000
-0.00056574938
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
-776602.20000000
DKK
-1164.97000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LYONDELLBASELL INDUSTRIES NV
000000000
1.00000000
NC
USD
4375.98000000
0.002125125946
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
-266135.00000000
USD
4375.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FLEETCOR TECHNOLOGIES INC
000000000
1.00000000
NC
USD
84.64000000
0.000041104086
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
15922.22000000
USD
84.64000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPIRIT OF TEXAS BANCSHARES INC
000000000
1.00000000
NC
USD
566.03000000
0.000274883577
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
22710.00000000
USD
566.03000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NATIONAL BANK OF CANADA
000000000
1.00000000
NC
2861.04000000
0.001389419132
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
257233.20000000
CAD
2861.04000000
N
N
N
Open Lending Corp
N/A
Open Lending Corp
68373J104
3948.00000000
NS
USD
150024.00000000
0.072856798922
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS S&P GLOBAL INC
000000000
1.00000000
NC
USD
-5878.10000000
-0.00285460692
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
-140328.32000000
USD
-5878.10000000
N
N
N
Okta Inc
549300N8J06I8MRHU620
Okta Inc
679295105
974.00000000
NS
USD
241347.46000000
0.117206602701
Long
EC
CORP
US
N
1
N
N
N
Experian PLC
635400RXXHHYT1JTSZ26
Experian PLC
000000000
6524.86630200
NS
287262.56000000
0.139504549751
Long
EC
CORP
IE
N
2
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
92.00000000
NS
USD
5131.76000000
0.002492158630
Long
EC
CORP
US
N
1
N
N
N
ROBLOX Corp
N/A
ROBLOX Corp
771049103
2345.00000000
NS
USD
180518.10000000
0.087665779566
Long
EC
CORP
US
N
1
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS ENTERGY CORP
000000000
1.00000000
NC
USD
-1021.19000000
-0.00049592488
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
146415.06000000
USD
-1021.19000000
N
N
N
Alfa Laval AB
549300UCKT2UK88AG251
Alfa Laval AB
000000000
1396.00000000
NS
58298.25000000
0.028311629324
Long
EC
CORP
SE
N
2
N
N
N
Paylocity Holding Corp
549300VH75FTB4DIEE07
Paylocity Holding Corp
70438V106
196.00000000
NS
USD
40662.16000000
0.019746939255
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
2147.84000000
0.001043064756
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
-187528.50000000
USD
2147.84000000
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
518439104
865.00000000
NS
USD
288762.95000000
0.140233190586
Long
EC
CORP
US
N
1
N
N
N
Insmed Inc
529900Q55QAG41CCAC11
Insmed Inc
457669307
654.00000000
NS
USD
16088.40000000
0.007813078732
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
586.00000000
NS
USD
112136.96000000
0.054457553101
Long
EC
CORP
US
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
1533.00000000
NS
USD
55632.57000000
0.027017083706
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS VERIZON COMMUNICATIONS INC
000000000
1.00000000
NC
USD
127.68000000
0.000062005786
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
-52591.50000000
USD
127.68000000
N
N
N
Akzo Nobel NV
724500XYIJUGXAA5QD70
Akzo Nobel NV
000000000
250.00000000
NS
30881.84000000
0.014997280483
Long
EC
CORP
NL
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AJINOMOTO CO INC
000000000
1.00000000
NC
2788.00000000
0.001353948404
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
-10059000.10000000
JPY
2788.00000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS FIRST QUANTUM MINERALS LTD
000000000
1.00000000
NC
440.98000000
0.000214155009
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
-27270.00000000
CAD
440.98000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-7075.81000000
-0.00343625597
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-1532000.00000000
EUR
1811383.95000000
USD
2021-08-31
-7075.81000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS RAPT THERAPEUTICS INC
000000000
1.00000000
NC
USD
616.29000000
0.000299291557
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
26982.00000000
USD
616.29000000
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911UAH3
400000.00000000
PA
USD
395776.00000000
0.192202397286
Long
LON
CORP
US
N
2
2025-11-27
Floating
0.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS COVESTRO AG
000000000
1.00000000
NC
-7048.01000000
-0.00342275534
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
115012.20201200
EUR
-7048.01000000
N
N
N
Stoneridge Inc
PNBCIH9LE7WI83VJIF08
Stoneridge Inc
86183P102
796.00000000
NS
USD
23044.20000000
0.011191053736
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS APARTMENT INCOME REIT CORP
000000000
1.00000000
NC
USD
5374.73000000
0.002610153194
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
207149.40000000
USD
5374.73000000
N
N
N
PLANVIEW PARENT INC
N/A
Planview Parent Inc
72751PAC8
373124.99850000
PA
USD
373475.74000000
0.181372626324
Long
LON
CORP
US
N
2
2027-12-18
Floating
4.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-45.11000000
-0.00002190696
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
-2312.40000000
USD
-45.11000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FTAC OLYMPUS ACQUISITION CORP
000000000
1.00000000
NC
USD
-2255.08000000
-0.00109514417
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
FTAC Olympus Acquisition Corp
FTAC Olympus Acquisition Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
80593.00000000
USD
-2255.08000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
TRS FMC CORP
000000000
1.00000000
NC
USD
105.61000000
0.000051287837
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
-118515.42000000
USD
105.61000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TOYOTA MOTOR CORP
000000000
1.00000000
NC
-1708.66000000
-0.00082978388
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
64891199.98000000
JPY
-1708.66000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS HOSHIZAKI CORP
000000000
1.00000000
NC
-1553.12000000
-0.00075424833
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
13005999.98000000
JPY
-1553.12000000
N
N
N
BeiGene Ltd
549300JFUK6FRD5MH739
BeiGene Ltd
07725L102
50.00000000
NS
USD
15829.50000000
0.007687348014
Long
EC
CORP
CN
N
1
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667101
267.00000000
NS
USD
72340.98000000
0.035131260556
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUITY LIFESTYLE PROPERTIES INC
000000000
1.00000000
NC
USD
1328.03000000
0.000644936907
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
22467.24000000
USD
1328.03000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BERKSHIRE HATHAWAY INC
000000000
1.00000000
NC
USD
1545.73000000
0.000750659493
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Berkshire Hathaway Inc
Berkshire Hathaway Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-306573.12000000
USD
1545.73000000
N
N
N
Northern Star Resources Ltd
254900XFXCRYYZAX6M78
Northern Star Resources Ltd
000000000
2068.00000000
NS
15409.02000000
0.007483148507
Long
EC
CORP
AU
N
2
N
N
N
Daikin Industries Ltd
549300Y7FWSTSHMW5Y57
Daikin Industries Ltd
000000000
200.00000000
NS
41766.55000000
0.020283268910
Long
EC
CORP
JP
N
2
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS UNILEVER PLC
000000000
1.00000000
NC
-301.32000000
-0.00014633132
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
6815.55000000
GBP
-301.32000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VEREIT INC
000000000
1.00000000
NC
USD
7762.98000000
0.003769969290
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
VEREIT Inc
VEREIT Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
433381.00000000
USD
7762.98000000
N
N
N
RENT-A-CENTER INC
529900QUHE15UQNCCJ63
Rent-A-Center Inc/TX
76009WAV2
399000.00000000
PA
USD
399873.81000000
0.194192434341
Long
LON
CORP
US
N
2
2028-02-17
Floating
4.75000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912X302
1404.00000000
NS
USD
59473.44000000
0.028882341887
Long
EC
CORP
US
N
1
N
N
N
Rede D'Or Sao Luiz SA
N/A
Rede D'Or Sao Luiz SA
000000000
2934.00000000
NS
39016.72000000
0.018947857167
Long
EC
CORP
BR
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WORKDAY INC
000000000
1.00000000
NC
USD
362.24000000
0.000175916165
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
14636.80000000
USD
362.24000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS COCA-COLA CO/THE
000000000
1.00000000
NC
USD
1204.95000000
0.000585165039
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
117225.88000000
USD
1204.95000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAMDEN PROPERTY TRUST
000000000
1.00000000
NC
USD
2530.00000000
0.001228654757
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
57216.00000000
USD
2530.00000000
N
N
N
Phreesia Inc
5493000HHF8NU4QOCG53
Phreesia Inc
71944F106
251.00000000
NS
USD
17155.85000000
0.008331469056
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NVIDIA CORP
000000000
1.00000000
NC
USD
-967.44000000
-0.00046982203
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
-34328.91250000
USD
-967.44000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US LONG BOND
000000000
56.00000000
NC
USD
85545.48000000
0.041543818556
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
2021-09-21
9138704.52000000
USD
85545.48000000
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
000000000
2021.00000000
NS
39367.45000000
0.019118183682
Long
EC
CORP
NO
N
2
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ASML HOLDING NV
000000000
1.00000000
NC
18560.83000000
0.009013775523
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
ASML Holding NV
ASML Holding NV
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
123671.40000000
EUR
18560.83000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WEC ENERGY GROUP INC
000000000
1.00000000
NC
USD
-551.37000000
-0.00026776417
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
83380.00000000
USD
-551.37000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TEUCRIUM CORN FUND
000000000
1.00000000
NC
USD
1440.62000000
0.000699614472
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
-102050.00000000
USD
1440.62000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS STANDARD LIFE ABERDEEN PLC
000000000
1.00000000
NC
-1158.16000000
-0.00056244221
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Abrdn Plc
Abrdn Plc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-41108.54000000
GBP
-1158.16000000
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
549.00000000
NS
USD
63848.70000000
0.031007118176
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HP INC
000000000
1.00000000
NC
USD
-10651.61000000
-0.00517278707
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
-387414.70000000
USD
-10651.61000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS YELLOWSTONE ACQUISITION CO
000000000
1.00000000
NC
USD
-5.62000000
-0.00000272926
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
32160.00000000
USD
-5.62000000
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
000000000
185000.00000000
PA
USD
187573.35000000
0.091092050899
Long
LON
CORP
LU
N
2
2023-11-27
Floating
8.00000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS FREEPORT-MCMORAN INC
000000000
1.00000000
NC
USD
-2272.90000000
-0.00110379818
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Freeport-McMoRan Inc
Freeport-McMoRan Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-20634.00000000
USD
-2272.90000000
N
N
N
Bill.com Holdings Inc
549300IBF9VZZIGOZW63
Bill.com Holdings Inc
090043100
1401.00000000
NS
USD
289754.82000000
0.140714876670
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KINNEVIK AB
000000000
1.00000000
NC
-9423.73000000
-0.00457648644
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
-963338.40000000
SEK
-9423.73000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CASCADE ACQUISITION CORP
000000000
1.00000000
NC
USD
11.58000000
0.000005623645
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
13846.00000000
USD
11.58000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS STORA ENSO OYJ
000000000
1.00000000
NC
56.88000000
0.000027622878
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
969.91500000
EUR
56.88000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS BENEFIT ONE INC
000000000
1.00000000
NC
22632.62000000
0.010991176374
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
25951500.00000000
JPY
22632.62000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS FRESNILLO PLC
000000000
1.00000000
NC
165.74000000
0.000080489027
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
113721.55000000
GBP
165.74000000
N
N
N
FLEET US BIDCO INC
N/A
Fleet US Bidco Inc
000000000
88240.31990000
PA
USD
86806.41000000
0.042156169403
Long
LON
CORP
US
N
2
2026-10-07
Floating
3.09200000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAMPBELL SOUP CO
000000000
1.00000000
NC
USD
6335.06000000
0.003076522373
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Campbell Soup Co
Campbell Soup Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-295548.54000000
USD
6335.06000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS BANCO BILBAO VIZCAYA ARGENTARIA SA
000000000
1.00000000
NC
1325.96000000
0.000643931644
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
BBVA
Banco Bilbao Vizcaya Argentaria SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
26967.24000000
EUR
1325.96000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CME GROUP INC
000000000
1.00000000
NC
USD
1052.46000000
0.000511110666
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CME Group Inc
CME Group Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
132354.18000000
USD
1052.46000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CORTEVA INC
000000000
1.00000000
NC
USD
-534.21000000
-0.00025943069
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
-62272.56000000
USD
-534.21000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ASICS CORP
000000000
1.00000000
NC
-28236.53000000
-0.01371262723
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Asics Corp
Asics Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
54848200.48000000
JPY
-28236.53000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CITIZENS FINANCIAL GROUP INC
000000000
1.00000000
NC
USD
-1789.06000000
-0.00086882888
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
34206.18000000
USD
-1789.06000000
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
000000000
4500.00000000
NS
109902.40000000
0.053372374139
Long
EC
CORP
CN
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WORKDAY INC
000000000
1.00000000
NC
USD
175.46000000
0.000085209392
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
7089.70000000
USD
175.46000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ALLIANZ SE
000000000
1.00000000
NC
-8326.89000000
-0.00404382332
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
-615355.50000000
EUR
-8326.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS REPUBLIC SERVICES INC
000000000
1.00000000
NC
USD
9974.55000000
0.004843983520
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
299839.54000000
USD
9974.55000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TUPPERWARE BRANDS CORP
000000000
1.00000000
NC
USD
-141.66000000
-0.00006879495
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
-10743.02000000
USD
-141.66000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUITY DISTRIBUTION ACQUISITION CORP
000000000
1.00000000
NC
USD
-11.12000000
-0.00000540025
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
63635.00000000
USD
-11.12000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS CREDIT AGRICOLE SA
000000000
1.00000000
NC
-2446.82000000
-0.00118825969
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
-91776.30000000
EUR
-2446.82000000
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
343.00000000
NS
USD
29889.02000000
0.014515133046
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NICE LTD
000000000
1.00000000
NC
USD
7231.66000000
0.003511942079
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Nice Ltd
Nice Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
76350.00000000
USD
7231.66000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS FRANCO-NEVADA CORP
000000000
1.00000000
NC
USD
5189.11000000
0.002520009757
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
122712.00000000
USD
5189.11000000
N
N
N
MDA Ltd
N/A
MDA Ltd
55292X108
1864.00000000
NS
23531.58000000
0.011427742177
Long
EC
CORP
CA
N
2
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135F200
208.00000000
NS
USD
318639.71000000
0.154742369755
Long
EP
CORP
US
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PNC FINANCIAL SERVICES GROUP INC/THE
000000000
1.00000000
NC
USD
-4851.19000000
-0.00235590421
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
156527.00000000
USD
-4851.19000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HEWLETT PACKARD ENTERPRISE CO
000000000
1.00000000
NC
USD
-781.07000000
-0.00037931437
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
-25480.77000000
USD
-781.07000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MICRON TECHNOLOGY INC
000000000
1.00000000
NC
USD
-333.54000000
-0.00016197846
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
-38460.00000000
USD
-333.54000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALPHABET INC
000000000
1.00000000
NC
USD
2309.79000000
0.001121713229
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
38101.50000000
USD
2309.79000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ISTYLE INC
000000000
1.00000000
NC
-10191.12000000
-0.00494915733
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
13083200.00000000
JPY
-10191.12000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VISA INC
000000000
1.00000000
NC
USD
-185.09000000
-0.00008988605
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
20878.20000000
USD
-185.09000000
N
N
N
West Pharmaceutical Services I
5493007NKRGM1RJQ1P16
West Pharmaceutical Services Inc
955306105
101.00000000
NS
USD
41584.73000000
0.020194970883
Long
EC
CORP
US
N
1
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
Zalando SE
000000000
234.00000000
NS
26000.30000000
0.012626637264
Long
EC
CORP
DE
N
2
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS FIRST QUANTUM MINERALS LTD
000000000
1.00000000
NC
529.18000000
0.000256987954
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
-32724.00000000
CAD
529.18000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS JUNIPER NETWORKS INC
000000000
1.00000000
NC
USD
378.68000000
0.000183899993
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
166483.17394600
USD
378.68000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS DIASORIN SPA
000000000
1.00000000
NC
1371.08000000
0.000665843464
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
21951.00000000
EUR
1371.08000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DANAHER CORP
000000000
1.00000000
NC
USD
3413.62000000
0.001657770929
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
58156.65000000
USD
3413.62000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS HOSHIZAKI CORP
000000000
1.00000000
NC
-1996.87000000
-0.00096974854
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
16722000.00000000
JPY
-1996.87000000
N
N
N
Eucrates Biomedical Acquisitio
N/A
Eucrates Biomedical Acquisition Corp
000000000
9800.00000000
NS
USD
95452.00000000
0.046354764376
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TRAVELERS COS INC/THE
000000000
1.00000000
NC
USD
-1437.74000000
-0.00069821584
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
33449.70000000
USD
-1437.74000000
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466L302
218.00000000
NS
USD
52740.74000000
0.025612711894
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS AMADEUS IT GROUP SA
000000000
1.00000000
NC
-792.10000000
-0.00038467092
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
21717.00000000
EUR
-792.10000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WORKDAY INC
000000000
1.00000000
NC
USD
175.46000000
0.000085209392
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
7089.70000000
USD
175.46000000
N
N
N
RealReal Inc/The
549300O00VUGT4H1PE90
RealReal Inc/The
88339P101
1176.00000000
NS
USD
19415.76000000
0.009428958848
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS BNP PARIBAS SA
000000000
1.00000000
NC
-12727.68000000
-0.00618099785
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
BNP Paribas SA
BNP Paribas SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-606732.01000000
EUR
-12727.68000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FIFTH THIRD BANCORP
000000000
1.00000000
NC
USD
-2973.20000000
-0.00144388787
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
75540.00000000
USD
-2973.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-45.11000000
-0.00002190696
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
-2312.40000000
USD
-45.11000000
N
N
N
OSAKA EXCHANGE,INC
3538001249AILNPRUX57
TOKYO STOCK PRICE INDEX
000000000
-43.00000000
NC
194725.99000000
0.094565618157
N/A
DE
CORP
JP
N
1
OSAKA EXCHANGE,INC
3538001249AILNPRUX57
Short
TPX INDEX
TPX INDEX
2021-09-09
-7657298.76000000
USD
194725.99000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CBTX INC
000000000
1.00000000
NC
USD
-1686.73000000
-0.00081913392
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
38500.00000000
USD
-1686.73000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS TEUCRIUM CORN FUND
000000000
1.00000000
NC
USD
345.75000000
0.000167908056
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
-24492.00000000
USD
345.75000000
N
N
N
Cedar Fair LP
549300TUVLNQQ6BVKH61
Cedar Fair LP
150185106
755.00000000
NS
USD
31710.00000000
0.015399463378
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAMECO CORP
000000000
1.00000000
NC
USD
-885.36000000
-0.00042996117
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
-36498.00000000
USD
-885.36000000
N
N
N
Avantor Inc
N/A
Avantor Inc
05352A100
745.00000000
NS
USD
27997.10000000
0.013596351817
Long
EC
CORP
US
N
1
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SMC CORP
000000000
1.00000000
NC
4458.35000000
0.002165127642
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
-19935000.00000000
JPY
4458.35000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS MICROSOFT CORP
000000000
1.00000000
NC
USD
3662.34000000
0.001778557890
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
268664.68000000
USD
3662.34000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS EXPEDITORS INTERNATIONAL OF WASHINGTON INC
000000000
1.00000000
NC
USD
-1214.31000000
-0.00058971057
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
-186047.80000000
USD
-1214.31000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS SMITH & NEPHEW PLC
000000000
1.00000000
NC
-5726.68000000
-0.00278107218
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
123847.93000000
GBP
-5726.68000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAMDEN PROPERTY TRUST
000000000
1.00000000
NC
USD
1897.50000000
0.000921491067
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
42912.00000000
USD
1897.50000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYONEER GLOBAL INC
000000000
1.00000000
NC
USD
-135.85000000
-0.00006597341
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Payoneer Global Inc
Payoneer Global Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
4855.00000000
USD
-135.85000000
N
N
N
Etsy Inc
54930089Q7XT501AEA40
Etsy Inc
29786A106
342.00000000
NS
USD
62760.42000000
0.030478612090
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS BANK OF AMERICA CORP
000000000
1.00000000
NC
USD
-734.03000000
-0.00035647013
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
59565.22000000
USD
-734.03000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS VERIZON COMMUNICATIONS INC
000000000
1.00000000
NC
USD
113.35000000
0.000055046646
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
-47558.55107600
USD
113.35000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS BP PLC
000000000
1.00000000
NC
41678.81000000
0.020240659357
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
-500255.58000000
GBP
41678.81000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CORTEVA INC
000000000
1.00000000
NC
USD
-1020.74000000
-0.00049570634
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
-118988.10000000
USD
-1020.74000000
N
N
N
BankUnited Inc
96OVUWEW5D4YX6PFXD91
BankUnited Inc
06652K103
579.00000000
NS
USD
22916.82000000
0.011129193640
Long
EC
CORP
US
N
1
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS LAMDA DEVELOPMENT SA
000000000
1.00000000
NC
11052.51000000
0.005367477861
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
LAMDA Development SA
LAMDA Development SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
72429.12000000
EUR
11052.51000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EXPEDITORS INTERNATIONAL OF WASHINGTON INC
000000000
1.00000000
NC
USD
-166.34000000
-0.00008078040
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Expeditors International of Wa
Expeditors International of Washington Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-25486.00000000
USD
-166.34000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS MONTANA AEROSPACE AG
000000000
1.00000000
NC
-775.34000000
-0.00037653169
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Montana Aerospace AG
Montana Aerospace AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
19505.06000000
CHF
-775.34000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS LAMDA DEVELOPMENT SA
000000000
1.00000000
NC
4946.31000000
0.002402097751
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
LAMDA Development SA
LAMDA Development SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
36618.34000000
EUR
4946.31000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS KION GROUP AG
000000000
1.00000000
NC
-3110.56000000
-0.00151059460
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
135368.24000000
EUR
-3110.56000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MARRIOTT INTERNATIONAL INC/MD
000000000
1.00000000
NC
USD
591.16000000
0.000287087567
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
12836.76000000
USD
591.16000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS PFIZER INC
000000000
1.00000000
NC
USD
-3425.05000000
-0.00166332172
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
-44099.00000000
USD
-3425.05000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FRANCO-NEVADA CORP
000000000
1.00000000
NC
USD
1220.72000000
0.000592823492
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
28837.32000000
USD
1220.72000000
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609W102
321.00000000
NS
USD
62655.99000000
0.030427897301
Long
EC
CORP
CN
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AERCAP HOLDINGS NV
000000000
1.00000000
NC
USD
10224.54000000
0.004965387237
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
256532.64000000
USD
10224.54000000
N
N
N
Upwork Inc
N/A
Upwork Inc
91688F104
450.00000000
NS
USD
23305.50000000
0.011317949976
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYONEER GLOBAL INC
000000000
1.00000000
NC
USD
-90.31000000
-0.00004385763
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Payoneer Global Inc
Payoneer Global Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
1506.26000000
USD
-90.31000000
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion LLC
04649VAV2
543357.78000000
PA
USD
537359.11000000
0.260960010575
Long
LON
CORP
US
N
2
2023-11-03
Floating
3.21700000
N
N
N
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic Inc
436440101
421.00000000
NS
USD
31591.84000000
0.015342080830
Long
EC
CORP
US
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
-24.00000000
NC
USD
-65250.00000000
-0.03168763750
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US LONG BOND
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2021-09-21
0.00000000
USD
100000.00000000
163.00000000
USD
2021-08-27
XXXX
-5099.07000000
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
327.00000000
NS
USD
80569.53000000
0.039127326604
Long
EC
CORP
US
N
1
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS DSV PANALPINA A/S
000000000
1.00000000
NC
-1694.12000000
-0.00082272276
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
DSV PANALPINA A/S
DSV PANALPINA A/S
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-556500.00000000
DKK
-1694.12000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-23.68000000
-0.00001149982
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
-1214.01000000
USD
-23.68000000
N
N
N
Popular Inc
5493008CARDZMVQ3LO89
Popular Inc
733174700
511.00000000
NS
USD
37180.36000000
0.018056057780
Long
EC
CORP
PR
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS LOWE'S COS INC
000000000
1.00000000
NC
USD
1103.07000000
0.000535688617
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
-96309.00000000
USD
1103.07000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS ZIMMER BIOMET HOLDINGS INC
000000000
1.00000000
NC
USD
-3350.45000000
-0.00162709341
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
-49604.40000000
USD
-3350.45000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INFINEON TECHNOLOGIES AG
000000000
1.00000000
NC
-1193.69000000
-0.00057969679
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
62292.20048000
EUR
-1193.69000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-22.56000000
-0.00001095590
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
-1156.20000000
USD
-22.56000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P OIL & GAS EXPLORATION & PRODUCTION ETF
000000000
1.00000000
NC
USD
2620.91000000
0.001272803770
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SPDR S&P Oil & Gas Exploration & Production ETF
SPDR S&P Oil & Gas Exploration & Production ETF
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-77148.00000000
USD
2620.91000000
N
N
N
COMMERCEHUB INC
549300V3JZOSIRXFRG67
CommerceHub Inc
20084XAF1
497500.00000000
PA
USD
497733.83000000
0.241716615803
Long
LON
CORP
US
N
2
2027-12-02
Floating
4.75000000
N
N
N
N
N
N
LIBERTY BROADBAND CORP
549300MIX43II8JLN536
Liberty Broadband Corp
530307AA5
19000.00000000
PA
USD
20459.77000000
0.009935965904
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 TRAVELERS COS INC/THE
000000000
1.00000000
NC
USD
-4821.46000000
-0.00234146631
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
112173.18000000
USD
-4821.46000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUITY RESIDENTIAL
000000000
1.00000000
NC
USD
233.71000000
0.000113497590
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
21720.42000000
USD
233.71000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS RAYTHEON TECHNOLOGIES CORP
000000000
1.00000000
NC
USD
-2438.64000000
-0.00118428720
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
-104780.34000000
USD
-2438.64000000
N
N
N
Pinterest Inc
N/A
Pinterest Inc
72352L106
460.00000000
NS
USD
27094.00000000
0.013157775489
Long
EC
CORP
US
N
1
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS FORTESCUE METALS GROUP LTD
000000000
1.00000000
NC
-13565.98000000
-0.00658810508
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Fortescue Metals Group Ltd
Fortescue Metals Group Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-363308.33000000
AUD
-13565.98000000
N
N
N
SoFi Technologies Inc
N/A
SoFi Technologies Inc
83406F102
3209.00000000
NS
USD
49546.96000000
0.024061702807
Long
EC
CORP
US
N
1
N
N
N
SentinelOne Inc
N/A
SentinelOne Inc
81730H109
713.00000000
NS
USD
35158.03000000
0.017073944983
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ELF BEAUTY INC
000000000
1.00000000
NC
USD
768.65000000
0.000373282798
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
24079.32000000
USD
768.65000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS WHITBREAD PLC
000000000
1.00000000
NC
-890.70000000
-0.00043255446
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Whitbread PLC
Whitbread PLC
Y
Equity - Performance Leg
2021-10-12
0.00000000
USD
0.00000000
USD
52472.66000000
GBP
-890.70000000
N
N
N
Galp Energia SGPS SA
2138003319Y7NM75FG53
Galp Energia SGPS SA
000000000
3619.00000000
NS
35291.49000000
0.017138757736
Long
EC
CORP
PT
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DOW INC
000000000
1.00000000
NC
USD
-843.53000000
-0.00040964709
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
-204241.09000000
USD
-843.53000000
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
9348.00000000
NS
USD
635196.60000000
0.308473250697
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS WHITBREAD PLC
000000000
1.00000000
NC
-6250.43000000
-0.00303542314
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
366846.17000000
GBP
-6250.43000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS STRATEC SE
000000000
1.00000000
NC
-14450.09000000
-0.00701745921
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
-99693.00000000
EUR
-14450.09000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS 1M AUSTRALIAN BILL
000000000
1.00000000
NC
-3205.15000000
-0.00155653074
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Worley Ltd
Worley Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
185164.82000000
AUD
-3205.15000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS ING GROEP NV
000000000
1.00000000
NC
663.66000000
0.000322296053
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
38651.59000000
EUR
663.66000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS RESMED INC
000000000
1.00000000
NC
USD
45752.94000000
0.022219196593
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ResMed Inc
ResMed Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
515424.00000000
USD
45752.94000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SUMITOMO METAL MINING CO LTD
000000000
1.00000000
NC
4892.09000000
0.002375766660
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
22432800.00000000
JPY
4892.09000000
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
Avery Dennison Corp
053611109
115.00000000
NS
USD
24228.20000000
0.011766044737
Long
EC
CORP
US
N
1
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS LAMDA DEVELOPMENT SA
000000000
1.00000000
NC
165.70000000
0.000080469602
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
LAMDA Development SA
LAMDA Development SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
18144.99000000
EUR
165.70000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS APARTMENT INCOME REIT CORP
000000000
1.00000000
NC
USD
2064.44000000
0.001002562856
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
79566.30000000
USD
2064.44000000
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
117.00000000
NS
USD
38227.41000000
0.018564541164
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ATLANTIA SPA
000000000
1.00000000
NC
116.82000000
0.000056731797
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
35799.96000000
EUR
116.82000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NICE LTD
000000000
1.00000000
NC
USD
1687.39000000
0.000819454446
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Nice Ltd
Nice Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
17815.00000000
USD
1687.39000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS BANCO BILBAO VIZCAYA ARGENTARIA SA
000000000
1.00000000
NC
24308.10000000
0.011804846917
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
BBVA
Banco Bilbao Vizcaya Argentaria SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
494378.62000000
EUR
24308.10000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WAYFAIR INC
000000000
1.00000000
NC
USD
-5308.68000000
-0.00257807704
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Wayfair Inc
Wayfair Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
43925.33000000
USD
-5308.68000000
N
N
N
Kadant Inc
549300K06LNJYBMPYP15
Kadant Inc
48282T104
120.00000000
NS
USD
21615.60000000
0.010497276587
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SHISEIDO CO LTD
000000000
1.00000000
NC
-5076.60000000
-0.00246537104
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
9320400.04000000
JPY
-5076.60000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS CANADIAN NATURAL RESOURCES LTD
000000000
1.00000000
NC
4599.97000000
0.002233903171
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
-179434.07000000
CAD
4599.97000000
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484101
1151.00000000
NS
USD
262232.33000000
0.127349011743
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS MCKESSON CORP
000000000
1.00000000
NC
USD
3702.89000000
0.001798250361
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
49080.50000000
USD
3702.89000000
N
N
N
Bridgestone Corp
549300DHPOF90OYYD780
Bridgestone Corp
000000000
800.00000000
NS
35243.91000000
0.017115651256
Long
EC
CORP
JP
N
2
N
N
N
Generation Bio Co
N/A
Generation Bio Co
37148K100
323.00000000
NS
USD
7022.02000000
0.003410133706
Long
EC
CORP
US
N
1
N
N
N
Liberty Media Corp-Liberty For
N/A
Liberty Media Corp-Liberty Formula One
531229854
400.00000000
NS
USD
18772.00000000
0.009116326916
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INVESCO QQQ TRUST SERIES 1
000000000
1.00000000
NC
USD
-779.88000000
-0.00037873647
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
-68859.32000000
USD
-779.88000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PERSHING SQUARE TONTINE HOLDINGS LTD
000000000
1.00000000
NC
USD
-2451.27000000
-0.00119042076
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Pershing Square Tontine Holdin
Pershing Square Tontine Holdings Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
78787.50000000
USD
-2451.27000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FISERV INC
000000000
1.00000000
NC
USD
-582.92000000
-0.00028308594
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
655213.49000000
USD
-582.92000000
N
N
N
Suzuki Motor Corp
353800D83H0V3ZV1SV24
Suzuki Motor Corp
000000000
1800.00000000
NS
73233.89000000
0.035564888271
Long
EC
CORP
JP
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TECAN GROUP AG
000000000
1.00000000
NC
-12371.92000000
-0.00600822860
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
-103796.00000000
CHF
-12371.92000000
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd
000000000
481.00000000
NS
USD
81163.94000000
0.039415992483
Long
EC
CORP
CH
N
1
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TRS THALES SA
000000000
1.00000000
NC
923.18000000
0.000448327865
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
57194.60000000
EUR
923.18000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EXELON CORP
000000000
1.00000000
NC
USD
5516.08000000
0.002678797601
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
237521.62000000
USD
5516.08000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-15.79000000
-0.00000766816
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
-809.34000000
USD
-15.79000000
N
N
N
Thales SA
529900FNDVTQJOVVPZ19
Thales SA
000000000
370.00000000
NS
38833.30000000
0.018858782125
Long
EC
CORP
FR
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HKT TRUST & HKT LTD
000000000
1.00000000
NC
-3123.25000000
-0.00151675730
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
3138800.00000000
HKD
-3123.25000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EXXON MOBIL CORP
000000000
1.00000000
NC
USD
1962.90000000
0.000953251550
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
-84180.60000000
USD
1962.90000000
N
N
N
Match Group Inc
15OMOPB0A8K0EFUVD031
Match Group Inc
57667L107
332.00000000
NS
USD
52877.64000000
0.025679195228
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SSP GROUP PLC
000000000
1.00000000
NC
4705.72000000
0.002285258997
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
44001.63000000
GBP
4705.72000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SOUTHWEST AIRLINES CO
000000000
1.00000000
NC
USD
-3992.42000000
-0.00193885605
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Southwest Airlines Co
Southwest Airlines Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
162899.88000000
USD
-3992.42000000
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
432.00000000
NS
USD
43981.92000000
0.021359128550
Long
EC
CORP
US
N
1
N
N
N
Trip.com Group Ltd
2549004RMYDSRQL4KW41
Trip.com Group Ltd
89677Q107
4401.00000000
NS
USD
114117.93000000
0.055419580063
Long
EC
CORP
CN
N
1
N
N
N
10X Genomics Inc
5493003Z6741WNLG7H43
10X Genomics Inc
88025U109
94.00000000
NS
USD
17223.62000000
0.008364380492
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS STATE STREET CORP
000000000
1.00000000
NC
USD
-4872.30000000
-0.00236615595
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
414256.02000000
USD
-4872.30000000
N
N
N
Shoals Technologies Group Inc
N/A
Shoals Technologies Group Inc
82489W107
1041.00000000
NS
USD
30282.69000000
0.014706312697
Long
EC
CORP
US
N
1
N
N
N
SHIMAO GROUP HOLDINGS LT
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
400000.00000000
PA
USD
371388.20000000
0.180358845315
Long
DBT
CORP
KY
N
2
2031-01-11
Fixed
3.45000000
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ISHARES PLC - ISHARES CORE FTSE 100 UCITS ETF
000000000
1.00000000
NC
-636.81000000
-0.00030925677
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
-503851.80000000
GBP
-636.81000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CISCO SYSTEMS INC/DELAWARE
000000000
1.00000000
NC
USD
-4139.84000000
-0.00201044826
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Cisco Systems Inc/Delaware
Cisco Systems Inc/Delaware
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-128760.00000000
USD
-4139.84000000
N
N
N
Samsonite International SA
549300UULS5HYFJSEL12
Samsonite International SA
000000000
15600.00000000
NS
29036.26000000
0.014101003548
Long
EC
CORP
US
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CHEESECAKE FACTORY INC/THE
000000000
1.00000000
NC
USD
2358.12000000
0.001145183935
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Cheesecake Factory Inc/The
Cheesecake Factory Inc/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-20464.00000000
USD
2358.12000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS MCKESSON CORP
000000000
1.00000000
NC
USD
3631.41000000
0.001763537221
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
48133.00000000
USD
3631.41000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS BIG YELLOW GROUP PLC
000000000
1.00000000
NC
29830.06000000
0.014486500048
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Big Yellow Group PLC
Big Yellow Group PLC
Y
Equity - Performance Leg
2021-10-12
0.00000000
USD
0.00000000
USD
314567.73000000
GBP
29830.06000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-16.92000000
-0.00000821693
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
-867.15000000
USD
-16.92000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CSX CORP
000000000
1.00000000
NC
USD
186.14000000
0.000090395966
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
11737.89000000
USD
186.14000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS BNP PARIBAS SA
000000000
1.00000000
NC
-102.54000000
-0.00004979694
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
BNP Paribas SA
BNP Paribas SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-5832.80000000
EUR
-102.54000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMADA CO LTD
000000000
1.00000000
NC
-3844.25000000
-0.00186689962
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
12158999.95000000
JPY
-3844.25000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LIVE NATION ENTERTAINMENT INC
000000000
1.00000000
NC
USD
-109.61000000
-0.00005323037
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
8312.72000000
USD
-109.61000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ATMOS ENERGY CORP
000000000
1.00000000
NC
USD
-674.28000000
-0.00032745348
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
30246.00000000
USD
-674.28000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DAIFUKU CO LTD
000000000
1.00000000
NC
1695.50000000
0.000823392940
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
-18753000.00000000
JPY
1695.50000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AIR PRODUCTS AND CHEMICALS INC
000000000
1.00000000
NC
USD
2391.30000000
0.001161297280
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
157302.60000000
USD
2391.30000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
MXN/USD FORWARD
000000000
1.00000000
NC
USD
12649.23000000
0.006142899846
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1706897.31000000
USD
34375000.00000000
MXN
2021-08-31
12649.23000000
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
179.00000000
NS
USD
133184.95000000
0.064679178809
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLEGIANCE BANCSHARES INC
000000000
1.00000000
NC
USD
-73.20000000
-0.00003554843
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
18305.00000000
USD
-73.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CARL ZEISS MEDITEC AG
000000000
1.00000000
NC
-24139.02000000
-0.01172273587
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
-183304.40000000
EUR
-24139.02000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SI-BONE INC
000000000
1.00000000
NC
USD
1039.71000000
0.000504918829
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SI-BONE Inc
SI-BONE Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
20195.00000000
USD
1039.71000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
-1519.99000000
-0.00073815926
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
-173900.00000000
USD
-1519.99000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TEXAS INSTRUMENTS INC
000000000
1.00000000
NC
USD
17928.02000000
0.008706461287
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
478393.72000000
USD
17928.02000000
N
N
N
Montana Aerospace AG
506700YRG9330Q97U450
Montana Aerospace AG
000000000
2840.00000000
NS
108163.60000000
0.052527953233
Long
EC
CORP
CH
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HARTFORD FINANCIAL SERVICES GROUP INC/THE
000000000
1.00000000
NC
USD
627.05000000
0.000304516982
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
117049.50000000
USD
627.05000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS DERWENT LONDON PLC
000000000
1.00000000
NC
10676.01000000
0.005184636550
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
122711.27000000
GBP
10676.01000000
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746U109
164.00000000
NS
USD
12278.68000000
0.005962948060
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CORNING INC
000000000
1.00000000
NC
USD
-3872.13000000
-0.00188043910
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
-121426.01000000
USD
-3872.13000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTEL CORP
000000000
1.00000000
NC
USD
7297.04000000
0.003543692849
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
-195335.00000000
USD
7297.04000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AIA GROUP LTD
000000000
1.00000000
NC
-7721.50000000
-0.00374982518
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
AIA Group Ltd
AIA Group Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
1940210.00000000
HKD
-7721.50000000
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
424.00000000
NS
USD
1410898.16000000
0.685180528072
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS PENTAIR PLC
000000000
1.00000000
NC
USD
-10587.11000000
-0.00514146366
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
-200265.18000000
USD
-10587.11000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EXPEDITORS INTERNATIONAL OF WASHINGTON INC
000000000
1.00000000
NC
USD
-548.93000000
-0.00026657923
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Expeditors International of Wa
Expeditors International of Washington Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-84103.80000000
USD
-548.93000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS US BANCORP
000000000
1.00000000
NC
USD
6202.08000000
0.003011942725
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
-111405.08000000
USD
6202.08000000
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
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS DUKE REALTY CORP
000000000
1.00000000
NC
USD
-1773.27000000
-0.00086116071
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
-154652.94000000
USD
-1773.27000000
N
N
N
PNC Financial Services Group I
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475105
213.00000000
NS
USD
38853.33000000
0.018868509380
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS QUALCOMM INC
000000000
1.00000000
NC
USD
10959.54000000
0.005322328441
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
QUALCOMM Inc
QUALCOMM Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
186444.28000000
USD
10959.54000000
N
N
N
PRADA SpA
8156000FE0A2DC5B7852
PRADA SpA
000000000
20200.00000000
NS
158281.82000000
0.076867079486
Long
EC
CORP
IT
N
2
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS POPULAR INC
000000000
1.00000000
NC
USD
-667.28000000
-0.00032405404
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
87960.00000000
USD
-667.28000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NORFOLK SOUTHERN CORP
000000000
1.00000000
NC
USD
-1836.44000000
-0.00089183823
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
86131.80000000
USD
-1836.44000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS APPLE INC
000000000
1.00000000
NC
USD
1986.21000000
0.000964571685
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
-113438.72000000
USD
1986.21000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PNC FINANCIAL SERVICES GROUP INC/THE
000000000
1.00000000
NC
USD
-1016.05000000
-0.00049342872
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
32783.50000000
USD
-1016.05000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS GREAT PORTLAND ESTATES PLC
000000000
1.00000000
NC
1221.53000000
0.000593216855
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
21205.89000000
GBP
1221.53000000
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
000000000
882.00000000
NS
137621.25000000
0.066833598215
Long
EC
CORP
DE
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HKT TRUST & HKT LTD
000000000
1.00000000
NC
-275.27000000
-0.00013368055
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
276640.00000000
HKD
-275.27000000
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
961.00000000
NS
USD
169155.22000000
0.082147575389
Long
EC
CORP
US
N
1
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
000000000
121.00000000
NS
26705.52000000
0.012969116279
Long
EC
CORP
FR
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS POLYPIPE GROUP PLC
000000000
1.00000000
NC
133.80000000
0.000064977868
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
8848.00000000
GBP
133.80000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ATLANTIA SPA
000000000
1.00000000
NC
458.64000000
0.000222731311
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
140544.60000000
EUR
458.64000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EAGLE BANCORP INC
000000000
1.00000000
NC
USD
-431.95000000
-0.00020976973
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
22580.00000000
USD
-431.95000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VERIZON COMMUNICATIONS INC
000000000
1.00000000
NC
USD
21.28000000
0.000010334297
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
-8765.25000000
USD
21.28000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUITY RESIDENTIAL
000000000
1.00000000
NC
USD
895.46000000
0.000434866082
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
83220.00000000
USD
895.46000000
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
000000000
52.00000000
NS
20965.09000000
0.010181366624
Long
EC
CORP
CH
N
2
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS EXXON MOBIL CORP
000000000
1.00000000
NC
USD
1096.20000000
0.000532352310
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
-47101.05000000
USD
1096.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CHEESECAKE FACTORY INC/THE
000000000
1.00000000
NC
USD
2358.12000000
0.001145183935
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Cheesecake Factory Inc/The
Cheesecake Factory Inc/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-20464.00000000
USD
2358.12000000
N
N
N
UGI CORP
DX6GCWD4Q1JO9CRE5I40
UGI Corp
902681113
2140.00000000
NS
USD
225728.39000000
0.109621446711
Long
EP
CORP
US
N
2
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GOLDMAN SACHS GROUP INC/THE
000000000
1.00000000
NC
USD
804.16000000
0.000390527671
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
204969.15000000
USD
804.16000000
N
N
N
JANE STREET GROUP LLC
5493002N1IVX6KHGYO08
Jane Street Group LLC
000000000
487550.00000000
PA
USD
479627.31000000
0.232923468795
Long
LON
CORP
US
N
2
2025-01-07
Floating
2.84167162
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BANCO SANTANDER SA
000000000
1.00000000
NC
475.01000000
0.000230681144
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
-38850.21000000
EUR
475.01000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WAYFAIR INC
000000000
1.00000000
NC
USD
-3084.46000000
-0.00149791954
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Wayfair Inc
Wayfair Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
22390.64000000
USD
-3084.46000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MID-AMERICA APARTMENT COMMUNITIES INC
000000000
1.00000000
NC
USD
-3163.33000000
-0.00153622152
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
-60758.36000000
USD
-3163.33000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ELF BEAUTY INC
000000000
1.00000000
NC
USD
1186.83000000
0.000576365345
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
18137.00000000
USD
1186.83000000
N
N
N
Doximity Inc
N/A
Doximity Inc
26622P107
547.00000000
NS
USD
33859.30000000
0.016443237160
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMADEUS IT GROUP SA
000000000
1.00000000
NC
716.36000000
0.000347888980
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
54640.00000000
EUR
716.36000000
N
N
N
Acceleron Pharma Inc
529900TQRID2UY164805
Acceleron Pharma Inc
00434H108
324.00000000
NS
USD
40519.44000000
0.019677629529
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMAZON.COM INC
000000000
1.00000000
NC
USD
-7910.36000000
-0.00384154207
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
94411.20000000
USD
-7910.36000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS TEUCRIUM CORN FUND
000000000
1.00000000
NC
USD
1440.62000000
0.000699614472
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
-102050.00000000
USD
1440.62000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SCHOLAR ROCK HOLDING CORP
000000000
1.00000000
NC
USD
2848.85000000
0.001383499250
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
40894.00000000
USD
2848.85000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ILLINOIS TOOL WORKS INC
000000000
1.00000000
NC
USD
1360.27000000
0.000660593757
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
-111532.14000000
USD
1360.27000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS REDE D'OR SAO LUIZ SA
000000000
1.00000000
NC
USD
-311.93000000
-0.00015148390
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
18550.43000000
USD
-311.93000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ZEBRA TECHNOLOGIES CORP
000000000
1.00000000
NC
USD
-13338.99000000
-0.00647787095
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
-233088.52000000
USD
-13338.99000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/TWD FORWARD
000000000
1.00000000
NC
USD
1775.85000000
0.000862413656
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-25000000.00000000
TWD
896057.35000000
USD
2021-08-06
1775.85000000
N
N
N
OZ Minerals Ltd
529900O2VBT5CL7EZT27
OZ Minerals Ltd
000000000
900.00000000
NS
15258.47000000
0.007410036265
Long
EC
CORP
AU
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS JPMORGAN CHASE & CO
000000000
1.00000000
NC
USD
15023.32000000
0.007295839361
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
-844458.72000000
USD
15023.32000000
N
N
N
TC Energy Corp
549300UGKOFV2IWJJG27
TC Energy Corp
87807B107
419.00000000
NS
USD
20417.87000000
0.009915617827
Long
EC
CORP
CA
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS BOOHOO GROUP PLC
000000000
1.00000000
NC
-1708.13000000
-0.00082952650
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
24714.00000000
GBP
-1708.13000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS WHITBREAD PLC
000000000
1.00000000
NC
-1714.02000000
-0.00083238688
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
100598.29000000
GBP
-1714.02000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FISERV INC
000000000
1.00000000
NC
USD
2527.19000000
0.001227290124
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
65261.20000000
USD
2527.19000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS LONDON STOCK EXCHANGE GROUP PLC
000000000
1.00000000
NC
-2109.53000000
-0.00102446010
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
2021-10-12
0.00000000
USD
0.00000000
USD
31770.56000000
GBP
-2109.53000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS RIO TINTO LTD
000000000
1.00000000
NC
-5637.96000000
-0.00273798670
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
-134045.64000000
AUD
-5637.96000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS IGO LTD
000000000
1.00000000
NC
11097.35000000
0.005389253702
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
IGO Ltd
IGO Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
195471.36000000
AUD
11097.35000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
1523.85000000
0.000740033814
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
108770.03000000
CAD
1523.85000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS TEUCRIUM CORN FUND
000000000
1.00000000
NC
USD
374.56000000
0.000181899180
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
-26533.00000000
USD
374.56000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ONO PHARMACEUTICAL CO LTD
000000000
1.00000000
NC
-2429.23000000
-0.00117971738
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
-20617800.00000000
JPY
-2429.23000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS KOBE BUSSAN CO LTD
000000000
1.00000000
NC
-2454.42000000
-0.00119195051
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
19795499.81000000
JPY
-2454.42000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS FERRARI NV
000000000
1.00000000
NC
5087.24000000
0.002470538192
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
73301.40000000
EUR
5087.24000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEAGATE TECHNOLOGY HOLDINGS PLC
000000000
1.00000000
NC
USD
-1039.84000000
-0.00050498196
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Seagate Technology Holdings PL
Seagate Technology Holdings PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-16540.64000000
USD
-1039.84000000
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452E101
985.00000000
NS
USD
30406.95000000
0.014766657614
Long
EC
CORP
US
N
1
N
N
N
IG INVESTMENT HOLDINGS
549300E2BEZMEPIYGU19
IG Investments Holdings LLC
44958AAJ6
104800.45000000
PA
USD
104762.72000000
0.050876369285
Long
LON
CORP
US
N
2
2025-05-23
Floating
4.75000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
725.00000000
NS
USD
49742.25000000
0.024156542327
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
777.00000000
NS
USD
44832.90000000
0.021772393619
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS EXXON MOBIL CORP
000000000
1.00000000
NC
USD
403.36000000
0.000195885447
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
-17331.30000000
USD
403.36000000
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887406
4291.00000000
NS
USD
239173.19000000
0.116150702631
Long
EP
CORP
US
N
2
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EXPEDITORS INTERNATIONAL OF WASHINGTON INC
000000000
1.00000000
NC
USD
-282.78000000
-0.00013732766
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Expeditors International of Wa
Expeditors International of Washington Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-43326.20000000
USD
-282.78000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS COLGATE-PALMOLIVE CO
000000000
1.00000000
NC
USD
6018.92000000
0.002922993948
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
-137069.57000000
USD
6018.92000000
N
N
N
Unifique Telecomunicacoes S/A
N/A
Unifique Telecomunicacoes S/A
000000000
104024.00000000
NS
176760.41000000
0.085840916445
Long
EC
CORP
BR
N
2
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150104
5213.00000000
NS
USD
73399.04000000
0.035645090774
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SSP GROUP PLC
000000000
1.00000000
NC
511.93000000
0.000248610762
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
4786.95000000
GBP
511.93000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
-28502.76000000
-0.01384191765
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
-3262798.75000000
USD
-28502.76000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS ZALANDO SE
000000000
1.00000000
NC
-12610.28000000
-0.00612398439
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Zalando SE
Zalando SE
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
204821.90000000
EUR
-12610.28000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALPHABET INC
000000000
1.00000000
NC
USD
769.37000000
0.000373632454
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
12700.49700000
USD
769.37000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LIVE NATION ENTERTAINMENT INC
000000000
1.00000000
NC
USD
-172.85000000
-0.00008394188
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
13108.52000000
USD
-172.85000000
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
02557T307
2370.00000000
NS
USD
124855.06000000
0.060633898582
Long
EP
CORP
US
N
2
N
N
N
HOME POINT CAPITAL INC
549300DQF6YN0E43PM71
Home Point Capital Inc
43734LAA4
185000.00000000
PA
USD
170200.00000000
0.082654956384
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
Amadeus IT Group SA
000000000
4339.00000000
NS
284555.15000000
0.138189738615
Long
EC
CORP
ES
N
2
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS FRESENIUS MEDICAL CARE AG & CO KGAA
000000000
1.00000000
NC
5791.58000000
0.002812589848
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Fresenius Medical Care AG & Co KGaA
Fresenius Medical Care AG & Co KGaA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-118048.00000000
EUR
5791.58000000
N
N
N
MONTREAL EXCHANGE
N/A
10 YEAR CANADIAN BOND
000000000
-11.00000000
NC
-36960.78000000
-0.01794942220
N/A
DIR
CORP
CA
N
1
MONTREAL EXCHANGE
N/A
Short
CANADIAN GOVERNMENT
Canadian Government Bond
2021-09-21
-1310631.48000000
USD
-36960.78000000
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
000000000
394.00000000
NS
USD
121111.66000000
0.058815975176
Long
EC
CORP
GB
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CADENCE BANCORP
000000000
1.00000000
NC
USD
-2227.03000000
-0.00108152213
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
40220.00000000
USD
-2227.03000000
N
N
N
Middleby Corp/The
JDFO86U9VQRBKW5KYA35
Middleby Corp/The
596278101
304.00000000
NS
USD
58212.96000000
0.028270209575
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LIVE NATION ENTERTAINMENT INC
000000000
1.00000000
NC
USD
-231.87000000
-0.00011260402
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
17584.60000000
USD
-231.87000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CARNEY TECHNOLOGY ACQUISITION CORP II
000000000
1.00000000
NC
USD
53.99000000
0.000026219395
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
62985.00000000
USD
53.99000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TESLA INC
000000000
1.00000000
NC
USD
-7955.18000000
-0.00386330820
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
-141180.20000000
USD
-7955.18000000
N
N
N
Magna International Inc
95RWVLFZX6VGDZNNTN43
Magna International Inc
559222401
578.00000000
NS
USD
48453.74000000
0.023530797687
Long
EC
CORP
CA
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FIFTH THIRD BANCORP
000000000
1.00000000
NC
USD
-930.61000000
-0.00045193612
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
23644.02000000
USD
-930.61000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ZHEJIANG RUNTU CO LTD
000000000
1.00000000
NC
1844.79000000
0.000895893284
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
557094.93000000
CNY
1844.79000000
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
-2545.81000000
-0.00123633263
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
-95795.40000000
USD
-2545.81000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ENBRIDGE INC
000000000
1.00000000
NC
693.38000000
0.000336729104
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
-186473.34000000
CAD
693.38000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BANCORPSOUTH BANK
000000000
1.00000000
NC
USD
3715.69000000
0.001804466479
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
BancorpSouth Bank
BancorpSouth Bank
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-69047.64000000
USD
3715.69000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P OIL & GAS EXPLORATION & PRODUCTION ETF
000000000
1.00000000
NC
USD
-380.61000000
-0.00018483726
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SPDR S&P Oil & Gas Exploration & Production ETF
SPDR S&P Oil & Gas Exploration & Production ETF
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-16180.24000000
USD
-380.61000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS UNILEVER PLC
000000000
1.00000000
NC
-5192.84000000
-0.00252182117
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
117450.10000000
GBP
-5192.84000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CME GROUP INC
000000000
1.00000000
NC
USD
5351.00000000
0.002598629092
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CME Group Inc
CME Group Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
672923.16000000
USD
5351.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MALACCA STRAITS ACQUISITION CO LTD
000000000
1.00000000
NC
USD
-11.24000000
-0.00000545852
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
-11.24000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
E-MINI STANDARD & POOR'S 500 INDEX
000000000
-60.00000000
NC
USD
-122826.98000000
-0.05964899338
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Short
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
2021-09-17
-13045673.02000000
USD
-122826.98000000
N
N
N
Marqeta Inc
N/A
Marqeta Inc
57142B104
832.00000000
NS
USD
22322.56000000
0.010840600606
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ISHARES MSCI EMERGING MARKETS ETF
000000000
1.00000000
NC
USD
3848.05000000
0.001868745034
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
-86416.00000000
USD
3848.05000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS OTIS WORLDWIDE CORP
000000000
1.00000000
NC
USD
4069.05000000
0.001976070213
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
80627.58000000
USD
4069.05000000
N
N
N
Coupa Software Inc
549300Q95ICR2GFL2K37
Coupa Software Inc
22266L106
336.00000000
NS
USD
72912.00000000
0.035408567449
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYCHEX INC
000000000
1.00000000
NC
USD
-39274.51000000
-0.01907304883
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
-1144940.12000000
USD
-39274.51000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS POSCO
000000000
1.00000000
NC
USD
-125.13000000
-0.00006076741
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
POSCO
POSCO
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-39370.10000000
USD
-125.13000000
N
N
N
2021-09-23
T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND, INC.
Alan S. Dupski
Alan S. Dupski
Treasurer & Vice President
XXXX
NPORT-EX
2
70JDTRPMuListratTotalRd.htm
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
July
31,
2021
(Unaudited)
Portfolio
of
Investments
‡
Par/Shares
$
Value
(
Cost
and
value
in
$000s)
‡
ARGENTINA
0.0%
Common
Stocks
0.0%
MercadoLibre
(USD) (1)
41
64
Tenaris
(EUR)
1,442
15
79
Government
Bonds
0.0%
Republic
of
Argentina,
0.00%,
12/15/35
(USD)
900,000
6
6
Total
Argentina
(Cost
$85
)
85
AUSTRALIA
0.1%
Common
Stocks
0.1%
ALS
2,272
21
BHP
Group
1,176
46
IGO
3,009
21
Northern
Star
Resources
2,068
16
OZ
Minerals
900
15
Total
Australia
(Cost
$118
)
119
AUSTRIA
0.0%
Common
Stocks
0.0%
BAWAG
Group
579
33
Erste
Group
Bank
606
23
Mayr
Melnhof
Karton
61
13
Total
Austria
(Cost
$69
)
69
BRAZIL
0.5%
Common
Stocks
0.3%
Boa
Vista
Servicos
7,037
15
Magazine
Luiza
47,249
187
Rede
D'Or
Sao
Luiz
2,934
39
StoneCo,
Class
A
(USD) (1)
3,418
201
Unifique
Telecomunicacoes (1)
104,024
177
619
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Corporate
Bonds
0.2%
BRF,
5.75%,
9/21/50
(USD) (2)
400,000
407
407
Total
Brazil
(Cost
$1,035
)
1,026
CANADA
0.4%
Common
Stocks
0.4%
Brookfield
Asset
Management,
Class
A
(USD) (3)
381
21
Canadian
Pacific
Railway
(USD)
587
44
Enbridge
(USD)
540
21
Enerflex
1,800
10
ERO
Copper (1)
981
20
Magna
International
(USD)
578
48
MDA (1)(3)
1,864
24
Pan
American
Silver
(USD)
526
15
Shopify,
Class
A
(USD) (1)
317
475
Summit
Industrial
Income
REIT
1,269
19
Sun
Life
Financial
(USD)
656
34
TC
Energy
(USD)
419
20
Wesdome
Gold
Mines (1)
1,757
18
769
Corporate
Bonds
0.0%
1011778
BC
ULC,
5.75%,
4/15/25
(USD) (2)
105,000
111
111
Total
Canada
(Cost
$808
)
880
CHINA
1.6%
Common
Stocks
0.5%
58.com
(USD) (1)(4)
22,100
—
Alibaba
Group
Holding
(HKD) (1)
4,500
110
Alibaba
Group
Holding,
ADR
(USD) (1)
321
63
BeiGene,
ADR
(USD) (1)
50
16
Beijing
Capital
International
Airport,
H
Shares
(HKD) (1)
34,000
20
Bilibili,
ADR
(USD) (1)
825
71
China
Mengniu
Dairy
(HKD)
5,000
27
Huazhu
Group,
ADR
(USD) (1)
5,335
240
I-Mab,
ADR
(USD) (1)
835
65
Kanzhun,
ADR
(USD) (1)
1,574
54
Li
Ning
(HKD)
2,500
26
Pinduoduo,
ADR
(USD) (1)
695
64
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Renrui
Human
Resources
Technology
Holdings
(HKD) (3)
6,300
8
Tencent
Holdings
(HKD)
1,600
96
Trip.com
Group,
ADR
(USD) (1)
4,401
114
Zai
Lab,
ADR
(USD) (1)
97
14
Zhongsheng
Group
Holdings
(HKD)
4,000
37
1,025
Common
Stocks
-
China
A
Shares
0.2%
Deppon
Logistics,
A
Shares
(CNH)
9,400
14
Gree
Electric
Appliances
of
Zhuhai,
A
Shares
(CNH)
26,700
196
Huayu
Automotive
Systems,
A
Shares
(CNH)
7,000
21
NARI
Technology,
A
Shares
(CNH)
11,440
56
287
Corporate
Bonds
0.9%
Guangzhou
Metro
Investment
Finance
BVI,
2.31%,
9/17/30
(USD)
600,000
582
Kaisa
Group
Holdings,
11.50%,
1/30/23
(USD)
200,000
172
Shimao
Group
Holdings,
3.45%,
1/11/31
(USD) (3)
400,000
371
Times
China
Holdings,
5.75%,
1/14/27
(USD) (3)
718,000
646
Yuzhou
Group
Holdings,
6.00%,
10/25/23
(USD)
200,000
159
1,930
Total
China
(Cost
$3,572
)
3,242
DENMARK
0.1%
Common
Stocks
0.1%
Ascendis
Pharma,
ADR
(USD) (1)
737
87
Genmab (1)
45
20
Total
Denmark
(Cost
$115
)
107
FINLAND
0.0%
Common
Stocks
0.0%
Kojamo
585
14
Sampo,
A
Shares
447
22
Stora
Enso,
R
Shares
857
17
UPM-Kymmene
807
33
Total
Finland
(Cost
$81
)
86
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
Par/Shares
$
Value
(Cost
and
value
in
$000s)
FRANCE
0.6%
Common
Stocks
0.6%
Air
Liquide
133
23
Airbus (1)
4,458
612
Alstom (1)(3)
1,882
78
Imerys
306
14
Legrand
82
9
LVMH
Moet
Hennessy
Louis
Vuitton
123
99
Pernod
Ricard
121
27
Safran
286
37
Schneider
Electric
110
18
Teleperformance
128
54
Thales
370
39
TotalEnergies
1,827
80
Valeo
970
28
Verallia
563
21
Total
France
(Cost
$1,164
)
1,139
GERMANY
0.6%
Bank
Loans
0.1%
(5)
TK
Elevator
U.S.
Newco,
FRN,
1M
USD
LIBOR
+
4.25%,
4.404%,
7/30/27
(USD)
198,504
198
198
Common
Stocks
0.3%
BioNTech,
ADR
(USD) (1)
247
81
Covestro
227
15
Delivery
Hero (1)
198
29
Infineon
Technologies
5,015
192
KION
Group
584
62
Merck
97
20
Siemens
882
138
Zalando (1)
234
26
563
Corporate
Bonds
0.1%
Vertical
Holdco,
7.625%,
7/15/28
(USD) (2)
200,000
216
216
Preferred
Stocks
0.1%
Sartorius
349
211
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Volkswagen
263
64
275
Total
Germany
(Cost
$1,194
)
1,252
GREECE
0.2%
Common
Stocks
0.2%
Alpha
Services
and
Holdings (1)
48,866
63
Eurobank
Ergasias
Services
&
Holdings (1)
113,728
107
National
Bank
of
Greece (1)
33,296
94
Piraeus
Financial
Holdings (1)
56,039
97
Total
Greece
(Cost
$347
)
361
HONG
KONG
0.0%
Common
Stocks
0.0%
Samsonite
International (1)
15,600
29
Sun
Hung
Kai
Properties
1,500
22
Total
Hong
Kong
(Cost
$60
)
51
HUNGARY
0.2%
Common
Stocks
0.2%
OTP
Bank (1)
6,190
334
Wizz
Air
Holdings
(GBP) (1)
546
37
Total
Hungary
(Cost
$261
)
371
INDIA
0.5%
Common
Stocks
0.5%
Axis
Bank (1)
32,942
315
HDFC
Bank
13,674
263
Housing
Development
Finance
6,666
219
Kotak
Mahindra
Bank (1)
12,397
277
Voltas
1,553
22
Total
India
(Cost
$1,021
)
1,096
INDONESIA
0.1%
Common
Stocks
0.1%
Bank
Central
Asia
103,000
213
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Sarana
Menara
Nusantara
235,900
24
Total
Indonesia
(Cost
$236
)
237
ISRAEL
0.1%
Common
Stocks
0.1%
Monday.com
(USD) (1)
191
42
Riskified,
Class
A
(USD) (1)
8,650
237
Total
Israel
(Cost
$217
)
279
ITALY
0.3%
Common
Stocks
0.3%
Davide
Campari-Milano
2,410
34
Ferrari
(USD)
1,582
345
GVS
1,409
22
PRADA
(HKD)
20,200
158
Total
Italy
(Cost
$532
)
559
JAPAN
0.9%
Common
Stocks
0.9%
Asics
700
16
Bridgestone
800
35
Daikin
Industries
200
42
Fancl
5,300
169
Hamamatsu
Photonics
2,800
156
Harmonic
Drive
Systems (3)
2,500
138
Hoshizaki
700
59
Industrial
&
Infrastructure
Fund
Investment (3)
11
21
Istyle (1)
3,600
15
Keyence
100
56
Komatsu
2,300
58
Matsumotokiyoshi
Holdings
400
18
Mitsui
Fudosan
1,000
23
Miura
1,000
44
Recruit
Holdings
10,400
539
Seven
&
i
Holdings
700
31
Shin-Etsu
Chemical
100
16
SMC
100
59
Sompo
Holdings
200
8
Sony
Group
2,900
303
Stanley
Electric
1,300
34
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
Par/Shares
$
Value
(Cost
and
value
in
$000s)
SUMCO
600
14
Suzuki
Motor
1,800
73
Total
Japan
(Cost
$1,932
)
1,927
NETHERLANDS
0.3%
Common
Stocks
0.3%
Adyen (1)
47
127
Akzo
Nobel
250
31
Argenx,
ADR
(USD) (1)
166
51
ASML
Holding
402
307
Heineken
273
32
ING
Groep
2,493
32
Koninklijke
DSM
119
24
TKH
Group,
CVA
758
40
Total
Netherlands
(Cost
$592
)
644
NORWAY
0.0%
Common
Stocks
0.0%
Aker
BP
638
17
Borregaard
727
19
Equinor
2,021
40
Total
Norway
(Cost
$82
)
76
PERU
0.0%
Common
Stocks
0.0%
Southern
Copper
(USD)
323
21
Total
Peru
(Cost
$21
)
21
PORTUGAL
0.0%
Common
Stocks
0.0%
Galp
Energia
3,619
35
Jeronimo
Martins
1,021
21
Total
Portugal
(Cost
$62
)
56
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
Par/Shares
$
Value
(Cost
and
value
in
$000s)
SINGAPORE
0.3%
Common
Stocks
0.3%
Sea,
ADR
(USD) (1)
2,158
596
Total
Singapore
(Cost
$569
)
596
SOUTH
AFRICA
0.2%
Government
Bonds
0.2%
Republic
of
South
Africa,
8.00%,
1/31/30
5,775,000
375
Total
South
Africa
(Cost
$340
)
375
SOUTH
KOREA
0.1%
Common
Stocks
0.1%
Coupang
(USD) (1)(3)
2,660
97
Total
South
Korea
(Cost
$103
)
97
SPAIN
0.2%
Common
Stocks
0.2%
Amadeus
IT
Group,
A
Shares (1)
4,339
284
Cellnex
Telecom
580
38
Total
Spain
(Cost
$365
)
322
SWEDEN
0.5%
Bank
Loans
0.2%
(5)
All-Star
Bidco,
FRN,
1M
USD
LIBOR
+
3.50%,
7/21/28
(USD) (6)
300,000
299
299
Common
Stocks
0.2%
Alfa
Laval
1,396
58
Atlas
Copco,
B
Shares
418
24
Boliden
1,427
56
Epiroc,
Class
B
1,080
22
Hexagon,
B
Shares
1,693
28
Hexpol
1,140
15
Lundin
Energy
678
21
Sandvik
641
17
Spotify
Technology
(USD) (1)
142
32
Svenska
Cellulosa,
Class
B
10,107
188
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Swedbank,
A
Shares
1,069
21
Swedish
Match
1,854
16
498
Corporate
Bonds
0.1%
Verisure
Holding,
FRN,
3M
EURIBOR
+
5.00%,
5.00%,
4/15/25
(EUR) (2)
100,000
121
121
Total
Sweden
(Cost
$879
)
918
SWITZERLAND
0.2%
Common
Stocks
0.2%
Cie
Financiere
Richemont
267
34
Montana
Aerospace (1)
2,840
108
Nestle
550
70
Roche
Holding
103
40
Sophia
Genetics
(USD) (1)
4,296
67
Zurich
Insurance
Group
52
21
Total
Switzerland
(Cost
$326
)
340
TAIWAN
0.2%
Common
Stocks
0.2%
Taiwan
Semiconductor
Manufacturing
24,000
502
Total
Taiwan
(Cost
$511
)
502
TURKEY
0.0%
Common
Stocks
0.0%
D-MARKET
Elektronik
Hizmetler
ve
Ticaret,
ADR
(USD) (1)
3,106
41
Total
Turkey
(Cost
$37
)
41
UNITED
KINGDOM
1.3%
Common
Stocks
1.3%
Ashtead
Group
5,463
409
ASOS (1)
245
13
AstraZeneca,
ADR
(USD)
912
52
Atotech
(USD) (1)
1,389
34
Aviva
1,664
9
Baltic
Classifieds
Group (1)
64,814
198
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Croda
International
178
21
Derwent
London
5,097
257
Direct
Line
Insurance
Group
5,465
23
Dr.
Martens (1)
2,387
14
Experian
6,525
287
Farfetch,
Class
A
(USD) (1)
1,275
64
Genuit
Group
6,384
57
Hargreaves
Lansdown
613
14
Helios
Towers (1)
6,505
15
HomeServe
2,502
32
IMI
541
13
London
Stock
Exchange
Group
6,000
626
Melrose
Industries
18,537
41
Mondi
1,243
34
Next (1)
135
15
Novocure
(USD) (1)
110
17
Prudential
684
13
Smiths
Group
3,009
65
THG (1)
2,544
21
Trainline (1)
24,478
115
Unilever
(EUR)
974
56
UNITE
Group
1,042
17
Weir
Group (1)
2,279
55
Whitbread (1)
600
25
Total
United
Kingdom
(Cost
$2,534
)
2,612
UNITED
STATES
60.0%
Bank
Loans
11.8%
(5)
Agiliti
Health,
FRN,
1M
USD
LIBOR
+
2.75%,
3.50%,
1/4/26
192,232
191
Alphabet
Holding,
FRN,
3M
USD
LIBOR
+
7.75%,
7.842%,
9/26/25
218,750
219
Applied
Systems,
FRN,
1M
USD
LIBOR
+
3.25%,
3.75%,
9/19/24
298,385
297
Applied
Systems,
FRN,
1M
USD
LIBOR
+
5.50%,
6.25%,
9/19/25
175,000
177
ASP
Chromaflo
Intermediate
Holdings,
FRN,
3M
USD
LIBOR
+
3.50%,
4.50%,
11/20/23 (4)
394,014
393
Asurion,
FRN,
1M
USD
LIBOR
+
3.13%,
3.217%,
11/3/23 (6)
543,358
537
Asurion,
FRN,
1M
USD
LIBOR
+
5.25%,
1/30/29 (6)
300,000
298
Asurion,
FRN,
1M
USD
LIBOR
+
5.25%,
5.342%,
1/31/28
101,879
101
Bausch
Health
Americas,
FRN,
3M
USD
LIBOR
+
2.75%,
11/27/25 (6)
400,000
396
BY
Crown
Parent,
FRN,
1M
USD
LIBOR
+
3.00%,
4.00%,
2/2/26
1,196,977
1,189
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Camelot
Finance,
FRN,
1M
USD
LIBOR
+
3.00%,
4.00%,
10/30/26
298,500
298
Charter
Next
Generation,
FRN,
1M
USD
LIBOR
+
3.75%,
4.50%,
12/1/27 (6)
163,628
163
Cincinnati
Bell,
FRN,
3M
USD
LIBOR
+
3.25%,
4.25%,
10/2/24
494,157
493
City
Brewing,
FRN,
1M
USD
LIBOR
+
3.50%,
4.25%,
4/5/28
175,000
173
CommerceHub,
FRN,
1M
USD
LIBOR
+
4.00%,
4.75%,
12/29/27
497,500
498
CommerceHub,
FRN,
1M
USD
LIBOR
+
7.00%,
7.75%,
12/29/28
100,000
101
Cvent,
FRN,
3M
USD
LIBOR
+
3.75%,
3.842%,
11/29/24 (6)
398,653
397
Delta
Topco,
FRN,
1M
USD
LIBOR
+
7.25%,
8.00%,
12/1/28
110,000
111
Diamond
Resorts
International,
FRN,
3M
USD
LIBOR
+
3.75%,
6.00%,
9/2/23
497,429
497
ECI
Macola,
FRN,
1M
USD
LIBOR
+
3.75%,
4.50%,
11/9/27
129,350
129
Edelman
Financial
Center,
FRN,
3M
USD
LIBOR
+
6.75%,
6.837%,
7/20/26 (6)
405,000
406
Engineered
Machinery
Holdings,
FRN,
1M
USD
LIBOR
+
3.25%,
4.25%,
7/19/24
393,979
393
Epicor
Software,
FRN,
1M
USD
LIBOR
+
7.75%,
8.75%,
7/31/28
130,000
134
Filtration
Group,
FRN,
1M
USD
LIBOR
+
3.75%,
4.50%,
3/29/25
397,000
397
Fleet
U.S.
Bidco,
FRN,
1M
USD
LIBOR
+
3.00%,
3.092%,
10/7/26
88,240
87
Fort
Dearborn
Holding,
FRN,
3M
USD
LIBOR
+
4.00%,
10/19/23 (6)
300,000
300
Golden
Nugget,
FRN,
1M
USD
LIBOR
+
2.50%,
3.25%,
10/4/23 (6)
795,486
787
Hertz,
FRN,
1M
USD
LIBOR
+
7.25%,
12/31/21
118,182
118
Hyland
Software,
FRN,
1M
USD
LIBOR
+
3.50%,
4.25%,
7/1/24
296,947
297
IG
Investments
Holdings,
FRN,
1M
USD
LIBOR
+
3.75%,
4.75%,
5/23/25
104,800
105
Infinite
Bidco,
FRN,
1M
USD
LIBOR
+
3.75%,
4.25%,
3/2/28
200,000
199
Infinite
Bidco,
FRN,
1M
USD
LIBOR
+
7.00%,
7.50%,
3/2/29
200,000
201
Intelsat
Jackson
Holdings,
Fixed
+
8.63%,
8.625%,
1/2/24
60,000
61
Intelsat
Jackson
Holdings,
FRN,
1M
USD
LIBOR
+
4.75%,
8.00%,
11/27/23 (6)
185,000
188
Intelsat
Jackson
Holdings,
FRN,
1M
USD
LIBOR
+
5.50%,
6.50%,
7/13/22
276,030
278
Intelsat
Jackson
Holdings,
FRN,
3M
USD
LIBOR
+
6.50%,
8.75%,
1/2/24
220,000
224
IRB
Holding,
FRN,
1M
USD
LIBOR
+
3.25%,
4.25%,
12/15/27
412,925
411
Jane
Street
Group,
FRN,
1M
USD
LIBOR
+
2.75%,
2.842%,
1/26/28
487,550
480
LABL,
FRN,
1M
USD
LIBOR
+
4.00%,
7/2/26 (6)
300,000
299
MH
Sub
I,
FRN,
1M
USD
LIBOR
+
3.75%,
4.75%,
9/13/24
89,386
89
MH
Sub
I,
FRN,
1M
USD
LIBOR
+
6.25%,
6.337%,
2/23/29
300,000
304
MH
Sub
I,
FRN,
3M
USD
LIBOR
+
3.50%,
3.592%,
9/13/24
296,915
295
MIC
GLEN,
FRN,
1M
USD
LIBOR
+
6.75%,
6/18/29 (6)
400,000
401
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Mitchell
International,
FRN,
3M
USD
LIBOR
+
3.25%,
3.342%,
11/29/24
299,227
295
New
Trojan
Parent,
FRN,
1M
USD
LIBOR
+
3.25%,
3.75%,
1/6/28
90,000
89
New
Trojan
Parent,
FRN,
1M
USD
LIBOR
+
7.25%,
7.75%,
1/5/29
300,000
297
Onvoy,
FRN,
3M
USD
LIBOR
+
4.50%,
5.50%,
2/10/24
663,306
662
Option
Care
Health,
FRN,
1M
USD
LIBOR
+
3.75%,
3.842%,
8/6/26
497,475
495
Osmose
Utilities
Services,
FRN,
1M
USD
LIBOR
+
3.25%,
6/23/28 (6)
300,000
297
Pactiv
Evergreen
Group
Holdings,
FRN,
1M
USD
LIBOR
+
2.75%,
2.842%,
2/5/23
307,682
307
PetSmart,
FRN,
1M
USD
LIBOR
+
3.75%,
4.50%,
2/11/28
300,000
300
Planview
Parent,
FRN,
1M
USD
LIBOR
+
4.00%,
4.75%,
12/17/27
373,125
373
PPD,
FRN,
1M
USD
LIBOR
+
2.00%,
2.50%,
1/13/28
399,000
398
Project
Ruby
Ultimate
Parent,
FRN,
1M
USD
LIBOR
+
3.25%,
4.00%,
3/10/28
299,250
297
RealPage,
FRN,
1M
USD
LIBOR
+
3.25%,
3.75%,
4/24/28
365,000
363
RealPage,
FRN,
1M
USD
LIBOR
+
6.50%,
7.25%,
4/23/29
195,000
201
Rent-A-Center,
FRN,
1M
USD
LIBOR
+
4.00%,
4.75%,
2/17/28
399,000
400
Rising
Tide
Holdings,
FRN,
1M
USD
LIBOR
+
8.25%,
9.00%,
6/1/29
200,000
200
S2P
Acquisition
Borrower,
FRN,
3M
USD
LIBOR
+
3.75%,
3.842%,
8/14/26
83,328
83
Scientific
Games
International,
FRN,
1M
USD
LIBOR
+
2.75%,
8/14/24 (6)
300,000
295
Sophia,
FRN,
1M
USD
LIBOR
+
3.75%,
4.50%,
10/7/27
512,425
512
Sotera
Health
Holdings,
FRN,
1M
USD
LIBOR
+
2.75%,
3.25%,
12/11/26
400,000
398
Sovos
Compliance,
FRN,
1M
USD
LIBOR
+
4.50%,
7/29/28 (4)
(6)
135,000
135
Tacala
Investment,
FRN,
1M
USD
LIBOR
+
7.50%,
8.25%,
2/4/28
495,000
493
Tech
Data,
FRN,
1M
USD
LIBOR
+
3.50%,
3.592%,
6/30/25
198,500
198
Tech
Data,
FRN,
1M
USD
LIBOR
+
5.50%,
5.592%,
6/30/25
596,744
597
Transplace
Holdings,
FRN,
1M
USD
LIBOR
+
3.75%,
10/10/24 (6)
400,000
400
Uber
Technologies,
FRN,
1M
USD
LIBOR
+
3.50%,
3.592%,
4/4/25
149,231
149
Wand
NewCo
3,
FRN,
1M
USD
LIBOR
+
3.00%,
3.092%,
2/5/26 (6)
224,119
221
Welbilt,
FRN,
3M
USD
LIBOR
+
2.50%,
2.592%,
10/23/25
800,000
792
WideOpenWest
Finance,
FRN,
3M
USD
LIBOR
+
3.25%,
4.25%,
8/18/23
1,500,000
1,495
Woof
Holdings,
FRN,
1M
USD
LIBOR
+
3.75%,
4.50%,
12/21/27
219,450
219
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Woof
Holdings,
FRN,
1M
USD
LIBOR
+
7.25%,
8.00%,
12/21/28
300,000
302
24,375
Bond
Mutual
Funds
30.3%
T.
Rowe
Price
Dynamic
Credit
Fund
-
I
Class,
3.62% (7)(8)
3,025,750
30,893
T.
Rowe
Price
Dynamic
Global
Bond
Fund
-
I
Class,
3.29% (7)(8)
3,183,734
31,455
62,348
Common
Stocks
12.5%
10X
Genomics,
Class
A (1)
94
17
AbbVie
549
64
Acadia
Realty
Trust,
REIT
791
17
Acceleron
Pharma (1)
324
41
Advanced
Micro
Devices (1)
2,264
240
AGCO
126
17
Agilent
Technologies
382
59
Air
Lease
1,404
59
Air
Products
&
Chemicals
108
31
Airbnb,
Class
A (1)
117
17
Akoya
Biosciences (1)
658
11
Alamo
Group
107
16
Alexandria
Real
Estate
Equities,
REIT
103
21
Alnylam
Pharmaceuticals (1)
216
39
Alphabet,
Class
A (1)
229
617
Alphabet,
Class
C (1)
79
214
Altice
USA,
Class
A (1)
517
16
Amazon.com (1)
438
1,457
Ameren
245
21
American
Campus
Communities,
REIT
311
16
American
International
Group
1,375
65
American
Tower,
REIT
324
92
Amgen
136
33
Amphenol,
Class
A
1,011
73
Anthem
127
49
Apellis
Pharmaceuticals (1)
302
19
Apollo
Global
Management
520
31
Apple
225
33
Apple
Hospitality
REIT,
REIT
1,074
16
Armstrong
World
Industries
284
31
Assurant
952
150
Atlassian,
Class
A (1)
1,229
400
AvalonBay
Communities,
REIT
1,151
262
Avantor (1)
745
28
Avery
Dennison
115
24
Axis
Capital
Holdings
648
33
Ball
786
64
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Bank
of
America
11,321
434
Bank
of
New
York
Mellon
529
27
BankUnited
579
23
Barings
BDC
1,200
13
Becton
Dickinson
&
Company
166
42
Belden
962
47
Bill.com
Holdings (1)
1,401
290
Biogen (1)
117
38
Black
Knight (1)
284
24
Blend
Labs,
Class
A (1)
6,823
123
Blueprint
Medicines (1)
205
18
Boeing (1)
145
33
Booking
Holdings (1)
30
65
Bright
Horizons
Family
Solutions (1)
553
83
Bruker
402
33
Burlington
Stores (1)
182
61
Cactus,
Class
A
429
15
Camden
Property
Trust,
REIT
166
25
Capital
One
Financial
245
40
Capri
Holdings (1)
392
22
Carvana (1)
179
60
Catalent (1)
166
20
Caterpillar
121
25
Cboe
Global
Markets
225
27
CC
Neuberger
Principal
Holdings
III (1)
18,421
184
Cedar
Fair (1)
755
32
Centene (1)
725
50
Ceridian
HCM
Holding (1)
175
17
CF
Industries
Holdings
312
15
ChampionX (1)
625
15
Charles
Schwab
9,348
635
Chart
Industries (1)
166
26
Charter
Communications,
Class
A (1)
179
133
Chevron
432
44
Chipotle
Mexican
Grill (1)
22
41
Chubb
481
81
Cigna
232
53
Citizens
Financial
Group
1,131
48
CM
Life
Sciences
III (1)
11,000
119
CME
Group
107
23
CMS
Energy
360
22
CNA
Financial
619
27
Coca-Cola
1,489
85
Cognex
224
20
Comcast,
Class
A
1,564
92
ConocoPhillips
1,316
74
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Cooper
41
17
Copart (1)
1,420
209
CoStar
Group (1)
550
49
Costco
Wholesale
142
61
Coupa
Software (1)
336
73
Crowdstrike
Holdings,
Class
A (1)
385
98
Crown
Castle
International,
REIT
370
71
CubeSmart,
REIT
380
19
Cummins
249
58
CVRx (1)
1,011
20
Danaher
386
115
Darling
Ingredients (1)
304
21
Datadog,
Class
A (1)
531
59
Deere
65
23
Denali
Therapeutics (1)
253
13
Devon
Energy
1,021
26
Dexcom (1)
49
25
Dime
Community
Bancshares
708
23
DocuSign (1)
80
24
Dollar
General
163
38
Dominion
Energy
164
12
DoorDash,
Class
A (1)
998
174
Douglas
Emmett,
REIT
478
16
Doximity,
Class
A (1)
547
34
DT
Midstream (1)
63
3
DTE
Energy
116
14
Duolingo (1)
15
2
East
West
Bancorp
521
37
Element
Solutions
922
22
elf
Beauty (1)
824
23
Eli
Lilly
1,966
479
Encore
Capital
Group (1)
588
28
Entegris
392
47
Envista
Holdings (1)
379
16
EOG
Resources
687
50
Equinix,
REIT
72
59
Equitable
Holdings
985
30
Equity
LifeStyle
Properties,
REIT
234
20
Equity
Residential,
REIT
2,061
173
Essex
Property
Trust,
REIT
56
18
Estee
Lauder,
Class
A
865
289
Etsy (1)
342
63
Eucrates
Biomedical
Acquisition (1)
9,800
95
Eucrates
Biomedical
Acquisition,
Warrants,
12/14/25 (1)
3,266
3
Euronet
Worldwide (1)
393
56
Exact
Sciences (1)
2,793
301
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Exelixis (1)
908
15
Expedia
Group (1)
1,631
262
Facebook,
Class
A (1)
3,034
1,081
Fate
Therapeutics (1)
214
18
FedEx
785
220
Fifth
Third
Bancorp
1,533
56
First
American
Financial
233
16
Five9 (1)
430
87
Flywire (1)
515
16
Fortive
529
38
Freshpet (1)
735
108
General
Electric
46,741
605
Generation
Bio (1)
323
7
Goldman
Sachs
Group
120
45
Graphic
Packaging
Holding
776
15
Guardant
Health (1)
146
16
Hanover
Insurance
Group
166
23
Hartford
Financial
Services
Group
707
45
HCA
Healthcare
183
45
Hess
255
19
Hilton
Worldwide
Holdings (1)
322
42
Hologic (1)
421
32
Home
BancShares
634
13
Home
Depot
424
139
Honeywell
International
283
66
Hubbell
62
12
HubSpot (1)
332
198
Humana
122
52
Huntington
Bancshares
5,213
73
Huntsman
625
16
Incyte (1)
419
32
Ingersoll
Rand (1)
1,286
63
Insmed (1)
654
16
Insulet (1)
60
17
Integral
Ad
Science
Holding (1)
2,065
36
Intellia
Therapeutics (1)
150
21
International
Paper
608
35
Intuitive
Surgical (1)
245
243
Ionis
Pharmaceuticals (1)
488
18
JB
Hunt
Transport
Services
275
46
JBG
SMITH
Properties,
REIT
935
30
Kadant
120
22
Kemper
204
13
Keurig
Dr
Pepper
637
22
Khosla
Ventures
Acquistion
SPAC/Nextdoor
PIPE (1)(9)
2,702
26
Kilroy
Realty,
REIT
224
15
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
Par/Shares
$
Value
(Cost
and
value
in
$000s)
KKR
200
13
Kodiak
Sciences (1)
608
51
Kratos
Defense
&
Security
Solutions (1)
594
16
Leidos
Holdings
392
42
Liberty
Media
Acquisition (1)
10,040
105
Liberty
Media-Liberty
Formula
One,
Class
C (1)
400
19
Linde
394
121
Lindsay
107
17
Littelfuse
223
59
Live
Nation
Entertainment (1)
980
77
Lululemon
Athletica (1)
86
34
Magnolia
Oil
&
Gas,
Class
A (1)
971
14
Marqeta,
Class
A (1)
832
22
Marriott
International,
Class
A (1)
206
30
Marsh
&
McLennan
40
6
Martin
Marietta
Materials
40
15
Mastercard,
Class
A
1,119
432
Match
Group (1)
332
53
McDonald's
218
53
Merck
646
50
MetLife
777
45
Mettler-Toledo
International (1)
15
22
MGM
Resorts
International
628
24
Microsoft
258
73
Middleby (1)
304
58
Mirati
Therapeutics (1)
117
19
Moderna (1)
223
79
Molina
Healthcare (1)
103
28
Mondelez
International,
Class
A
910
58
Monster
Beverage (1)
304
29
Monte
Rosa
Therapeutics (1)
481
12
Morgan
Stanley
1,804
173
nCino (1)
784
50
Netflix (1)
787
407
Neurocrine
Biosciences (1)
185
17
NextEra
Energy
194
15
NexTier
Oilfield
Solutions (1)
5,761
22
NIKE,
Class
B
372
62
Norfolk
Southern
274
71
NVIDIA
264
51
Okta (1)
974
241
Old
Dominion
Freight
Line
99
27
Ollie's
Bargain
Outlet
Holdings (1)
235
22
Open
Lending,
Class
A (1)
3,948
150
Opendoor
Technologies,
Class
A (1)
2,155
32
O'Reilly
Automotive (1)
33
20
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Ortho
Clinical
Diagnostics
Holdings (1)
639
14
Outset
Medical (1)
260
11
PACCAR
392
33
Pacific
Biosciences
of
California (1)
505
16
Pacific
Premier
Bancorp
530
20
Packaging
Corp.
of
America
324
46
PagerDuty (1)
532
22
Parker-Hannifin
165
51
Paycom
Software (1)
107
43
Paycor
HCM (1)
1,335
37
Paylocity
Holding (1)
196
41
Payoneer
Global,
Acquisition
Date:
3/15/21,
Cost $25 (1)(10)
2,505
22
PayPal
Holdings (1)
190
52
Peloton
Interactive,
Class
A (1)
370
44
Penumbra (1)
97
26
Phreesia (1)
251
17
Pinnacle
Financial
Partners
442
40
Pinterest,
Class
A (1)
460
27
Pioneer
Natural
Resources
236
34
PNC
Financial
Services
Group
213
39
Popular
511
37
PPG
Industries
149
24
PRA
Group (1)
519
20
Procore
Technologies (1)
182
19
Procter
&
Gamble
381
54
Prologis,
REIT
234
30
Quaker
Chemical
267
67
Rapid
Micro
Biosystems,
Class
A (1)
565
13
Raymond
James
Financial
126
16
RealReal (1)
1,176
19
Redfin (1)
232
14
Regency
Centers,
REIT
243
16
Regeneron
Pharmaceuticals (1)
90
52
RenaissanceRe
Holdings
206
31
ROBLOX,
Class
A (1)
2,345
181
Roku (1)
51
22
Roper
Technologies
151
74
Ross
Stores
1,378
169
RPM
International
364
32
Safety
Insurance
Group
324
25
salesforce.com (1)
218
53
Sanderson
Farms
120
22
Sandy
Spring
Bancorp
371
15
SBA
Communications,
REIT
262
89
Seacoast
Banking
923
28
Seagen (1)
166
25
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Sealed
Air
1,109
63
Seer (1)(3)
953
30
Selective
Insurance
Group
284
23
Sempra
Energy
277
36
SentinelOne,
Class
A (1)
713
35
ServiceNow (1)
512
301
Sherwin-Williams
188
55
Shoals
Technologies
Group,
Class
A (1)
1,041
30
Shockwave
Medical (1)
166
30
Signature
Bank
1,052
239
SilverBox
Engaged
Merger
Corp
I (1)
10,600
105
SL
Green
Realty,
REIT
304
23
Snap,
Class
A (1)
3,339
248
Snowflake,
Class
A (1)
112
30
SoFi
Technologies (1)
3,209
50
Square,
Class
A (1)
1,264
313
Starbucks
382
46
State
Street
343
30
Stoneridge (1)
796
23
Stryker
267
72
Sun
Country
Airlines
Holdings (1)
3,185
103
Sunstone
Hotel
Investors,
REIT (1)
1,800
21
Synopsys (1)
164
47
T-Mobile
U.S. (1)
3,877
558
Teleflex
66
26
Terex
331
16
Terreno
Realty,
REIT
330
23
Tesla (1)
167
115
Textron
549
38
Thermo
Fisher
Scientific
226
122
Thermon
Group
Holdings (1)
976
16
Timken
175
14
Toro
200
23
Tradeweb
Markets,
Class
A
169
15
Trimble (1)
294
25
Trinity
Capital
1,200
17
Twilio,
Class
A (1)
281
105
UiPath,
Class
A (1)
42
3
Ultragenyx
Pharmaceutical (1)
1,010
81
United
Parcel
Service,
Class
B
586
112
UnitedHealth
Group
2,068
852
Upwork (1)
450
23
Valmont
Industries
58
14
Veeva
Systems,
Class
A (1)
98
33
Velocity
Acquisition (1)
10,600
107
VeriSign (1)
116
25
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Verizon
Communications
92
5
Vertex
Pharmaceuticals (1)
386
78
Virtus
Investment
Partners
78
22
Visa,
Class
A
327
81
Voya
Financial
403
26
Vulcan
Materials
80
14
Walt
Disney (1)
961
169
Wayfair,
Class
A (1)(3)
67
16
Webster
Financial
491
24
WEC
Energy
Group
165
16
Wells
Fargo
2,616
120
Welltower,
REIT
294
26
West
Pharmaceutical
Services
101
42
Western
Alliance
Bancorp
2,359
219
Westlake
Chemical
235
19
Westrock
372
18
Workday,
Class
A (1)
183
43
Xcel
Energy
213
15
Xometry,
Class
A (1)
390
31
Zoom
Video
Communications,
Class
A (1)
1,689
639
25,715
Convertible
Bonds
0.2%
Air
Transport
Services
Group,
1.125%,
10/15/24
250,000
261
DISH
Network,
3.375%,
8/15/26
43,000
44
Liberty
Broadband,
2.75%,
9/30/50 (2)
19,000
20
325
Convertible
Preferred
Stocks
0.9%
American
Electric
Power,
6.125%,
8/15/23
2,370
125
Becton
Dickinson
&
Company,
Series
B,
6.00%,
6/1/23 (3)
4,291
239
Broadcom,
Series
A,
8.00%,
9/30/22
208
319
Clarivate,
Series
A,
5.25%,
6/1/24
1,730
156
Dominion
Energy,
Series
A,
7.25%,
6/1/22
1,000
99
DTE
Energy,
6.25%,
11/1/22
2,719
139
Laronde,
Series
B,
Acquisition
Date:
7/28/21,
Cost $5 (1)(4)(10)
162
5
Rappi,
Series
E,
Acquisition
Date:
9/8/20,
Cost $109 (1)(4)(10)
1,822
117
Rappi,
Series
F,
Acquisition
Date:
7/8/21,
Cost $34 (1)(4)(10)
534
34
Southern,
Series
A,
6.75%,
8/1/22
2,858
149
Spire,
Series
A,
7.50%,
3/1/24
4,330
229
UGI,
7.25%,
6/1/24 (3)
2,140
226
1,837
Corporate
Bonds
4.3%
Ardagh
Packaging
Finance,
5.25%,
4/30/25 (2)
1,200,000
1,248
Bausch
Health,
6.125%,
4/15/25 (2)(3)
400,000
408
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Bausch
Health
Americas,
9.25%,
4/1/26 (2)
800,000
864
CD&R
Smokey
Buyer,
6.75%,
7/15/25 (2)
170,000
181
Change
Healthcare
Holdings,
5.75%,
3/1/25 (2)
1,200,000
1,215
Forterra
Finance,
6.50%,
7/15/25 (2)
800,000
857
FXI
Holdings,
12.25%,
11/15/26 (2)
200,000
228
Global
Net
Lease,
3.75%,
12/15/27 (2)
400,000
397
GPD,
10.125%,
4/1/26 (2)
200,000
217
Home
Point
Capital,
5.00%,
2/1/26 (2)
185,000
170
Intelsat
Jackson
Holdings,
9.50%,
9/30/22 (2)
195,000
229
Lumen
Technologies,
Series
Y,
7.50%,
4/1/24
600,000
673
NuStar
Logistics,
4.75%,
2/1/22
200,000
201
PetSmart,
7.75%,
2/15/29 (2)
250,000
274
Photo
Holdings
Merger
Sub,
8.50%,
10/1/26 (2)
230,000
251
PRA
Group,
7.375%,
9/1/25 (2)
195,000
209
Stagwell,
STEP,
7.50%,
5/1/24 (2)
400,000
407
U.S.
Airways
PTT,
Series
2013-1,
Class
A,
3.95%,
11/15/25
57,260
57
UAL
PTT,
Series
2007-1,
6.636%,
7/2/22
257,404
266
United
Airlines,
4.375%,
4/15/26 (2)
175,000
180
Welbilt,
9.50%,
2/15/24
400,000
415
8,947
Preferred
Stocks
0.0%
NuStar
Logistics,
VR,
3M
USD
LIBOR
+
6.734%,
6.86%,
1/15/43
104
2
2
Total
United
States
(Cost
$120,358
)
123,549
URUGUAY
0.0%
Common
Stocks
0.0%
Dlocal
(USD) (1)
558
25
Total
Uruguay
(Cost
$12
)
25
SHORT-TERM
INVESTMENTS
26.2%
Money
Market
Funds
26.2%
T.
Rowe
Price
Government
Reserve
Fund,
0.04% (7)(11)
53,984,939
53,985
Total
Short-Term
Investments
(Cost
$53,985)
53,985
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
Par/Shares
$
Value
(Cost
and
value
in
$000s)
SECURITIES
LENDING
COLLATERAL
0.8%
INVESTMENTS
IN
A
POOLED
ACCOUNT
THROUGH
SECURITIES
LENDING
PROGRAM
WITH
JPMORGAN
CHASE
BANK
0.6%
Short-Term
Funds
0.6%
T.
Rowe
Price
Short-Term
Fund,
0.07% (7)(11)
117,414
1,174
Total
Investments
in
a
Pooled
Account
through
Securities
Lending
Program
with
JPMorgan
Chase
Bank
1,174
INVESTMENTS
IN
A
POOLED
ACCOUNT
THROUGH
SECURITIES
LENDING
PROGRAM
WITH
STATE
STREET
BANK
AND
TRUST
COMPANY
0.2%
Short-Term
Funds
0.2%
T.
Rowe
Price
Short-Term
Fund,
0.07% (7)(11)
53,085
531
Total
Investments
in
a
Pooled
Account
through
Securities
Lending
Program
with
State
Street
Bank
and
Trust
Company
531
Total
Securities
Lending
Collateral
(Cost
$1,705)
1,705
(Amounts
in
000s,
except
for
contracts)
Options
Purchased
0.1%
Exchange-Traded
Options
Purchased
0.1%
Description
Contracts
Notional
Amount
$
Value
Alcoa,
Put,
1/21/22
@
$30.00 (1)
110
442
18
Cloudflare,
Put,
11/19/21
@
$55.00 (1)
72
854
1
L
Brands,
Put,
11/19/21
@
$55.00 (1)
83
665
13
SPDR
S&P
500
ETF
Trust,
Put,
8/20/21
@
$385.00 (1)
89
3,565
4
SPDR
S&P
500
ETF
Trust,
Put,
10/15/21
@
$398.00 (1)
36
1,442
17
Total
Exchange-Traded
Options
Purchased
(Cost
$157)
53
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s,
except
for
contracts)
OTC
Options
Purchased
0.0%
Counterparty
Description
Contracts
Notional
Amount
$
Value
Morgan
Stanley
AstraZeneca,
Call,
1/21/22
@
$55.00
(USD) (1)
72
412
32
Total
OTC
Options
Purchased
(Cost
$21)
32
Total
Options
Purchased
(Cost
$178)
85
Total
Investments
in
Securities
96.6%
(Cost
$195,506)
$
198,835
Other
Assets
Less
Liabilities
3.4%
7,082
Net
Assets
100.0%
$
205,917
‡
Country
classifications
are
generally
based
on
MSCI
categories
or
another
unaffiliated
third
party
data
provider;
Par/Shares
and
Notional
Amount
are
denominated
in
the
currency
of
the
country
presented
unless
otherwise
noted.
(1)
Non-income
producing
(2)
Security
was
purchased
pursuant
to
Rule
144A
under
the
Securities
Act
of
1933
and
may
be
resold
in
transactions
exempt
from
registration
only
to
qualified
institutional
buyers.
Total
value
of
such
securities
at
period-end
amounts
to
$8,210
and
represents
4.0%
of
net
assets.
(3)
All
or
a
portion
of
this
security
is
on
loan
at
July
31,
2021.
(4)
Level
3
in
fair
value
hierarchy.
(5)
Bank
loan
positions
may
involve
multiple
underlying
tranches.
In
those
instances,
the
position
presented
reflects
the
aggregate
of
those
respective
underlying
tranches
and
the
rate
presented
reflects
the
weighted
average
rate
of
the
settled
positions.
(6)
All
or
a
portion
of
this
loan
is
unsettled
as
of
July
31,
2021.
The
interest
rate
for
unsettled
loans
will
be
determined
upon
settlement
after
period
end.
(7)
Affiliated
Companies
(8)
SEC
30-day
yield
(9)
A
portion
of
the
position
represents
an
unfunded
commitment;
a
liability
to
fund
the
commitment
has
been
recognized.
The
fund's
total
unfunded
commitment
at
July
31,
2021,
was
$27
and
was
valued
at
$26
(0.0%
of
net
assets).
(10)
Security
cannot
be
offered
for
public
resale
without
first
being
registered
under
the
Securities
Act
of
1933
and
related
rules
("restricted
security").
Acquisition
date
represents
the
day
on
which
an
enforceable
right
to
acquire
such
security
is
obtained
and
is
presented
along
with
related
cost
in
the
security
description.
The
fund
has
registration
rights
for
certain
restricted
securities.
Any
costs
related
to
such
registration
are
borne
by
the
issuer.
The
aggregate
value
of
restricted
securities
(excluding
144A
holdings)
at
period
end
amounts
to
$178
and
represents
0.1%
of
net
assets.
(11)
Seven-day
yield
1M
CAD
CDOR
One
month
CAD
CDOR
(Canadian
Dollar
offered
rate)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
.
.
.
.
.
.
.
.
.
.
1M
CHF
LIBOR
One
month
CHF
LIBOR
(London
interbank
offered
rate)
1M
CNH
HIBOR
One
month
CNH
HIBOR
(Hong
Kong
interbank
offered
rate)
1M
DKK
CIBOR
One
month
DKK
CIBOR
(Copenhagen
interbank
offered
rate)
1M
EURIBOR
One
month
EURIBOR
(Euro
interbank
offered
rate)
1M
GBP
LIBOR
One
month
GBP
LIBOR
(London
interbank
offered
rate)
1M
HKD
HIBOR
One
month
HKD
HIBOR
(Hong
Kong
interbank
offered
rate)
1M
JPY
LIBOR
One
month
JPY
LIBOR
(London
interbank
offered
rate)
1M
NOK
NIBOR
One
month
NOK
NIBOR
(Norwegian
interbank
offered
rate)
1M
SGD
SIBOR
One
month
SGD
SIBOR
(Singapore
interbank
offered
rate)
1M
SEK
STIBOR
One
month
SEK
STIBOR
(Stockholm
interbank
offered
rate)
1M
USD
LIBOR
One
month
USD
LIBOR
(London
interbank
offered
rate)
3M
EURIBOR
Three
month
EURIBOR
(Euro
interbank
offered
rate)
3M
USD
LIBOR
Three
month
USD
LIBOR
(London
interbank
offered
rate)
6M
CZK
PRIBOR
Six
month
CZK
PRIBOR
(Prague
interbank
offered
rate)
6M
PLN
WIBOR
Six
month
PLN
WIBOR
(Warsaw
interbank
offered
rate)
1M
ADBB
One
month
AUD
bank
bill
ADR
American
Depositary
Receipts
AUD
Australian
Dollar
BRL
Brazilian
Real
CAD
Canadian
Dollar
CHF
Swiss
Franc
CNH
Offshore
China
Renminbi
CPI
Consumer
Price
Index
CVA
Dutch
Certificate
(Certificaten
Van
Aandelen)
ETF
Exchange-Traded
Fund
EUR
Euro
FRN
Floating
Rate
Note
GBP
British
Pound
HKD
Hong
Kong
Dollar
INR
Indian
Rupee
JPY
Japanese
Yen
MXIBTIIE
Mexican
Interbank
28
day
interest
rate
MXN
Mexican
Peso
NOK
Norwegian
Krone
NZD
New
Zealand
Dollar
OTC
Over-the-counter
PIPE
Private
Investment
in
Public
Equity
PLN
Polish
Zloty
PTT
Pass-Through
Trust
REIT
A
domestic
Real
Estate
Investment
Trust
whose
distributions
pass-through
with
original
tax
character
to
the
shareholder
SEK
Swedish
Krona
SPAC
Special
Purpose
Acquisition
Company
STEP
Stepped
coupon
bond
for
which
the
coupon
rate
of
interest
adjusts
on
specified
date(s);
rate
shown
is
effective
rate
at
period-end.
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
.
.
.
.
.
.
.
.
.
.
TRY
Turkish
Lira
TWD
Taiwan
Dollar
USD
U.S.
Dollar
VR
Variable
Rate;
rate
shown
is
effective
rate
at
period-end.
The
rates
for
certain
variable
rate
securities
are
not
based
on
a
published
reference
rate
and
spread
but
are
determined
by
the
issuer
or
agent
and
based
on
current
market
conditions.
ZAR
South
African
Rand
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s,
except
for
contracts)
OPTIONS
WRITTEN
(0.3)%
Exchange-Traded
Options
Written
(0.3)%
Description
Contracts
Notional
Amount
$
Value
iShares
iBoxx
High
Yield
Corporate
Bond
ETF,
Put,
8/20/21
@
$87.00
1,414
12,199
(43)
S&P
500
Index,
Call,
9/17/21
@
$4,425.00
70
30,767
(483)
U.S.
Treasury
Long-Term
Bonds
Futures,
Call,
8/27/21
@
$163.00
24
3,953
(65)
U.S.
Treasury
Long-Term
Bonds
Futures,
Put,
8/27/21
@
$163.00
24
3,953
(24)
Total
Options
Written
(Premiums
$(794))
$
(615)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
SWAPS
(0.0)%
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
BILATERAL
SWAPS
(0.0)%
Total
Return
Swaps
(0.0)%
Australia
(0.0)%
Citibank,
Pay
Underlying
Reference:
Commonwealth
Bank
of
Australia
Monthly,
Receive
Variable
(0.390)%
(1M
ADBB
+
(0.40)%)
Monthly,
1/19/22
—
—
—
—
Citibank,
Receive
Underlying
Reference:
BHP
Group
Monthly,
Pay
Variable
0.410%
(1M
ADBB
+
0.40%)
Monthly,
1/19/22
13
13
—
13
Citibank,
Receive
Underlying
Reference:
Cochlear
Monthly,
Pay
Variable
0.410%
(1M
ADBB
+
0.40%)
Monthly,
1/19/22
—
(1)
—
(1)
Citibank,
Receive
Underlying
Reference:
Worley
Monthly,
Pay
Variable
0.410%
(1M
ADBB
+
0.40%)
Monthly,
1/19/22
3
(3)
—
(3)
Morgan
Stanley,
Receive
Underlying
Reference:
ALS
Monthly,
Pay
Variable
0.560%
(1M
ADBB
+
0.55%)
Monthly,
1/19/22
5
4
—
4
Morgan
Stanley,
Receive
Underlying
Reference:
IGO
Monthly,
Pay
Variable
0.560%
(1M
ADBB
+
0.55%)
Monthly,
1/19/22
11
11
—
11
Morgan
Stanley,
Receive
Underlying
Reference:
Ramsay
Health
Care
Monthly,
Pay
Variable
0.560%
(1M
ADBB
+
0.55%)
Monthly,
1/19/22
1
(1)
—
(1)
UBS
Securities,
Pay
Underlying
Reference:
CSL
Monthly,
Receive
Variable
(0.440)%
(1M
ADBB
+
(0.45)%)
Monthly,
1/19/22
7
(7)
—
(7)
UBS
Securities,
Pay
Underlying
Reference:
Dexus
Monthly,
Receive
Variable
(0.440)%
(1M
ADBB
+
(0.45)%)
Monthly,
1/19/22
9
(3)
—
(3)
UBS
Securities,
Pay
Underlying
Reference:
Fortescue
Metals
Group
Monthly,
Receive
Variable
(0.440)%
(1M
ADBB
+
(0.45)%)
Monthly,
1/19/22
13
(14)
—
(14)
UBS
Securities,
Pay
Underlying
Reference:
Newcrest
Mining
Monthly,
Receive
Variable
(0.440)%
(1M
ADBB
+
(0.45)%)
Monthly,
1/19/22
4
(4)
—
(4)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
UBS
Securities,
Pay
Underlying
Reference:
Rio
Tinto
Monthly,
Receive
Variable
(0.440)%
(1M
ADBB
+
(0.45)%)
Monthly,
1/19/22
6
(6)
—
(6)
UBS
Securities,
Receive
Underlying
Reference:
ALS
Monthly,
Pay
Variable
0.410%
(1M
ADBB
+
0.40%)
Monthly,
1/19/22
—
—
—
—
UBS
Securities,
Receive
Underlying
Reference:
Qantas
Airways
Monthly,
Pay
Variable
0.408%
(1M
ADBB
+
0.40%)
Monthly,
1/19/22
2
(2)
—
(2)
UBS
Securities,
Receive
Underlying
Reference:
Transurban
Group
Monthly,
Pay
Variable
0.410%
(1M
ADBB
+
0.40%)
Monthly,
1/19/22
3
(1)
—
(1)
Total
Australia
—
(14)
Austria
0.0%
Bank
of
America,
Receive
Underlying
Reference:
BAWAG
Group
Monthly,
Pay
Variable
(0.157)%
(1M
EURIBOR
+
0.40%)
Monthly,
1/19/22
10
10
—
10
Citibank,
Receive
Underlying
Reference:
BAWAG
Group
Monthly,
Pay
Variable
(0.206)%
(1M
EURIBOR
+
0.35%)
Monthly,
1/19/22
10
10
—
10
UBS
Securities,
Receive
Underlying
Reference:
BAWAG
Group
Monthly,
Pay
Variable
(0.206)%
(1M
EURIBOR
+
0.35%)
Monthly,
1/19/22
11
11
—
11
Total
Austria
—
31
Belgium
0.0%
Morgan
Stanley,
Receive
Underlying
Reference:
Groupe
Bruxelles
Lambert
Monthly,
Pay
Variable
(0.207)%
(1M
EURIBOR
+
0.35%)
Monthly,
1/19/22
7
7
—
7
Total
Belgium
—
7
Bermuda
0.0%
Citibank,
Pay
Underlying
Reference:
Man
Wah
Holdings
Monthly,
Receive
Variable
(0.311)%
(1M
HKD
HIBOR
+
(0.40)%)
Monthly,
1/19/22
(HKD)
8
8
—
8
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Goldman
Sachs,
Pay
Underlying
Reference:
Man
Wah
Holdings
Monthly,
Receive
Variable
(0.321)%
(1M
HKD
HIBOR
+
(0.40)%)
Monthly,
1/19/22
(HKD)
7
7
—
7
Morgan
Stanley,
Receive
Underlying
Reference:
Brookfield
Property
Partners
Monthly,
Pay
Variable
0.639%
(1M
USD
LIBOR
+
0.55%)
Monthly,
1/20/22
10
(10)
—
(10)
Morgan
Stanley,
Receive
Underlying
Reference:
Credicorp
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
18
(18)
—
(18)
Morgan
Stanley,
Receive
Underlying
Reference:
IHS
Markit
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
27
28
—
28
Morgan
Stanley,
Receive
Underlying
Reference:
RenaissanceRe
Holdings
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
3
5
—
5
Total
Bermuda
—
20
Brazil
(0.0)%
Morgan
Stanley,
Receive
Underlying
Reference:
Magazine
Luiza
Monthly,
Pay
Variable
0.539%
(1M
USD
LIBOR
+
0.45%)
Monthly,
1/20/22
32
(31)
—
(31)
Morgan
Stanley,
Receive
Underlying
Reference:
Rede
D'Or
Sao
Luiz
Monthly,
Pay
Variable
0.539%
(1M
USD
LIBOR
+
0.45%)
Monthly,
1/20/22
3
(3)
—
(3)
Total
Brazil
—
(34)
Canada
0.0%
Citibank,
Receive
Underlying
Reference:
Sprott
Physical
Gold
and
Silver
Trust
Monthly,
Pay
Variable
0.400%
(1M
CAD
CDOR
+
0.30%)
Monthly,
1/20/22
—
—
—
—
Goldman
Sachs,
Pay
Underlying
Reference:
Bank
of
Montreal
Monthly,
Receive
Variable
0.116%
(1M
CAD
CDOR
+
(0.30)%)
Monthly,
1/19/22
5
3
—
3
Goldman
Sachs,
Pay
Underlying
Reference:
Canadian
Natural
Resources
Monthly,
Receive
Variable
0.116%
(1M
CAD
CDOR
+
(0.30)%)
Monthly,
1/19/22
10
9
—
9
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Goldman
Sachs,
Pay
Underlying
Reference:
First
Quantum
Minerals
Monthly,
Receive
Variable
0.116%
(1M
CAD
CDOR
+
(0.30)%)
Monthly,
1/19/22
5
6
—
6
Goldman
Sachs,
Pay
Underlying
Reference:
Royal
Bank
of
Canada
Monthly,
Receive
Variable
0.116%
(1M
CAD
CDOR
+
(0.30)%)
Monthly,
1/19/22
11
7
—
7
Goldman
Sachs,
Pay
Underlying
Reference:
Suncor
Energy
Monthly,
Receive
Variable
0.116%
(1M
CAD
CDOR
+
(0.30)%)
Monthly,
1/19/22
19
18
—
18
Morgan
Stanley,
Pay
Underlying
Reference:
Brookfield
Asset
Management,
Class
A
Monthly,
Receive
Variable
(0.211)%
(1M
CAD
CDOR
+
(0.30)%)
Monthly,
1/20/22
14
(14)
—
(14)
Morgan
Stanley,
Pay
Underlying
Reference:
Cameco
Monthly,
Receive
Variable
(0.211)%
(1M
CAD
CDOR
+
(0.30)%)
Monthly,
1/20/22
6
(6)
—
(6)
Morgan
Stanley,
Pay
Underlying
Reference:
Canadian
Imperial
Bank
of
Commerce
Monthly,
Receive
Variable
0.016%
(1M
CAD
CDOR
+
(0.40)%)
Monthly,
1/19/22
2
(2)
—
(2)
Morgan
Stanley,
Pay
Underlying
Reference:
Canadian
National
Railway
Monthly,
Receive
Variable
0.016%
(1M
CAD
CDOR
+
(0.40)%)
Monthly,
1/19/22
32
(32)
—
(32)
Morgan
Stanley,
Pay
Underlying
Reference:
Canadian
Pacific
Railway
Monthly,
Receive
Variable
(0.211)%
(1M
CAD
CDOR
+
(0.30)%)
Monthly,
1/20/22
2
(2)
—
(2)
Morgan
Stanley,
Pay
Underlying
Reference:
Enbridge
Monthly,
Receive
Variable
0.016%
(1M
CAD
CDOR
+
(0.40)%)
Monthly,
1/19/22
1
1
—
1
Morgan
Stanley,
Pay
Underlying
Reference:
Fairfax
Financial
Holdings
Monthly,
Receive
Variable
0.016%
(1M
CAD
CDOR
+
(0.40)%)
Monthly,
1/19/22
3
3
—
3
Morgan
Stanley,
Pay
Underlying
Reference:
First
Quantum
Minerals
Monthly,
Receive
Variable
0.016%
(1M
CAD
CDOR
+
(0.40)%)
Monthly,
1/19/22
5
5
—
5
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Morgan
Stanley,
Pay
Underlying
Reference:
Franco-Nevada
Monthly,
Receive
Variable
0.016%
(1M
CAD
CDOR
+
(0.40)%)
Monthly,
1/19/22
13
(13)
—
(13)
Morgan
Stanley,
Pay
Underlying
Reference:
Turquoise
Hill
Resources
Monthly,
Receive
Variable
(0.511)%
(1M
CAD
CDOR
+
(0.60)%)
Monthly,
1/20/22
8
(7)
—
(7)
Morgan
Stanley,
Receive
Underlying
Reference:
Canadian
Pacific
Railway
Monthly,
Pay
Variable
0.966%
(1M
CAD
CDOR
+
0.55%)
Monthly,
1/19/22
9
9
—
9
Morgan
Stanley,
Receive
Underlying
Reference:
ERO
Monthly,
Pay
Variable
0.966%
(1M
CAD
CDOR
+
0.55%)
Monthly,
1/19/22
3
3
—
3
Morgan
Stanley,
Receive
Underlying
Reference:
Franco-Nevada
Monthly,
Pay
Variable
0.389%
(1M
CAD
CDOR
+
0.30%)
Monthly,
1/20/22
14
15
—
15
Morgan
Stanley,
Receive
Underlying
Reference:
National
Bank
of
Canada
Monthly,
Pay
Variable
0.966%
(1M
CAD
CDOR
+
0.55%)
Monthly,
1/19/22
2
6
—
6
Morgan
Stanley,
Receive
Underlying
Reference:
Sprott
Physical
Gold
and
Silver
Trust
Monthly,
Pay
Variable
0.389%
(1M
CAD
CDOR
+
0.30%)
Monthly,
1/20/22
3
(3)
—
(3)
Morgan
Stanley,
Receive
Underlying
Reference:
Sun
Life
Financial
Monthly,
Pay
Variable
0.966%
(1M
CAD
CDOR
+
0.55%)
Monthly,
1/19/22
6
6
—
6
Morgan
Stanley,
Receive
Underlying
Reference:
Wesdome
Gold
Mines
Monthly,
Pay
Variable
0.966%
(1M
CAD
CDOR
+
0.55%)
Monthly,
1/19/22
1
(2)
—
(2)
Total
Canada
—
10
Cayman
Islands
(0.0)%
Morgan
Stanley,
Receive
Underlying
Reference:
Broadstone
Acquisition,
Class
A
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
—
—
—
—
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Morgan
Stanley,
Receive
Underlying
Reference:
Health
Sciences
Acquisitions
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
—
—
—
—
Morgan
Stanley,
Receive
Underlying
Reference:
Helix
Acquisition,
Class
A
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
1
(2)
—
(2)
Morgan
Stanley,
Receive
Underlying
Reference:
L&F
Acquisition,
Class
A
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
—
—
—
—
Morgan
Stanley,
Receive
Underlying
Reference:
Malacca
Straits
Acquisition,
Class
A
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
—
—
—
—
Morgan
Stanley,
Receive
Underlying
Reference:
Payoneer
Global
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
8
(8)
—
(8)
Morgan
Stanley,
Receive
Underlying
Reference:
Social
Capital
Hedosophia
Holdings
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
6
(6)
—
(6)
Morgan
Stanley,
Receive
Underlying
Reference:
Sports
Ventures
Acquisition
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
—
—
—
—
Morgan
Stanley,
Receive
Underlying
Reference:
Sports
Ventures
Acquisition,
Class
A
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
—
—
—
—
UBS
Securities,
Pay
Underlying
Reference:
Geely
Automobile
Holdings
Monthly,
Receive
Variable
(0.311)%
(1M
HKD
HIBOR
+
(0.40)%)
Monthly,
1/19/22
(HKD)
9
(9)
—
(9)
Total
Cayman
Islands
—
(25)
China
(0.0)%
Morgan
Stanley,
Receive
Underlying
Reference:
Zhejiang
Runtu,
Class
A
Monthly,
Pay
Variable
4.105%
(1M
CNH
HIBOR
+
1.15%)
Monthly,
1/20/22
4
4
—
4
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
UBS
Securities,
Pay
Underlying
Reference:
Weichai
Power,
Class
H
Monthly,
Receive
Variable
(0.319)%
(1M
HKD
HIBOR
+
(0.40)%)
Monthly,
1/19/22
(HKD)
—
(1)
—
(1)
UBS
Securities,
Pay
Underlying
Reference:
Weichai
Power,
Class
H
Monthly,
Receive
Variable
(0.311)%
(1M
HKD
HIBOR
+
(0.40)%)
Monthly,
1/19/22
(HKD)
11
(14)
—
(14)
UBS
Securities,
Pay
Underlying
Reference:
Zoomlion
Heavy
Industry
Science
and
Technology,
Class
H
Monthly,
Receive
Variable
(0.319)%
(1M
HKD
HIBOR
+
(0.40)%)
Monthly,
1/19/22
(HKD)
5
5
—
5
UBS
Securities,
Pay
Underlying
Reference:
Zoomlion
Heavy
Industry
Science
and
Technology,
Class
H
Monthly,
Receive
Variable
(0.311)%
(1M
HKD
HIBOR
+
(0.40)%)
Monthly,
1/19/22
(HKD)
8
8
—
8
UBS
Securities,
Receive
Underlying
Reference:
Deppon
Logistics,
Class
A
Monthly,
Pay
Variable
3.743%
(1M
CNH
HIBOR
+
0.75%)
Monthly,
1/20/22
15
(16)
—
(16)
Total
China
—
(14)
Cyprus
(0.0)%
UBS
Securities,
Receive
Underlying
Reference:
TCS
Group
Holding
Monthly,
Pay
Variable
0.450%
(1M
USD
LIBOR
+
0.35%)
Monthly,
1/20/22
10
(10)
—
(10)
Total
Cyprus
—
(10)
Denmark
0.0%
Bank
of
America,
Receive
Underlying
Reference:
Coloplast,
Class
B
Monthly,
Pay
Variable
0.137%
(1M
DKK
CIBOR
+
0.40%)
Monthly,
1/19/22
15
15
—
15
Citibank,
Pay
Underlying
Reference:
AP
Moller
-
Maersk,
Class
B
Monthly,
Receive
Variable
(0.613)%
(1M
DKK
CIBOR
+
(0.35)%)
Monthly,
1/19/22
3
3
—
3
Goldman
Sachs,
Pay
Underlying
Reference:
AP
Moller
-
Maersk,
Class
B
Monthly,
Receive
Variable
(0.613)%
(1M
DKK
CIBOR
+
(0.35)%)
Monthly,
1/19/22
1
(1)
—
(1)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Goldman
Sachs,
Pay
Underlying
Reference:
AP
Moller
-
Maersk,
Class
B
Monthly,
Receive
Variable
(0.613)%
(1M
DKK
CIBOR
+
(0.35)%)
Monthly,
1/20/22
1
—
—
—
JPMorgan
Chase,
Receive
Underlying
Reference:
Ascendis
Pharma
Monthly,
Pay
Variable
0.435%
(1M
USD
LIBOR
+
0.35%)
Monthly,
1/20/22
3
(3)
—
(3)
Morgan
Stanley,
Pay
Underlying
Reference:
Ambu,
Class
B
Monthly,
Receive
Variable
(0.613)%
(1M
DKK
CIBOR
+
(0.35)%)
Monthly,
1/19/22
1
(1)
—
(1)
Morgan
Stanley,
Pay
Underlying
Reference:
GN
Store
Nord
Monthly,
Receive
Variable
(0.613)%
(1M
DKK
CIBOR
+
(0.35)%)
Monthly,
1/19/22
7
7
—
7
Morgan
Stanley,
Pay
Underlying
Reference:
Novo
Nordisk,
Class
B
Monthly,
Receive
Variable
(0.613)%
(1M
DKK
CIBOR
+
(0.35)%)
Monthly,
1/19/22
15
(15)
—
(15)
Morgan
Stanley,
Pay
Underlying
Reference:
Vestas
Wind
Systems
Monthly,
Receive
Variable
(0.613)%
(1M
DKK
CIBOR
+
(0.35)%)
Monthly,
1/19/22
1
(1)
—
(1)
Morgan
Stanley,
Pay
Underlying
Reference:
Vestas
Wind
Systems
Monthly,
Receive
Variable
(0.613)%
(1M
DKK
CIBOR
+
(0.35)%)
Monthly,
1/20/22
1
(1)
—
(1)
Morgan
Stanley,
Receive
Underlying
Reference:
Genmab
Monthly,
Pay
Variable
0.087%
(1M
DKK
CIBOR
+
0.35%)
Monthly,
1/19/22
12
12
—
12
UBS
Securities,
Pay
Underlying
Reference:
DSV
PANALPINA
Monthly,
Receive
Variable
(0.663)%
(1M
DKK
CIBOR
+
(0.40)%)
Monthly,
1/19/22
21
(22)
—
(22)
UBS
Securities,
Pay
Underlying
Reference:
Vestas
Wind
Systems
Monthly,
Receive
Variable
(0.663)%
(1M
DKK
CIBOR
+
(0.40)%)
Monthly,
1/19/22
8
8
—
8
Total
Denmark
—
1
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Finland
0.0%
Bank
of
America,
Receive
Underlying
Reference:
Kojamo
Monthly,
Pay
Variable
(0.207)%
(1M
EURIBOR
+
0.35%)
Monthly,
1/19/22
1
1
—
1
Citibank,
Pay
Underlying
Reference:
Nordea
Bank
Monthly,
Receive
Variable
(0.409)%
(1M
SEK
STIBOR
+
(0.35)%)
Monthly,
1/19/22
(SEK)
19
(19)
—
(19)
Goldman
Sachs,
Receive
Underlying
Reference:
Kojamo
Monthly,
Pay
Variable
(0.207)%
(1M
EURIBOR
+
0.35%)
Monthly,
1/19/22
3
3
—
3
Morgan
Stanley,
Pay
Underlying
Reference:
Neste
Monthly,
Receive
Variable
(0.907)%
(1M
EURIBOR
+
(0.35)%)
Monthly,
1/19/22
7
7
—
7
Morgan
Stanley,
Receive
Underlying
Reference:
Stora
Enso,
R
Shares
Monthly,
Pay
Variable
(0.207)%
(1M
EURIBOR
+
0.35%)
Monthly,
1/19/22
11
11
—
11
Total
Finland
—
3
France
(0.1)%
Bank
of
America,
Pay
Underlying
Reference:
BNP
Paribas
Monthly,
Receive
Variable
(0.907)%
(1M
EURIBOR
+
(0.35)%)
Monthly,
1/19/22
1
(1)
—
(1)
Bank
of
America,
Pay
Underlying
Reference:
BNP
Paribas
Monthly,
Receive
Variable
0.210%
(1M
EURIBOR
+
(0.35)%)
Monthly,
1/19/22
13
(13)
—
(13)
Bank
of
America,
Pay
Underlying
Reference:
Eutelsat
Communications
Monthly,
Receive
Variable
(0.907)%
(1M
EURIBOR
+
(0.35)%)
Monthly,
1/19/22
12
12
—
12
Bank
of
America,
Pay
Underlying
Reference:
LVMH
Moet
Hennessy
Louis
Vuitton
Monthly,
Receive
Variable
(0.907)%
(1M
EURIBOR
+
(0.35)%)
Monthly,
1/19/22
4
(4)
—
(4)
Bank
of
America,
Receive
Underlying
Reference:
Thales
Monthly,
Pay
Variable
(0.207)%
(1M
EURIBOR
+
0.35%)
Monthly,
1/19/22
2
2
—
2
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Bank
of
America,
Receive
Underlying
Reference:
Vivendi
Monthly,
Pay
Variable
(0.207)%
(1M
EURIBOR
+
0.35%)
Monthly,
1/19/22
3
4
—
4
Citibank,
Pay
Underlying
Reference:
Credit
Agricole
Monthly,
Receive
Variable
(0.906)%
(1M
EURIBOR
+
(0.35)%)
Monthly,
1/19/22
2
(3)
—
(3)
Citibank,
Pay
Underlying
Reference:
Sodexo
Monthly,
Receive
Variable
(0.907)%
(1M
EURIBOR
+
(0.35)%)
Monthly,
1/19/22
24
24
—
24
Citibank,
Pay
Underlying
Reference:
Sodexo
Monthly,
Receive
Variable
(0.350)%
(1M
EURIBOR
+
(0.35)%)
Monthly,
1/19/22
1
(1)
—
(1)
Citibank,
Receive
Underlying
Reference:
TOTAL
Monthly,
Pay
Variable
(0.206)%
(1M
EURIBOR
+
0.35%)
Monthly,
1/19/22
2
(2)
—
(2)
JPMorgan
Chase,
Pay
Underlying
Reference:
BNP
Paribas
Monthly,
Receive
Variable
(0.907)%
(1M
EURIBOR
+
(0.35)%)
Monthly,
1/19/22
8
(9)
—
(9)
JPMorgan
Chase,
Receive
Underlying
Reference:
Edenred
Monthly,
Pay
Variable
(0.208)%
(1M
EURIBOR
+
0.35%)
Monthly,
1/19/22
16
(16)
—
(16)
JPMorgan
Chase,
Receive
Underlying
Reference:
Edenred
Monthly,
Pay
Variable
(0.207)%
(1M
EURIBOR
+
0.35%)
Monthly,
1/19/22
2
(2)
—
(2)
Morgan
Stanley,
Pay
Underlying
Reference:
Arkema
Monthly,
Receive
Variable
(0.907)%
(1M
EURIBOR
+
(0.35)%)
Monthly,
1/20/22
—
—
—
—
Morgan
Stanley,
Pay
Underlying
Reference:
Cie
de
Saint-Gobain
Monthly,
Receive
Variable
(0.907)%
(1M
EURIBOR
+
(0.35)%)
Monthly,
1/19/22
3
(3)
—
(3)
Morgan
Stanley,
Pay
Underlying
Reference:
Cie
de
Saint-Gobain
Monthly,
Receive
Variable
(0.907)%
(1M
EURIBOR
+
(0.35)%)
Monthly,
1/20/22
4
(4)
—
(4)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Morgan
Stanley,
Pay
Underlying
Reference:
Eutelsat
Communications
Monthly,
Receive
Variable
(0.907)%
(1M
EURIBOR
+
(0.35)%)
Monthly,
1/19/22
1
1
—
1
Morgan
Stanley,
Pay
Underlying
Reference:
Kering
Monthly,
Receive
Variable
0.210%
(1M
EURIBOR
+
(0.35)%)
Monthly,
1/19/22
3
(3)
—
(3)
Morgan
Stanley,
Receive
Underlying
Reference:
Constellium
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
12
11
—
11
UBS
Securities,
Pay
Underlying
Reference:
LVMH
Moet
Hennessy
Louis
Vuitton
Monthly,
Receive
Variable
(0.957)%
(1M
EURIBOR
+
(0.40)%)
Monthly,
1/19/22
2
(2)
—
(2)
UBS
Securities,
Pay
Underlying
Reference:
LVMH
Moet
Hennessy
Louis
Vuitton
Monthly,
Receive
Variable
(0.956)%
(1M
EURIBOR
+
(0.40)%)
Monthly,
1/19/22
30
(30)
—
(30)
UBS
Securities,
Receive
Underlying
Reference:
Sanofi
Monthly,
Pay
Variable
(0.206)%
(1M
EURIBOR
+
0.35%)
Monthly,
1/19/22
3
3
—
3
Total
France
—
(36)
Germany
(0.0)%
Bank
of
America,
Pay
Underlying
Reference:
Brenntag
Monthly,
Receive
Variable
(0.907)%
(1M
EURIBOR
+
(0.35)%)
Monthly,
1/19/22
13
(13)
—
(13)
Bank
of
America,
Pay
Underlying
Reference:
Fresenius
Medical
Care
Monthly,
Receive
Variable
(0.907)%
(1M
EURIBOR
+
(0.35)%)
Monthly,
1/19/22
6
6
—
6
Bank
of
America,
Receive
Underlying
Reference:
Deutsche
Post
Monthly,
Pay
Variable
(0.207)%
(1M
EURIBOR
+
0.35%)
Monthly,
1/19/22
11
(11)
—
(11)
Citibank,
Pay
Underlying
Reference:
Allianz
Monthly,
Receive
Variable
(0.906)%
(1M
EURIBOR
+
(0.35)%)
Monthly,
1/19/22
8
(8)
—
(8)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Citibank,
Pay
Underlying
Reference:
HelloFresh
Monthly,
Receive
Variable
(0.906)%
(1M
EURIBOR
+
(0.35)%)
Monthly,
1/19/22
16
16
—
16
Citibank,
Pay
Underlying
Reference:
STRATEC
Monthly,
Receive
Variable
(0.890)%
(1M
EURIBOR
+
(0.334)%)
Monthly,
1/19/22
10
(10)
—
(10)
Citibank,
Receive
Underlying
Reference:
KION
Group
Monthly,
Pay
Variable
(0.206)%
(1M
EURIBOR
+
0.35%)
Monthly,
1/19/22
3
(4)
—
(4)
Goldman
Sachs,
Pay
Underlying
Reference:
STRATEC
Monthly,
Receive
Variable
(0.907)%
(1M
EURIBOR
+
(0.35)%)
Monthly,
1/19/22
14
(15)
—
(15)
Goldman
Sachs,
Receive
Underlying
Reference:
Merck
Monthly,
Pay
Variable
(0.157)%
(1M
EURIBOR
+
0.40%)
Monthly,
1/19/22
2
2
—
2
JPMorgan
Chase,
Receive
Underlying
Reference:
Symrise
Monthly,
Pay
Variable
(0.207)%
(1M
EURIBOR
+
0.35%)
Monthly,
1/19/22
10
10
—
10
JPMorgan
Chase,
Receive
Underlying
Reference:
Zalando
Monthly,
Pay
Variable
(0.207)%
(1M
EURIBOR
+
0.35%)
Monthly,
1/19/22
21
(20)
—
(20)
Morgan
Stanley,
Pay
Underlying
Reference:
Carl
Zeiss
Meditec,
Class
BR
Monthly,
Receive
Variable
(0.907)%
(1M
EURIBOR
+
(0.35)%)
Monthly,
1/19/22
24
(24)
—
(24)
Morgan
Stanley,
Pay
Underlying
Reference:
Hannover
Rueck
Monthly,
Receive
Variable
(0.907)%
(1M
EURIBOR
+
(0.35)%)
Monthly,
1/20/22
2
2
—
2
Morgan
Stanley,
Pay
Underlying
Reference:
HelloFresh
Monthly,
Receive
Variable
(0.907)%
(1M
EURIBOR
+
(0.35)%)
Monthly,
1/19/22
3
3
—
3
Morgan
Stanley,
Pay
Underlying
Reference:
MTU
Aero
Engines
Monthly,
Receive
Variable
(0.907)%
(1M
EURIBOR
+
(0.35)%)
Monthly,
1/19/22
5
(5)
—
(5)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Morgan
Stanley,
Pay
Underlying
Reference:
RWE
Monthly,
Receive
Variable
(0.907)%
(1M
EURIBOR
+
(0.35)%)
Monthly,
1/19/22
9
8
—
8
Morgan
Stanley,
Receive
Underlying
Reference:
Covestro
Monthly,
Pay
Variable
(0.207)%
(1M
EURIBOR
+
0.35%)
Monthly,
1/19/22
7
(7)
—
(7)
Morgan
Stanley,
Receive
Underlying
Reference:
CTS
Eventim
Monthly,
Pay
Variable
(0.207)%
(1M
EURIBOR
+
0.35%)
Monthly,
1/19/22
15
14
—
14
Morgan
Stanley,
Receive
Underlying
Reference:
Infineon
Technologies
Monthly,
Pay
Variable
(0.207)%
(1M
EURIBOR
+
0.35%)
Monthly,
1/19/22
5
(5)
—
(5)
UBS
Securities,
Pay
Underlying
Reference:
Hannover
Rueck
Monthly,
Receive
Variable
(0.956)%
(1M
EURIBOR
+
(0.40)%)
Monthly,
1/19/22
2
2
—
2
UBS
Securities,
Receive
Underlying
Reference:
CTS
Eventim
Monthly,
Pay
Variable
(0.206)%
(1M
EURIBOR
+
0.35%)
Monthly,
1/19/22
9
10
—
10
UBS
Securities,
Receive
Underlying
Reference:
Siemens
Healthineers
Monthly,
Pay
Variable
(0.206)%
(1M
EURIBOR
+
0.35%)
Monthly,
1/19/22
8
8
—
8
Total
Germany
—
(41)
Greece
0.0%
UBS
Securities,
Receive
Underlying
Reference:
LAMDA
Development
Monthly,
Pay
Variable
0.192%
(1M
EURIBOR
+
0.75%)
Monthly,
1/19/22
—
—
—
—
UBS
Securities,
Receive
Underlying
Reference:
LAMDA
Development
Monthly,
Pay
Variable
0.193%
(1M
EURIBOR
+
0.75%)
Monthly,
1/19/22
2
3
—
3
UBS
Securities,
Receive
Underlying
Reference:
LAMDA
Development
Monthly,
Pay
Variable
0.194%
(1M
EURIBOR
+
0.75%)
Monthly,
1/19/22
11
11
—
11
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
UBS
Securities,
Receive
Underlying
Reference:
LAMDA
Development
Monthly,
Pay
Variable
0.198%
(1M
EURIBOR
+
0.75%)
Monthly,
1/19/22
5
5
—
5
Total
Greece
—
19
Hong
Kong
(0.0)%
Morgan
Stanley,
Receive
Underlying
Reference:
AIA
Group
Monthly,
Pay
Variable
0.629%
(1M
HKD
HIBOR
+
0.55%)
Monthly,
1/19/22
8
(8)
—
(8)
Morgan
Stanley,
Receive
Underlying
Reference:
HKT
Trust
&
HKT
Monthly,
Pay
Variable
0.629%
(1M
HKD
HIBOR
+
0.55%)
Monthly,
1/19/22
3
(4)
—
(4)
Total
Hong
Kong
—
(12)
Ireland
(0.0)%
Bank
of
America,
Pay
Underlying
Reference:
Pentair
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
11
(11)
—
(11)
Citibank,
Pay
Underlying
Reference:
iShares
Core
FTSE
100
UCITS
ETF
Monthly,
Receive
Variable
(0.299)%
(1M
GBP
LIBOR
+
(0.35)%)
Monthly,
1/19/22
(GBP)
1
(1)
—
(1)
Citibank,
Pay
Underlying
Reference:
iShares
Core
FTSE
100
UCITS
ETF
Monthly,
Receive
Variable
(0.296)%
(1M
GBP
LIBOR
+
(0.35)%)
Monthly,
1/19/22
(GBP)
13
(12)
—
(12)
Goldman
Sachs,
Pay
Underlying
Reference:
Allegion
plc
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
3
2
—
2
Morgan
Stanley,
Pay
Underlying
Reference:
Seagate
Technology
Holdings
Monthly,
Receive
Variable
(0.216)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
1
(1)
—
(1)
Morgan
Stanley,
Pay
Underlying
Reference:
Seagate
Technology
Holdings
Monthly,
Receive
Variable
(0.214)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
1
(1)
—
(1)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Morgan
Stanley,
Pay
Underlying
Reference:
Seagate
Technology
Holdings
Monthly,
Receive
Variable
(0.213)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
2
(2)
—
(2)
Morgan
Stanley,
Pay
Underlying
Reference:
Seagate
Technology
Holdings
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
4
(4)
—
(4)
Morgan
Stanley,
Receive
Underlying
Reference:
Linde
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
8
8
—
8
UBS
Securities,
Receive
Underlying
Reference:
Cairn
Homes
Monthly,
Pay
Variable
0.401%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
10/12/21
(GBP)
2
2
—
2
UBS
Securities,
Receive
Underlying
Reference:
Greencore
Group
Monthly,
Pay
Variable
0.401%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
10/12/21
(GBP)
7
7
—
7
Total
Ireland
—
(13)
Israel
0.0%
Morgan
Stanley,
Receive
Underlying
Reference:
Nice
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
21
21
—
21
Total
Israel
—
21
Italy
0.0%
Citibank,
Receive
Underlying
Reference:
Atlantia
Monthly,
Pay
Variable
(0.206)%
(1M
EURIBOR
+
0.35%)
Monthly,
1/19/22
1
1
—
1
JPMorgan
Chase,
Receive
Underlying
Reference:
DiaSorin
Monthly,
Pay
Variable
(0.207)%
(1M
EURIBOR
+
0.35%)
Monthly,
1/19/22
6
6
—
6
Morgan
Stanley,
Pay
Underlying
Reference:
Intesa
Sanpaolo
Monthly,
Receive
Variable
(0.907)%
(1M
EURIBOR
+
(0.35)%)
Monthly,
1/19/22
7
(8)
—
(8)
Morgan
Stanley,
Pay
Underlying
Reference:
Telecom
Italia
Monthly,
Receive
Variable
(0.907)%
(1M
EURIBOR
+
(0.35)%)
Monthly,
1/19/22
4
4
—
4
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Morgan
Stanley,
Pay
Underlying
Reference:
Telecom
Italia
Monthly,
Receive
Variable
(0.907)%
(1M
EURIBOR
+
(0.35)%)
Monthly,
1/20/22
1
1
—
1
UBS
Securities,
Receive
Underlying
Reference:
Atlantia
Monthly,
Pay
Variable
(0.206)%
(1M
EURIBOR
+
0.35%)
Monthly,
1/19/22
—
1
—
1
Total
Italy
—
5
Japan
(0.0)%
Citibank,
Pay
Underlying
Reference:
Ajinomoto
Monthly,
Receive
Variable
(0.478)%
(1M
JPY
LIBOR
+
(0.40)%)
Monthly,
1/19/22
2
2
—
2
Citibank,
Pay
Underlying
Reference:
Fast
Retailing
Monthly,
Receive
Variable
(0.478)%
(1M
JPY
LIBOR
+
(0.40)%)
Monthly,
1/19/22
27
27
—
27
Citibank,
Pay
Underlying
Reference:
Fast
Retailing
Monthly,
Receive
Variable
(0.468)%
(1M
JPY
LIBOR
+
(0.40)%)
Monthly,
1/19/22
6
6
—
6
Citibank,
Pay
Underlying
Reference:
Fast
Retailing
Monthly,
Receive
Variable
(0.400)%
(1M
JPY
LIBOR
+
(0.40)%)
Monthly,
1/19/22
—
—
—
—
Citibank,
Pay
Underlying
Reference:
iShares
Core
TOPIX
ETF
Monthly,
Receive
Variable
(0.758)%
(1M
JPY
LIBOR
+
(0.68)%)
Monthly,
1/19/22
12
(12)
—
(12)
Citibank,
Pay
Underlying
Reference:
iShares
Core
TOPIX
ETF
Monthly,
Receive
Variable
(0.748)%
(1M
JPY
LIBOR
+
(0.68)%)
Monthly,
1/19/22
4
(4)
—
(4)
Citibank,
Pay
Underlying
Reference:
SoftBank
Group
Monthly,
Receive
Variable
(0.478)%
(1M
JPY
LIBOR
+
(0.40)%)
Monthly,
1/19/22
32
31
—
31
Citibank,
Pay
Underlying
Reference:
Takeda
Pharmaceutical
Monthly,
Receive
Variable
(0.478)%
(1M
JPY
LIBOR
+
(0.40)%)
Monthly,
1/19/22
10
(10)
—
(10)
Citibank,
Receive
Underlying
Reference:
Asics
Monthly,
Pay
Variable
0.322%
(1M
JPY
LIBOR
+
0.40%)
Monthly,
1/19/22
30
(28)
—
(28)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Citibank,
Receive
Underlying
Reference:
Benefit
One
Monthly,
Pay
Variable
0.322%
(1M
JPY
LIBOR
+
0.40%)
Monthly,
1/19/22
23
23
—
23
Citibank,
Receive
Underlying
Reference:
Eisai
Monthly,
Pay
Variable
0.322%
(1M
JPY
LIBOR
+
0.40%)
Monthly,
1/19/22
35
(36)
—
(36)
Citibank,
Receive
Underlying
Reference:
Hamamatsu
Photonics
Monthly,
Pay
Variable
0.322%
(1M
JPY
LIBOR
+
0.40%)
Monthly,
1/19/22
14
(14)
—
(14)
Citibank,
Receive
Underlying
Reference:
Hino
Motors
Monthly,
Pay
Variable
0.322%
(1M
JPY
LIBOR
+
0.40%)
Monthly,
1/19/22
—
—
—
—
Citibank,
Receive
Underlying
Reference:
Istyle
Monthly,
Pay
Variable
0.322%
(1M
JPY
LIBOR
+
0.40%)
Monthly,
1/19/22
10
(10)
—
(10)
Citibank,
Receive
Underlying
Reference:
Kobe
Bussan
Monthly,
Pay
Variable
0.322%
(1M
JPY
LIBOR
+
0.40%)
Monthly,
1/19/22
4
(5)
—
(5)
Citibank,
Receive
Underlying
Reference:
Mitsui
Fudosan
Monthly,
Pay
Variable
0.322%
(1M
JPY
LIBOR
+
0.40%)
Monthly,
1/19/22
1
(1)
—
(1)
Citibank,
Receive
Underlying
Reference:
Recruit
Holdings
Monthly,
Pay
Variable
0.322%
(1M
JPY
LIBOR
+
0.40%)
Monthly,
1/19/22
2
2
—
2
Citibank,
Receive
Underlying
Reference:
Sega
Sammy
Holdings
Monthly,
Pay
Variable
0.322%
(1M
JPY
LIBOR
+
0.40%)
Monthly,
1/19/22
12
(12)
—
(12)
Morgan
Stanley,
Pay
Underlying
Reference:
Ajinomoto
Monthly,
Receive
Variable
(0.477)%
(1M
JPY
LIBOR
+
(0.40)%)
Monthly,
1/19/22
3
3
—
3
Morgan
Stanley,
Pay
Underlying
Reference:
Chugai
Pharmaceutical
Monthly,
Receive
Variable
(0.477)%
(1M
JPY
LIBOR
+
(0.40)%)
Monthly,
1/19/22
4
3
—
3
Morgan
Stanley,
Pay
Underlying
Reference:
Daifuku
Monthly,
Receive
Variable
(0.477)%
(1M
JPY
LIBOR
+
(0.40)%)
Monthly,
1/20/22
2
2
—
2
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Morgan
Stanley,
Pay
Underlying
Reference:
Denso
Monthly,
Receive
Variable
(0.468)%
(1M
JPY
LIBOR
+
(0.40)%)
Monthly,
1/19/22
6
(6)
—
(6)
Morgan
Stanley,
Pay
Underlying
Reference:
Kubota
Monthly,
Receive
Variable
(0.477)%
(1M
JPY
LIBOR
+
(0.40)%)
Monthly,
1/19/22
—
(1)
—
(1)
Morgan
Stanley,
Pay
Underlying
Reference:
Kyocera
Monthly,
Receive
Variable
(0.477)%
(1M
JPY
LIBOR
+
(0.40)%)
Monthly,
1/19/22
7
7
—
7
Morgan
Stanley,
Pay
Underlying
Reference:
Nidec
Monthly,
Receive
Variable
(0.477)%
(1M
JPY
LIBOR
+
(0.40)%)
Monthly,
1/19/22
21
21
—
21
Morgan
Stanley,
Pay
Underlying
Reference:
SG
Holdings
Monthly,
Receive
Variable
(0.477)%
(1M
JPY
LIBOR
+
(0.40)%)
Monthly,
1/19/22
—
—
—
—
Morgan
Stanley,
Pay
Underlying
Reference:
Yamato
Holdings
Monthly,
Receive
Variable
(0.477)%
(1M
JPY
LIBOR
+
(0.40)%)
Monthly,
1/19/22
4
4
—
4
Morgan
Stanley,
Receive
Underlying
Reference:
Amada
Monthly,
Pay
Variable
0.473%
(1M
JPY
LIBOR
+
0.55%)
Monthly,
1/19/22
12
(12)
—
(12)
Morgan
Stanley,
Receive
Underlying
Reference:
Astellas
Pharma
Monthly,
Pay
Variable
0.473%
(1M
JPY
LIBOR
+
0.55%)
Monthly,
1/19/22
18
(18)
—
(18)
Morgan
Stanley,
Receive
Underlying
Reference:
Kirin
Holdings
Monthly,
Pay
Variable
0.473%
(1M
JPY
LIBOR
+
0.55%)
Monthly,
1/19/22
9
(6)
—
(6)
Morgan
Stanley,
Receive
Underlying
Reference:
Mitsubishi
Electric
Monthly,
Pay
Variable
0.483%
(1M
JPY
LIBOR
+
0.55%)
Monthly,
1/19/22
3
(3)
—
(3)
Morgan
Stanley,
Receive
Underlying
Reference:
NET
One
Systems
Monthly,
Pay
Variable
0.473%
(1M
JPY
LIBOR
+
0.55%)
Monthly,
1/19/22
6
(6)
—
(6)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Morgan
Stanley,
Receive
Underlying
Reference:
Nippon
Steel
Monthly,
Pay
Variable
0.486%
(1M
JPY
LIBOR
+
0.55%)
Monthly,
1/19/22
—
—
—
—
Morgan
Stanley,
Receive
Underlying
Reference:
Recruit
Holdings
Monthly,
Pay
Variable
0.473%
(1M
JPY
LIBOR
+
0.55%)
Monthly,
1/19/22
—
—
—
—
Morgan
Stanley,
Receive
Underlying
Reference:
Sanrio
Monthly,
Pay
Variable
0.473%
(1M
JPY
LIBOR
+
0.55%)
Monthly,
1/19/22
11
(11)
—
(11)
Morgan
Stanley,
Receive
Underlying
Reference:
Seven
&
i
Holdings
Monthly,
Pay
Variable
0.473%
(1M
JPY
LIBOR
+
0.55%)
Monthly,
1/19/22
12
(13)
—
(13)
Morgan
Stanley,
Receive
Underlying
Reference:
Shiseido
Monthly,
Pay
Variable
0.473%
(1M
JPY
LIBOR
+
0.55%)
Monthly,
1/19/22
9
(9)
—
(9)
Morgan
Stanley,
Receive
Underlying
Reference:
Sony
Group
Monthly,
Pay
Variable
0.483%
(1M
JPY
LIBOR
+
0.55%)
Monthly,
1/19/22
16
16
—
16
Morgan
Stanley,
Receive
Underlying
Reference:
Toyota
Motor
Monthly,
Pay
Variable
0.323%
(1M
JPY
LIBOR
+
0.40%)
Monthly,
1/19/22
2
(2)
—
(2)
Morgan
Stanley,
Receive
Underlying
Reference:
Toyota
Motor
Monthly,
Pay
Variable
0.473%
(1M
JPY
LIBOR
+
0.55%)
Monthly,
1/19/22
—
(1)
—
(1)
Morgan
Stanley,
Receive
Underlying
Reference:
Yakult
Honsha
Monthly,
Pay
Variable
0.483%
(1M
JPY
LIBOR
+
0.55%)
Monthly,
1/19/22
1
1
—
1
UBS
Securities,
Pay
Underlying
Reference:
Kubota
Monthly,
Receive
Variable
(0.478)%
(1M
JPY
LIBOR
+
(0.40)%)
Monthly,
1/19/22
1
(2)
—
(2)
UBS
Securities,
Pay
Underlying
Reference:
Nissan
Chemical
Monthly,
Receive
Variable
(0.478)%
(1M
JPY
LIBOR
+
(0.40)%)
Monthly,
1/19/22
3
(3)
—
(3)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
UBS
Securities,
Pay
Underlying
Reference:
Ono
Pharmaceutical
Monthly,
Receive
Variable
(0.478)%
(1M
JPY
LIBOR
+
(0.40)%)
Monthly,
1/19/22
2
(2)
—
(2)
UBS
Securities,
Pay
Underlying
Reference:
SMC
Monthly,
Receive
Variable
(0.478)%
(1M
JPY
LIBOR
+
(0.40)%)
Monthly,
1/19/22
5
4
—
4
UBS
Securities,
Pay
Underlying
Reference:
Sumitomo
Realty
&
Development
Monthly,
Receive
Variable
(0.478)%
(1M
JPY
LIBOR
+
(0.40)%)
Monthly,
1/19/22
13
13
—
13
UBS
Securities,
Receive
Underlying
Reference:
Hoshizaki
Monthly,
Pay
Variable
0.272%
(1M
JPY
LIBOR
+
0.35%)
Monthly,
1/19/22
5
(5)
—
(5)
UBS
Securities,
Receive
Underlying
Reference:
Keyence
Monthly,
Pay
Variable
0.272%
(1M
JPY
LIBOR
+
0.35%)
Monthly,
1/19/22
43
42
—
42
UBS
Securities,
Receive
Underlying
Reference:
Mitsui
Fudosan
Monthly,
Pay
Variable
0.272%
(1M
JPY
LIBOR
+
0.35%)
Monthly,
1/19/22
9
(9)
—
(9)
UBS
Securities,
Receive
Underlying
Reference:
Nippon
Sanso
Holdings
Monthly,
Pay
Variable
0.272%
(1M
JPY
LIBOR
+
0.35%)
Monthly,
1/19/22
10
9
—
9
UBS
Securities,
Receive
Underlying
Reference:
Sumitomo
Metal
Mining
Monthly,
Pay
Variable
0.272%
(1M
JPY
LIBOR
+
0.35%)
Monthly,
1/19/22
10
10
—
10
UBS
Securities,
Receive
Underlying
Reference:
Tokyo
Tatemono
Monthly,
Pay
Variable
0.272%
(1M
JPY
LIBOR
+
0.35%)
Monthly,
1/19/22
2
1
—
1
Total
Japan
—
(14)
Jersey
(0.0)%
Citibank,
Pay
Underlying
Reference:
WisdomTree
Copper
Monthly,
Receive
Variable
(0.250)%
(1M
USD
LIBOR
+
(0.35)%)
Monthly,
1/20/22
5
(5)
—
(5)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Citibank,
Receive
Underlying
Reference:
boohoo
Group
Monthly,
Pay
Variable
0.401%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
1/19/22
16
(16)
—
(16)
Goldman
Sachs,
Receive
Underlying
Reference:
boohoo
Group
Monthly,
Pay
Variable
0.452%
(1M
GBP
LIBOR
+
0.40%)
Monthly,
1/19/22
3
(2)
—
(2)
Morgan
Stanley,
Receive
Underlying
Reference:
boohoo
Group
Monthly,
Pay
Variable
0.402%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
1/19/22
5
(5)
—
(5)
Morgan
Stanley,
Receive
Underlying
Reference:
Experian
Monthly,
Pay
Variable
0.402%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
1/19/22
7
7
—
7
Total
Jersey
—
(21)
Luxembourg
(0.1)%
Bank
of
America,
Pay
Underlying
Reference:
ArcelorMittal
Monthly,
Receive
Variable
(0.215)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
37
(37)
—
(37)
Bank
of
America,
Pay
Underlying
Reference:
ArcelorMittal
Monthly,
Receive
Variable
(0.213)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
3
(3)
—
(3)
Bank
of
America,
Pay
Underlying
Reference:
ArcelorMittal
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
9
(8)
—
(8)
JPMorgan
Chase,
Receive
Underlying
Reference:
Tenaris
Monthly,
Pay
Variable
(0.207)%
(1M
EURIBOR
+
0.35%)
Monthly,
1/19/22
3
(3)
—
(3)
Morgan
Stanley,
Receive
Underlying
Reference:
Samsonite
International
Monthly,
Pay
Variable
0.400%
(1M
HKD
HIBOR
+
0.40%)
Monthly,
1/19/22
(HKD)
—
—
—
—
UBS
Securities,
Receive
Underlying
Reference:
Samsonite
International
Monthly,
Pay
Variable
0.439%
(1M
HKD
HIBOR
+
0.35%)
Monthly,
1/19/22
(HKD)
14
(14)
—
(14)
Total
Luxembourg
—
(65)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Mexico
0.0%
Morgan
Stanley,
Pay
Underlying
Reference:
Alpek
Monthly,
Receive
Variable
4.022%
(MXIBTIIE
+
(0.50)%)
Monthly,
1/19/22
3
3
—
3
Morgan
Stanley,
Pay
Underlying
Reference:
Axtel
Monthly,
Receive
Variable
4.022%
(MXIBTIIE
+
(0.50)%)
Monthly,
1/19/22
2
2
—
2
Morgan
Stanley,
Receive
Underlying
Reference:
Alfa,
Class
A
Monthly,
Pay
Variable
5.072%
(MXIBTIIE
+
0.55%)
Monthly,
1/19/22
2
(2)
—
(2)
Total
Mexico
—
3
Netherlands
0.1%
Citibank,
Pay
Underlying
Reference:
NN
Group
Monthly,
Receive
Variable
(0.906)%
(1M
EURIBOR
+
(0.35)%)
Monthly,
1/19/22
8
(8)
—
(8)
Citibank,
Receive
Underlying
Reference:
Adyen
Monthly,
Pay
Variable
(0.206)%
(1M
EURIBOR
+
0.35%)
Monthly,
1/19/22
20
20
—
20
Goldman
Sachs,
Receive
Underlying
Reference:
Ferrari
Monthly,
Pay
Variable
(0.157)%
(1M
EURIBOR
+
0.40%)
Monthly,
1/19/22
9
9
—
9
Goldman
Sachs,
Receive
Underlying
Reference:
Stellantis
Monthly,
Pay
Variable
(0.207)%
(1M
EURIBOR
+
0.35%)
Monthly,
1/19/22
2
2
—
2
JPMorgan
Chase,
Receive
Underlying
Reference:
ING
Groep
Monthly,
Pay
Variable
(0.207)%
(1M
EURIBOR
+
0.35%)
Monthly,
1/19/22
3
3
—
3
Morgan
Stanley,
Pay
Underlying
Reference:
LyondellBasell
Industries,
Class
A
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
4
4
—
4
Morgan
Stanley,
Pay
Underlying
Reference:
Wolters
Kluwer
Monthly,
Receive
Variable
(0.907)%
(1M
EURIBOR
+
(0.35)%)
Monthly,
1/19/22
20
(20)
—
(20)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Morgan
Stanley,
Receive
Underlying
Reference:
AerCap
Holdings
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
13
14
—
14
Morgan
Stanley,
Receive
Underlying
Reference:
Airbus
Monthly,
Pay
Variable
(0.207)%
(1M
EURIBOR
+
0.35%)
Monthly,
1/19/22
8
9
—
9
Morgan
Stanley,
Receive
Underlying
Reference:
Ferrari
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
12
12
—
12
Morgan
Stanley,
Receive
Underlying
Reference:
ING
Groep
Monthly,
Pay
Variable
(0.207)%
(1M
EURIBOR
+
0.35%)
Monthly,
1/19/22
8
8
—
8
Morgan
Stanley,
Receive
Underlying
Reference:
NXP
Semiconductors
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
8
8
—
8
UBS
Securities,
Pay
Underlying
Reference:
Koninklijke
Ahold
Delhaize
Monthly,
Receive
Variable
(0.956)%
(1M
EURIBOR
+
(0.40)%)
Monthly,
1/19/22
6
(6)
—
(6)
UBS
Securities,
Receive
Underlying
Reference:
ASML
Holding
Monthly,
Pay
Variable
(0.206)%
(1M
EURIBOR
+
0.35%)
Monthly,
1/19/22
19
19
—
19
Total
Netherlands
—
74
Norway
(0.0)%
Bank
of
America,
Pay
Underlying
Reference:
Norsk
Hydro
Monthly,
Receive
Variable
(0.210)%
(1M
NOK
NIBOR
+
(0.35)%)
Monthly,
1/19/22
2
(2)
—
(2)
Citibank,
Pay
Underlying
Reference:
Telenor
Monthly,
Receive
Variable
(0.220)%
(1M
NOK
NIBOR
+
(0.35)%)
Monthly,
1/19/22
3
(3)
—
(3)
Citibank,
Pay
Underlying
Reference:
Yara
International
Monthly,
Receive
Variable
(0.220)%
(1M
NOK
NIBOR
+
(0.35)%)
Monthly,
1/19/22
1
1
—
1
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
JPMorgan
Chase,
Receive
Underlying
Reference:
Equinor
Monthly,
Pay
Variable
0.540%
(1M
NOK
NIBOR
+
0.40%)
Monthly,
1/19/22
2
(2)
—
(2)
Total
Norway
—
(6)
Portugal
(0.0)%
JPMorgan
Chase,
Receive
Underlying
Reference:
EDP
-
Energias
de
Portugal
Monthly,
Pay
Variable
(0.207)%
(1M
EURIBOR
+
0.35%)
Monthly,
1/19/22
8
(8)
—
(8)
Total
Portugal
—
(8)
Puerto
Rico
(0.0)%
Goldman
Sachs,
Receive
Underlying
Reference:
Popular
Monthly,
Pay
Variable
0.489%
(1M
USD
LIBOR
+
0.40%)
Monthly,
1/20/22
1
(1)
—
(1)
Total
Puerto
Rico
—
(1)
Singapore
(0.0)%
Citibank,
Receive
Underlying
Reference:
ComfortDelGro
Monthly,
Pay
Variable
0.667%
(1M
SGD
SIBOR
+
0.40%)
Monthly,
1/19/22
—
—
—
—
Citibank,
Receive
Underlying
Reference:
ComfortDelGro
Monthly,
Pay
Variable
0.667%
(1M
SGD
SIBOR
+
0.40%)
Monthly,
1/20/22
5
(5)
—
(5)
Morgan
Stanley,
Receive
Underlying
Reference:
Yangzijiang
Shipbuilding
Holdings
Monthly,
Pay
Variable
0.817%
(1M
SGD
SIBOR
+
0.55%)
Monthly,
1/19/22
1
(2)
—
(2)
Total
Singapore
—
(7)
South
Korea
(0.0)%
Morgan
Stanley,
Pay
Underlying
Reference:
POSCO
Monthly,
Receive
Variable
(0.210)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
2
(3)
—
(3)
Morgan
Stanley,
Pay
Underlying
Reference:
POSCO
Monthly,
Receive
Variable
(0.208)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
—
—
—
—
Total
South
Korea
—
(3)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Spain
0.0%
Citibank,
Pay
Underlying
Reference:
Banco
Santander
Monthly,
Receive
Variable
(0.906)%
(1M
EURIBOR
+
(0.35)%)
Monthly,
1/19/22
3
(4)
—
(4)
Citibank,
Receive
Underlying
Reference:
Amadeus
IT
Group
Monthly,
Pay
Variable
(0.206)%
(1M
EURIBOR
+
0.35%)
Monthly,
1/19/22
8
(7)
—
(7)
JPMorgan
Chase,
Receive
Underlying
Reference:
Banco
Bilbao
Vizcaya
Argentaria
Monthly,
Pay
Variable
(0.207)%
(1M
EURIBOR
+
0.35%)
Monthly,
1/19/22
39
40
—
40
Morgan
Stanley,
Pay
Underlying
Reference:
Banco
Santander
Monthly,
Receive
Variable
(0.907)%
(1M
EURIBOR
+
(0.35)%)
Monthly,
1/19/22
2
2
—
2
Morgan
Stanley,
Receive
Underlying
Reference:
Amadeus
IT
Group
Monthly,
Pay
Variable
(0.207)%
(1M
EURIBOR
+
0.35%)
Monthly,
1/19/22
3
3
—
3
Total
Spain
—
34
Sweden
(0.1)%
Bank
of
America,
Receive
Underlying
Reference:
Telefonaktiebolaget
LM
Ericsson,
B
Shares
Monthly,
Pay
Variable
0.291%
(1M
SEK
STIBOR
+
0.35%)
Monthly,
1/19/22
45
(45)
—
(45)
Citibank,
Pay
Underlying
Reference:
Volvo,
B
Shares
Monthly,
Receive
Variable
(0.409)%
(1M
SEK
STIBOR
+
(0.35)%)
Monthly,
1/19/22
3
3
—
3
Citibank,
Receive
Underlying
Reference:
Assa
Abloy,
Class
B
Monthly,
Pay
Variable
0.291%
(1M
SEK
STIBOR
+
0.35%)
Monthly,
1/19/22
7
7
—
7
Goldman
Sachs,
Receive
Underlying
Reference:
Atlas,
B
Shares
Monthly,
Pay
Variable
0.341%
(1M
SEK
STIBOR
+
0.40%)
Monthly,
1/19/22
8
8
—
8
JPMorgan
Chase,
Receive
Underlying
Reference:
Boliden
Monthly,
Pay
Variable
0.341%
(1M
SEK
STIBOR
+
0.40%)
Monthly,
1/19/22
7
(8)
—
(8)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Morgan
Stanley,
Pay
Underlying
Reference:
Kinnevik,
Class
B
Monthly,
Receive
Variable
(0.409)%
(1M
SEK
STIBOR
+
(0.35)%)
Monthly,
1/19/22
14
(15)
—
(15)
Morgan
Stanley,
Pay
Underlying
Reference:
Skandinaviska
Enskilda
Banken,
Class
A
Monthly,
Receive
Variable
(0.409)%
(1M
SEK
STIBOR
+
(0.35)%)
Monthly,
1/19/22
—
—
—
—
Morgan
Stanley,
Receive
Underlying
Reference:
Alfa
Laval
Monthly,
Pay
Variable
0.291%
(1M
SEK
STIBOR
+
0.35%)
Monthly,
1/19/22
38
39
—
39
Morgan
Stanley,
Receive
Underlying
Reference:
Trelleborg,
B
Shares
Monthly,
Pay
Variable
0.291%
(1M
SEK
STIBOR
+
0.35%)
Monthly,
1/19/22
3
3
—
3
UBS
Securities,
Pay
Underlying
Reference:
ICA
Gruppen
Monthly,
Receive
Variable
(0.459)%
(1M
SEK
STIBOR
+
(0.40)%)
Monthly,
1/19/22
8
(9)
—
(9)
UBS
Securities,
Pay
Underlying
Reference:
SKF,
B
Shares
Monthly,
Receive
Variable
(0.459)%
(1M
SEK
STIBOR
+
(0.40)%)
Monthly,
1/19/22
8
(8)
—
(8)
Total
Sweden
—
(25)
Switzerland
0.1%
Bank
of
America,
Pay
Underlying
Reference:
Givaudan
Monthly,
Receive
Variable
(1.153)%
(1M
CHF
LIBOR
+
(0.35)%)
Monthly,
1/19/22
6
(6)
—
(6)
Bank
of
America,
Receive
Underlying
Reference:
ABB
Monthly,
Pay
Variable
(0.453)%
(1M
CHF
LIBOR
+
0.35%)
Monthly,
1/19/22
3
3
—
3
Bank
of
America,
Receive
Underlying
Reference:
Flughafen
Zurich
Monthly,
Pay
Variable
(0.450)%
(1M
CHF
LIBOR
+
0.35%)
Monthly,
1/19/22
2
(2)
—
(2)
Citibank,
Pay
Underlying
Reference:
Geberit
Monthly,
Receive
Variable
(1.153)%
(1M
CHF
LIBOR
+
(0.35)%)
Monthly,
1/19/22
1
(1)
—
(1)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Citibank,
Pay
Underlying
Reference:
SGS
Monthly,
Receive
Variable
(1.153)%
(1M
CHF
LIBOR
+
(0.35)%)
Monthly,
1/19/22
2
(2)
—
(2)
Citibank,
Pay
Underlying
Reference:
Straumann
Holding
Monthly,
Receive
Variable
(1.153)%
(1M
CHF
LIBOR
+
(0.35)%)
Monthly,
1/19/22
15
(15)
—
(15)
Citibank,
Receive
Underlying
Reference:
Cie
Financiere
Richemont
Monthly,
Pay
Variable
(0.453)%
(1M
CHF
LIBOR
+
0.35%)
Monthly,
1/19/22
3
4
—
4
Citibank,
Receive
Underlying
Reference:
Partners
Group
Holding
Monthly,
Pay
Variable
(0.453)%
(1M
CHF
LIBOR
+
0.35%)
Monthly,
1/19/22
41
41
—
41
Goldman
Sachs,
Receive
Underlying
Reference:
TE
Connectivity
Monthly,
Pay
Variable
0.489%
(1M
USD
LIBOR
+
0.40%)
Monthly,
1/20/22
22
22
—
22
JPMorgan
Chase,
Receive
Underlying
Reference:
Montana
Aerospace
Monthly,
Pay
Variable
(0.397)%
(1M
CHF
LIBOR
+
0.40%)
Monthly,
1/19/22
1
(1)
—
(1)
JPMorgan
Chase,
Receive
Underlying
Reference:
Montana
Aerospace
Monthly,
Pay
Variable
0.400%
(1M
CHF
LIBOR
+
0.40%)
Monthly,
1/19/22
1
(1)
—
(1)
Morgan
Stanley,
Pay
Underlying
Reference:
Geberit
Monthly,
Receive
Variable
(1.153)%
(1M
CHF
LIBOR
+
(0.35)%)
Monthly,
1/19/22
5
(4)
—
(4)
Morgan
Stanley,
Pay
Underlying
Reference:
Kuehne
+
Nagel
International
Monthly,
Receive
Variable
(1.153)%
(1M
CHF
LIBOR
+
(0.35)%)
Monthly,
1/19/22
11
11
—
11
Morgan
Stanley,
Pay
Underlying
Reference:
Kuehne
+
Nagel
International
Monthly,
Receive
Variable
(0.350)%
(1M
CHF
LIBOR
+
(0.35)%)
Monthly,
1/19/22
—
—
—
—
Morgan
Stanley,
Pay
Underlying
Reference:
Sonova
Holding
Monthly,
Receive
Variable
(1.146)%
(1M
CHF
LIBOR
+
(0.35)%)
Monthly,
1/19/22
1
(2)
—
(2)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Morgan
Stanley,
Pay
Underlying
Reference:
Tecan
Group
Monthly,
Receive
Variable
(1.153)%
(1M
CHF
LIBOR
+
(0.35)%)
Monthly,
1/19/22
19
(19)
—
(19)
Morgan
Stanley,
Receive
Underlying
Reference:
Alcon
Monthly,
Pay
Variable
(0.453)%
(1M
CHF
LIBOR
+
0.35%)
Monthly,
1/20/22
6
7
—
7
Morgan
Stanley,
Receive
Underlying
Reference:
Cie
Financiere
Richemont
Monthly,
Pay
Variable
(0.453)%
(1M
CHF
LIBOR
+
0.35%)
Monthly,
1/19/22
2
2
—
2
Morgan
Stanley,
Receive
Underlying
Reference:
Cie
Financiere
Richemont
Monthly,
Pay
Variable
(0.453)%
(1M
CHF
LIBOR
+
0.35%)
Monthly,
1/20/22
5
5
—
5
UBS
Securities,
Receive
Underlying
Reference:
Julius
Baer
Group
Monthly,
Pay
Variable
(0.453)%
(1M
CHF
LIBOR
+
0.35%)
Monthly,
1/19/22
9
9
—
9
Total
Switzerland
—
51
Taiwan
(0.0)%
Morgan
Stanley,
Receive
Underlying
Reference:
Taiwan
Semiconductor
Manufacturing
Monthly,
Pay
Variable
0.839%
(1M
USD
LIBOR
+
0.75%)
Monthly,
1/21/22
10
(10)
—
(10)
UBS
Securities,
Receive
Underlying
Reference:
Taiwan
Semiconductor
Manufacturing
Monthly,
Pay
Variable
0.600%
(1M
USD
LIBOR
+
0.50%)
Monthly,
1/18/22
3
(3)
—
(3)
Total
Taiwan
—
(13)
United
Kingdom
0.1%
Bank
of
America,
Receive
Underlying
Reference:
AstraZeneca
Monthly,
Pay
Variable
0.402%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
1/19/22
3
(3)
—
(3)
Bank
of
America,
Receive
Underlying
Reference:
Great
Portland
Estates
Monthly,
Pay
Variable
0.402%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
1/19/22
3
3
—
3
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Bank
of
America,
Receive
Underlying
Reference:
UNITE
Group
Monthly,
Pay
Variable
0.402%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
1/19/22
16
15
—
15
Citibank,
Pay
Underlying
Reference:
Admiral
Group
Monthly,
Receive
Variable
(0.298)%
(1M
GBP
LIBOR
+
(0.35)%)
Monthly,
1/19/22
6
(6)
—
(6)
Citibank,
Pay
Underlying
Reference:
BP
Monthly,
Receive
Variable
(0.299)%
(1M
GBP
LIBOR
+
(0.35)%)
Monthly,
1/19/22
42
42
—
42
Citibank,
Pay
Underlying
Reference:
HSBC
Holdings
Monthly,
Receive
Variable
(0.298)%
(1M
GBP
LIBOR
+
(0.35)%)
Monthly,
1/19/22
4
4
—
4
Citibank,
Pay
Underlying
Reference:
Standard
Life
Aberdeen
Monthly,
Receive
Variable
(0.299)%
(1M
GBP
LIBOR
+
(0.35)%)
Monthly,
1/19/22
1
(2)
—
(2)
Citibank,
Receive
Underlying
Reference:
ASOS
Monthly,
Pay
Variable
0.350%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
1/19/22
—
—
—
—
Citibank,
Receive
Underlying
Reference:
ASOS
Monthly,
Pay
Variable
0.350%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
1/19/22
—
(1)
—
(1)
Citibank,
Receive
Underlying
Reference:
ASOS
Monthly,
Pay
Variable
0.401%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
1/19/22
26
(26)
—
(26)
Citibank,
Receive
Underlying
Reference:
Burberry
Group
Monthly,
Pay
Variable
0.401%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
1/19/22
1
1
—
1
Citibank,
Receive
Underlying
Reference:
Derwent
London
Monthly,
Pay
Variable
0.401%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
1/19/22
13
12
—
12
Citibank,
Receive
Underlying
Reference:
Great
Portland
Estates
Monthly,
Pay
Variable
0.401%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
1/19/22
7
7
—
7
Citibank,
Receive
Underlying
Reference:
SSP
Group
Monthly,
Pay
Variable
0.401%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
1/19/22
1
(1)
—
(1)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Citibank,
Receive
Underlying
Reference:
Trainline
Monthly,
Pay
Variable
0.401%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
1/19/22
3
3
—
3
Citibank,
Receive
Underlying
Reference:
Whitbread
Monthly,
Pay
Variable
0.401%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
1/19/22
8
(8)
—
(8)
Goldman
Sachs,
Receive
Underlying
Reference:
Fresnillo
Monthly,
Pay
Variable
0.402%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
1/19/22
—
—
—
—
Goldman
Sachs,
Receive
Underlying
Reference:
Informa
Monthly,
Pay
Variable
0.452%
(1M
GBP
LIBOR
+
0.40%)
Monthly,
1/19/22
1
1
—
1
Goldman
Sachs,
Receive
Underlying
Reference:
Meggitt
Monthly,
Pay
Variable
0.402%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
1/19/22
30
29
—
29
Goldman
Sachs,
Receive
Underlying
Reference:
Unilever
Monthly,
Pay
Variable
0.452%
(1M
GBP
LIBOR
+
0.40%)
Monthly,
1/19/22
5
(6)
—
(6)
JPMorgan
Chase,
Receive
Underlying
Reference:
Auto
Trader
Group
Monthly,
Pay
Variable
0.402%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
1/19/22
—
—
—
—
JPMorgan
Chase,
Receive
Underlying
Reference:
Compass
Group
Monthly,
Pay
Variable
0.403%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
1/19/22
9
9
—
9
JPMorgan
Chase,
Receive
Underlying
Reference:
Compass
Group
Monthly,
Pay
Variable
0.404%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
1/19/22
15
14
—
14
JPMorgan
Chase,
Receive
Underlying
Reference:
Diageo
Monthly,
Pay
Variable
0.402%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
1/19/22
4
4
—
4
JPMorgan
Chase,
Receive
Underlying
Reference:
Greggs
Monthly,
Pay
Variable
0.402%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
1/19/22
19
18
—
18
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
JPMorgan
Chase,
Receive
Underlying
Reference:
Hargreaves
Lansdown
Monthly,
Pay
Variable
0.402%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
1/19/22
6
6
—
6
JPMorgan
Chase,
Receive
Underlying
Reference:
Smith
&
Nephew
Monthly,
Pay
Variable
0.400%
(1M
GBP
LIBOR
+
0.40%)
Monthly,
1/19/22
—
—
—
—
JPMorgan
Chase,
Receive
Underlying
Reference:
Smith
&
Nephew
Monthly,
Pay
Variable
0.402%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
1/19/22
6
(6)
—
(6)
Morgan
Stanley,
Pay
Underlying
Reference:
Antofagasta
Monthly,
Receive
Variable
(0.298)%
(1M
GBP
LIBOR
+
(0.35)%)
Monthly,
1/19/22
19
(18)
—
(18)
Morgan
Stanley,
Pay
Underlying
Reference:
Halma
Monthly,
Receive
Variable
(0.298)%
(1M
GBP
LIBOR
+
(0.35)%)
Monthly,
1/19/22
12
(13)
—
(13)
Morgan
Stanley,
Pay
Underlying
Reference:
Intertek
Group
Monthly,
Receive
Variable
(0.298)%
(1M
GBP
LIBOR
+
(0.35)%)
Monthly,
1/19/22
16
16
—
16
Morgan
Stanley,
Pay
Underlying
Reference:
Standard
Life
Aberdeen
Monthly,
Receive
Variable
(0.298)%
(1M
GBP
LIBOR
+
(0.35)%)
Monthly,
1/19/22
9
(9)
—
(9)
Morgan
Stanley,
Pay
Underlying
Reference:
Standard
Life
Aberdeen
Monthly,
Receive
Variable
(0.298)%
(1M
GBP
LIBOR
+
(0.35)%)
Monthly,
1/20/22
1
(1)
—
(1)
Morgan
Stanley,
Receive
Underlying
Reference:
Burberry
Group
Monthly,
Pay
Variable
0.402%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
1/19/22
—
5
—
5
Morgan
Stanley,
Receive
Underlying
Reference:
Derwent
London
Monthly,
Pay
Variable
0.402%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
1/19/22
3
3
—
3
Morgan
Stanley,
Receive
Underlying
Reference:
Direct
Line
Insurance
Group
Monthly,
Pay
Variable
0.402%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
1/19/22
4
4
—
4
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Morgan
Stanley,
Receive
Underlying
Reference:
London
Stock
Exchange
Group
Monthly,
Pay
Variable
0.402%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
1/19/22
1
(2)
—
(2)
Morgan
Stanley,
Receive
Underlying
Reference:
Polypipe
Group
Monthly,
Pay
Variable
0.402%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
1/19/22
1
2
—
2
Morgan
Stanley,
Receive
Underlying
Reference:
Segro
Monthly,
Pay
Variable
0.402%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
1/19/22
7
7
—
7
Morgan
Stanley,
Receive
Underlying
Reference:
SSP
Group
Monthly,
Pay
Variable
0.402%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
1/19/22
12
11
—
11
UBS
Securities,
Receive
Underlying
Reference:
ASOS
Monthly,
Pay
Variable
0.401%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
10/12/21
44
(44)
—
(44)
UBS
Securities,
Receive
Underlying
Reference:
Aviva
Monthly,
Pay
Variable
0.401%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
10/12/21
10
(11)
—
(11)
UBS
Securities,
Receive
Underlying
Reference:
Big
Yellow
Group
Monthly,
Pay
Variable
0.401%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
10/12/21
30
30
—
30
UBS
Securities,
Receive
Underlying
Reference:
Bridgepoint
Group
Monthly,
Pay
Variable
0.350%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
10/12/21
5
(5)
—
(5)
UBS
Securities,
Receive
Underlying
Reference:
Derwent
London
Monthly,
Pay
Variable
0.401%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
10/12/21
20
21
—
21
UBS
Securities,
Receive
Underlying
Reference:
London
Stock
Exchange
Group
Monthly,
Pay
Variable
0.401%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
10/12/21
2
(2)
—
(2)
UBS
Securities,
Receive
Underlying
Reference:
Trainline
Monthly,
Pay
Variable
0.401%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
10/12/21
27
27
—
27
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
UBS
Securities,
Receive
Underlying
Reference:
Whitbread
Monthly,
Pay
Variable
0.401%
(1M
GBP
LIBOR
+
0.35%)
Monthly,
10/12/21
1
(1)
—
(1)
Total
United
Kingdom
—
129
United
States
(0.0)%
Bank
of
America,
Pay
Underlying
Reference:
FMC
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
—
—
—
—
Bank
of
America,
Pay
Underlying
Reference:
Knight-Swift
Transportation
Holdings
Monthly,
Receive
Variable
(0.214)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
1
(1)
—
(1)
Bank
of
America,
Pay
Underlying
Reference:
Knight-Swift
Transportation
Holdings
Monthly,
Receive
Variable
(0.213)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
1
(1)
—
(1)
Bank
of
America,
Pay
Underlying
Reference:
Knight-Swift
Transportation
Holdings
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
3
(4)
—
(4)
Bank
of
America,
Pay
Underlying
Reference:
Knight-Swift
Transportation
Holdings
Monthly,
Receive
Variable
(0.204)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
—
—
—
—
Bank
of
America,
Pay
Underlying
Reference:
UDR
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
7
(8)
—
(8)
Bank
of
America,
Receive
Underlying
Reference:
Cintas
Monthly,
Pay
Variable
0.385%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
12
12
—
12
Bank
of
America,
Receive
Underlying
Reference:
United
Parcel
Service,
Class
B
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
36
(36)
—
(36)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Citibank,
Pay
Underlying
Reference:
BlackRock
Monthly,
Receive
Variable
(0.200)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
4
4
—
4
Citibank,
Pay
Underlying
Reference:
Franklin
Electric
Monthly,
Receive
Variable
(0.200)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
1
(1)
—
(1)
Citibank,
Pay
Underlying
Reference:
IQVIA
Holdings
Monthly,
Receive
Variable
(0.200)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
1
1
—
1
Citibank,
Pay
Underlying
Reference:
Werner
Enterprises
Monthly,
Receive
Variable
(0.214)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
1
(1)
—
(1)
Citibank,
Pay
Underlying
Reference:
Werner
Enterprises
Monthly,
Receive
Variable
(0.213)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
1
(1)
—
(1)
Citibank,
Pay
Underlying
Reference:
Werner
Enterprises
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
3
(3)
—
(3)
Citibank,
Pay
Underlying
Reference:
Werner
Enterprises
Monthly,
Receive
Variable
(0.204)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
—
—
—
—
Citibank,
Receive
Underlying
Reference:
NextEra
Energy
Monthly,
Pay
Variable
0.400%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
8
8
—
8
Citibank,
Receive
Underlying
Reference:
Paycor
HCM
Monthly,
Pay
Variable
0.386%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
1
1
—
1
Citibank,
Receive
Underlying
Reference:
RPM
International
Monthly,
Pay
Variable
0.400%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
4
(4)
—
(4)
Citibank,
Receive
Underlying
Reference:
VeriSign
Monthly,
Pay
Variable
0.400%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
10
(10)
—
(10)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Goldman
Sachs,
Pay
Underlying
Reference:
Apple
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
11
11
—
11
Goldman
Sachs,
Pay
Underlying
Reference:
AT&T
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
1
—
—
—
Goldman
Sachs,
Pay
Underlying
Reference:
Atmos
Energy
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
8
8
—
8
Goldman
Sachs,
Pay
Underlying
Reference:
Bristol-Myers
Squibb
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
—
(1)
—
(1)
Goldman
Sachs,
Pay
Underlying
Reference:
Citigroup
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
3
1
—
1
Goldman
Sachs,
Pay
Underlying
Reference:
Digital
Realty
Trust
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
3
3
—
3
Goldman
Sachs,
Pay
Underlying
Reference:
Donaldson
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
—
—
—
—
Goldman
Sachs,
Pay
Underlying
Reference:
Duke
Realty
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
2
(2)
—
(2)
Goldman
Sachs,
Pay
Underlying
Reference:
Exxon
Mobil
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
1
1
—
1
Goldman
Sachs,
Pay
Underlying
Reference:
Financial
Select
Sector
SPDR
Fund
Monthly,
Receive
Variable
(0.215)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
6
(6)
—
(6)
Goldman
Sachs,
Pay
Underlying
Reference:
Freeport-McMoRan
Monthly,
Receive
Variable
(0.214)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
2
(2)
—
(2)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Goldman
Sachs,
Pay
Underlying
Reference:
Freeport-McMoRan
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
23
(25)
—
(25)
Goldman
Sachs,
Pay
Underlying
Reference:
Gray
Television
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
3
(3)
—
(3)
Goldman
Sachs,
Pay
Underlying
Reference:
Kraft
Heinz
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
1
—
—
—
Goldman
Sachs,
Pay
Underlying
Reference:
Pfizer
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
4
(5)
—
(5)
Goldman
Sachs,
Pay
Underlying
Reference:
SPDR
S&P
500
ETF
Trust
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
6
(6)
—
(6)
Goldman
Sachs,
Pay
Underlying
Reference:
Teucrium
Corn
Fund
Monthly,
Receive
Variable
(2.485)%
(1M
USD
LIBOR
+
(2.574)%)
Monthly,
1/20/22
1
4
—
4
Goldman
Sachs,
Pay
Underlying
Reference:
Teucrium
Soybean
Fund
Monthly,
Receive
Variable
(4.968)%
(1M
USD
LIBOR
+
(5.057)%)
Monthly,
1/20/22
2
3
—
3
Goldman
Sachs,
Pay
Underlying
Reference:
Tupperware
Brands
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
—
(1)
—
(1)
Goldman
Sachs,
Pay
Underlying
Reference:
ViacomCBS,
Class
B
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
1
1
—
1
Goldman
Sachs,
Pay
Underlying
Reference:
Weyerhaeuser
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
7
6
—
6
Goldman
Sachs,
Pay
Underlying
Reference:
Zimmer
Biomet
Holdings
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
9
(10)
—
(10)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Goldman
Sachs,
Receive
Underlying
Reference:
Apartment
Income
REIT
Monthly,
Pay
Variable
0.489%
(1M
USD
LIBOR
+
0.40%)
Monthly,
1/20/22
—
—
—
—
Goldman
Sachs,
Receive
Underlying
Reference:
Bank
of
America
Monthly,
Pay
Variable
0.489%
(1M
USD
LIBOR
+
0.40%)
Monthly,
1/20/22
7
(7)
—
(7)
Goldman
Sachs,
Receive
Underlying
Reference:
Cedar
Fair
Monthly,
Pay
Variable
0.386%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
—
—
—
—
Goldman
Sachs,
Receive
Underlying
Reference:
Cedar
Fair
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
4
(5)
—
(5)
Goldman
Sachs,
Receive
Underlying
Reference:
Dollar
Tree
Monthly,
Pay
Variable
0.489%
(1M
USD
LIBOR
+
0.40%)
Monthly,
1/20/22
1
1
—
1
Goldman
Sachs,
Receive
Underlying
Reference:
FirstCash
Monthly,
Pay
Variable
0.387%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
1
1
—
1
Goldman
Sachs,
Receive
Underlying
Reference:
International
Paper
Monthly,
Pay
Variable
0.489%
(1M
USD
LIBOR
+
0.40%)
Monthly,
1/20/22
7
(7)
—
(7)
Goldman
Sachs,
Receive
Underlying
Reference:
Intuit
Monthly,
Pay
Variable
0.489%
(1M
USD
LIBOR
+
0.40%)
Monthly,
1/20/22
11
11
—
11
Goldman
Sachs,
Receive
Underlying
Reference:
Live
Nation
Entertainment
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
3
(3)
—
(3)
Goldman
Sachs,
Receive
Underlying
Reference:
Microsoft
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
9
9
—
9
Goldman
Sachs,
Receive
Underlying
Reference:
Monster
Beverage
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
3
3
—
3
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Goldman
Sachs,
Receive
Underlying
Reference:
Otis
Worldwide
Monthly,
Pay
Variable
0.489%
(1M
USD
LIBOR
+
0.40%)
Monthly,
1/20/22
16
16
—
16
Goldman
Sachs,
Receive
Underlying
Reference:
Packaging
Monthly,
Pay
Variable
0.489%
(1M
USD
LIBOR
+
0.40%)
Monthly,
1/20/22
5
5
—
5
Goldman
Sachs,
Receive
Underlying
Reference:
salesforce.com
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
5
5
—
5
Goldman
Sachs,
Receive
Underlying
Reference:
Southwest
Airlines
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
7
(6)
—
(6)
Goldman
Sachs,
Receive
Underlying
Reference:
T-Mobile
U.S.
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
10
(10)
—
(10)
JPMorgan
Chase,
Pay
Underlying
Reference:
AmerisourceBergen
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
13
(13)
—
(13)
JPMorgan
Chase,
Pay
Underlying
Reference:
Citigroup
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
1
—
—
—
JPMorgan
Chase,
Pay
Underlying
Reference:
Ecolab
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
3
(3)
—
(3)
JPMorgan
Chase,
Pay
Underlying
Reference:
Expeditors
International
of
Washington
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
3
(3)
—
(3)
JPMorgan
Chase,
Pay
Underlying
Reference:
Hershey
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
—
—
—
—
JPMorgan
Chase,
Pay
Underlying
Reference:
Hewlett
Packard
Enterprise
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
6
(6)
—
(6)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
JPMorgan
Chase,
Pay
Underlying
Reference:
Intel
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
8
9
—
9
JPMorgan
Chase,
Pay
Underlying
Reference:
International
Business
Machines
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
—
—
—
—
JPMorgan
Chase,
Pay
Underlying
Reference:
Lowe's
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
6
4
—
4
JPMorgan
Chase,
Pay
Underlying
Reference:
Raytheon
Technologies
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
2
(2)
—
(2)
JPMorgan
Chase,
Pay
Underlying
Reference:
Verizon
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
4
1
—
1
JPMorgan
Chase,
Receive
Underlying
Reference:
Carvana
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
15
15
—
15
JPMorgan
Chase,
Receive
Underlying
Reference:
Entergy
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
1
(1)
—
(1)
JPMorgan
Chase,
Receive
Underlying
Reference:
Juniper
Networks
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
—
—
—
—
JPMorgan
Chase,
Receive
Underlying
Reference:
McKesson
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
12
11
—
11
JPMorgan
Chase,
Receive
Underlying
Reference:
Netflix
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
6
(6)
—
(6)
JPMorgan
Chase,
Receive
Underlying
Reference:
Wells
Fargo
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
20
20
—
20
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Morgan
Stanley,
Pay
Underlying
Reference:
Activision
Blizzard
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
11
11
—
11
Morgan
Stanley,
Pay
Underlying
Reference:
Alliant
Energy
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
—
(3)
—
(3)
Morgan
Stanley,
Pay
Underlying
Reference:
AMETEK
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
4
(5)
—
(5)
Morgan
Stanley,
Pay
Underlying
Reference:
ANSYS
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
22
(23)
—
(23)
Morgan
Stanley,
Pay
Underlying
Reference:
Applied
Materials
Monthly,
Receive
Variable
(0.215)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
10
(10)
—
(10)
Morgan
Stanley,
Pay
Underlying
Reference:
Applied
Materials
Monthly,
Receive
Variable
(0.214)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
—
—
—
—
Morgan
Stanley,
Pay
Underlying
Reference:
Applied
Materials
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
30
(31)
—
(31)
Morgan
Stanley,
Pay
Underlying
Reference:
Archer-Daniels-Midland
Monthly,
Receive
Variable
(0.214)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
1
(1)
—
(1)
Morgan
Stanley,
Pay
Underlying
Reference:
Archer-Daniels-Midland
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
1
(2)
—
(2)
Morgan
Stanley,
Pay
Underlying
Reference:
Arista
Networks
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
6
(6)
—
(6)
Morgan
Stanley,
Pay
Underlying
Reference:
AT&T
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
2
(1)
—
(1)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Morgan
Stanley,
Pay
Underlying
Reference:
BancorpSouth
Bank
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
10
10
—
10
Morgan
Stanley,
Pay
Underlying
Reference:
Berkshire
Hathaway,
Class
B
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
2
2
—
2
Morgan
Stanley,
Pay
Underlying
Reference:
Bristol-Myers
Squibb
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
4
(8)
—
(8)
Morgan
Stanley,
Pay
Underlying
Reference:
Campbell
Soup
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
15
11
—
11
Morgan
Stanley,
Pay
Underlying
Reference:
CarMax
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
4
(4)
—
(4)
Morgan
Stanley,
Pay
Underlying
Reference:
Caterpillar
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
9
7
—
7
Morgan
Stanley,
Pay
Underlying
Reference:
Cheesecake
Factory
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
16
16
—
16
Morgan
Stanley,
Pay
Underlying
Reference:
Cheesecake
Factory
Monthly,
Receive
Variable
(0.210)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
4
4
—
4
Morgan
Stanley,
Pay
Underlying
Reference:
Cisco
Systems
Monthly,
Receive
Variable
(0.214)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
—
—
—
—
Morgan
Stanley,
Pay
Underlying
Reference:
Cisco
Systems
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
5
(5)
—
(5)
Morgan
Stanley,
Pay
Underlying
Reference:
Colgate-Palmolive
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
16
14
—
14
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Morgan
Stanley,
Pay
Underlying
Reference:
Corning
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
6
(6)
—
(6)
Morgan
Stanley,
Pay
Underlying
Reference:
Corteva
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
2
(2)
—
(2)
Morgan
Stanley,
Pay
Underlying
Reference:
Crown
Castle
International
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
12
12
—
12
Morgan
Stanley,
Pay
Underlying
Reference:
Deere
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
40
(43)
—
(43)
Morgan
Stanley,
Pay
Underlying
Reference:
Discovery,
Class
A
Monthly,
Receive
Variable
(1.811)%
(1M
USD
LIBOR
+
(1.90)%)
Monthly,
1/20/22
4
(4)
—
(4)
Morgan
Stanley,
Pay
Underlying
Reference:
Donaldson
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
1
(1)
—
(1)
Morgan
Stanley,
Pay
Underlying
Reference:
Dow
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
2
(2)
—
(2)
Morgan
Stanley,
Pay
Underlying
Reference:
Ecolab
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
3
(3)
—
(3)
Morgan
Stanley,
Pay
Underlying
Reference:
Emerson
Electric
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
5
(5)
—
(5)
Morgan
Stanley,
Pay
Underlying
Reference:
Expeditors
International
of
Washington
Monthly,
Receive
Variable
(0.216)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
—
—
—
—
Morgan
Stanley,
Pay
Underlying
Reference:
Expeditors
International
of
Washington
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
1
(1)
—
(1)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Morgan
Stanley,
Pay
Underlying
Reference:
Expeditors
International
of
Washington
Monthly,
Receive
Variable
(0.204)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
—
—
—
—
Morgan
Stanley,
Pay
Underlying
Reference:
Exxon
Mobil
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
12
12
—
12
Morgan
Stanley,
Pay
Underlying
Reference:
First
Republic
Bank
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
3
3
—
3
Morgan
Stanley,
Pay
Underlying
Reference:
First
Trust
Exchange-Traded
Fund-First
Trust
Nasdaq-100
Equal
Weighted
Index
SM
Monthly,
Receive
Variable
(8.711)%
(1M
USD
LIBOR
+
(8.80)%)
Monthly,
1/20/22
5
(5)
—
(5)
Morgan
Stanley,
Pay
Underlying
Reference:
Fortune
Brands
Home
&
Security
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
2
(1)
—
(1)
Morgan
Stanley,
Pay
Underlying
Reference:
Franklin
Electric
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
1
(1)
—
(1)
Morgan
Stanley,
Pay
Underlying
Reference:
Freeport-McMoRan
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
19
(19)
—
(19)
Morgan
Stanley,
Pay
Underlying
Reference:
Freeport-McMoRan
Monthly,
Receive
Variable
(0.204)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
1
1
—
1
Morgan
Stanley,
Pay
Underlying
Reference:
Gartner
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
11
(11)
—
(11)
Morgan
Stanley,
Pay
Underlying
Reference:
Gilead
Sciences
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
—
—
—
—
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Morgan
Stanley,
Pay
Underlying
Reference:
Hewlett
Packard
Enterprise
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
4
(4)
—
(4)
Morgan
Stanley,
Pay
Underlying
Reference:
HP
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
11
(11)
—
(11)
Morgan
Stanley,
Pay
Underlying
Reference:
IDEX
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
5
(5)
—
(5)
Morgan
Stanley,
Pay
Underlying
Reference:
IDEXX
Laboratories
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
14
(14)
—
(14)
Morgan
Stanley,
Pay
Underlying
Reference:
Illinois
Tool
Works
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
2
2
—
2
Morgan
Stanley,
Pay
Underlying
Reference:
Intel
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
8
9
—
9
Morgan
Stanley,
Pay
Underlying
Reference:
International
Business
Machines
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
—
(2)
—
(2)
Morgan
Stanley,
Pay
Underlying
Reference:
Interpublic
Group
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
35
(34)
—
(34)
Morgan
Stanley,
Pay
Underlying
Reference:
Invesco
QQQ
Trust,
Series
1
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
2
(2)
—
(2)
Morgan
Stanley,
Pay
Underlying
Reference:
iShares
China
Large-Cap
ETF
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
23
22
—
22
Morgan
Stanley,
Pay
Underlying
Reference:
iShares
MSCI
Emerging
Markets
ETF
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
25
24
—
24
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Morgan
Stanley,
Pay
Underlying
Reference:
Johnson
&
Johnson
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
16
(16)
—
(16)
Morgan
Stanley,
Pay
Underlying
Reference:
JPMorgan
Chase
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
22
22
—
22
Morgan
Stanley,
Pay
Underlying
Reference:
Juniper
Networks
Monthly,
Receive
Variable
(0.216)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
2
(2)
—
(2)
Morgan
Stanley,
Pay
Underlying
Reference:
Juniper
Networks
Monthly,
Receive
Variable
(0.214)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
1
(1)
—
(1)
Morgan
Stanley,
Pay
Underlying
Reference:
Juniper
Networks
Monthly,
Receive
Variable
(0.210)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
—
—
—
—
Morgan
Stanley,
Pay
Underlying
Reference:
KLA
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
40
(40)
—
(40)
Morgan
Stanley,
Pay
Underlying
Reference:
Kraft
Heinz
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
3
3
—
3
Morgan
Stanley,
Pay
Underlying
Reference:
Kroger
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
7
(7)
—
(7)
Morgan
Stanley,
Pay
Underlying
Reference:
Laboratory
Corp.
of
America
Holdings
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
12
(12)
—
(12)
Morgan
Stanley,
Pay
Underlying
Reference:
Laboratory
Corp.
of
America
Holdings
Monthly,
Receive
Variable
(0.204)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
—
—
—
—
Morgan
Stanley,
Pay
Underlying
Reference:
Lam
Research
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
18
(18)
—
(18)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Morgan
Stanley,
Pay
Underlying
Reference:
Lumen
Technologies
Monthly,
Receive
Variable
(0.214)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
—
—
—
—
Morgan
Stanley,
Pay
Underlying
Reference:
Lumen
Technologies
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
5
5
—
5
Morgan
Stanley,
Pay
Underlying
Reference:
Mettler-Toledo
International
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
5
(5)
—
(5)
Morgan
Stanley,
Pay
Underlying
Reference:
Micron
Technology
Monthly,
Receive
Variable
(0.214)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
1
(1)
—
(1)
Morgan
Stanley,
Pay
Underlying
Reference:
Micron
Technology
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
3
(5)
—
(5)
Morgan
Stanley,
Pay
Underlying
Reference:
Mid-America
Apartment
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
10
(10)
—
(10)
Morgan
Stanley,
Pay
Underlying
Reference:
MSCI
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
17
(17)
—
(17)
Morgan
Stanley,
Pay
Underlying
Reference:
Newmont
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
2
2
—
2
Morgan
Stanley,
Pay
Underlying
Reference:
NRG
Energy
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
4
(5)
—
(5)
Morgan
Stanley,
Pay
Underlying
Reference:
NVIDIA
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
11
(12)
—
(12)
Morgan
Stanley,
Pay
Underlying
Reference:
Paychex
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
32
(39)
—
(39)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Morgan
Stanley,
Pay
Underlying
Reference:
Paychex
Monthly,
Receive
Variable
(0.204)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
—
(1)
—
(1)
Morgan
Stanley,
Pay
Underlying
Reference:
Paycom
Software
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
28
(28)
—
(28)
Morgan
Stanley,
Pay
Underlying
Reference:
Pfizer
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
8
(9)
—
(9)
Morgan
Stanley,
Pay
Underlying
Reference:
Pool
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
14
(14)
—
(14)
Morgan
Stanley,
Pay
Underlying
Reference:
Quest
Diagnostics
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
9
(8)
—
(8)
Morgan
Stanley,
Pay
Underlying
Reference:
Quest
Diagnostics
Monthly,
Receive
Variable
(0.204)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
—
—
—
—
Morgan
Stanley,
Pay
Underlying
Reference:
Realty
Income
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
6
(8)
—
(8)
Morgan
Stanley,
Pay
Underlying
Reference:
S&P
Global
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
38
(37)
—
(37)
Morgan
Stanley,
Pay
Underlying
Reference:
SBA
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
3
(3)
—
(3)
Morgan
Stanley,
Pay
Underlying
Reference:
SPDR
S&P
500
ETF
Trust
Monthly,
Receive
Variable
(0.213)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
43
(43)
—
(43)
Morgan
Stanley,
Pay
Underlying
Reference:
SPDR
S&P
500
ETF
Trust
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
57
(58)
—
(58)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Morgan
Stanley,
Pay
Underlying
Reference:
SPDR
S&P
Oil
&
Gas
Exploration
&
Production
ETF
Monthly,
Receive
Variable
(1.066)%
(1M
USD
LIBOR
+
(1.15)%)
Monthly,
1/20/22
1
1
—
1
Morgan
Stanley,
Pay
Underlying
Reference:
SPDR
S&P
Oil
&
Gas
Exploration
&
Production
ETF
Monthly,
Receive
Variable
(1.065)%
(1M
USD
LIBOR
+
(1.15)%)
Monthly,
1/20/22
3
(3)
—
(3)
Morgan
Stanley,
Pay
Underlying
Reference:
SPDR
S&P
Oil
&
Gas
Exploration
&
Production
ETF
Monthly,
Receive
Variable
(1.061)%
(1M
USD
LIBOR
+
(1.15)%)
Monthly,
1/20/22
—
—
—
—
Morgan
Stanley,
Pay
Underlying
Reference:
SPDR
S&P
Oil
&
Gas
Exploration
&
Production
ETF
Monthly,
Receive
Variable
(1.061)%
(1M
USD
LIBOR
+
(1.15)%)
Monthly,
1/20/22
5
5
—
5
Morgan
Stanley,
Pay
Underlying
Reference:
SPDR
S&P
Retail
ETF
Monthly,
Receive
Variable
(2.261)%
(1M
USD
LIBOR
+
(2.35)%)
Monthly,
1/20/22
3
(3)
—
(3)
Morgan
Stanley,
Pay
Underlying
Reference:
SVB
Financial
Group
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
10
10
—
10
Morgan
Stanley,
Pay
Underlying
Reference:
Target
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
8
(8)
—
(8)
Morgan
Stanley,
Pay
Underlying
Reference:
Teradyne
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
5
(5)
—
(5)
Morgan
Stanley,
Pay
Underlying
Reference:
Tesla
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
28
(28)
—
(28)
Morgan
Stanley,
Pay
Underlying
Reference:
Teucrium
Corn
Fund
Monthly,
Receive
Variable
(2.811)%
(1M
USD
LIBOR
+
(2.90)%)
Monthly,
1/20/22
1
1
—
1
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Morgan
Stanley,
Pay
Underlying
Reference:
Teucrium
Soybean
Fund
Monthly,
Receive
Variable
(6.761)%
(1M
USD
LIBOR
+
(6.85)%)
Monthly,
1/20/22
3
4
—
4
Morgan
Stanley,
Pay
Underlying
Reference:
Truist
Financial
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
19
19
—
19
Morgan
Stanley,
Pay
Underlying
Reference:
Tupperware
Brands
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
1
(1)
—
(1)
Morgan
Stanley,
Pay
Underlying
Reference:
U.S.
Bancorp
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
25
25
—
25
Morgan
Stanley,
Pay
Underlying
Reference:
Valero
Energy
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
—
(1)
—
(1)
Morgan
Stanley,
Pay
Underlying
Reference:
VanEck
Vectors
Oil
Services
ETF
Monthly,
Receive
Variable
(0.516)%
(1M
USD
LIBOR
+
(0.60)%)
Monthly,
1/20/22
—
—
—
—
Morgan
Stanley,
Pay
Underlying
Reference:
VanEck
Vectors
Oil
Services
ETF
Monthly,
Receive
Variable
(0.515)%
(1M
USD
LIBOR
+
(0.60)%)
Monthly,
1/20/22
4
(4)
—
(4)
Morgan
Stanley,
Pay
Underlying
Reference:
VanEck
Vectors
Oil
Services
ETF
Monthly,
Receive
Variable
(0.511)%
(1M
USD
LIBOR
+
(0.60)%)
Monthly,
1/20/22
1
(1)
—
(1)
Morgan
Stanley,
Pay
Underlying
Reference:
VanEck
Vectors
Oil
Services
ETF
Monthly,
Receive
Variable
(0.511)%
(1M
USD
LIBOR
+
(0.60)%)
Monthly,
1/20/22
2
3
—
3
Morgan
Stanley,
Pay
Underlying
Reference:
Ventas
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
2
(2)
—
(2)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Morgan
Stanley,
Pay
Underlying
Reference:
Verisk
Analytics
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
13
(13)
—
(13)
Morgan
Stanley,
Pay
Underlying
Reference:
Verizon
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
2
—
—
—
Morgan
Stanley,
Pay
Underlying
Reference:
Whirlpool
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
1
1
—
1
Morgan
Stanley,
Pay
Underlying
Reference:
Xylem
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
20
(20)
—
(20)
Morgan
Stanley,
Pay
Underlying
Reference:
Zebra
Technologies,
Class
A
Monthly,
Receive
Variable
(0.211)%
(1M
USD
LIBOR
+
(0.30)%)
Monthly,
1/20/22
18
(18)
—
(18)
Morgan
Stanley,
Receive
Underlying
Reference:
7GC
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
1
(1)
—
(1)
Morgan
Stanley,
Receive
Underlying
Reference:
7GC,
Class
A
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
—
—
—
—
Morgan
Stanley,
Receive
Underlying
Reference:
Advanced
Micro
Devices
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
142
142
—
142
Morgan
Stanley,
Receive
Underlying
Reference:
Air
Products
and
Chemicals
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
2
2
—
2
Morgan
Stanley,
Receive
Underlying
Reference:
Allegiance
Bancshares
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
—
—
—
—
Morgan
Stanley,
Receive
Underlying
Reference:
Alphabet,
Class
A
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
22
22
—
22
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Morgan
Stanley,
Receive
Underlying
Reference:
Alphabet,
Class
C
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
12
12
—
12
Morgan
Stanley,
Receive
Underlying
Reference:
Altaba
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
40
(40)
—
(40)
Morgan
Stanley,
Receive
Underlying
Reference:
Amazon.com
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
11
(11)
—
(11)
Morgan
Stanley,
Receive
Underlying
Reference:
Ameren
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
—
—
—
—
Morgan
Stanley,
Receive
Underlying
Reference:
American
Tower
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
—
1
—
1
Morgan
Stanley,
Receive
Underlying
Reference:
Amphenol,
Class
A
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
25
25
—
25
Morgan
Stanley,
Receive
Underlying
Reference:
Apartment
Income
REIT
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
11
11
—
11
Morgan
Stanley,
Receive
Underlying
Reference:
Apollo
Global
Management
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
2
(2)
—
(2)
Morgan
Stanley,
Receive
Underlying
Reference:
Atmos
Energy
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
4
(4)
—
(4)
Morgan
Stanley,
Receive
Underlying
Reference:
Becton
Dickinson
&
Company
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
6
6
—
6
Morgan
Stanley,
Receive
Underlying
Reference:
Biogen
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
1
(1)
—
(1)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Morgan
Stanley,
Receive
Underlying
Reference:
Black
Knight
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
15
13
—
13
Morgan
Stanley,
Receive
Underlying
Reference:
Burlington
Stores
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
2
2
—
2
Morgan
Stanley,
Receive
Underlying
Reference:
Cadence
BanCorp
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
11
(11)
—
(11)
Morgan
Stanley,
Receive
Underlying
Reference:
Camden
Property
Trust
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
14
14
—
14
Morgan
Stanley,
Receive
Underlying
Reference:
Carney
Technology
Acquisition,
Class
A
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
—
—
—
—
Morgan
Stanley,
Receive
Underlying
Reference:
Cascade
Acquisition,
Class
A
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
—
—
—
—
Morgan
Stanley,
Receive
Underlying
Reference:
CBTX
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
5
(4)
—
(4)
Morgan
Stanley,
Receive
Underlying
Reference:
Cedar
Fair
Monthly,
Pay
Variable
0.639%
(1M
USD
LIBOR
+
0.55%)
Monthly,
1/20/22
3
(3)
—
(3)
Morgan
Stanley,
Receive
Underlying
Reference:
Celanese
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
—
—
—
—
Morgan
Stanley,
Receive
Underlying
Reference:
Charles
Schwab
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
5
(5)
—
(5)
Morgan
Stanley,
Receive
Underlying
Reference:
Chipotle
Mexican
Grill
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
21
21
—
21
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Morgan
Stanley,
Receive
Underlying
Reference:
Citizens
Financial
Group
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
59
(52)
—
(52)
Morgan
Stanley,
Receive
Underlying
Reference:
CME
Group
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
6
6
—
6
Morgan
Stanley,
Receive
Underlying
Reference:
Coca-Cola
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
1
1
—
1
Morgan
Stanley,
Receive
Underlying
Reference:
Concord
Acquisition,
Class
A
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
3
(3)
—
(3)
Morgan
Stanley,
Receive
Underlying
Reference:
ConocoPhillips
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
1
1
—
1
Morgan
Stanley,
Receive
Underlying
Reference:
ConocoPhillips
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
2
(1)
—
(1)
Morgan
Stanley,
Receive
Underlying
Reference:
CSX
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
2
2
—
2
Morgan
Stanley,
Receive
Underlying
Reference:
Danaher
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
6
7
—
7
Morgan
Stanley,
Receive
Underlying
Reference:
DD3
Acquisition,
Class
A
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
—
—
—
—
Morgan
Stanley,
Receive
Underlying
Reference:
Delwinds
Insurance
Acquisition,
Class
A
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
—
—
—
—
Morgan
Stanley,
Receive
Underlying
Reference:
Devon
Energy
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
4
(4)
—
(4)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Morgan
Stanley,
Receive
Underlying
Reference:
Discovery,
Class
C
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
3
3
—
3
Morgan
Stanley,
Receive
Underlying
Reference:
Dominion
Energy
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
4
(4)
—
(4)
Morgan
Stanley,
Receive
Underlying
Reference:
Douglas
Emmett
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
6
(6)
—
(6)
Morgan
Stanley,
Receive
Underlying
Reference:
Eagle
Bancorp
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
3
(2)
—
(2)
Morgan
Stanley,
Receive
Underlying
Reference:
elf
Beauty
Monthly,
Pay
Variable
0.386%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
1
1
—
1
Morgan
Stanley,
Receive
Underlying
Reference:
elf
Beauty
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
17
17
—
17
Morgan
Stanley,
Receive
Underlying
Reference:
Eli
Lilly
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
39
39
—
39
Morgan
Stanley,
Receive
Underlying
Reference:
EOG
Resources
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
10
(10)
—
(10)
Morgan
Stanley,
Receive
Underlying
Reference:
Equity
Distribution
Acquisition,
Class
A
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
—
—
—
—
Morgan
Stanley,
Receive
Underlying
Reference:
Equity
LifeStyle
Properties
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
18
18
—
18
Morgan
Stanley,
Receive
Underlying
Reference:
Equity
Residential
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
2
3
—
3
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Morgan
Stanley,
Receive
Underlying
Reference:
Euronet
Worldwide
Monthly,
Pay
Variable
0.386%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
2
2
—
2
Morgan
Stanley,
Receive
Underlying
Reference:
Euronet
Worldwide
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
11
11
—
11
Morgan
Stanley,
Receive
Underlying
Reference:
Eversource
Energy
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
—
—
—
—
Morgan
Stanley,
Receive
Underlying
Reference:
Exelon
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
6
5
—
5
Morgan
Stanley,
Receive
Underlying
Reference:
Facebook,
Class
A
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
23
23
—
23
Morgan
Stanley,
Receive
Underlying
Reference:
Fifth
Third
Bancorp
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
6
(6)
—
(6)
Morgan
Stanley,
Receive
Underlying
Reference:
Fiserv
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
22
22
—
22
Morgan
Stanley,
Receive
Underlying
Reference:
Fiserv
Monthly,
Pay
Variable
0.396%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
1
(1)
—
(1)
Morgan
Stanley,
Receive
Underlying
Reference:
FleetCor
Technologies
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
—
1
—
1
Morgan
Stanley,
Receive
Underlying
Reference:
General
Electric
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
2
3
—
3
Morgan
Stanley,
Receive
Underlying
Reference:
Generation
Bio
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
3
3
—
3
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Morgan
Stanley,
Receive
Underlying
Reference:
Goldman
Sachs
Group
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
2
2
—
2
Morgan
Stanley,
Receive
Underlying
Reference:
Hartford
Financial
Services
Group
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
2
2
—
2
Morgan
Stanley,
Receive
Underlying
Reference:
Home
Depot
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
6
6
—
6
Morgan
Stanley,
Receive
Underlying
Reference:
Humana
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
11
(11)
—
(11)
Morgan
Stanley,
Receive
Underlying
Reference:
Huntington
Bancshares
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
2
(2)
—
(2)
Morgan
Stanley,
Receive
Underlying
Reference:
Ingersoll
Rand
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
3
3
—
3
Morgan
Stanley,
Receive
Underlying
Reference:
International
Flavors
&
Fragrances
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
9
9
—
9
Morgan
Stanley,
Receive
Underlying
Reference:
Intuit
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
12
11
—
11
Morgan
Stanley,
Receive
Underlying
Reference:
Intuitive
Surgical
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
14
14
—
14
Morgan
Stanley,
Receive
Underlying
Reference:
Kansas
City
Southern
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
1
(1)
—
(1)
Morgan
Stanley,
Receive
Underlying
Reference:
Keysight
Technologies
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
9
9
—
9
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Morgan
Stanley,
Receive
Underlying
Reference:
Kimberly-Clark
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
2
(3)
—
(3)
Morgan
Stanley,
Receive
Underlying
Reference:
KKR
Monthly,
Pay
Variable
0.639%
(1M
USD
LIBOR
+
0.55%)
Monthly,
1/20/22
19
19
—
19
Morgan
Stanley,
Receive
Underlying
Reference:
L3Harris
Technologies
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
8
8
—
8
Morgan
Stanley,
Receive
Underlying
Reference:
Liberty
Broadband,
Class
C
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
11
11
—
11
Morgan
Stanley,
Receive
Underlying
Reference:
Lionheart
Acquisition,
Class
A
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
2
(1)
—
(1)
Morgan
Stanley,
Receive
Underlying
Reference:
Live
Nation
Entertainment
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
1
(1)
—
(1)
Morgan
Stanley,
Receive
Underlying
Reference:
Lululemon
Athletica
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
10
10
—
10
Morgan
Stanley,
Receive
Underlying
Reference:
Marriott
International,
Class
A
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
7
6
—
6
Morgan
Stanley,
Receive
Underlying
Reference:
Martin
Marietta
Materials
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
4
6
—
6
Morgan
Stanley,
Receive
Underlying
Reference:
Mastercard,
Class
A
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
3
(2)
—
(2)
Morgan
Stanley,
Receive
Underlying
Reference:
Norfolk
Southern
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
6
(6)
—
(6)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Morgan
Stanley,
Receive
Underlying
Reference:
NVR
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
15
15
—
15
Morgan
Stanley,
Receive
Underlying
Reference:
Omnichannel
Acquisition,
Class
A
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
—
—
—
—
Morgan
Stanley,
Receive
Underlying
Reference:
Oportun
Financial
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
9
9
—
9
Morgan
Stanley,
Receive
Underlying
Reference:
Outfront
Media
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
4
4
—
4
Morgan
Stanley,
Receive
Underlying
Reference:
Parker-Hannifin
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
6
6
—
6
Morgan
Stanley,
Receive
Underlying
Reference:
Paylocity
Holding
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
25
24
—
24
Morgan
Stanley,
Receive
Underlying
Reference:
Payoneer
Global
Monthly,
Pay
Variable
0.384%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
—
—
—
—
Morgan
Stanley,
Receive
Underlying
Reference:
Payoneer
Global
Monthly,
Pay
Variable
0.387%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
—
—
—
—
Morgan
Stanley,
Receive
Underlying
Reference:
Payoneer
Global
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
—
—
—
—
Morgan
Stanley,
Receive
Underlying
Reference:
Payoneer
Global
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
—
(1)
—
(1)
Morgan
Stanley,
Receive
Underlying
Reference:
Pershing
Square
Tontine
Holdings,
Class
A
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
5
(6)
—
(6)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Morgan
Stanley,
Receive
Underlying
Reference:
PMV,
Class
A
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
—
—
—
—
Morgan
Stanley,
Receive
Underlying
Reference:
PNC
Financial
Services
Group
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
16
(13)
—
(13)
Morgan
Stanley,
Receive
Underlying
Reference:
PPD
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
2
2
—
2
Morgan
Stanley,
Receive
Underlying
Reference:
PropTech
Investment,
Class
A
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
—
—
—
—
Morgan
Stanley,
Receive
Underlying
Reference:
QUALCOMM
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
21
21
—
21
Morgan
Stanley,
Receive
Underlying
Reference:
RAPT
Therapeutics
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
1
1
—
1
Morgan
Stanley,
Receive
Underlying
Reference:
Reliance
Steel
&
Aluminum
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
14
14
—
14
Morgan
Stanley,
Receive
Underlying
Reference:
Republic
Services
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
10
10
—
10
Morgan
Stanley,
Receive
Underlying
Reference:
ResMed
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
46
46
—
46
Morgan
Stanley,
Receive
Underlying
Reference:
Ross
Stores
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
1
(1)
—
(1)
Morgan
Stanley,
Receive
Underlying
Reference:
Scholar
Rock
Holding
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
8
8
—
8
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Morgan
Stanley,
Receive
Underlying
Reference:
Sealed
Air
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
1
(1)
—
(1)
Morgan
Stanley,
Receive
Underlying
Reference:
Sempra
Energy
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
2
(2)
—
(2)
Morgan
Stanley,
Receive
Underlying
Reference:
Senior,
Class
A
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
—
—
—
—
Morgan
Stanley,
Receive
Underlying
Reference:
Sherwin-Williams
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
8
8
—
8
Morgan
Stanley,
Receive
Underlying
Reference:
SI-BONE
Monthly,
Pay
Variable
0.386%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
—
—
—
—
Morgan
Stanley,
Receive
Underlying
Reference:
SI-BONE
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
3
3
—
3
Morgan
Stanley,
Receive
Underlying
Reference:
Southwest
Airlines
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
6
(6)
—
(6)
Morgan
Stanley,
Receive
Underlying
Reference:
SPDR
S&P
500
ETF
Trust
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
5
5
—
5
Morgan
Stanley,
Receive
Underlying
Reference:
SPDR
S&P
500
ETF
Trust
Monthly,
Pay
Variable
0.396%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
5
(5)
—
(5)
Morgan
Stanley,
Receive
Underlying
Reference:
Spirit
of
Texas
Bancshares
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
4
3
—
3
Morgan
Stanley,
Receive
Underlying
Reference:
State
Street
Monthly,
Pay
Variable
0.396%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
5
(5)
—
(5)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Morgan
Stanley,
Receive
Underlying
Reference:
Sun
Country
Airlines
Holdings
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
1
(1)
—
(1)
Morgan
Stanley,
Receive
Underlying
Reference:
Texas
Instruments
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
19
23
—
23
Morgan
Stanley,
Receive
Underlying
Reference:
Tradeweb
Markets,
Class
A
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
2
2
—
2
Morgan
Stanley,
Receive
Underlying
Reference:
Travelers
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
6
(6)
—
(6)
Morgan
Stanley,
Receive
Underlying
Reference:
VEREIT
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
8
8
—
8
Morgan
Stanley,
Receive
Underlying
Reference:
Vertex
Pharmaceuticals
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
—
1
—
1
Morgan
Stanley,
Receive
Underlying
Reference:
Visa,
Class
A
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
2
(2)
—
(2)
Morgan
Stanley,
Receive
Underlying
Reference:
Vulcan
Materials
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
6
7
—
7
Morgan
Stanley,
Receive
Underlying
Reference:
Walt
Disney
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
13
(13)
—
(13)
Morgan
Stanley,
Receive
Underlying
Reference:
Wayfair,
Class
A
Monthly,
Pay
Variable
0.300%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
—
—
—
—
Morgan
Stanley,
Receive
Underlying
Reference:
Wayfair,
Class
A
Monthly,
Pay
Variable
0.384%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
3
(3)
—
(3)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Morgan
Stanley,
Receive
Underlying
Reference:
Wayfair,
Class
A
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
9
(9)
—
(9)
Morgan
Stanley,
Receive
Underlying
Reference:
Wayfair,
Class
A
Monthly,
Pay
Variable
0.390%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
5
(5)
—
(5)
Morgan
Stanley,
Receive
Underlying
Reference:
WEC
Energy
Group
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
1
(1)
—
(1)
Morgan
Stanley,
Receive
Underlying
Reference:
Welltower
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
7
(7)
—
(7)
Morgan
Stanley,
Receive
Underlying
Reference:
Workday,
Class
A
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
8
7
—
7
Morgan
Stanley,
Receive
Underlying
Reference:
Xilinx
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
20
20
—
20
Morgan
Stanley,
Receive
Underlying
Reference:
Yellowstone
Acquisition,
Class
A
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
—
—
—
—
Morgan
Stanley,
Receive
Underlying
Reference:
Zendesk
Monthly,
Pay
Variable
0.387%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
6
(6)
—
(6)
Morgan
Stanley,
Receive
Underlying
Reference:
Zendesk
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
9
(9)
—
(9)
Morgan
Stanley,
Receive
Underlying
Reference:
Zendesk
Monthly,
Pay
Variable
0.390%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
3
(3)
—
(3)
Morgan
Stanley,
Receive
Underlying
Reference:
Zoetis
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
2
2
—
2
Total
United
States
—
(47)
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
Virgin
Islands
(British)
(0.0)%
Morgan
Stanley,
Receive
Underlying
Reference:
Eucrates
Biomedical
Acquisition
Monthly,
Pay
Variable
0.389%
(1M
USD
LIBOR
+
0.30%)
Monthly,
1/20/22
—
(1)
—
(1)
Total
Virgin
Islands
(British)
—
(1)
Total
Bilateral
Total
Return
Swaps
—
(2)
Total
Bilateral
Swaps
—
(2)
Description
Notional
Amount
$
Value
Initial
$
Value
Unrealized
$
Gain/(Loss)
CENTRALLY
CLEARED
SWAPS
(0.0)%
Interest
Rate
Swaps
0.1%
China
0.1%
5
Year
Interest
Rate
Swap,
Receive
Fixed
2.745%
Quarterly,
Pay
Variable
2.500%
(7
Day
Interbank
Repo)
Quarterly,
6/2/26
75,700
131
—
131
Total
China
131
Czech
0.0%
2
Year
Interest
Rate
Swap,
Pay
Fixed
1.315%
Annually,
Receive
Variable
0.540%
(6M
CZK
PRIBOR)
Semi-Annually,
6/3/23
220,000
48
—
48
Total
Czech
48
Poland
(0.0)%
10
Year
Interest
Rate
Swap,
Pay
Fixed
1.906%
Annually,
Receive
Variable
0.250%
(6M
PLN
WIBOR)
Semi-Annually,
6/4/31
8,500
(46)
1
(47)
Total
Poland
(47)
Total
Centrally
Cleared
Interest
Rate
Swaps
132
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Initial
$
Value
Unrealized
$
Gain/(Loss)
Zero-Coupon
Inflation
Swaps
(0.1)%
United
States
(0.1)%
5
Year
Zero-Coupon
Inflation
Swap
Receive
Fixed
2.600%
at
Maturity,
Pay
Variable
(Change
in
CPI)
at
Maturity,
6/25/26
9,500
(150)
—
(150)
Total
United
States
(150)
Total
Centrally
Cleared
Zero-Coupon
Inflation
Swaps
(150)
Total
Centrally
Cleared
Swaps
(18)
Net
payments
(receipts)
of
variation
margin
to
date
58
Variation
margin
receivable
(payable)
on
centrally
cleared
swaps
$
40
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
(Amounts
in
000s)
FORWARD
CURRENCY
EXCHANGE
CONTRACTS
Counterparty
Settlement
Receive
Deliver
Unrealized
Gain/(Loss)
Bank
of
America
8/31/21
USD
1,679
AUD
2,280
$
6
Bank
of
America
8/31/21
USD
2,957
NOK
26,072
6
Bank
of
America
8/31/21
USD
800
SEK
6,880
—
BNP
Paribas
8/31/21
INR
704,796
USD
9,435
7
BNP
Paribas
8/31/21
USD
1,811
EUR
1,532
(7)
Citibank
8/31/21
USD
1,573
CHF
1,437
(15)
Goldman
Sachs
8/3/21
BRL
6,667
USD
1,318
(38)
Goldman
Sachs
8/3/21
USD
1,293
BRL
6,667
14
Goldman
Sachs
8/6/21
TWD
25,000
USD
894
—
Goldman
Sachs
8/6/21
USD
896
TWD
25,000
2
Goldman
Sachs
8/31/21
USD
538
ZAR
8,060
(10)
Goldman
Sachs
8/31/21
ZAR
9,509
USD
635
12
Goldman
Sachs
9/2/21
BRL
3,333
USD
640
(3)
Goldman
Sachs
9/30/21
USD
896
TWD
25,000
(1)
HSBC
Bank
8/31/21
MXN
34,375
USD
1,707
13
Standard
Chartered
8/31/21
USD
246
INR
18,373
—
Standard
Chartered
8/31/21
USD
573
NZD
819
2
State
Street
8/31/21
TRY
31,972
USD
3,665
68
State
Street
8/31/21
USD
69
CAD
87
—
Net
unrealized
gain
(loss)
on
open
forward
currency
exchange
contracts
$
56
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
FUTURES
CONTRACTS
($000s)
Expiration
Date
Notional
Amount
Value
and
Unrealized
Gain
(Loss)
Long,
9
CAC40
10
Euro
Index
contracts
8/21
706
$
8
Long,
21
Hang
Seng
Index
contracts
8/21
3,499
(15)
Short,
46
OMXS30
Index
contracts
8/21
(1,267)
(25)
Long,
18
ASX
SPI
200
Index
contracts
9/21
2,411
—
Short,
6
Dax
Performance
Index
contracts
9/21
(2,767)
3
Long,
80
Euro
BOBL
contracts
9/21
12,846
87
Long,
8
Euro
BTP
contracts
9/21
1,464
36
Long,
30
Euro
BUND
contracts
9/21
6,284
38
Long,
22
Euro
BUXL
thirty
year
bond
contracts
9/21
5,612
67
Short,
11
FTSE
100
Index
contracts
9/21
(1,065)
2
Long,
18
FTSE
Index
contracts
9/21
2,707
(17)
Short,
11
Government
of
Canada
ten
year
bond
contracts
9/21
(1,305)
—
Long,
48
Long
Gilt
contracts
9/21
8,660
146
Long,
5
Mini
ten
year
JGB
contracts
9/21
694
2
Short,
54
MSCI
Emerging
Markets
Index
contracts
9/21
(3,450)
202
Short,
60
S&P
500
E-Mini
Index
contracts
9/21
(13,169)
(123)
Short,
43
Tokyo
Price
Index
contracts
9/21
(7,467)
195
Long,
56
U.S.
Treasury
Long
Bond
contracts
9/21
9,224
86
Short,
94
U.S.
Treasury
Notes
five
year
contracts
9/21
(11,698)
(85)
Long,
17
U.S.
Treasury
Notes
ten
year
contracts
9/21
2,286
6
Long,
39
U.S.
Treasury
Notes
two
year
contracts
9/21
8,606
5
Net
payments
(receipts)
of
variation
margin
to
date
(405)
Variation
margin
receivable
(payable)
on
open
futures
contracts
$
213
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
AFFILIATED
COMPANIES
($000s)
The
fund
may
invest
in
certain
securities
that
are
considered
affiliated
companies.
As
defined
by
the
1940
Act,
an
affiliated
company
is
one
in
which
the
fund
owns
5%
or
more
of
the
outstanding
voting
securities,
or
a
company
that
is
under
common
ownership
or
control.
The
following
securities
were
considered
affiliated
companies
for
all
or
some
portion
of
the
nine
months
ended
July
31,
2021.
Net
realized
gain
(loss),
investment
income,
change
in
net
unrealized
gain/loss,
and
purchase
and
sales
cost
reflect
all
activity
for
the
period
then
ended.
Affiliate
Net
Realized
Gain
(Loss)
Change
in
Net
Unrealized
Gain/Loss
Investment
Income
T.
Rowe
Price
Dynamic
Credit
Fund
-
I
Class,
3.62%
$
(6)
$
1,035
$
701
T.
Rowe
Price
Dynamic
Global
Bond
Fund
-
I
Class,
3.29%
(2)
301
566
T.
Rowe
Price
Government
Reserve
Fund,
0.04%
—
—
8
T.
Rowe
Price
Short-Term
Fund,
0.07%
—
—
—++
Affiliates
not
held
at
period
end
8,602
(3,748)
210
Totals
$
8,594#
$
(2,412)
$
1,485+
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
The
accompanying
notes
are
an
integral
part
of
this
Portfolio
of
Investments.
AFFILIATED
COMPANIES
(CONTINUED)
($000s)
Supplementary
Investment
Schedule
Affiliate
Value
10/31/20
Purchase
Cost
Sales
Cost
Value
07/31/21
T.
Rowe
Price
Communications
&
Technology
Fund
-
I
Class
$
—
$
3,400
$
3,400
$
—
T.
Rowe
Price
Dynamic
Credit
Fund
-
I
Class,
3.62%
18,918
12,886
1,946
30,893
T.
Rowe
Price
Dynamic
Global
Bond
Fund
-
I
Class,
3.29%
15,037
18,119
2,002
31,455
T.
Rowe
Price
Financial
Services
Fund
-
I
Class
—
1,897
1,897
—
T.
Rowe
Price
Global
Consumer
Fund
—
2,681
2,681
—
T.
Rowe
Price
Global
Industrials
Fund
-
I
Class
—
3,539
3,539
—
T.
Rowe
Price
Global
Real
Estate
Fund
-
I
Class
—
501
501
—
T.
Rowe
Price
Global
Stock
Fund
-
I
Class
16,031
6,190
18,951
—
T.
Rowe
Price
Global
Technology
Fund
-
I
Class
—
4,829
4,829
—
T.
Rowe
Price
Health
Sciences
Fund
-
I
Class
—
2,750
2,750
—
T.
Rowe
Price
New
Era
Fund
-
I
Class
—
1,970
1,970
—
T.
Rowe
Price
Ultra
Short-Term
Bond
Fund
-
I
Class,
0.55%
12,741
18,259
30,522
—
T.
Rowe
Price
Government
Reserve
Fund,
0.04%
29,727
¤
¤
53,985
T.
Rowe
Price
Short-Term
Fund,
0.07%
2,265
¤
¤
1,705
Total
$
118,038^
#
Capital
gain
distributions
from
mutual
funds
represented
$1,824
of
the
net
realized
gain
(loss).
++
Excludes
earnings
on
securities
lending
collateral,
which
are
subject
to
rebates
and
fees.
+
Investment
income
comprised
$1,485
of
dividend
income
and
$0
of
interest
income.
¤
Purchase
and
sale
information
not
shown
for
cash
management
funds.
^
The
cost
basis
of
investments
in
affiliated
companies
was
$116,127.
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
Unaudited
Notes
to
Portfolio
of
Investments
T.
Rowe
Price
Multi-Strategy
Total
Return
Fund,
Inc. (the
fund) is
registered
under
the
Investment
Company
Act
of
1940
(the
1940
Act)
as
an
open-end
management
investment
company
and
follows
accounting
and
reporting
guidance
of
the
Financial
Accounting
Standards
Board
Accounting
Standards
Codification
Topic
946.
The
accompanying
Portfolio
of
Investments
was
prepared
in
accordance
with
accounting
principles
generally
accepted
in
the
United
States
of
America
(GAAP).
For
additional
information
on
the
fund’s
significant
accounting
policies
and
investment
related
disclosures,
please
refer
to
the
fund’s most
recent
semiannual
or
annual
shareholder
report
and
its
prospectus.
VALUATION
Fair
Value
The
fund’s
financial
instruments
are
valued
at
the
close
of
the
New
York
Stock
Exchange
(NYSE),
normally
4
p.m.
ET,
each
day
the
NYSE
is
open
for
business,
and
are
reported
at
fair
value,
which
GAAP
defines
as
the
price
that
would
be
received
to
sell
an
asset
or
paid
to
transfer
a
liability
in
an
orderly
transaction
between
market
participants
at
the
measurement
date. The
T.
Rowe
Price
Valuation
Committee
(the
Valuation
Committee)
is
an
internal
committee
that
has
been
delegated
certain
responsibilities
by
the
fund’s
Board
of
Directors
(the
Board)
to
ensure
that
financial
instruments
are
appropriately
priced
at
fair
value
in
accordance
with
GAAP
and
the
1940
Act.
Subject
to
oversight
by
the
Board,
the
Valuation
Committee
develops
and
oversees
pricing-related
policies
and
procedures
and
approves
all
fair
value
determinations.
Specifically,
the
Valuation
Committee
establishes
policies
and
procedures
used
in
valuing
financial
instruments,
including
those
which
cannot
be
valued
in
accordance
with
normal
procedures
or
using
pricing
vendors;
determines
pricing
techniques,
sources,
and
persons
eligible
to
effect
fair
value
pricing
actions;
evaluates
the
services
and
performance
of
the
pricing
vendors;
oversees
the
pricing
process
to
ensure
policies
and
procedures
are
being
followed;
and
provides
guidance
on
internal
controls
and
valuation-related
matters.
The
Valuation
Committee
provides
periodic
reporting
to
the
Board
on
valuation
matters.
Various
valuation
techniques
and
inputs
are
used
to
determine
the
fair
value
of
financial
instruments.
GAAP
establishes
the
following
fair
value
hierarchy
that
categorizes
the
inputs
used
to
measure
fair
value:
Level
1
–
quoted
prices
(unadjusted)
in
active
markets
for
identical
financial
instruments
that
the
fund
can
access
at
the
reporting
date
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
Level
2
–
inputs
other
than
Level
1
quoted
prices
that
are
observable,
either
directly
or
indirectly
(including,
but
not
limited
to,
quoted
prices
for
similar
financial
instruments
in
active
markets,
quoted
prices
for
identical
or
similar
financial
instruments
in
inactive
markets,
interest
rates
and
yield
curves,
implied
volatilities,
and
credit
spreads)
Level
3
–
unobservable
inputs
(including
the fund’s
own
assumptions
in
determining
fair
value)
Observable
inputs
are
developed
using
market
data,
such
as
publicly
available
information
about
actual
events
or
transactions,
and
reflect
the
assumptions
that
market
participants
would
use
to
price
the
financial
instrument.
Unobservable
inputs
are
those
for
which
market
data
are
not
available
and
are
developed
using
the
best
information
available
about
the
assumptions
that
market
participants
would
use
to
price
the
financial
instrument.
GAAP
requires
valuation
techniques
to
maximize
the
use
of
relevant
observable
inputs
and
minimize
the
use
of
unobservable
inputs.
When
multiple
inputs
are
used
to
derive
fair
value,
the
financial
instrument
is
assigned
to
the
level
within
the
fair
value
hierarchy
based
on
the
lowest-level
input
that
is
significant
to
the
fair
value
of
the
financial
instrument.
Input
levels
are
not
necessarily
an
indication
of
the
risk
or
liquidity
associated
with
financial
instruments
at
that
level
but
rather
the
degree
of
judgment
used
in
determining
those
values.
Valuation
Techniques
Equity
securities,
including
exchange-traded
funds, listed
or
regularly
traded
on
a
securities
exchange
or
in
the
over-the-counter
(OTC)
market
are
valued
at
the
last
quoted
sale
price
or,
for
certain
markets,
the
official
closing
price
at
the
time
the
valuations
are
made.
OTC
Bulletin
Board
securities
are
valued
at
the
mean
of
the
closing
bid
and
asked
prices.
A
security
that
is
listed
or
traded
on
more
than
one
exchange
is
valued
at
the
quotation
on
the
exchange
determined
to
be
the
primary
market
for
such
security.
Listed
securities
not
traded
on
a
particular
day
are
valued
at
the
mean
of
the
closing
bid
and
asked
prices
for
domestic
securities
and
the
last
quoted
sale
or
closing
price
for
international
securities.
The
last
quoted
prices
of
non-U.S.
equity
securities
may
be
adjusted
to
reflect
the
fair
value
of
such
securities
at
the
close
of
the
NYSE,
if
the
fund
determines
that
developments
between
the
close
of
a
foreign
market
and
the
close
of
the
NYSE
will
affect
the
value
of
some
or
all
of
its
portfolio
securities.
Each
business
day,
the
fund
uses
information
from
outside
pricing
services
to
evaluate
and,
if
appropriate,
decide whether
it
is
necessary
to
adjust
quoted
prices
to
reflect
fair
value
by
reviewing
a
variety
of
factors,
including
developments
in
foreign
markets,
the
performance
of
U.S.
securities
markets,
and
the
performance
of
instruments
trading
in
U.S.
markets
that
represent
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
foreign
securities
and
baskets
of
foreign
securities. The
fund
uses
outside
pricing
services
to
provide
it
with
quoted
prices
and
information
to
evaluate
or
adjust
those
prices.
The
fund
cannot
predict
how
often
it
will
use
quoted
prices
and
how
often
it
will
determine
it
necessary
to
adjust
those
prices
to
reflect
fair
value.
Debt
securities
generally
are
traded
in
the over-the-counter
(OTC)
market
and
are
valued
at
prices
furnished
by
independent
pricing
services
or
by
broker
dealers
who
make
markets
in
such
securities.
When
valuing
securities,
the
independent
pricing
services
consider
the
yield
or
price
of
bonds
of
comparable
quality,
coupon,
maturity,
and
type,
as
well
as
prices
quoted
by
dealers
who
make
markets
in
such
securities.
Investments
denominated
in
foreign
currencies
are
translated
into
U.S.
dollar
values
each
day
at
the
prevailing
exchange
rate,
using
the
mean
of
the
bid
and
asked
prices
of
such
currencies
against
U.S.
dollars
as
provided
by
an
outside
pricing
service.
Investments
in
mutual
funds
are
valued
at
the
mutual
fund’s
closing
NAV
per
share
on
the
day
of
valuation.
Listed
options,
and
OTC
options
with
a
listed
equivalent,
are
valued
at
the
mean
of
the
closing
bid
and
asked
prices
and
exchange-traded
options
on
futures
contracts
are
valued
at
closing
settlement
prices.
Futures
contracts
are
valued
at
closing
settlement
prices.
Forward
currency
exchange
contracts
are
valued
using
the
prevailing
forward
exchange
rate.
Swaps
are
valued
at
prices
furnished
by
an
independent
pricing
service
or
independent
swap
dealers.
Investments
for
which
market
quotations
or
market-based
valuations
are
not
readily
available
or
deemed
unreliable
are
valued
at
fair
value
as
determined
in
good
faith
by
the
Valuation
Committee,
in
accordance
with
fair
valuation
policies
and
procedures.
The
objective
of
any
fair
value
pricing
determination
is
to
arrive
at
a
price
that
could
reasonably
be
expected
from
a
current
sale.
Financial
instruments
fair
valued
by
the
Valuation
Committee
are
primarily
private
placements,
restricted
securities,
warrants,
rights,
and
other
securities
that
are
not
publicly
traded.
Factors
used
in
determining
fair
value
vary
by
type
of
investment
and
may
include
market
or
investment
specific
considerations.
The
Valuation
Committee
typically
will
afford
greatest
weight
to
actual
prices
in
arm’s
length
transactions,
to
the
extent
they
represent
orderly
transactions
between
market
participants,
transaction
information
can
be
reliably
obtained,
and
prices
are
deemed
representative
of
fair
value.
However,
the
Valuation
Committee
may
also
consider
other
valuation
methods
such
as
market-based
valuation
multiples;
a
discount
or
premium
from
market
value
of
a
similar,
freely
traded
security
of
the
same
issuer;
discounted
cash
flows;
yield
to
maturity;
or
some
combination.
Fair
value
determinations
are
reviewed
on
a
regular
basis
and
updated
as
information
becomes
available,
including
actual
purchase
and
sale
transactions
of
the
investment.
Because
any
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
fair
value
determination
involves
a
significant
amount
of
judgment,
there
is
a
degree
of
subjectivity
inherent
in
such
pricing
decisions,
and
fair
value
prices
determined
by
the
Valuation
Committee
could
differ
from
those
of
other
market
participants.
Valuation
Inputs
The
following
table
summarizes
the
fund’s
financial
instruments,
based
on
the
inputs
used
to
determine
their
fair
values
on
July
31,
2021
(for
further
detail
by
category,
please
refer
to
the
accompanying
Portfolio
of
Investments):
($000s)
Level
1
Level
2
Level
3
Total
Value
Assets
Fixed
Income
Securities
1
$
—
$
12,438
$
—
$
12,438
Bank
Loans
—
24,344
528
24,872
Bond
Mutual
Funds
62,348
—
—
62,348
Common
Stocks
29,200
12,088
—
41,288
Convertible
Preferred
Stocks
—
1,681
156
1,837
Preferred
Stocks
2
275
—
277
Short-Term
Investments
53,985
—
—
53,985
Securities
Lending
Collateral
1,705
—
—
1,705
Options
Purchased
—
85
—
85
Total
Securities
147,240
50,911
684
198,835
Swaps*
—
2,769
—
2,769
Forward
Currency
Exchange
Contracts
—
130
—
130
Futures
Contracts*
883
—
—
883
Total
$
148,123
$
53,810
$
684
$
202,617
Liabilities
Options
Written
$
89
$
526
$
—
$
615
Swaps*
—
2,789
—
2,789
Forward
Currency
Exchange
Contracts
—
74
—
74
Futures
Contracts*
265
—
—
265
Total
$
354
$
3,389
$
—
$
3,743
T.
ROWE
PRICE
Multi-Strategy
Total
Return
Fund
F1112-054Q3
07/21
1
Includes
Convertible
Bonds,
Corporate
Bonds
and
Government
Bonds.
*
The
fair
value
presented
includes
cumulative
gain
(loss)
on
open
futures
contracts
and
centrally
cleared
swaps;
however,
the
net
value
reflected
on
the
accompanying
Portfolio
of
Investments
is
only
the
unsettled
variation
margin
receivable
(payable)
at
that
date.