0001752724-21-189971.txt : 20210827 0001752724-21-189971.hdr.sgml : 20210827 20210827142617 ACCESSION NUMBER: 0001752724-21-189971 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210630 FILED AS OF DATE: 20210827 PERIOD START: 20211231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Natixis Funds Trust II CENTRAL INDEX KEY: 0000052136 IRS NUMBER: 041990692 STATE OF INCORPORATION: MA FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-00242 FILM NUMBER: 211217742 BUSINESS ADDRESS: STREET 1: 888 BOYLSTON STREET STREET 2: 8TH FLOOR CITY: BOSTON STATE: MA ZIP: 02199 BUSINESS PHONE: 800-283-1155 MAIL ADDRESS: STREET 1: 888 BOYLSTON STREET STREET 2: 8TH FLOOR CITY: BOSTON STATE: MA ZIP: 02199 FORMER COMPANY: FORMER CONFORMED NAME: IXIS Advisor Funds Trust II DATE OF NAME CHANGE: 20050502 FORMER COMPANY: FORMER CONFORMED NAME: CDC NVEST FUNDS TRUST II DATE OF NAME CHANGE: 20010503 FORMER COMPANY: FORMER CONFORMED NAME: NVEST FUNDS TRUST II DATE OF NAME CHANGE: 20000202 0000052136 S000023548 AlphaSimplex Global Alternatives Fund C000069269 Class A GAFAX C000069270 Class C GAFCX C000069271 Class Y GAFYX C000128763 Class N GAFNX NPORT-P 1 primary_doc.xml NPORT-P false 0000052136 XXXXXXXX S000023548 C000128763 C000069271 C000069270 C000069269 Natixis Funds Trust II 811-00242 0000052136 R4B5ZXLI2IMIOWT67V76 888 BOYLSTON STREET Suite 800 BOSTON 02199-8197 617-449-2822 AlphaSimplex Global Alternatives Fund S000023548 549300O2NJFJ5NLVRI47 2021-12-31 2021-06-30 N 490398095.95 18574883.88 471823212.07 0.00000000 14097506.50000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 89708535.88000000 AUD CAD EUR GBP USD N Discover Financial Services Z1YLO2USPORE63VVUL20 254709108 1161.00000000 NS USD 137334.69000000 0.029107234762 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 581818.16000000 OU Notional Amount USD -19247.22000000 -0.00407932876 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Equitrans Midstream Corp Equitrans Midstream Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 600882.59000000 USD -19247.22000000 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 81.00000000 NC USD 114250.00000000 0.024214578061 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Long NYMEX WTI Light Sweet Crude Oil CLQ1 Comdty 2021-07-20 5836820.00000000 USD 114250.00000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 383.00000000 NC 494955.82000000 0.104902812608 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Long-Term Euro-BTP (FBTP) IKU1 Comdty 2021-09-08 57572610.00000000 EUR 494955.82000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -1191297.40000000 -0.25248808653 N/A DFE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 35334538.82000000 USD 292000000.00000000 SEK 2021-09-15 -1191297.40000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 697.00000000 NC USD 441205.00000000 0.093510660076 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long Mexican Peso Currency Future PEU1 Curncy 2021-09-13 16879245.00000000 USD 441205.00000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 258653.64000000 OU Notional Amount USD 176.62000000 0.000037433512 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Kilroy Realty Corp Kilroy Realty Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 256553.76000000 USD 176.62000000 N N N Masonite International Corp 549300H0H07ZFT4JYM32 575385109 6345.00000000 NS USD 709307.55000000 0.150333330759 Long EC CORP CA N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1046910.13000000 OU Notional Amount USD 120395.94000000 0.025517171881 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Barrick Gold Corp Barrick Gold Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 926236.52000000 USD 120395.94000000 N N N Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 000000000 25.00000000 NC 2032.97000000 0.000430875367 N/A DE SG N 2 Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 Long MSCI Singapore Index QZN1 Index 2021-07-29 888062.00000000 SGD 2032.97000000 N N N Open Text Corp 549300HP7ONDQODZJV16 683715106 18066.00000000 NS USD 917752.80000000 0.194512007150 Long EC CORP CA N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1085433.36000000 OU Notional Amount USD 4663.37000000 0.000988372314 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Phillips 66 Phillips 66 Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1080473.80000000 USD 4663.37000000 N N N Hawaiian Electric Industries Inc JJ8FWOCWCV22X7GUPJ23 419870100 10964.00000000 NS USD 463557.92000000 0.098248222669 Long EC CORP US N 1 N N N Dollar General Corp OPX52SQVOZI8IVSWYU66 256677105 4907.00000000 NS USD 1061825.73000000 0.225047370039 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -175.00000000 NC USD 64506.25000000 0.013671699134 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short Japanese Yen Currency Future JYU1 Curncy 2021-09-13 -19767318.75000000 USD 64506.25000000 N N N Accenture PLC N/A 000000000 3504.00000000 NS USD 1032944.16000000 0.218926100618 Long EC CORP IE N 1 N N N AMETEK Inc 549300WZDEF9KKE40E98 031100100 3190.00000000 NS USD 425865.00000000 0.090259442330 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1034025.42000000 OU Notional Amount USD 60504.10000000 0.012823468293 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Apple Hospitality REIT Inc Apple Hospitality REIT Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 972702.92000000 USD 60504.10000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 5.00000000 NC -6318.02000000 -0.00133906510 N/A DE AU N 2 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long S&P ASX Share Price Index 200 XPU1 Index 2021-09-16 910725.00000000 AUD -6318.02000000 N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 025537101 14960.00000000 NS USD 1265466.40000000 0.268207745534 Long EC CORP US N 1 N N N Evolent Health Inc 549300CZOCFHQ2BBTR11 30050B101 30178.00000000 NS USD 637359.36000000 0.135084358652 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 990081.08000000 OU Notional Amount USD 115580.16000000 0.024496497214 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 American Airlines Group Inc American Airlines Group Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 874212.57000000 USD 115580.16000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1665743.76000000 OU Notional Amount USD -110615.58000000 -0.02344428531 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 EQT Corp EQT Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1775836.02000000 USD -110615.58000000 N N N Hain Celestial Group Inc/The 5493000S8QXWHLIXDP75 405217100 23786.00000000 NS USD 954294.32000000 0.202256755409 Long EC CORP US N 1 N N N Expeditors International of Washington Inc 984500B055A804AB6E40 302130109 16190.00000000 NS USD 2049654.00000000 0.434411437921 Long EC CORP US N 1 N N N Chipotle Mexican Grill Inc N/A 169656105 70.00000000 NS USD 108523.80000000 0.023000945528 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4.00000000 NC USD -21355.00000000 -0.00452605964 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long E-mini S&P MidCap 400 Index FAU1 Index 2021-09-17 1098315.00000000 USD -21355.00000000 N N N Progressive Corp/The 529900TACNVLY9DCR586 743315103 5078.00000000 NS USD 498710.38000000 0.105698568286 Long EC CORP US N 1 N N N American Water Works Co Inc 549300DXHIJQMD5WFW18 030420103 6465.00000000 NS USD 996450.45000000 0.211191485393 Long EC CORP US N 1 N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746U109 5481.00000000 NS USD 403237.17000000 0.085463614270 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 867489.45000000 OU Notional Amount USD 89821.48000000 0.019037104937 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 United Airlines Holdings Inc United Airlines Holdings Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 777395.43000000 USD 89821.48000000 N N N Mondelez International Inc 549300DV9GIB88LZ5P30 609207105 32555.00000000 NS USD 2032734.20000000 0.430825391375 Long EC CORP US N 1 N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 3592.00000000 NS USD 789988.56000000 0.167433169837 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 362423.11000000 OU Notional Amount USD 14001.62000000 0.002967556415 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 WSFS Financial Corp WSFS Financial Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 348400.02000000 USD 14001.62000000 N N N Toro Co/The YJKE4YIT6BWQHVEW0D14 891092108 14627.00000000 NS USD 1607214.76000000 0.340639188341 Long EC CORP US N 1 N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 7460.00000000 NS USD 1228960.40000000 0.260470525519 Long EC CORP US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 23220.15000000 0.004921366606 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 7375000.00000000 CHF 8009670.25000000 USD 2021-09-15 23220.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -51.68000000 -0.00001095325 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 18000000.00000000 SEK 2104668.68000000 USD 2021-09-15 -51.68000000 N N N McDonald's Corp UE2136O97NLB5BYP9H04 580135101 6421.00000000 NS USD 1483186.79000000 0.314352230254 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 667726.97000000 OU Notional Amount USD -21434.98000000 -0.00454301090 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Hovnanian Enterprises Inc Hovnanian Enterprises Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 688971.78000000 USD -21434.98000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 904431.95000000 OU Notional Amount USD -109716.17000000 -0.02325366094 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Lululemon Athletica Inc Lululemon Athletica Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1013886.66000000 USD -109716.17000000 N N N Meff Financial Derivatives N/A 000000000 6.00000000 NC -25927.38000000 -0.00549514719 N/A DE ES N 2 Meff Financial Derivatives N/A Long IBEX 35 Index IBN1 Index 2021-07-16 549810.00000000 EUR -25927.38000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 486252.73000000 OU Notional Amount USD -41365.36000000 -0.00876713119 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Tandem Diabetes Care Inc Tandem Diabetes Care Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 527518.40000000 USD -41365.36000000 N N N Workiva Inc 529900RTOQ8GRWHY1O58 98139A105 1113.00000000 NS USD 123910.29000000 0.026262016541 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 338263.12000000 OU Notional Amount USD -17241.55000000 -0.00365423946 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Golden Entertainment Inc Golden Entertainment Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 355398.40000000 USD -17241.55000000 N N N VEREIT Inc 5493002H54FNIBW75H44 92339V308 42023.00000000 NS USD 1930116.39000000 0.409076183753 Long EC US N 1 N N N Clorox Co/The 54930044KVSC06Z79I06 189054109 2265.00000000 NS USD 407496.15000000 0.086366278634 Long EC CORP US N 1 N N N Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 000000000 56.00000000 NC USD -728.00000000 -0.00015429507 N/A DFE SG N 1 Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 Long SGX INR/USD Currency Future XIDN1 Curncy 2021-07-28 1503320.00000000 USD -728.00000000 N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172109 9364.00000000 NS USD 928066.04000000 0.196697834328 Long EC CORP US N 1 N N N Howard Hughes Corp/The 549300BVHY25JZC1KI49 44267D107 3276.00000000 NS USD 319278.96000000 0.067669193001 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1051594.84000000 OU Notional Amount USD -9469.45000000 -0.00200699112 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Veeco Instruments Inc Veeco Instruments Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1060789.04000000 USD -9469.45000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1998627.78000000 OU Notional Amount USD 120738.36000000 0.025589745674 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Royal Caribbean Cruises Ltd Royal Caribbean Cruises Ltd Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1877439.20000000 USD 120738.36000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 909173.61000000 OU Notional Amount USD 60755.33000000 0.012876714931 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Wynn Resorts Ltd Wynn Resorts Ltd Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 848150.50000000 USD 60755.33000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 1378790.63000000 0.292226112393 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 61900000.00000000 NZD 44637204.20000000 USD 2021-09-15 1378790.63000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -104255.37000000 -0.02209627829 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 15941792.02000000 USD 14625000.00000000 CHF 2021-09-15 -104255.37000000 N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 -604.00000000 NC -516158.44000000 -0.10939657625 N/A DIR CA N 1 The Montreal Exchange / Bourse De Montreal N/A Short 10 Year Canadian Bond CNU1 Comdty 2021-09-21 -87254250.00000000 CAD -516158.44000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -41276.21000000 -0.00874823640 N/A DFE NZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 1928153.70000000 USD 2700000.00000000 NZD 2021-09-15 -41276.21000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1616582.39000000 OU Notional Amount USD 8593.92000000 0.001821427979 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Wells Fargo & Co Wells Fargo & Co Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1607659.13000000 USD 8593.92000000 N N N Welbilt Inc 549300UR3W71YLZWI068 949090104 42587.00000000 NS USD 985889.05000000 0.208953062244 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 198076.55000000 OU Notional Amount USD -7985.41000000 -0.00169245806 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 StoneCo Ltd StoneCo Ltd Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 206008.32000000 USD -7985.41000000 N N N NextEra Energy Inc N/A 65339F101 4692.00000000 NS USD 343829.76000000 0.072872582612 Long EC CORP US N 1 N N N Hilton Worldwide Holdings Inc 549300HVGPK36ICB0B89 43300A203 8247.00000000 NS USD 994753.14000000 0.210831751078 Long EC CORP US N 1 N N N AGNC Investment Corp 5TRACI5HRMELWV32OF39 00123Q104 47873.00000000 NS USD 808574.97000000 0.171372444024 Long EC US N 1 N N N ICE Futures Europe - Financial Products Division N/A 000000000 -586.00000000 NC -596644.94000000 -0.12645519015 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Short United Kingdom Gilt G U1 Comdty 2021-09-28 -74635280.00000000 GBP -596644.94000000 N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334104 5892.00000000 NS USD 358999.56000000 0.076087727525 Long EC CORP US N 1 N N N Paychex Inc 529900K900DW6SUBM174 704326107 7571.00000000 NS USD 812368.30000000 0.172176416763 Long EC CORP US N 1 N N N MarketAxess Holdings Inc 5493002U1CA1XJOVID83 57060D108 1387.00000000 NS USD 642999.33000000 0.136279715272 Long EC CORP US N 1 N N N SUMITOMO MITSUI BKG CORP N/A 86565CYV5 15000000.00000000 PA USD 15001998.75000000 3.179580479769 Long STIV CORP JP N 2 2021-08-17 Fixed 0.18000000 N N N N N N Weingarten Realty Investors 549300JMKTJNB8GWHU88 948741103 81163.00000000 NS USD 2602897.41000000 0.551667943291 Long EC US N 1 N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670108 4.00000000 NS USD 1674404.00000000 0.354879530545 Long EC CORP US N 1 N N N Zscaler Inc 529900MZ0RTK1BWRNF46 98980G102 301.00000000 NS USD 65034.06000000 0.013783565186 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1126304.47000000 OU Notional Amount USD -100511.85000000 -0.02130286247 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Monolithic Power Systems Inc Monolithic Power Systems Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1224542.55000000 USD -100511.85000000 N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287Y109 14399.00000000 NS USD 1621903.36000000 0.343752345901 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1296226.76000000 OU Notional Amount USD 9138.17000000 0.001936778387 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Pebblebrook Hotel Trust Pebblebrook Hotel Trust Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1286253.90000000 USD 9138.17000000 N N N Seagate Technology Holdings PLC 635400RUXIFEZSRU8X70 000000000 10835.00000000 NS USD 952721.55000000 0.201923416573 Long EC CORP IE N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1302062.77000000 OU Notional Amount USD 88966.71000000 0.018855941743 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Goodyear Tire & Rubber Co/The Goodyear Tire & Rubber Co/The Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1212848.00000000 USD 88966.71000000 N N N Check Point Software Technologies Ltd 2549003ZVBH73EPNS513 000000000 16859.00000000 NS USD 1957835.67000000 0.414951113026 Long EC CORP IL N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 5429.47000000 0.001150742452 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 6000000.00000000 NOK 702497.55000000 USD 2021-09-15 5429.47000000 N N N Southern Copper Corp 2549007U6NAP46Q9TU15 84265V105 8593.00000000 NS USD 552701.76000000 0.117141706016 Long EC CORP US N 1 N N N SVENSKA HANDLSBNKN A N/A 86959RNG1 15000000.00000000 PA USD 15001398.90000000 3.179453345286 Long STIV CORP SE N 2 2021-08-17 Fixed 0.15000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1634290.80000000 OU Notional Amount USD 269429.12000000 0.057103828957 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 JetBlue Airways Corp JetBlue Airways Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1364348.24000000 USD 269429.12000000 N N N Nomad Foods Ltd 5493000ZZ1837DS2SI43 000000000 23966.00000000 NS USD 677518.82000000 0.143595906828 Long EC CORP VG N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 499311.29000000 OU Notional Amount USD 19613.61000000 0.004156982848 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Emergent BioSolutions Inc Emergent BioSolutions Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 479605.86000000 USD 19613.61000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 225180.71000000 OU Notional Amount USD 16672.70000000 0.003533675235 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Guess? Inc Guess? Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 208454.40000000 USD 16672.70000000 N N N Donaldson Co Inc OZE6KXY9QQPR8EJ8WL20 257651109 2181.00000000 NS USD 138558.93000000 0.029366704828 Long EC CORP US N 1 N N N Brown-Forman Corp 549300873K3LXF7ARU34 115637209 5413.00000000 NS USD 405650.22000000 0.085975045233 Long EC CORP US N 1 N N N Teladoc Health Inc 549300I2PVFBC9MFAC61 87918A105 116.00000000 NS USD 19289.64000000 0.004088319418 Long EC CORP US N 1 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 -24.00000000 NC USD 176078.75000000 0.037318797697 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short Copper LPU21 Comdty 2021-09-13 -5802278.75000000 USD 176078.75000000 N N N WEC Energy Group Inc 549300IGLYTZUK3PVP70 92939U106 4945.00000000 NS USD 439857.75000000 0.093225118804 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 2550185.46000000 OU Notional Amount USD 158431.76000000 0.033578627745 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 New York Community Bancorp Inc New York Community Bancorp Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 2391218.78000000 USD 158431.76000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 905692.74000000 OU Notional Amount USD -11713.49000000 -0.00248260147 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 SolarWinds Corp SolarWinds Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 917143.89000000 USD -11713.49000000 N N N 3M Co LUZQVYP4VS22CLWDAR65 88579Y101 1996.00000000 NS USD 396465.48000000 0.084028396623 Long EC CORP US N 1 N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106103 5612.00000000 NS USD 866997.88000000 0.183754817020 Long EC CORP US N 1 N N N Agilent Technologies Inc QUIX8Y7A2WP0XRMW7G29 00846U101 15751.00000000 NS USD 2328155.31000000 0.493438061214 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1202617.80000000 OU Notional Amount USD -42242.43000000 -0.00895302073 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Granite Construction Inc Granite Construction Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1240625.69000000 USD -42242.43000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 154232.23000000 OU Notional Amount USD -215.99000000 -0.00004577773 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Designer Brands Inc Designer Brands Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 154411.50000000 USD -215.99000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 220691.92000000 OU Notional Amount USD 6945.78000000 0.001472114941 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Ichor Holdings Ltd Ichor Holdings Ltd Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 213693.60000000 USD 6945.78000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -571.00000000 NC USD -44137.50000000 -0.00935466905 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short Eurodollar Time Deposit EDU1 Comdty 2021-09-13 -142506012.50000000 USD -44137.50000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -140.00000000 NC USD 70200.00000000 0.014878454091 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Wheat W Z1 Comdty 2021-12-14 -4865200.00000000 USD 70200.00000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 427112.62000000 OU Notional Amount USD 5493.87000000 0.001164391632 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Empire State Realty Trust Inc Empire State Realty Trust Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 421512.00000000 USD 5493.87000000 N N N Merit Medical Systems Inc 549300OYTY138SP2CE83 589889104 14818.00000000 NS USD 958131.88000000 0.203070102421 Long EC CORP US N 1 N N N Olin Corp 549300GKK294V7W57P06 680665205 8014.00000000 NS USD 370727.64000000 0.078573421255 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 295456.60000000 OU Notional Amount USD -14424.67000000 -0.00305721923 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Deluxe Corp Deluxe Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 309788.45000000 USD -14424.67000000 N N N CVR Energy Inc 529900SOYZIXZBTXB558 12662P108 3694.00000000 NS USD 66344.24000000 0.014061249701 Long EC CORP US N 1 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967424 11198.00000000 NS USD 792258.50000000 0.167914269525 Long EC CORP US N 1 N N N Easterly Government Properties Inc 549300ERMCEFC6S8HL77 27616P103 21666.00000000 NS USD 456719.28000000 0.096798815386 Long EC US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 270119.07000000 OU Notional Amount USD 17974.17000000 0.003809513720 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 RCI Hospitality Holdings Inc RCI Hospitality Holdings Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 252089.60000000 USD 17974.17000000 N N N Linde PLC 8945002PAZHZLBGKGF02 000000000 1322.00000000 NS USD 382190.20000000 0.081002839670 Long EC CORP IE N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -1528115.93000000 -0.32387468248 N/A DFE NO N 2 UBS AG BFM8T61CT2L1QCEMIK50 36613876.00000000 USD 302000000.00000000 NOK 2021-09-15 -1528115.93000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1033709.34000000 OU Notional Amount USD 104207.10000000 0.022086047768 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Norwegian Cruise Line Holdings Ltd Norwegian Cruise Line Holdings Ltd Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 929297.18000000 USD 104207.10000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 142.00000000 NC USD -332360.00000000 -0.07044163820 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long Copper LPU21 Comdty 2021-09-13 33620710.00000000 USD -332360.00000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 442185.51000000 OU Notional Amount USD 13894.98000000 0.002944954729 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Perrigo Co PLC Perrigo Co PLC Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 428193.15000000 USD 13894.98000000 N N N Black Knight Inc 549300TUSNXS3BFFML48 09215C105 6928.00000000 NS USD 540245.44000000 0.114501666340 Long EC CORP US N 1 N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389B100 6833.00000000 NS USD 450158.04000000 0.095408201310 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 202992.75000000 OU Notional Amount USD -5553.77000000 -0.00117708706 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 PROS Holdings Inc PROS Holdings Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 208482.75000000 USD -5553.77000000 N N N Cheniere Energy Inc MIHC87W9WTYSYZWV1J40 16411R208 15974.00000000 NS USD 1385584.76000000 0.293666086058 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 311432.08000000 OU Notional Amount USD 49944.46000000 0.010585418165 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Carpenter Technology Corp Carpenter Technology Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 261389.78000000 USD 49944.46000000 N N N Allegion PLC 984500560CAC2E6FB757 000000000 5641.00000000 NS USD 785791.30000000 0.166543586643 Long EC CORP IE N 1 N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 28645.00000000 NS USD 1633337.90000000 0.346175825651 Long EC CORP US N 1 N N N Amdocs Ltd 549300HQV672RJ7RQV66 000000000 11240.00000000 NS USD 869526.40000000 0.184290721133 Long EC CORP GG N 1 N N N Invesco Ltd ECPGFXU8A2SHKVVGJI15 000000000 24434.00000000 NS USD 653120.82000000 0.138424902228 Long EC CORP BM N 1 N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 049560105 12982.00000000 NS USD 1247700.02000000 0.264442271613 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 9127963S6 5000000.00000000 PA USD 4999912.50000000 1.059700407291 Long STIV UST US N 2 2021-07-15 None 0.00000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 963138.85000000 OU Notional Amount USD 71762.73000000 0.015209665011 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Expedia Group Inc Expedia Group Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 891073.53000000 USD 71762.73000000 N N N CubeSmart N/A 229663109 10601.00000000 NS USD 491038.32000000 0.104072522809 Long EC US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 638582.08000000 OU Notional Amount USD -63433.71000000 -0.01344438094 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Devon Energy Corp Devon Energy Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 701815.17000000 USD -63433.71000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 62626.90000000 0.013273382571 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 14000000.00000000 SEK 1699631.63000000 USD 2021-09-15 62626.90000000 N N N Exelon Corp 3SOUA6IRML7435B56G12 30161N101 19432.00000000 NS USD 861031.92000000 0.182490368844 Long EC CORP US N 1 N N N Hostess Brands Inc N/A 44109J106 40622.00000000 NS USD 657670.18000000 0.139389110831 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 999780.33000000 OU Notional Amount USD 31103.60000000 0.006592214881 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Herbalife Nutrition Ltd Herbalife Nutrition Ltd Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 968491.91000000 USD 31103.60000000 N N N Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 000000000 80.00000000 NC -24946.06000000 -0.00528716251 N/A DE SE N 2 Nasdaq Nordic N/A Long OMXS30 Index QCN1 Index 2021-07-16 18355560.00000000 SEK -24946.06000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 266499.72000000 OU Notional Amount USD -13260.81000000 -0.00281054633 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Hexcel Corp Hexcel Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 279676.80000000 USD -13260.81000000 N N N Cintas Corp N/A 172908105 2253.00000000 NS USD 860646.00000000 0.182408575496 Long EC CORP US N 1 N N N Novocure Ltd 213800YPP55UMHWA4826 000000000 34.00000000 NS USD 7541.88000000 0.001598454634 Long EC CORP JE N 1 N N N Medtronic PLC 549300GX3ZBSQWUXY261 000000000 6648.00000000 NS USD 825216.24000000 0.174899457866 Long EC CORP IE N 1 N N N Corteva Inc 549300WZN9I2QKLS0O94 22052L104 22138.00000000 NS USD 981820.30000000 0.208090715946 Long EC CORP US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 2766.00000000 NC USD -861453.00000000 -0.18257961413 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 2 Year US Treasury Note TUU1 Comdty 2021-09-30 610267435.99000000 USD -861453.00000000 N N N MIZUHO BANK LTD N/A 60710RMS1 18000000.00000000 PA USD 18002568.60000000 3.815532627362 Long STIV CORP JP N 2 2021-11-16 Variable 0.16000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -30321.49000000 -0.00642645152 N/A DFE NZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 2895579.90000000 USD 4100000.00000000 NZD 2021-09-15 -30321.49000000 N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448108 13417.00000000 NS USD 1987996.89000000 0.421343596318 Long EC CORP US N 1 N N N Athene Holding Ltd 549300H316CT32FQXI76 000000000 38761.00000000 NS USD 2616367.50000000 0.554522845224 Long EC CORP BM N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 301518.96000000 OU Notional Amount USD -21.32000000 -0.00000451864 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Schlumberger NV Schlumberger NV Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 300509.88000000 USD -21.32000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 -57.00000000 NC USD -43052.80000000 -0.00912477362 N/A DCO US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Short Sugar SBV1 Comdty 2021-09-30 -1099044.80000000 USD -43052.80000000 N N N Lincoln Electric Holdings Inc BIMGBY40SIN95O01BN93 533900106 1061.00000000 NS USD 139744.31000000 0.029617938758 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 916342.48000000 OU Notional Amount USD -232812.30000000 -0.04934312133 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Sunrun Inc Sunrun Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1148900.66000000 USD -232812.30000000 N N N Duke Realty Corp 254900E47KH1NFFKNF25 264411505 7213.00000000 NS USD 341535.55000000 0.072386339048 Long EC US N 1 N N N Maximus Inc 549300DQCDS8HJ7QF202 577933104 8412.00000000 NS USD 740003.64000000 0.156839176426 Long EC CORP US N 1 N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 450.00000000 NS USD 1098805.50000000 0.232885002664 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 968325.40000000 OU Notional Amount USD -208304.04000000 -0.04414874780 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 NVIDIA Corp NVIDIA Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1176147.00000000 USD -208304.04000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1479702.50000000 OU Notional Amount USD 48556.44000000 0.010291235945 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Valero Energy Corp Valero Energy Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1430737.92000000 USD 48556.44000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 39171.95000000 0.008302251563 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 8000000.00000000 NOK 968596.06000000 USD 2021-09-15 39171.95000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1040357.68000000 OU Notional Amount USD 35868.21000000 0.007602044384 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Ameriprise Financial Inc Ameriprise Financial Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1004230.80000000 USD 35868.21000000 N N N NORDEA BK AB PUBL NY N/A 65558UAY8 10000000.00000000 PA USD 10002291.10000000 2.119923489163 Long STIV CORP US N 2 2021-11-08 Variable 0.15000000 N N N N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 518439104 3324.00000000 NS USD 1057297.92000000 0.224087728825 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 579328.56000000 OU Notional Amount USD 10282.74000000 0.002179362892 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Lumen Technologies Inc Lumen Technologies Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 568863.81000000 USD 10282.74000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 504636.44000000 OU Notional Amount USD -103574.02000000 -0.02195187039 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Occidental Petroleum Corp Occidental Petroleum Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 607857.53000000 USD -103574.02000000 N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826C839 2774.00000000 NS USD 648616.68000000 0.137470277724 Long EC CORP US N 1 N N N Southern Co/The 549300FC3G3YU2FBZD92 842587107 5589.00000000 NS USD 338190.39000000 0.071677353158 Long EC CORP US N 1 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 -2.00000000 NC USD 294.00000000 0.000062311474 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Short NY Harb Ultra Low Sulfur Diesel HOQ1 Comdty 2021-07-30 -179071.20000000 USD 294.00000000 N N N Quidel Corp 549300X2FQ6S98OQLQ46 74838J101 65.00000000 NS USD 8327.80000000 0.001765025498 Long EC CORP US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -10460.04000000 -0.00221694052 N/A DFE NZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 2945602.80000000 USD 4200000.00000000 NZD 2021-09-15 -10460.04000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 120.00000000 NC -108595.81000000 -0.02301620760 N/A DE DE N 2 Eurex Deutschland 529900LN3S50JPU47S06 Long EURO STOXX 50 Index VGU1 Index 2021-09-17 4966650.00000000 EUR -108595.81000000 N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978V103 4424.00000000 NS USD 824456.64000000 0.174738465363 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 170292.63000000 OU Notional Amount USD 23806.85000000 0.005045714028 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Patrick Industries Inc Patrick Industries Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 146438.00000000 USD 23806.85000000 N N N ResMed Inc 529900T3QE5253CCXF22 761152107 2629.00000000 NS USD 648101.08000000 0.137360999505 Long EC CORP US N 1 N N N J M Smucker Co/The 5493000WDH6A0LHDJD55 832696405 3728.00000000 NS USD 483036.96000000 0.102376684241 Long EC CORP US N 1 N N N MEDNAX Inc N/A 58502B106 19408.00000000 NS USD 585151.20000000 0.124019163328 Long EC CORP US N 1 N N N CBRE Group Inc 52990016II9MJ2OSWA10 12504L109 10828.00000000 NS USD 928284.44000000 0.196744122852 Long EC CORP US N 1 N N N Square Inc 549300OHIIUWSTIZME52 852234103 33.00000000 NS USD 8045.40000000 0.001705172571 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 294609.60000000 OU Notional Amount USD -4225.36000000 -0.00089553881 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 SITE Centers Corp SITE Centers Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 296380.80000000 USD -4225.36000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1003013.70000000 OU Notional Amount USD 24565.85000000 0.005206579365 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Capstead Mortgage Corp Capstead Mortgage Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 954806.84000000 USD 24565.85000000 N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 18434.00000000 NS USD 2487299.62000000 0.527167709508 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 306272.34000000 OU Notional Amount USD -39240.50000000 -0.00831678031 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Cabot Oil & Gas Corp Cabot Oil & Gas Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 345498.48000000 USD -39240.50000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 396582.92000000 OU Notional Amount USD 37833.25000000 0.008018522410 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 M&T Bank Corp M&T Bank Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 358625.08000000 USD 37833.25000000 N N N Terreno Realty Corp N/A 88146M101 5865.00000000 NS USD 378409.80000000 0.080201607364 Long EC US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -17494.80000000 -0.00370791422 N/A DFE NZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 2183909.70000000 USD 3100000.00000000 NZD 2021-09-15 -17494.80000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -793.00000000 NC USD -242578.09000000 -0.05141291988 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short 10 Year US Treasury Note TYU1 Comdty 2021-09-21 -104829921.91000000 USD -242578.09000000 N N N Generac Holdings Inc 529900S2H2AHJHSFFI84 368736104 2239.00000000 NS USD 929520.85000000 0.197006172274 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 366713.80000000 OU Notional Amount USD 8972.82000000 0.001901733482 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Independent Bank Corp Independent Bank Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 351377.00000000 USD 8972.82000000 N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830109 3552.00000000 NS USD 1343899.20000000 0.284831090463 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 441912.95000000 OU Notional Amount USD 14405.98000000 0.003053258006 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Huntington Ingalls Industries Inc Huntington Ingalls Industries Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 427401.00000000 USD 14405.98000000 N N N Dolby Laboratories Inc 549300X04FB2QPCJ5J24 25659T107 8642.00000000 NS USD 849422.18000000 0.180029756542 Long EC CORP US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -59290.07000000 -0.01256616217 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 68000000.00000000 NOK 7840814.85000000 USD 2021-09-15 -59290.07000000 N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661107 4697.00000000 NS USD 911077.09000000 0.193097131869 Long EC CORP US N 1 N N N Old Dominion Freight Line Inc 5299009TWK32WE417T96 679580100 3167.00000000 NS USD 803784.60000000 0.170357154849 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 535917.80000000 OU Notional Amount USD -31894.57000000 -0.00675985606 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 RH RH Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 567644.00000000 USD -31894.57000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1195592.85000000 OU Notional Amount USD -95121.77000000 -0.02016046849 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Overstock.com Inc Overstock.com Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1290339.00000000 USD -95121.77000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 771594.18000000 OU Notional Amount USD -24094.63000000 -0.00510670721 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Applied Materials Inc Applied Materials Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 795446.40000000 USD -24094.63000000 N N N Pegasystems Inc 549300FMCOKPL06FYN26 705573103 7164.00000000 NS USD 997157.16000000 0.211341268189 Long EC CORP US N 1 N N N Commodities Exchange Center N/A 000000000 10.00000000 NC USD -68375.00000000 -0.01449165667 N/A DCO US N 1 Commodities Exchange Center N/A Long Copper HGU1 Comdty 2021-09-28 1140625.00000000 USD -68375.00000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 991269.88000000 OU Notional Amount USD 51176.30000000 0.010846499004 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Xenia Hotels & Resorts Inc Xenia Hotels & Resorts Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 939833.94000000 USD 51176.30000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 257.00000000 NC USD 508404.00000000 0.107753070852 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Soybean Oil BOZ1 Comdty 2021-12-14 9169188.00000000 USD 508404.00000000 N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 9036701.63000000 PA USD 9036701.63000000 1.915272796849 Long RA CORP US N 2 Repurchase N 0.00000000 2021-07-01 9230100.00000000 USD 9217462.05477900 USD UST N N N Rent-A-Center Inc/TX 529900QUHE15UQNCCJ63 76009N100 13822.00000000 NS USD 733533.54000000 0.155467878907 Long EC CORP US N 1 N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 9.00000000 NC 11660.21000000 0.002471309105 N/A DE CA N 1 The Montreal Exchange / Bourse De Montreal N/A Long S&P/TSX 60 Index PTU1 Index 2021-09-16 2150406.00000000 CAD 11660.21000000 N N N CDW Corp/DE 9845001B052ABF0B6755 12514G108 4713.00000000 NS USD 823125.45000000 0.174456327909 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 428409.63000000 OU Notional Amount USD 16450.14000000 0.003486505025 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Douglas Emmett Inc Douglas Emmett Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 408449.38000000 USD 16450.14000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 577352.64000000 OU Notional Amount USD -93904.11000000 -0.01990239301 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Plug Power Inc Plug Power Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 671149.70000000 USD -93904.11000000 N N N Tyler Technologies Inc 25490040SMU4Z8LBCW70 902252105 3495.00000000 NS USD 1581033.15000000 0.335090158676 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1026052.77000000 OU Notional Amount USD -137162.82000000 -0.02907080798 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Carvana Co Carvana Co Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1162912.46000000 USD -137162.82000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1921012.05000000 OU Notional Amount USD -86396.90000000 -0.01831128647 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Marathon Oil Corp Marathon Oil Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 2006988.72000000 USD -86396.90000000 N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887109 1989.00000000 NS USD 483704.91000000 0.102518252096 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1244505.41000000 OU Notional Amount USD 56643.78000000 0.012005297440 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 TripAdvisor Inc TripAdvisor Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1187600.70000000 USD 56643.78000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 24281.62000000 OU Notional Amount USD 1011.30000000 0.000214338755 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 General Electric Co General Electric Co Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 23245.42000000 USD 1011.30000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 255651.90000000 OU Notional Amount USD -3241.90000000 -0.00068710057 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Xerox Holdings Corp Xerox Holdings Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 256087.98000000 USD -3241.90000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1023622.83000000 OU Notional Amount USD -63256.58000000 -0.01340683933 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 MakeMyTrip Ltd MakeMyTrip Ltd Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1086668.10000000 USD -63256.58000000 N N N Lions Gate Entertainment Corp 5493000JSMHPHZURLM72 535919401 36596.00000000 NS USD 757537.20000000 0.160555305593 Long EC CORP CA N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 959479.42000000 OU Notional Amount USD -46375.27000000 -0.00982895050 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Coty Inc Coty Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1005591.10000000 USD -46375.27000000 N N N Nelnet Inc 549300T6B0Q52I6OM558 64031N108 11087.00000000 NS USD 834075.01000000 0.176777019159 Long EC CORP US N 1 N N N Service Corp International/US 549300RKVM2ME20JHZ15 817565104 14723.00000000 NS USD 789005.57000000 0.167224831211 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 580511.16000000 OU Notional Amount USD -876.46000000 -0.00018576025 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Tenet Healthcare Corp Tenet Healthcare Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 581205.24000000 USD -876.46000000 N N N Houlihan Lokey Inc 549300S3CNGTQ1QZVY46 441593100 12640.00000000 NS USD 1033825.60000000 0.219112916353 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 233779.28000000 OU Notional Amount USD 14609.19000000 0.003096327104 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Viasat Inc Viasat Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 219096.64000000 USD 14609.19000000 N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866F104 3745.00000000 NS USD 444531.50000000 0.094215691095 Long EC CORP US N 1 N N N Trade Desk Inc/The 549300GXPD31VT3E0P46 88339J105 121.00000000 NS USD 9360.56000000 0.001983912567 Long EC CORP US N 1 N N N Kellogg Co LONOZNOJYIBXOHXWDB86 487836108 7364.00000000 NS USD 473726.12000000 0.100403309519 Long EC CORP US N 1 N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271109 2161.00000000 NS USD 393172.34000000 0.083330436049 Long EC US N 1 N N N AECOM 0EEB8GF0W0NPCIHZX097 00766T100 17934.00000000 NS USD 1135580.88000000 0.240679316097 Long EC CORP US N 1 N N N Best Buy Co Inc HL5XPTVRV0O8TUN5LL90 086516101 6946.00000000 NS USD 798651.08000000 0.169269137161 Long EC CORP US N 1 N N N Williams-Sonoma Inc 549300IARG6YWVTZ1I92 969904101 885.00000000 NS USD 141290.25000000 0.029945591142 Long EC CORP US N 1 N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 000000000 15504.00000000 NS USD 1064039.52000000 0.225516569083 Long EC CORP IE N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 458566.91000000 OU Notional Amount USD 46167.12000000 0.009784834408 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Millicom International Cellular SA Millicom International Cellular SA Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 412279.83000000 USD 46167.12000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 647524.17000000 OU Notional Amount USD -108753.69000000 -0.02304966928 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Continental Resources Inc/OK Continental Resources Inc/OK Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 756074.43000000 USD -108753.69000000 N N N Waste Management Inc 549300YX8JIID70NFS41 94106L109 3342.00000000 NS USD 468247.62000000 0.099242175463 Long EC CORP US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -38574.64000000 -0.00817565541 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 4505572.16000000 USD 4125000.00000000 CHF 2021-09-15 -38574.64000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 197171.63000000 OU Notional Amount USD -8284.91000000 -0.00175593522 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 L Brands Inc L Brands Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 205371.00000000 USD -8284.91000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 452574.96000000 OU Notional Amount USD 13101.06000000 0.002776688315 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 MKS Instruments Inc MKS Instruments Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 439358.55000000 USD 13101.06000000 N N N ICE Futures Europe - Financial Products Division N/A 000000000 79.00000000 NC -2732.02000000 -0.00057903467 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Long 90 Day Sterling (LIBOR) L U1 Comdty 2021-09-15 9867593.75000000 GBP -2732.02000000 N N N People's United Financial Inc ROPY7PEPIPIDJNF0BO69 712704105 20918.00000000 NS USD 358534.52000000 0.075989165184 Long EC CORP US N 1 N N N Resideo Technologies Inc 5493006TKFPYISY2DS54 76118Y104 17039.00000000 NS USD 511170.00000000 0.108339307376 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 501761.36000000 OU Notional Amount USD 3857.31000000 0.000817532902 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 RenaissanceRe Holdings Ltd RenaissanceRe Holdings Ltd Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 497802.90000000 USD 3857.31000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1428835.92000000 OU Notional Amount USD -132824.03000000 -0.02815122838 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 TG Therapeutics Inc TG Therapeutics Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1561258.71000000 USD -132824.03000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -201.00000000 NC USD -1000539.08000000 -0.21205804513 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US Treasury Long Bond USU1 Comdty 2021-09-21 -31310210.92000000 USD -1000539.08000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 917167.58000000 OU Notional Amount USD 124617.37000000 0.026411877756 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Southwest Airlines Co Southwest Airlines Co Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 792262.07000000 USD 124617.37000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 27.00000000 NC -160543.87000000 -0.03402627634 N/A DE DE N 2 Eurex Deutschland 529900LN3S50JPU47S06 Long DAX Index GXU1 Index 2021-09-17 10623950.00000000 EUR -160543.87000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1043444.48000000 OU Notional Amount USD -56204.94000000 -0.01191228802 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 TechnipFMC PLC TechnipFMC PLC Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1099321.60000000 USD -56204.94000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1049333.60000000 OU Notional Amount USD 50661.49000000 0.010737388221 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Cannae Holdings Inc Cannae Holdings Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 998378.22000000 USD 50661.49000000 N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687106 5647.00000000 NS USD 992573.19000000 0.210369724212 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 266256.25000000 OU Notional Amount USD -41365.15000000 -0.00876708668 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Helmerich & Payne Inc Helmerich & Payne Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 307537.75000000 USD -41365.15000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 30.00000000 NC USD -3375.00000000 -0.00071531029 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long Brazilian Real Currency Future BRQ1 Curncy 2021-07-30 603675.00000000 USD -3375.00000000 N N N Garmin Ltd 2549001E0HIPIJQ0W046 000000000 12263.00000000 NS USD 1773720.32000000 0.375929007862 Long EC CORP CH N 1 N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748102 6705.00000000 NS USD 943259.40000000 0.199917972636 Long EC CORP US N 1 N N N Walmart Inc Y87794H0US1R65VBXU25 931142103 7297.00000000 NS USD 1029022.94000000 0.218095022388 Long EC CORP US N 1 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 4.00000000 NC -12912.68000000 -0.00273676234 N/A DE JP N 2 Osaka Exchange 3538001249AILNPRUX57 Long Nikkei 225 Index NKU1 Index 2021-09-09 116514000.00000000 JPY -12912.68000000 N N N Box Inc 549300KQUCPD8687YS68 10316T104 34410.00000000 NS USD 879175.50000000 0.186335787962 Long EC CORP US N 1 N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216100 14961.00000000 NS USD 809539.71000000 0.171576914677 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1043368.41000000 OU Notional Amount USD 14923.63000000 0.003162970709 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Macy's Inc Macy's Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1028257.68000000 USD 14923.63000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 5.00000000 NC USD 56228.00000000 0.011917175450 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long E-mini NASDAQ 100 Index NQU1 Index 2021-09-17 1398672.00000000 USD 56228.00000000 N N N Public Storage 549300LMZF40TKJ6DM64 74460D109 1514.00000000 NS USD 455244.66000000 0.096486278833 Long EC US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 310709.56000000 OU Notional Amount USD 6124.01000000 0.001297945892 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Great Western Bancorp Inc Great Western Bancorp Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 304487.94000000 USD 6124.01000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 282614.24000000 OU Notional Amount USD 4695.17000000 0.000995112126 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Boston Properties Inc Boston Properties Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 275474.36000000 USD 4695.17000000 N N N Simpson Manufacturing Co Inc 529900EJUNNL15LZ8056 829073105 1261.00000000 NS USD 139264.84000000 0.029516318069 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1065481.09000000 OU Notional Amount USD 89926.80000000 0.019059426857 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Patterson-UTI Energy Inc Patterson-UTI Energy Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 975481.78000000 USD 89926.80000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 438440.78000000 OU Notional Amount USD -1039.04000000 -0.00022021807 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Acadia Realty Trust Acadia Realty Trust Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 436411.08000000 USD -1039.04000000 N N N CMS Energy Corp 549300IA9XFBAGNIBW29 125896100 7646.00000000 NS USD 451725.68000000 0.095740452873 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 538016.18000000 OU Notional Amount USD 62802.98000000 0.013310701634 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Mosaic Co/The Mosaic Co/The Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 475044.17000000 USD 62802.98000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1542367.57000000 OU Notional Amount USD 91590.39000000 0.019412014427 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Las Vegas Sands Corp Las Vegas Sands Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1450450.32000000 USD 91590.39000000 N N N Nordea Bank Abp/New York NY 529900ODI3047E2LIV03 65558T2C8 8000000.00000000 PA USD 8000363.76000000 1.695627420469 Long STIV CORP US N 2 2021-07-14 Fixed 0.19000000 N N N N N N Commodities Exchange Center N/A 000000000 4.00000000 NC USD -32495.00000000 -0.00688711347 N/A DCO US N 1 Commodities Exchange Center N/A Long Silver SIU1 Comdty 2021-09-28 556375.00000000 USD -32495.00000000 N N N Flagstar Bancorp Inc 549300Q22V2Y3J4R2715 337930705 52607.00000000 NS USD 2223697.89000000 0.471298959676 Long EC CORP US N 1 N N N OVERSEA CHINESE BANKING N/A 69033MXD4 12500000.00000000 PA USD 12500717.38000000 2.649449425168 Long STIV CORP GB N 2 2021-08-16 Variable 0.15000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 887173.14000000 OU Notional Amount USD 12161.92000000 0.002577643424 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Darling Ingredients Inc Darling Ingredients Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 874732.50000000 USD 12161.92000000 N N N Brunswick Corp/DE YM4O38W15AX4YLLQKU27 117043109 1435.00000000 NS USD 142954.70000000 0.030298360984 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 256602.96000000 OU Notional Amount USD 9555.94000000 0.002025322145 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Marathon Petroleum Corp Marathon Petroleum Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 246996.96000000 USD 9555.94000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 744031.18000000 OU Notional Amount USD 35772.41000000 0.007581740169 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 JELD-WEN Holding Inc JELD-WEN Holding Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 708074.64000000 USD 35772.41000000 N N N McCormick & Co Inc/MD 549300JQQA6MQ4OJP259 579780206 3822.00000000 NS USD 337559.04000000 0.071543542446 Long EC CORP US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 417.00000000 NC USD -110968.34000000 -0.02351905060 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 5 Year US Treasury Note FVU1 Comdty 2021-09-30 51581148.24000000 USD -110968.34000000 N N N DG BANK NY BRANCH N/A 23328AW42 10000000.00000000 PA USD 9999512.50000000 2.119334582147 Long STIV CORP DE N 2 2021-09-03 Variable 0.06000000 N N N N N N Consolidated Edison Inc 54930033SBW53OO8T749 209115104 17543.00000000 NS USD 1258183.96000000 0.266664277596 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 293439.18000000 OU Notional Amount USD 43522.29000000 0.009224279112 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Allegheny Technologies Inc Allegheny Technologies Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 249824.70000000 USD 43522.29000000 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 31.00000000 NC USD 38984.40000000 0.008262501505 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Long Gasoline XBQ1 Comdty 2021-07-30 2879839.20000000 USD 38984.40000000 N N N Golub Capital BDC Inc 2549005WE0QLGK9APF78 38173M102 66698.00000000 NS USD 1028483.16000000 0.217980619369 Long EC CORP US N 1 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 208.00000000 NC USD 844360.00000000 0.178956858925 N/A DCO GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Long Brent Crude Oil COU1 Comdty 2021-07-30 14676600.00000000 USD 844360.00000000 N N N Heartland Express Inc 5299005V45FZIQGLOG39 422347104 41669.00000000 NS USD 713789.97000000 0.151283351844 Long EC CORP US N 1 N N N Post Holdings Inc JM1I5YUAURL6DC8N1468 737446104 7790.00000000 NS USD 844981.30000000 0.179088539602 Long EC CORP US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -20663.46000000 -0.00437949203 N/A DFE NZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 1837656.60000000 USD 2600000.00000000 NZD 2021-09-15 -20663.46000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 675586.32000000 OU Notional Amount USD -67876.65000000 -0.01438603448 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Penumbra Inc Penumbra Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 743250.72000000 USD -67876.65000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 379.00000000 NC USD 956910.00000000 0.202811132543 N/A DFE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long Dollar Index DXU1 Curncy 2021-09-13 34074439.00000000 USD 956910.00000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 355.00000000 NC USD -468465.00000000 -0.09928824780 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long Canadian Dollar Currency Future CDU1 Curncy 2021-09-14 29088565.00000000 USD -468465.00000000 N N N NewMarket Corp 54930082CG88ERDREQ47 651587107 2055.00000000 NS USD 661668.90000000 0.140236614705 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 182665.56000000 OU Notional Amount USD -52991.67000000 -0.01123125540 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Cloudflare Inc Cloudflare Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 235599.84000000 USD -52991.67000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 300370.22000000 OU Notional Amount USD -8305.38000000 -0.00176027371 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Livent Corp Livent Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 308598.40000000 USD -8305.38000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1040743.81000000 OU Notional Amount USD 7062.87000000 0.001496931439 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Live Nation Entertainment Inc Live Nation Entertainment Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1033474.41000000 USD 7062.87000000 N N N Life Storage Inc W9EE01AFDDF9DQCQZC68 53223X107 4674.00000000 NS USD 501753.90000000 0.106343623451 Long EC US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1046267.98000000 OU Notional Amount USD -159790.71000000 -0.03386664876 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Ares Management Corp Ares Management Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1205729.99000000 USD -159790.71000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 16762.20000000 0.003552644204 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 10000000.00000000 NOK 1178542.33000000 USD 2021-09-15 16762.20000000 N N N Janus Henderson Group PLC 2138009WPYMWJN3RVF44 000000000 28106.00000000 NS USD 1090793.86000000 0.231186985314 Long EC CORP JE N 1 N N N Cerner Corp 549300L4UJ40IEVVI304 156782104 12533.00000000 NS USD 979579.28000000 0.207615745673 Long EC CORP US N 1 N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 427866108 2326.00000000 NS USD 405142.68000000 0.085867475282 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1141865.47000000 OU Notional Amount USD 92815.25000000 0.019671615898 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 United States Steel Corp United States Steel Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1048824.00000000 USD 92815.25000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 2484119.10000000 OU Notional Amount USD -217282.80000000 -0.04605174023 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Apollo Global Management Inc Apollo Global Management Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 2700599.60000000 USD -217282.80000000 N N N MITSUBISHI TST&BNK C N/A 60683BX32 5000000.00000000 PA USD 4999904.15000000 1.059698637560 Long STIV CORP US N 2 2021-09-07 Fixed 0.08000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 273204.12000000 OU Notional Amount USD 8164.93000000 0.001730506213 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Boeing Co/The Boeing Co/The Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 264953.36000000 USD 8164.93000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 747459.00000000 OU Notional Amount USD 129324.73000000 0.027409573478 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Hecla Mining Co Hecla Mining Co Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 617899.44000000 USD 129324.73000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 279285.75000000 OU Notional Amount USD 19962.01000000 0.004230824064 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Kirby Corp Kirby Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 259236.00000000 USD 19962.01000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1011429.50000000 OU Notional Amount USD 31491.74000000 0.006674478744 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Chemours Co/The Chemours Co/The Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 979620.00000000 USD 31491.74000000 N N N Atlantica Sustainable Infrastructure PLC 549300ITBBGKJ651R879 000000000 21028.00000000 NS USD 782662.16000000 0.165880384851 Long EC CORP GB N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 675018.72000000 OU Notional Amount USD 59029.89000000 0.012511018637 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Mohawk Industries Inc Mohawk Industries Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 615776.76000000 USD 59029.89000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 915018.30000000 OU Notional Amount USD -23998.78000000 -0.00508639239 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 salesforce.com Inc salesforce.com Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 938729.61000000 USD -23998.78000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 750413.33000000 OU Notional Amount USD 28924.40000000 0.006130346973 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 HollyFrontier Corp HollyFrontier Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 721332.50000000 USD 28924.40000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 933666.29000000 OU Notional Amount USD 91827.05000000 0.019462173045 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Scotts Miracle-Gro Co/The Scotts Miracle-Gro Co/The Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 841569.20000000 USD 91827.05000000 N N N Maxim Integrated Products Inc SO0H5YEO14Y4PVKQH532 57772K101 25473.00000000 NS USD 2683835.28000000 0.568822222252 Long EC CORP US N 1 N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 760759100 12303.00000000 NS USD 1353453.03000000 0.286855965407 Long EC CORP US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 60709.33000000 0.012866965517 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 18000000.00000000 SEK 2165429.69000000 USD 2021-09-15 60709.33000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 339056.51000000 OU Notional Amount USD 32604.37000000 0.006910293763 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 American International Group Inc American International Group Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 306353.60000000 USD 32604.37000000 N N N Booz Allen Hamilton Holding Corp 529900JPV47PIUWMA015 099502106 11463.00000000 NS USD 976418.34000000 0.206945804068 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 -17277.48000000 OU Notional Amount USD -59394.14000000 -0.01258821916 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Enphase Energy Inc Enphase Energy Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 42051.27000000 USD -59394.14000000 N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162100 992.00000000 NS USD 241800.00000000 0.051248008536 Long EC CORP US N 1 N N N SolarEdge Technologies Inc 5493000K6Y58XXPDF853 83417M104 260.00000000 NS USD 71856.20000000 0.015229475397 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1053444.96000000 OU Notional Amount USD -29588.16000000 -0.00627102678 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Advanced Drainage Systems Inc Advanced Drainage Systems Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1082702.16000000 USD -29588.16000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 236561.17000000 OU Notional Amount USD -4560.23000000 -0.00096651243 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Brink's Co/The Brink's Co/The Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 241047.08000000 USD -4560.23000000 N N N Snap Inc 549300JNC0L6VP8A2Q35 83304A106 119.00000000 NS USD 8108.66000000 0.001718580136 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 392974.73000000 OU Notional Amount USD -32258.67000000 -0.00683702479 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Welltower Inc Welltower Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 425139.60000000 USD -32258.67000000 N N N ICE Futures Europe - Financial Products Division N/A 000000000 49.00000000 NC 1452.54000000 0.000307856833 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Long Euribor 3 Month ERU1 Comdty 2021-09-13 12314312.50000000 EUR 1452.54000000 N N N Hormel Foods Corp MSD54751OJP1FS2ND863 440452100 8716.00000000 NS USD 416189.00000000 0.088208674213 Long EC CORP US N 1 N N N Tesla Inc 54930043XZGB27CTOV49 88160R101 12.00000000 NS USD 8156.40000000 0.001728698332 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 457666.75000000 OU Notional Amount USD 4670.12000000 0.000989802934 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Centene Corp Centene Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 452895.30000000 USD 4670.12000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -89222.62000000 -0.01891018027 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 10647580.38000000 USD 9750000.00000000 CHF 2021-09-15 -89222.62000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 113812.40000000 OU Notional Amount USD -16994.96000000 -0.00360197624 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Digital Turbine Inc Digital Turbine Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 130771.60000000 USD -16994.96000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 223094.35000000 OU Notional Amount USD 36047.79000000 0.007640105250 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 American Axle & Manufacturing Holdings Inc American Axle & Manufacturing Holdings Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 186993.45000000 USD 36047.79000000 N N N Campbell Soup Co 5493007JDSMX8Z5Z1902 134429109 7398.00000000 NS USD 337274.82000000 0.071483303782 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 785350.80000000 OU Notional Amount USD 100645.88000000 0.021331269302 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Alaska Air Group Inc Alaska Air Group Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 684458.19000000 USD 100645.88000000 N N N SUMITOMO MITSUI TRUST NY N/A 86564GB34 7000000.00000000 PA USD 6999863.15000000 1.483577528814 Long STIV CORP JP N 2 2021-09-02 Variable 0.07000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 456567.07000000 OU Notional Amount USD -3846.70000000 -0.00081528417 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Lumentum Holdings Inc Lumentum Holdings Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 460270.33000000 USD -3846.70000000 N N N PRA Health Sciences Inc 549300R1HR1VWWHIAK47 69354M108 16202.00000000 NS USD 2676732.42000000 0.567316815180 Long EC CORP US N 1 N N N ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 000000000 151.00000000 NC -222557.46000000 -0.04716967167 N/A DE GB N 2 ICE Futures Europe - Financial Products Division N/A Long FTSE 100 Index Z U1 Index 2021-09-17 10713830.00000000 GBP -222557.46000000 N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 3042.00000000 NS USD 970063.38000000 0.205598909757 Long EC CORP US N 1 N N N Alliant Energy Corp 5493009ML300G373MZ12 018802108 7797.00000000 NS USD 434760.72000000 0.092144834946 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1169933.94000000 OU Notional Amount USD 1826.03000000 0.000387015719 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 MGM Resorts International MGM Resorts International Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1167799.65000000 USD 1826.03000000 N N N Skandinaviska Enskilda Banken AB/New York NY F3JS33DEI6XQ4ZBPTN86 83050PQW2 18000000.00000000 PA USD 18000824.58000000 3.815162993152 Long STIV CORP SE N 2 2021-07-15 Fixed 0.18000000 N N N N N N Italian Derivatives Market N/A 000000000 4.00000000 NC -11457.41000000 -0.00242832690 N/A DE IT N 2 Italian Derivatives Market N/A Long FTSE/MIB Index STU1 Index 2021-09-17 510490.00000000 EUR -11457.41000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1294143.34000000 OU Notional Amount USD 147263.43000000 0.031211569552 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Newmont Corp Newmont Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1146544.20000000 USD 147263.43000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -16062.51000000 -0.00340434925 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 20000000.00000000 SEK 2322515.67000000 USD 2021-09-15 -16062.51000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 373359.33000000 OU Notional Amount USD 12259.71000000 0.002598369407 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Glacier Bancorp Inc Glacier Bancorp Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 361049.40000000 USD 12259.71000000 N N N Green Dot Corp N/A 39304D102 15381.00000000 NS USD 720599.85000000 0.152726663624 Long EC CORP US N 1 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 -161.00000000 NC USD -120700.00000000 -0.02558161551 N/A DCO GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Short Low Sulfur Gas Oil QSQ1 Comdty 2021-08-12 -9511125.00000000 USD -120700.00000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 571264.80000000 OU Notional Amount USD -15545.77000000 -0.00329482941 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 DXC Technology Co DXC Technology Co Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 586631.10000000 USD -15545.77000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 450115.09000000 OU Notional Amount USD 13959.43000000 0.002958614507 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Argo Group International Holdings Ltd Argo Group International Holdings Ltd Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 436045.79000000 USD 13959.43000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1204990.20000000 OU Notional Amount USD 11532.68000000 0.002444279913 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Herman Miller Inc Herman Miller Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1188352.26000000 USD 11532.68000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 746246.32000000 OU Notional Amount USD -90004.79000000 -0.01907595635 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Insmed Inc Insmed Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 836040.96000000 USD -90004.79000000 N N N Silgan Holdings Inc KAF673KJXD92C8KSLU49 827048109 19808.00000000 NS USD 822032.00000000 0.174224577971 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -337.00000000 NC USD -1356972.50000000 -0.28760189521 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short E-mini S&P 500 Index ESU1 Index 2021-09-17 -70905937.50000000 USD -1356972.50000000 N N N Waterstone Financial Inc 5493002KM21XRC2DCQ02 94188P101 5752.00000000 NS USD 113084.32000000 0.023967519424 Long EC CORP US N 1 N N N Conagra Brands Inc 54930035UDEIH090K650 205887102 40177.00000000 NS USD 1461639.26000000 0.309785365070 Long EC CORP US N 1 N N N Eurex Zurich N/A 000000000 97.00000000 NC -1725.27000000 -0.00036566026 N/A DIR DE N 1 Eurex Zurich N/A Long Euro-Schatz Futures (FGBS) DUU1 Comdty 2021-09-08 10879035.00000000 EUR -1725.27000000 N N N AptarGroup Inc VNPEQDQFAA7IY1T2PX43 038336103 2851.00000000 NS USD 401534.84000000 0.085102815997 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 443172.99000000 OU Notional Amount USD 86231.97000000 0.018276330581 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Exelixis Inc Exelixis Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 356838.70000000 USD 86231.97000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 749012.00000000 OU Notional Amount USD -139835.65000000 -0.02963729770 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Twitter Inc Twitter Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 888612.34000000 USD -139835.65000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 19423.67000000 0.004116726244 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 34000000.00000000 NOK 3969476.13000000 USD 2021-09-15 19423.67000000 N N N SunOpta Inc 54930010CP0KEPPRPA40 8676EP108 42475.00000000 NS USD 519894.00000000 0.110188305004 Long EC CORP CA N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1035896.94000000 OU Notional Amount USD -52012.67000000 -0.01102376243 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Burlington Stores Inc Burlington Stores Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1087682.22000000 USD -52012.67000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1227378.22000000 OU Notional Amount USD 42361.82000000 0.008978324702 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Vroom Inc Vroom Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1184763.58000000 USD 42361.82000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 90.00000000 NC USD 507537.50000000 0.107569421557 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Soybean S X1 Comdty 2021-11-12 5787962.50000000 USD 507537.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -650196.65000000 -0.13780514255 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 20413276.57000000 USD 18250000.00000000 CHF 2021-09-15 -650196.65000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 863807.36000000 OU Notional Amount USD -12971.35000000 -0.00274919708 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Paycom Software Inc Paycom Software Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 876689.64000000 USD -12971.35000000 N N N Primo Water Corp 5493005TMUI9D3MY9I37 74167P108 50849.00000000 NS USD 850703.77000000 0.180301381584 Long EC CORP CA N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 963842.04000000 OU Notional Amount USD -69902.85000000 -0.01481547499 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Ceridian HCM Holding Inc Ceridian HCM Holding Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1033442.08000000 USD -69902.85000000 N N N Cimarex Energy Co 11KYOFXPU1C4CQL1CL44 171798101 9680.00000000 NS USD 701316.00000000 0.148639571360 Long EC CORP US N 1 N N N Flex Ltd 549300EAQH74YHD07T53 000000000 37090.00000000 NS USD 662798.30000000 0.140475984022 Long EC CORP SG N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 260428.00000000 OU Notional Amount USD 1480.18000000 0.000313714959 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Kinder Morgan Inc Kinder Morgan Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 258866.00000000 USD 1480.18000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 544705.20000000 OU Notional Amount USD -21189.13000000 -0.00449090452 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 EOG Resources Inc EOG Resources Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 565723.20000000 USD -21189.13000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 815336.40000000 OU Notional Amount USD -136071.85000000 -0.02883958366 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Illumina Inc Illumina Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 951152.10000000 USD -136071.85000000 N N N Cal-Maine Foods Inc 549300NHE5WMIEIEMF53 128030202 14823.00000000 NS USD 536740.83000000 0.113758886012 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -512.00000000 NC USD 397343.75000000 0.084214540496 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short Euro Currency Future ECU1 Curncy 2021-09-13 -76333343.75000000 USD 397343.75000000 N N N Ferrari NV 549300RIVY5EX8RCON76 000000000 3454.00000000 NS USD 711696.70000000 0.150839696266 Long EC CORP NL N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 852801.84000000 OU Notional Amount USD 38100.60000000 0.008075185583 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Ralph Lauren Corp Ralph Lauren Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 809708.13000000 USD 38100.60000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 496467.02000000 OU Notional Amount USD 22589.67000000 0.004787740285 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Portland General Electric Co Portland General Electric Co Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 469370.88000000 USD 22589.67000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 380889.60000000 OU Notional Amount USD 22325.14000000 0.004731674794 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Webster Financial Corp Webster Financial Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 358444.80000000 USD 22325.14000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 917410.88000000 OU Notional Amount USD 84757.00000000 0.017963719849 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Delta Air Lines Inc Delta Air Lines Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 832365.66000000 USD 84757.00000000 N N N IAA Inc 549300PZCOPC5178W747 449253103 11258.00000000 NS USD 614011.32000000 0.130135886555 Long EC CORP US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -46350.09000000 -0.00982361376 N/A DFE PL N 2 UBS AG BFM8T61CT2L1QCEMIK50 1226790.49000000 USD 4500000.00000000 PLN 2021-09-15 -46350.09000000 N N N ServiceNow Inc 549300HJTQM36M0E1G39 81762P102 1414.00000000 NS USD 777063.70000000 0.164693826018 Long EC CORP US N 1 N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829107 2117.00000000 NS USD 164596.75000000 0.034885259094 Long EC CORP US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -190.00000000 NC USD -435900.00000000 -0.09238629826 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Soybean Meal SMZ1 Comdty 2021-12-14 -6816400.00000000 USD -435900.00000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1014671.08000000 OU Notional Amount USD 29758.14000000 0.006307052989 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 RLJ Lodging Trust RLJ Lodging Trust Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 984025.53000000 USD 29758.14000000 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 -195.00000000 NC USD -35100.00000000 -0.00743922704 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Short NYMEX Henry Hub Natural Gas NGU21 Comdty 2021-08-27 -7031700.00000000 USD -35100.00000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -210.00000000 NC USD 456981.25000000 0.096854338300 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short British Pound Currency Future BPU1 Curncy 2021-09-13 -18576043.75000000 USD 456981.25000000 N N N Watsco Inc 549300F1Y3LN5BX5WN75 942622200 5556.00000000 NS USD 1592571.84000000 0.337535712372 Long EC CORP US N 1 N N N Trinity Industries Inc R1JB4KXN77XFCXOQKV49 896522109 26460.00000000 NS USD 711509.40000000 0.150799999194 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1138587.84000000 OU Notional Amount USD -77268.11000000 -0.01637649611 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Scientific Games Corp Scientific Games Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1215498.24000000 USD -77268.11000000 N N N Dexcom Inc 549300YSK3QDSFR5EU59 252131107 155.00000000 NS USD 66185.00000000 0.014027499772 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 748726.57000000 OU Notional Amount USD 4892.12000000 0.001036854456 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Kohl's Corp Kohl's Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 743599.23000000 USD 4892.12000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 437785.01000000 OU Notional Amount USD 6858.31000000 0.001453576217 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Walgreens Boots Alliance Inc Walgreens Boots Alliance Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 430823.29000000 USD 6858.31000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 627239.70000000 OU Notional Amount USD 135317.69000000 0.028679744136 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Kinross Gold Corp Kinross Gold Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 491724.95000000 USD 135317.69000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 801.00000000 NC USD -2119227.00000000 -0.44915700325 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long Australian Dollar Currency Future ADU1 Curncy 2021-09-13 62178207.00000000 USD -2119227.00000000 N N N South African Futures Exchange N/A 000000000 26.00000000 NC -31528.29000000 -0.00668222528 N/A DE ZA N 2 South African Futures Exchange N/A Long FTSE/JSE TOP 40 AIU1 Index 2021-09-16 16016790.00000000 ZAR -31528.29000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 284524.22000000 OU Notional Amount USD -3033.96000000 -0.00064302898 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Constellium SE Constellium SE Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 287490.45000000 USD -3033.96000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1233641.28000000 OU Notional Amount USD -72122.41000000 -0.01528589695 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Nordstrom Inc Nordstrom Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1305549.00000000 USD -72122.41000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 388397.04000000 OU Notional Amount USD -20467.55000000 -0.00433797012 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Steven Madden Ltd Steven Madden Ltd Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 408762.16000000 USD -20467.55000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 557078.76000000 OU Notional Amount USD -64807.46000000 -0.01373553872 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Arena Pharmaceuticals Inc Arena Pharmaceuticals Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 621711.20000000 USD -64807.46000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 996106.75000000 OU Notional Amount USD 10483.46000000 0.002221904249 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Hyatt Hotels Corp Hyatt Hotels Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 985329.24000000 USD 10483.46000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 124566.57000000 OU Notional Amount USD -25337.02000000 -0.00537002405 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Everi Holdings Inc Everi Holdings Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 149864.46000000 USD -25337.02000000 N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040W108 4924.00000000 NS USD 395101.76000000 0.083739364637 Long EC CORP US N 1 N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441C204 4897.00000000 NS USD 483431.84000000 0.102460376605 Long EC CORP US N 1 N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081103 19649.00000000 NS USD 769454.84000000 0.163081175388 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1046001.95000000 OU Notional Amount USD 86202.73000000 0.018270133345 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 New Fortress Energy Inc New Fortress Energy Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 959500.40000000 USD 86202.73000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 281548.34000000 OU Notional Amount USD -4663.49000000 -0.00098839774 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 National Research Corp National Research Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 285406.20000000 USD -4663.49000000 N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 023608102 5794.00000000 NS USD 463751.76000000 0.098289305853 Long EC CORP US N 1 N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343V104 20104.00000000 NS USD 1126427.12000000 0.238739233506 Long EC CORP US N 1 N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389X105 12295.00000000 NS USD 957042.80000000 0.202839278678 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 211140.62000000 OU Notional Amount USD -5745.86000000 -0.00121779934 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Realogy Holdings Corp Realogy Holdings Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 216836.22000000 USD -5745.86000000 N N N BANK OF MONTREAL N/A 06367CH42 5000000.00000000 PA USD 4999156.10000000 1.059540093008 Long STIV CORP CA N 2 2022-06-23 Variable 0.20000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 891330.21000000 OU Notional Amount USD -74420.95000000 -0.01577305823 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Blackbaud Inc Blackbaud Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 965471.13000000 USD -74420.95000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 312378.96000000 OU Notional Amount USD 3932.13000000 0.000833390536 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Vornado Realty Trust Vornado Realty Trust Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 308348.69000000 USD 3932.13000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 2109066.96000000 OU Notional Amount USD -365430.05000000 -0.07745062995 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Advanced Micro Devices Inc Advanced Micro Devices Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 2473834.41000000 USD -365430.05000000 N N N Avery Dennison Corp 549300PW7VPFCYKLIV37 053611109 3624.00000000 NS USD 761909.76000000 0.161482042533 Long EC CORP US N 1 N N N Brown & Brown Inc 549300PC8KTJ71XKFY89 115236101 7606.00000000 NS USD 404182.84000000 0.085664043154 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 499920.12000000 OU Notional Amount USD -147415.57000000 -0.03124381468 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Biogen Inc Biogen Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 647178.63000000 USD -147415.57000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 173229.30000000 OU Notional Amount USD -17310.12000000 -0.00366877244 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Conn's Inc Conn's Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 190485.00000000 USD -17310.12000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -61779.01000000 -0.01309367755 N/A DFE SG N 2 UBS AG BFM8T61CT2L1QCEMIK50 3965954.73000000 USD 5250000.00000000 SGD 2021-09-15 -61779.01000000 N N N Crowdstrike Holdings Inc 549300YBY08K9KM4HX32 22788C105 32.00000000 NS USD 8041.92000000 0.001704435007 Long EC CORP US N 1 N N N Aon PLC 635400FALWQYX5E6QC64 000000000 3653.00000000 NS USD 872190.28000000 0.184855313958 Long EC CORP IE N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 965889.52000000 OU Notional Amount USD -211854.87000000 -0.04490132417 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Cardlytics Inc Cardlytics Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1177529.61000000 USD -211854.87000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 -17.00000000 NC USD 19380.00000000 0.004107470659 N/A DCO US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Short Cotton CTZ1 Comdty 2021-12-08 -741030.00000000 USD 19380.00000000 N N N NortonLifeLock Inc YF6ZV0M6AU4FY94MK914 668771108 57068.00000000 NS USD 1553390.96000000 0.329231568151 Long EC CORP US N 1 N N N Eurex Zurich N/A 000000000 50.00000000 NC 2371.50000000 0.000502624699 N/A DIR DE N 1 Eurex Zurich N/A Long Short-Term Euro-BTP Futures BTSU1 Comdty 2021-09-08 5656000.00000000 EUR 2371.50000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1022584.19000000 OU Notional Amount USD -89459.11000000 -0.01896030286 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Bloom Energy Corp Bloom Energy Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1111746.25000000 USD -89459.11000000 N N N United States Treasury 254900HROIFWPRGM1V77 912796C64 5000000.00000000 PA USD 4999772.35000000 1.059670703368 Long STIV UST US N 2 2021-08-05 None 0.00000000 N N N N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 174.00000000 NC 127446.01000000 0.027011390440 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long 10 Year Commonwealth Treasury Bond XMU1 Comdty 2021-09-15 24396944.95000000 AUD 127446.01000000 N N N Flowers Foods Inc 7YNCQQNDK8FBM9BBTK25 343498101 16078.00000000 NS USD 389087.60000000 0.082464700770 Long EC CORP US N 1 N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002101 2551.00000000 NS USD 332752.44000000 0.070524813423 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 596874.52000000 OU Notional Amount USD 89769.49000000 0.019026085979 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Pan American Silver Corp Pan American Silver Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 506917.51000000 USD 89769.49000000 N N N Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 000000000 24.00000000 NC USD 12850.00000000 0.002723477707 N/A DE SG N 1 Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 Long FTSE Taiwan Index TWTN1 Index 2021-07-29 1451390.00000000 USD 12850.00000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 274689.22000000 OU Notional Amount USD -22251.56000000 -0.00471607997 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Exxon Mobil Corp Exxon Mobil Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 296854.48000000 USD -22251.56000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 7.00000000 NC USD -1776.25000000 -0.00037646515 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long Zinc LXU1 Comdty 2021-09-13 522751.25000000 USD -1776.25000000 N N N LKQ Corp DS830JTTZQN6GK0I2E41 501889208 19992.00000000 NS USD 984006.24000000 0.208554012356 Long EC CORP US N 1 N N N Radware Ltd N/A 000000000 54522.00000000 NS USD 1678187.16000000 0.355681347816 Long EC CORP IL N 1 N N N Sterling Bancorp/DE 549300LQK6SKH5ZXO648 85917A100 14514.00000000 NS USD 359802.06000000 0.076257812416 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 909957.51000000 OU Notional Amount USD -54319.09000000 -0.01151259382 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Lyft Inc Lyft Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 963990.72000000 USD -54319.09000000 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 47.00000000 NC -67622.68000000 -0.01433220712 N/A DE JP N 2 Osaka Exchange 3538001249AILNPRUX57 Long TOPIX Index TPU1 Index 2021-09-09 920401000.00000000 JPY -67622.68000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1053833.06000000 OU Notional Amount USD 113681.53000000 0.024094094375 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Sabre Corp Sabre Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 939968.64000000 USD 113681.53000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 261615.20000000 OU Notional Amount USD 1528.93000000 0.000324047219 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 NuVasive Inc NuVasive Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 260004.08000000 USD 1528.93000000 N N N ACI Worldwide Inc 5493003BPVMZUJ6F5C02 004498101 20488.00000000 NS USD 760924.32000000 0.161273184645 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 2014607.87000000 OU Notional Amount USD 30338.99000000 0.006430160539 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Realty Income Corp Realty Income Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1977239.24000000 USD 30338.99000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1036204.70000000 OU Notional Amount USD 67187.04000000 0.014239875928 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Spirit AeroSystems Holdings Inc Spirit AeroSystems Holdings Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 968716.32000000 USD 67187.04000000 N N N Euronext N.V. 724500QJ4QSZ3H9QU415 000000000 8.00000000 NC -10840.82000000 -0.00229764448 N/A DE FR N 2 Euronext N.V. 724500QJ4QSZ3H9QU415 Long CAC 40 Index CFN1 Index 2021-07-16 530436.00000000 EUR -10840.82000000 N N N Yum! Brands Inc 549300JE8XHZZ7OHN517 988498101 7083.00000000 NS USD 814757.49000000 0.172682790748 Long EC CORP US N 1 N N N Nielsen Holdings PLC 549300ZVCBHQE0XHG367 000000000 34498.00000000 NS USD 851065.66000000 0.180378081923 Long EC CORP GB N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 607303.20000000 OU Notional Amount USD 26848.81000000 0.005690438561 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Hanesbrands Inc Hanesbrands Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 580263.60000000 USD 26848.81000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1012763.17000000 OU Notional Amount USD -147705.15000000 -0.03130518936 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Antero Resources Corp Antero Resources Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1160180.73000000 USD -147705.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -148931.79000000 -0.03156516809 N/A DFE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 4358372.51000000 USD 36000000.00000000 SEK 2021-09-15 -148931.79000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -28649.17000000 -0.00607201368 N/A DFE NZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 3592751.10000000 USD 5100000.00000000 NZD 2021-09-15 -28649.17000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 447933.25000000 OU Notional Amount USD -508.56000000 -0.00010778613 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 PG&E Corp PG&E Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 448344.45000000 USD -508.56000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 310.00000000 NC 135222.94000000 0.028659662462 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-OAT OATU1 Comdty 2021-09-08 49188360.00000000 EUR 135222.94000000 N N N Datadog Inc 549300F6JNO0KRPO1K63 23804L103 76.00000000 NS USD 7910.08000000 0.001676492338 Long EC CORP US N 1 N N N BANK OF NOVA SCOTIA N/A 06417MNN1 5000000.00000000 PA USD 5001674.25000000 1.060073799264 Long STIV CORP CA N 2 2022-04-14 Variable 0.22000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 441787.69000000 OU Notional Amount USD -5555.83000000 -0.00117752366 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Monro Inc Monro Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 447237.42000000 USD -5555.83000000 N N N DocuSign Inc 549300Q7PVDWRZ39JG09 256163106 247.00000000 NS USD 69053.79000000 0.014635521999 Long EC CORP US N 1 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 408.00000000 NC 133776.33000000 0.028353062455 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-Bund (FGBL) RXU1 Comdty 2021-09-08 70312060.00000000 EUR 133776.33000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 2639490.22000000 OU Notional Amount USD -124179.17000000 -0.02631900398 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Analog Devices Inc Analog Devices Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 2762823.68000000 USD -124179.17000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 264719.30000000 OU Notional Amount USD -29680.84000000 -0.00629066973 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Cleveland-Cliffs Inc Cleveland-Cliffs Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 294337.12000000 USD -29680.84000000 N N N NCR Corp 549300YKTY8JX1DV2R67 62886E108 13282.00000000 NS USD 605792.02000000 0.128393856958 Long EC CORP US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -31661.61000000 -0.00671048163 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 4092568.44000000 USD 3750000.00000000 CHF 2021-09-15 -31661.61000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -190.00000000 NC USD -225260.00000000 -0.04774245824 N/A DCO US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short Live Cattle LCQ1 Comdty 2021-08-31 -9101840.00000000 USD -225260.00000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1142123.01000000 OU Notional Amount USD 38544.39000000 0.008169244118 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 FirstEnergy Corp FirstEnergy Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1103313.71000000 USD 38544.39000000 N N N Laboratory Corp of America Holdings OZ7UA8IXAIFILY2VZH07 50540R409 3728.00000000 NS USD 1028368.80000000 0.217956381477 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 460929.79000000 OU Notional Amount USD 34691.46000000 0.007352639529 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Huron Consulting Group Inc Huron Consulting Group Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 426130.50000000 USD 34691.46000000 N N N Enviva Partners LP 549300WH5VXDEFM5KR81 29414J107 32727.00000000 NS USD 1715222.07000000 0.363530667021 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 257465.30000000 OU Notional Amount USD 10288.56000000 0.002180596404 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Ultra Clean Holdings Inc Ultra Clean Holdings Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 247112.00000000 USD 10288.56000000 N N N PTC Inc 54930050SSMU8SKDJ030 69370C100 7174.00000000 NS USD 1013399.24000000 0.214783676189 Long EC CORP US N 1 N N N PROG Holdings Inc 549300DHYTLBOVRXIG52 74319R101 2887.00000000 NS USD 138951.31000000 0.029449867332 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1502772.16000000 OU Notional Amount USD 114035.68000000 0.024169154268 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 ICON PLC ICON PLC Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1388264.36000000 USD 114035.68000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 860457.78000000 OU Notional Amount USD -26010.52000000 -0.00551276820 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Wayfair Inc Wayfair Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 886197.97000000 USD -26010.52000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 50.00000000 NC 7707.38000000 0.001633531331 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-Bobl (FGBM) OEU1 Comdty 2021-09-08 6701000.00000000 EUR 7707.38000000 N N N NYSE Liffe N/A 000000000 137.00000000 NC USD -42745.00000000 -0.00905953732 N/A DE US N 1 NYSE Liffe N/A Long ICE US MSCI Emerging Markets EM Index MESU1 Index 2021-09-17 9391625.00000000 USD -42745.00000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 156.00000000 NC -51734.48000000 -0.01096480178 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long 3 Year Commonwealth Treasury Bond YMU1 Comdty 2021-09-15 18240959.01000000 AUD -51734.48000000 N N N Canadian Imperial Bank of Commerce/New York NY 549300H8L46OOZOFHU82 13606CSA3 10000000.00000000 PA USD 10003901.80000000 2.120264867027 Long STIV CORP CA N 2 2022-01-26 Variable 0.21000000 N N N N N N Credit Acceptance Corp N/A 225310101 1981.00000000 NS USD 899591.91000000 0.190662919285 Long EC CORP US N 1 N N N Slack Technologies Inc 549300VIZRB02KN4IJ45 83088V102 50639.00000000 NS USD 2243307.70000000 0.475455137138 Long EC CORP US N 1 N N N IDACORP Inc N134NUJDWN8UEFA8B673 451107106 4903.00000000 NS USD 478042.50000000 0.101318139457 Long EC CORP US N 1 N N N Gentex Corp 549300S3UD8XV1MN0287 371901109 22561.00000000 NS USD 746543.49000000 0.158225257024 Long EC CORP US N 1 N N N Euronext Eqf, Equities And Indices Derivatives N/A 000000000 7.00000000 NC -1486.08000000 -0.00031496542 N/A DE NL N 2 Euronext Eqf, Equities And Indices Derivatives N/A Long Amsterdam Index EON1 Index 2021-07-16 1025220.00000000 EUR -1486.08000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 582483.20000000 OU Notional Amount USD -23426.32000000 -0.00496506305 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 APA Corp APA Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 605726.52000000 USD -23426.32000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 209353.82000000 OU Notional Amount USD -20943.96000000 -0.00443894226 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Matador Resources Co Matador Resources Co Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 230247.94000000 USD -20943.96000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 -62.00000000 NC USD -218497.50000000 -0.04630918835 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short Zinc LXU1 Comdty 2021-09-13 -4395852.50000000 USD -218497.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 79633.41000000 0.016877806763 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 24000000.00000000 SEK 2885927.23000000 USD 2021-09-15 79633.41000000 N N N Chegg Inc 549300AKX7O8JG0O3G77 163092109 766.00000000 NS USD 63662.26000000 0.013492820694 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 213800.65000000 OU Notional Amount USD -774.52000000 -0.00016415470 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Lam Research Corp Lam Research Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 214080.30000000 USD -774.52000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 328547.34000000 OU Notional Amount USD 22191.24000000 0.004703295520 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Eventbrite Inc Eventbrite Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 306261.00000000 USD 22191.24000000 N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332102 666.00000000 NS USD 993818.52000000 0.210633664172 Long EC CORP US N 1 N N N Meridian Bancorp Inc N/A 58958U103 16923.00000000 NS USD 346244.58000000 0.073384388716 Long EC CORP US N 1 N N N ON Semiconductor Corp ZV20P4CNJVT8V1ZGJ064 682189105 14839.00000000 NS USD 568036.92000000 0.120391897954 Long EC CORP US N 1 N N N ADT Inc N/A 00090Q103 654.00000000 NS USD 7056.66000000 0.001495615268 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1175839.07000000 OU Notional Amount USD 76289.21000000 0.016169024339 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Sunstone Hotel Investors Inc Sunstone Hotel Investors Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1099306.62000000 USD 76289.21000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1024178.18000000 OU Notional Amount USD 49769.79000000 0.010548397943 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Host Hotels & Resorts Inc Host Hotels & Resorts Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 974198.36000000 USD 49769.79000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 7327.53000000 OU Notional Amount USD -163.78000000 -0.00003471215 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Brookfield Asset Management Reinsurance Partners Ltd Brookfield Asset Management Reinsurance Partners Ltd Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 7490.88000000 USD -163.78000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1037633.60000000 OU Notional Amount USD -34190.10000000 -0.00724637939 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Brookfield Asset Management Inc Brookfield Asset Management Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1071803.52000000 USD -34190.10000000 N N N Copart Inc 549300KVYX3JWMYEHU61 217204106 7317.00000000 NS USD 964600.11000000 0.204441003605 Long EC CORP US N 1 N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807102 1155.00000000 NS USD 419761.65000000 0.088965875196 Long EC CORP US N 1 N N N White Mountains Insurance Group Ltd 549300N3FL068JERBG02 000000000 599.00000000 NS USD 687669.97000000 0.145747380037 Long EC CORP BM N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 848047.01000000 OU Notional Amount USD -54729.23000000 -0.01159952045 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Middleby Corp/The Middleby Corp/The Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 902684.60000000 USD -54729.23000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 278751.32000000 OU Notional Amount USD 6551.03000000 0.001388450129 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Arch Capital Group Ltd Arch Capital Group Ltd Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 272112.72000000 USD 6551.03000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 -146.00000000 NC USD -30860.00000000 -0.00654058537 N/A DCO US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Short Cocoa CCU1 Comdty 2021-09-15 -3457080.00000000 USD -30860.00000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 957376.98000000 OU Notional Amount USD 51366.78000000 0.010886870057 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Western Digital Corp Western Digital Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 905709.42000000 USD 51366.78000000 N N N Verisk Analytics Inc 549300I1YSWNIRKBWP67 92345Y106 11118.00000000 NS USD 1942536.96000000 0.411708646439 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 85356.48000000 OU Notional Amount USD 1244.54000000 0.000263772524 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 US Foods Holding Corp US Foods Holding Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 84085.12000000 USD 1244.54000000 N N N Pinterest Inc N/A 72352L106 896.00000000 NS USD 70739.20000000 0.014992734183 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 198273.92000000 OU Notional Amount USD 936.32000000 0.000198447209 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Ventas Inc Ventas Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 197337.60000000 USD 936.32000000 N N N RPM International Inc 549300TJCKW4BRXPJ474 749685103 5121.00000000 NS USD 454130.28000000 0.096250092912 Long EC CORP US N 1 N N N Church & Dwight Co Inc POOXSI30AWAQGYJZC921 171340102 5836.00000000 NS USD 497343.92000000 0.105408955574 Long EC CORP US N 1 N N N Twilio Inc 5493004W8TRGD63APX93 90138F102 22.00000000 NS USD 8671.52000000 0.001837874817 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 884032.03000000 OU Notional Amount USD 42164.74000000 0.008936554819 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Mattel Inc Mattel Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 841607.10000000 USD 42164.74000000 N N N EVERTEC Inc N/A 000000000 3130.00000000 NS USD 136624.50000000 0.028956714401 Long EC CORP PR N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1357.00000000 NC USD -1502690.00000000 -0.31848581450 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long E-mini Russell 2000 Index RTYU1 Index 2021-09-17 158086920.00000000 USD -1502690.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -16910.61000000 -0.00358409878 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 2588818.27000000 USD 2375000.00000000 CHF 2021-09-15 -16910.61000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 202415.67000000 OU Notional Amount USD 16175.80000000 0.003428360365 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Helix Energy Solutions Group Inc Helix Energy Solutions Group Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 186191.68000000 USD 16175.80000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 115715.11000000 OU Notional Amount USD -30695.03000000 -0.00650562100 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Spotify Technology SA Spotify Technology SA Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 146338.29000000 USD -30695.03000000 N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851102 10178.00000000 NS USD 2731368.08000000 0.578896504056 Long EC CORP US N 1 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 -51.00000000 NC USD 33393.75000000 0.007077597953 N/A DCO US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Short Coffee KCU1 Comdty 2021-09-20 -3088612.50000000 USD 33393.75000000 N N N Roku Inc 549300KR6ITU0YIR1T71 77543R102 20.00000000 NS USD 9185.00000000 0.001946703715 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 580234.37000000 OU Notional Amount USD 31540.86000000 0.006684889423 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Harley-Davidson Inc Harley-Davidson Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 548511.22000000 USD 31540.86000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -37938.83000000 -0.00804089943 N/A DFE ZA N 2 UBS AG BFM8T61CT2L1QCEMIK50 766339.00000000 USD 10500000.00000000 ZAR 2021-09-15 -37938.83000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 420720.35000000 OU Notional Amount USD -12160.47000000 -0.00257733610 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Strategic Education Inc Strategic Education Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 432781.40000000 USD -12160.47000000 N N N Avangrid Inc 549300OX0Q38NLSKPB49 05351W103 8953.00000000 NS USD 460452.79000000 0.097590109647 Long EC CORP US N 1 N N N IAC/InterActiveCorp 549300TO56L57RP6P031 44891N208 49.00000000 NS USD 7554.33000000 0.001601093334 Long EC CORP US N 1 N N N Howmet Aerospace Inc 549300HO5WFZUT5N2T22 443201108 20664.00000000 NS USD 712288.08000000 0.150965035585 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1140691.03000000 OU Notional Amount USD -21939.47000000 -0.00464993443 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Yandex NV Yandex NV Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1162422.50000000 USD -21939.47000000 N N N Mid-America Apartment Communities Inc 549300FQZKFR5YNSHZ21 59522J103 2099.00000000 NS USD 353513.58000000 0.074925008129 Long EC US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 742425.42000000 OU Notional Amount USD 11056.05000000 0.002343261144 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Arconic Corp Arconic Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 731136.12000000 USD 11056.05000000 N N N CoreSite Realty Corp 549300H0YYORITFM2B74 21870Q105 2681.00000000 NS USD 360862.60000000 0.076482587284 Long EC US N 1 N N N MercadoLibre Inc 549300DKPDN9M5S8GB14 58733R102 5.00000000 NS USD 7788.95000000 0.001650819586 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1433613.06000000 OU Notional Amount USD 97678.84000000 0.020702423598 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Pilgrim's Pride Corp Pilgrim's Pride Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1335524.34000000 USD 97678.84000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 278071.25000000 OU Notional Amount USD 20773.83000000 0.004402884272 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Alexander & Baldwin Inc Alexander & Baldwin Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 255014.40000000 USD 20773.83000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 292543.46000000 OU Notional Amount USD 829.39000000 0.000175784060 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Assured Guaranty Ltd Assured Guaranty Ltd Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 291622.16000000 USD 829.39000000 N N N CommVault Systems Inc 65T5VRP62VXG39YFML83 204166102 18321.00000000 NS USD 1432152.57000000 0.303535844223 Long EC CORP US N 1 N N N Xilinx Inc 6EY4K7ZMF9UX1CU6KC79 983919101 18850.00000000 NS USD 2726464.00000000 0.577857114752 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1054832.02000000 OU Notional Amount USD -150231.50000000 -0.03184063355 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 DigitalBridge Group Inc DigitalBridge Group Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1204742.10000000 USD -150231.50000000 N N N Columbia Financial Inc 254900B9UDXFOJAZKN61 197641103 55431.00000000 NS USD 954521.82000000 0.202304972621 Long EC CORP US N 1 N N N WW Grainger Inc 549300TWZSP6O1IH2V34 384802104 1731.00000000 NS USD 758178.00000000 0.160691119174 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 444748.23000000 OU Notional Amount USD 9178.77000000 0.001945383305 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 CACI International Inc CACI International Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 435489.84000000 USD 9178.77000000 N N N Westamerica BanCorp N/A 957090103 12528.00000000 NS USD 726999.84000000 0.154083101764 Long EC CORP US N 1 N N N Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 000000000 20.00000000 NC -36970.45000000 -0.00783565730 N/A DE HK N 2 Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 Long Hang Seng Index HIN1 Index 2021-07-29 28878800.00000000 HKD -36970.45000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 317329.56000000 OU Notional Amount USD 2974.01000000 0.000630322952 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Piedmont Office Realty Trust Inc Piedmont Office Realty Trust Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 314267.05000000 USD 2974.01000000 N N N Monmouth Real Estate Investment Corp 549300DFIUDCN3KVN260 609720107 106089.00000000 NS USD 1985986.08000000 0.420917417624 Long EC US N 1 N N N T-Mobile US Inc 549300QHIJYOHPACPG31 872590104 12966.00000000 NS USD 1877865.78000000 0.398001991415 Long EC CORP US N 1 N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368103 2592.00000000 NS USD 346757.76000000 0.073493154030 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 263206.00000000 OU Notional Amount USD -9046.39000000 -0.00191732618 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Century Aluminum Co Century Aluminum Co Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 272198.13000000 USD -9046.39000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 361060.56000000 OU Notional Amount USD -75204.02000000 -0.01593902505 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Maxar Technologies Inc Maxar Technologies Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 436165.92000000 USD -75204.02000000 N N N Installed Building Products Inc 549300I95Y9P9YM5FI86 45780R101 1154.00000000 NS USD 141203.44000000 0.029927192301 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 8427.12000000 OU Notional Amount USD -320.37000000 -0.00006790043 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Liberty Broadband Corp Liberty Broadband Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 8744.84000000 USD -320.37000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 442318.97000000 OU Notional Amount USD 22675.50000000 0.004805931420 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 NiSource Inc NiSource Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 419538.00000000 USD 22675.50000000 N N N Charter Communications Inc 0J0XRGZE3PBRFEZ7MV65 16119P108 3652.00000000 NS USD 2634735.40000000 0.558415807573 Long EC CORP US N 1 N N N Encompass Health Corp 549300FVRPM9DRQZRG64 29261A100 13240.00000000 NS USD 1033117.20000000 0.218962775372 Long EC CORP US N 1 N N N Extra Space Storage Inc N/A 30225T102 3027.00000000 NS USD 495883.14000000 0.105099352324 Long EC US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 441883.63000000 OU Notional Amount USD 16808.63000000 0.003562484754 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Tyson Foods Inc Tyson Foods Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 425005.12000000 USD 16808.63000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1083562.09000000 OU Notional Amount USD 84165.36000000 0.017838325425 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 1Life Healthcare Inc 1Life Healthcare Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 999139.32000000 USD 84165.36000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 30.00000000 NC USD 148833.00000000 0.031544230167 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long Nickel LNU1 Comdty 2021-09-13 3129687.00000000 USD 148833.00000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1946080.51000000 OU Notional Amount USD 198775.98000000 0.042129334656 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Carnival Corp Carnival Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1746824.48000000 USD 198775.98000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -18388.05000000 -0.00389723301 N/A DFE NZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 4700639.60000000 USD 6700000.00000000 NZD 2021-09-15 -18388.05000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1146782.76000000 OU Notional Amount USD -142889.44000000 -0.03028452953 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Peloton Interactive Inc Peloton Interactive Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1289311.92000000 USD -142889.44000000 N N N Acushnet Holdings Corp 529900W5FI106H543E43 005098108 18446.00000000 NS USD 911232.40000000 0.193130048859 Long EC CORP US N 1 N N N Elanco Animal Health Inc 549300SHPNDCE059M934 28414H103 29076.00000000 NS USD 1008646.44000000 0.213776349742 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 8010.90000000 OU Notional Amount USD -71.52000000 -0.00001515821 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Wendy's Co/The Wendy's Co/The Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 8079.90000000 USD -71.52000000 N N N Valmont Industries Inc 5493009ZGZJJ8F77JN08 920253101 2094.00000000 NS USD 494288.70000000 0.104761420666 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 255334.56000000 OU Notional Amount USD 31836.60000000 0.006747569679 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 GrafTech International Ltd GrafTech International Ltd Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 223417.74000000 USD 31836.60000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1048306.60000000 OU Notional Amount USD 65680.56000000 0.013920586846 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 PVH Corp PVH Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 982296.70000000 USD 65680.56000000 N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 49271V100 19155.00000000 NS USD 675022.20000000 0.143066763722 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1069736.92000000 OU Notional Amount USD 50819.38000000 0.010770852026 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Brighthouse Financial Inc Brighthouse Financial Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1018638.72000000 USD 50819.38000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 735181.02000000 OU Notional Amount USD -52570.59000000 -0.01114201011 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 ViacomCBS Inc ViacomCBS Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 783361.20000000 USD -52570.59000000 N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 5376.00000000 NS USD 418091.52000000 0.088611901514 Long EC CORP US N 1 N N N Altabancorp 254900SHI7FPFYOIFK80 021347109 15658.00000000 NS USD 678147.98000000 0.143729253383 Long EC CORP US N 1 N N N Bryn Mawr Bank Corp 4NOIGQXI7NPP6IUQF087 117665109 8309.00000000 NS USD 350556.71000000 0.074298317893 Long EC CORP US N 1 N N N NYSE Liffe N/A 000000000 8.00000000 NC USD -21140.00000000 -0.00448049173 N/A DE US N 1 NYSE Liffe N/A Long MSCI EAFE Index MFSU1 Index 2021-09-17 942780.00000000 USD -21140.00000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 910974.63000000 OU Notional Amount USD -28398.87000000 -0.00601896415 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Align Technology Inc Align Technology Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 939107.00000000 USD -28398.87000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1118534.55000000 OU Notional Amount USD -7039.21000000 -0.00149191684 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Gap Inc/The Gap Inc/The Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1125222.35000000 USD -7039.21000000 N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 194162103 5954.00000000 NS USD 484357.90000000 0.102656649272 Long EC CORP US N 1 N N N Broadridge Financial Solutions Inc 549300KZDJZQ2YIHRC28 11133T103 11258.00000000 NS USD 1818504.74000000 0.385420787591 Long EC CORP US N 1 N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834L100 7761.00000000 NS USD 1024219.17000000 0.217076893166 Long EC CORP US N 1 N N N STERIS PLC N/A 000000000 2252.00000000 NS USD 464587.60000000 0.098466456951 Long EC CORP IE N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 2436095.27000000 OU Notional Amount USD 51820.48000000 0.010983028955 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Kimco Realty Corp Kimco Realty Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 2383509.45000000 USD 51820.48000000 N N N Morningstar Inc 529900YGNQPOVAXQ7F29 617700109 4058.00000000 NS USD 1043352.38000000 0.221132058217 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 295310.19000000 OU Notional Amount USD 6718.78000000 0.001424003700 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Shell Midstream Partners LP Shell Midstream Partners LP Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 288502.41000000 USD 6718.78000000 N N N COOPERATIEVE CENTRALE N/A 21684XKE5 10000000.00000000 PA USD 10000776.90000000 2.119602563876 Long STIV CORP NL N 2 2021-07-20 Fixed 0.23000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1036919.22000000 OU Notional Amount USD -137181.69000000 -0.02907480736 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 SM Energy Co SM Energy Co Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1173915.06000000 USD -137181.69000000 N N N Knoll Inc 549300R7T7KP3H4DHH46 498904200 79000.00000000 NS USD 2053210.00000000 0.435165110040 Long EC CORP US N 1 N N N Coherent Inc 549300RYOCKUMWACR010 192479103 8419.00000000 NS USD 2225478.46000000 0.471676340431 Long EC CORP US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 50484.17000000 0.010699806348 N/A DFE NZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 7776563.20000000 USD 11200000.00000000 NZD 2021-09-15 50484.17000000 N N N Arthur J Gallagher & Co 54930049QLLMPART6V29 363576109 3129.00000000 NS USD 438310.32000000 0.092897150624 Long EC CORP US N 1 N N N Wix.com Ltd 5493008P6N29Q1AG9464 000000000 2037.00000000 NS USD 591300.36000000 0.125322439607 Long EC CORP IL N 1 N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 661.00000000 NS USD 2273945.76000000 0.481948683707 Long EC CORP US N 1 N N N DNB NOR BK ASA N/A 23341V5T4 18000000.00000000 PA USD 18001544.94000000 3.815315668981 Long STIV CORP NO N 2 2021-10-27 Variable 0.13500000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1071938.09000000 OU Notional Amount USD 8622.54000000 0.001827493811 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Cousins Properties Inc Cousins Properties Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 1062978.78000000 USD 8622.54000000 N N N Altice USA Inc 54930064K3612MGCER95 02156K103 29224.00000000 NS USD 997707.36000000 0.211457879662 Long EC CORP US N 1 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 136.00000000 NC USD 98510.00000000 0.020878582799 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long Aluminum LAU21 Comdty 2021-09-13 8484790.00000000 USD 98510.00000000 N N N DTE Energy Co 549300IX8SD6XXD71I78 233331107 3623.00000000 NS USD 469540.80000000 0.099516256934 Long EC CORP US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 82824.08000000 0.017554049457 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 2375000.00000000 CHF 2654731.74000000 USD 2021-09-15 82824.08000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 -87.00000000 NC USD -307518.75000000 -0.06517668951 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short Aluminum LAU21 Comdty 2021-09-13 -5183268.75000000 USD -307518.75000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 299622.44000000 OU Notional Amount USD 14775.47000000 0.003131569117 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 NOV Inc NOV Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 284752.84000000 USD 14775.47000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -5816.81000000 -0.00123283675 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 4500000.00000000 PLN 1174623.59000000 USD 2021-09-15 -5816.81000000 N N N Graco Inc 4T5VJ4S81BRT6Q7GGT78 384109104 7078.00000000 NS USD 535804.60000000 0.113560457877 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 150661.81000000 OU Notional Amount USD -55660.67000000 -0.01179693338 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Etsy Inc Etsy Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 206251.68000000 USD -55660.67000000 N N N Reliance Steel & Aluminum Co 549300E287ZOFT3C5Z56 759509102 5863.00000000 NS USD 884726.70000000 0.187512330332 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1019808.68000000 OU Notional Amount USD 21141.42000000 0.004480792690 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Park Hotels & Resorts Inc Park Hotels & Resorts Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 998410.23000000 USD 21141.42000000 N N N Baxter International Inc J5OIVXX3P24RJRW5CK77 071813109 3807.00000000 NS USD 306463.50000000 0.064953035832 Long EC CORP US N 1 N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 12156.00000000 NS USD 812263.92000000 0.172154294070 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 419414.93000000 OU Notional Amount USD 27950.47000000 0.005923928557 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 South State Corp South State Corp Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 391385.12000000 USD 27950.47000000 N N N CH Robinson Worldwide Inc 529900WNWN5L0OVDHA79 12541W209 8685.00000000 NS USD 813523.95000000 0.172421349604 Long EC CORP US N 1 N N N Commodities Exchange Center N/A 000000000 73.00000000 NC USD -497560.00000000 -0.10545475238 N/A DCO US N 1 Commodities Exchange Center N/A Long Gold (100 oz) GCQ1 Comdty 2021-08-27 13430240.00000000 USD -497560.00000000 N N N Public Service Enterprise Group Inc PUSS41EMO3E6XXNV3U28 744573106 5868.00000000 NS USD 350554.32000000 0.074297811348 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 230720.90000000 OU Notional Amount USD -32085.68000000 -0.00680036063 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Shake Shack Inc Shake Shack Inc Y equity-performance leg 2022-05-19 0.00000000 USD 0.00000000 USD 262734.10000000 USD -32085.68000000 N N N Equity Commonwealth 549300YPGVU9PR4L0606 294628102 6658.00000000 NS USD 174439.60000000 0.036971390032 Long EC US N 1 N N N Fastenal Co 529900PP0C7H2HHPSJ32 311900104 9375.00000000 NS USD 487500.00000000 0.103322597856 Long EC CORP US N 1 N N N SEI Investments Co 5LJTIFADGZ6XH1RVOC11 784117103 14238.00000000 NS USD 882328.86000000 0.187004123033 Long EC CORP US N 1 N N N Cadiz Inc 549300PFFIS1TCKZS151 127537207 15878.00000000 NS USD 215940.80000000 0.045767311670 Long EC CORP US N 1 N N N 2021-07-30 Natixis Funds Trust II John Sgroi John Sgroi Assistant Treasurer