0001752724-22-199555.txt : 20220829
0001752724-22-199555.hdr.sgml : 20220829
20220829112541
ACCESSION NUMBER: 0001752724-22-199555
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220630
FILED AS OF DATE: 20220829
DATE AS OF CHANGE: 20220829
PERIOD START: 20221231
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: 221208716
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
617-449-2810
AlphaSimplex Global Alternatives Fund
S000023548
549300O2NJFJ5NLVRI47
2022-12-31
2022-06-30
N
236131253.51
1222604.26
234908649.25
0.00000000
3193817.87000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
15127656.53000000
AUD
CAD
EUR
USD
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
549.00000000
NS
USD
95421.69000000
0.040620764839
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
EQUITRANS MIDSTREAM CORP
000000000
100255.93000000
OU
Notional Amount
USD
19297.97000000
0.008215095553
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Equitrans Midstream Corp
Equitrans Midstream Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
81020.04000000
USD
19297.97000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT SEP22
000000000
-37.00000000
NC
USD
168170.58000000
0.071589777786
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME E-Mini Standard & Poor's 500 Index Future
ESM2 INDEX
2022-09-16
-7178745.58000000
USD
168170.58000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
TRONOX HOLDINGS PLC- A
000000000
83980.63000000
OU
Notional Amount
USD
5694.23000000
0.002424018876
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Tronox Holdings PLC
Tronox Holdings PLC
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
78338.40000000
USD
5694.23000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
8976.10000000
0.003821102385
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1100000.00000000
NZD
695370.50000000
USD
2022-09-21
8976.10000000
N
N
N
ModivCare Inc
549300EFZIFW7F7I0Q28
ModivCare Inc
60783X104
857.00000000
NS
USD
72416.50000000
0.030827515390
Long
EC
CORP
US
N
1
N
N
N
Masonite International Corp
549300H0H07ZFT4JYM32
Masonite International Corp
575385109
1380.00000000
NS
USD
106025.40000000
0.045134736561
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BARRICK GOLD CORP
000000000
196442.56000000
OU
Notional Amount
USD
21879.32000000
0.009313969523
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Barrick Gold Corp
Barrick Gold Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
174653.37000000
USD
21879.32000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SPROUTS FARMERS MARKET INC
000000000
241994.97000000
OU
Notional Amount
USD
15961.25000000
0.006794662542
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Sprouts Farmers Market Inc
Sprouts Farmers Market Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
226183.56000000
USD
15961.25000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
AUDUSD CRNCY FUT SEP22
000000000
-13.00000000
NC
USD
36398.20000000
0.015494618915
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Australian Dollar Currency Future
ADU2 CURNCY
2022-09-19
-934828.20000000
USD
36398.20000000
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17275R102
4515.00000000
NS
USD
192519.60000000
0.081955092166
Long
EC
CORP
US
N
1
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant Inc
04621X108
589.00000000
NS
USD
101808.65000000
0.043339677072
Long
EC
CORP
US
N
1
N
N
N
Open Text Corp
549300HP7ONDQODZJV16
Open Text Corp
683715106
2851.00000000
NS
USD
107881.84000000
0.045925018233
Long
EC
CORP
CA
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit Inc
461202103
272.00000000
NS
USD
104839.68000000
0.044629978646
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PHILLIPS 66
000000000
176585.37000000
OU
Notional Amount
USD
34848.94000000
0.014835102969
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Phillips 66
Phillips 66
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
141842.70000000
USD
34848.94000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
NASDAQ 100 E-MINI SEP22
000000000
29.00000000
NC
USD
-171883.55000000
-0.07317037944
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-Mini NASDAQ 100 Index Future
NQU2 INDEX
2022-09-16
6858993.55000000
USD
-171883.55000000
N
N
N
Sonos Inc
549300WEPU6075I77M08
Sonos Inc
83570H108
4023.00000000
NS
USD
72574.92000000
0.030894954371
Long
EC
CORP
US
N
1
N
N
N
TTM Technologies Inc
549300SC4BDOIS008048
TTM Technologies Inc
87305R109
17361.00000000
NS
USD
217012.50000000
0.092381655887
Long
EC
CORP
US
N
1
N
N
N
Hawaiian Electric Industries Inc
JJ8FWOCWCV22X7GUPJ23
Hawaiian Electric Industries Inc
419870100
717.00000000
NS
USD
29325.30000000
0.012483703811
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
671.00000000
NS
USD
122484.34000000
0.052141264440
Long
EC
CORP
US
N
1
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
505.00000000
NS
USD
123947.20000000
0.052764000131
Long
EC
CORP
US
N
1
N
N
N
Accenture PLC
N/A
Accenture PLC
000000000
491.00000000
NS
USD
136326.15000000
0.058033686897
Long
EC
CORP
IE
N
1
N
N
N
AMETEK Inc
549300WZDEF9KKE40E98
AMETEK Inc
031100100
1881.00000000
NS
USD
206703.09000000
0.087992966908
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796X20
7000000.00000000
PA
USD
6996421.25000000
2.978358298997
Long
STIV
UST
US
N
2
2022-07-19
None
0.00000000
N
N
N
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537101
401.00000000
NS
USD
38471.94000000
0.016377404630
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
SHORT EURO-BTP FU SEP22
000000000
-17.00000000
NC
356.30000000
0.000151675981
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
EUX Short term Euro-BTP Futures
BTSM2 COMDTY
2022-09-08
-1851470.00000000
EUR
356.30000000
N
N
N
Safety Insurance Group Inc
254900LDCFLA3J746840
Safety Insurance Group Inc
78648T100
327.00000000
NS
USD
31751.70000000
0.013516615970
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CHUBB LTD
000000000
113251.44000000
OU
Notional Amount
USD
7509.80000000
0.003196902295
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Chubb Ltd
Chubb Ltd
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
105366.88000000
USD
7509.80000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DIAMONDROCK HOSPITALITY CO
000000000
147898.17000000
OU
Notional Amount
USD
29987.41000000
0.012765562313
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DiamondRock Hospitality Co
DiamondRock Hospitality Co
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
118002.33000000
USD
29987.41000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
EQT CORP
000000000
55928.13000000
OU
Notional Amount
USD
1285.84000000
0.000547378738
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
EQT Corp
EQT Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
54661.60000000
USD
1285.84000000
N
N
N
Expeditors International of Washington Inc
984500B055A804AB6E40
Expeditors International of Washington Inc
302130109
2231.00000000
NS
USD
217433.26000000
0.092560772323
Long
EC
CORP
US
N
1
N
N
N
Lancaster Colony Corp
529900X4O13HED1ZAS58
Lancaster Colony Corp
513847103
304.00000000
NS
USD
39149.12000000
0.016665678392
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ULTRAGENYX PHARMACEUTICAL IN
000000000
55248.20000000
OU
Notional Amount
USD
-14997.07000000
-0.00638421362
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Ultragenyx Pharmaceutical Inc
Ultragenyx Pharmaceutical Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
70279.48000000
USD
-14997.07000000
N
N
N
AMN Healthcare Services Inc
529900W3ARRTCNFH2I39
AMN Healthcare Services Inc
001744101
1063.00000000
NS
USD
116621.73000000
0.049645566637
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ALTRIA GROUP INC
000000000
78484.59000000
OU
Notional Amount
USD
16619.02000000
0.007074673518
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Altria Group Inc
Altria Group Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
60608.27000000
USD
16619.02000000
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
Genuine Parts Co
372460105
839.00000000
NS
USD
111587.00000000
0.047502295192
Long
EC
CORP
US
N
1
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
901.00000000
NS
USD
104759.27000000
0.044595748319
Long
EC
CORP
US
N
1
N
N
N
American Water Works Co Inc
549300DXHIJQMD5WFW18
American Water Works Co Inc
030420103
1034.00000000
NS
USD
153828.18000000
0.065484255471
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746U109
353.00000000
NS
USD
28172.93000000
0.011993142904
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
UNITED AIRLINES HOLDINGS INC
000000000
250771.95000000
OU
Notional Amount
USD
64440.92000000
0.027432331762
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
United Airlines Holdings Inc
United Airlines Holdings Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
186486.30000000
USD
64440.92000000
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
588.00000000
NS
USD
125408.64000000
0.053386131332
Long
EC
CORP
US
N
1
N
N
N
Mercury General Corp
5493001Q9EXPCEL4W527
Mercury General Corp
589400100
2174.00000000
NS
USD
96308.20000000
0.040998149837
Long
EC
CORP
US
N
1
N
N
N
Toro Co/The
YJKE4YIT6BWQHVEW0D14
Toro Co/The
891092108
1358.00000000
NS
USD
102922.82000000
0.043813976338
Long
EC
CORP
US
N
1
N
N
N
Trex Co Inc
N/A
Trex Co Inc
89531P105
2204.00000000
NS
USD
119941.68000000
0.051058860703
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
872.00000000
NS
USD
154788.72000000
0.065893154847
Long
EC
CORP
US
N
1
N
N
N
Brightsphere Investment Group Inc
5493004FTLQNQTBOP608
Brightsphere Investment Group Inc
10948W103
5909.00000000
NS
USD
106421.09000000
0.045303180764
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109104
474.00000000
NS
USD
32355.24000000
0.013773541375
Long
EC
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
224.00000000
NS
USD
55301.12000000
0.023541542713
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
LULULEMON ATHLETICA INC
000000000
83709.34000000
OU
Notional Amount
USD
5794.71000000
0.002466792950
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Lululemon Athletica Inc
Lululemon Athletica Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
77966.46000000
USD
5794.71000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SERVICE CORP INTERNATIONAL
000000000
52802.62000000
OU
Notional Amount
USD
718.83000000
0.000306004058
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Service Corp International/US
Service Corp International/US
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
52116.48000000
USD
718.83000000
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
774.00000000
NS
USD
397549.62000000
0.169235837534
Long
EC
CORP
US
N
1
N
N
N
Workiva Inc
529900RTOQ8GRWHY1O58
Workiva Inc
98139A105
1136.00000000
NS
USD
74964.64000000
0.031912251949
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
GOLDEN ENTERTAINMENT INC
000000000
267368.40000000
OU
Notional Amount
USD
43878.70000000
0.018679048276
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Golden Entertainment Inc
Golden Entertainment Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
223655.25000000
USD
43878.70000000
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
547.00000000
NS
USD
54010.78000000
0.022992248336
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
WASHINGTON REIT
000000000
129465.70000000
OU
Notional Amount
USD
15057.46000000
0.006409921494
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Washington Real Estate Investment Trust
Washington Real Estate Investment Trust
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
113582.30000000
USD
15057.46000000
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals Inc
911363109
243.00000000
NS
USD
59027.13000000
0.025127695463
Long
EC
CORP
US
N
1
N
N
N
Howard Hughes Corp/The
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267D107
1787.00000000
NS
USD
121605.35000000
0.051767080687
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
VEECO INSTRUMENTS INC
000000000
132223.10000000
OU
Notional Amount
USD
12606.97000000
0.005366754285
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Veeco Instruments Inc
Veeco Instruments Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
119698.00000000
USD
12606.97000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ROYAL CARIBBEAN CRUISES LTD
000000000
180829.98000000
OU
Notional Amount
USD
72232.20000000
0.030749059360
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Royal Caribbean Cruises Ltd
Royal Caribbean Cruises Ltd
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
108709.74000000
USD
72232.20000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-SCHATZ FUT SEP22
000000000
-28.00000000
NC
6161.95000000
0.002623126061
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 2 Year Euro SCHATZ Future
DUU2 Comdty
2022-09-08
-3061940.00000000
EUR
6161.95000000
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
713.00000000
NS
USD
100668.47000000
0.042854305416
Long
EC
CORP
US
N
1
N
N
N
Banco Latinoamericano de Comercio Exterior SA
549300CN3134K4LC0651
Banco Latinoamericano de Comercio Exterior SA
000000000
7735.00000000
NS
USD
102643.45000000
0.043695049257
Long
EC
CORP
PA
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CHARTER COMMUNICATIONS INC-A
000000000
92768.19000000
OU
Notional Amount
USD
7084.64000000
0.003015912791
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Charter Communications Inc
Charter Communications Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
85740.99000000
USD
7084.64000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
JAMES RIVER GROUP HOLDINGS L
000000000
141444.80000000
OU
Notional Amount
USD
4350.30000000
0.001851911376
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
James River Group Holdings Ltd
James River Group Holdings Ltd
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
137182.08000000
USD
4350.30000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ZOOM VIDEO COMMUNICATIONS-A
000000000
70379.75000000
OU
Notional Amount
USD
-297.02000000
-0.00012644064
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Zoom Video Communications Inc
Zoom Video Communications Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
70720.35000000
USD
-297.02000000
N
N
N
Royal Gold Inc
5493001NGRU6SFL04184
Royal Gold Inc
780287108
857.00000000
NS
USD
91510.46000000
0.038955764418
Long
EC
CORP
US
N
1
N
N
N
Amphenol Corp
549300D3L3G0R4U4VT04
Amphenol Corp
032095101
1818.00000000
NS
USD
117042.84000000
0.049824832067
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
NMI HOLDINGS INC-CLASS A
000000000
65767.74000000
OU
Notional Amount
USD
6967.36000000
0.002965987000
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
NMI Holdings Inc
NMI Holdings Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
58841.10000000
USD
6967.36000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
STONECO LTD-A
000000000
276815.82000000
OU
Notional Amount
USD
58440.65000000
0.024878032454
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
StoneCo Ltd
StoneCo Ltd
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
218541.40000000
USD
58440.65000000
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings Inc
43300A203
935.00000000
NS
USD
104196.40000000
0.044356136026
Long
EC
CORP
US
N
1
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936U109
402.00000000
NS
USD
33309.72000000
0.014179861025
Long
EC
US
N
1
N
N
N
AGNC Investment Corp
5TRACI5HRMELWV32OF39
AGNC Investment Corp
00123Q104
12922.00000000
NS
USD
143046.54000000
0.060894539412
Long
EC
US
N
1
N
N
N
CMC Materials Inc
31F6V1MN00ZW3XWB4J69
CMC Materials Inc
12571T100
5841.00000000
NS
USD
1019196.09000000
0.433869120295
Long
EC
CORP
US
N
1
N
N
N
United States Steel Corp
JNLUVFYJT1OZSIQ24U47
United States Steel Corp
912909108
2887.00000000
NS
USD
51706.17000000
0.022011181863
Long
EC
CORP
US
N
1
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334104
587.00000000
NS
USD
44289.15000000
0.018853775772
Long
EC
CORP
US
N
1
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
FTSE CHINA A50 JUL22
000000000
263.00000000
NC
USD
48978.99000000
0.020850228442
N/A
DE
SG
N
2
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Long
SGX FTSE China A50 Futures Contract
XUU2 Index
2022-07-28
3873675.00000000
USD
48978.99000000
N
N
N
Paychex Inc
529900K900DW6SUBM174
Paychex Inc
704326107
2171.00000000
NS
USD
247211.77000000
0.105237406451
Long
EC
CORP
US
N
1
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849106
2325.00000000
NS
USD
52266.00000000
0.022249500036
Long
EC
CORP
US
N
1
N
N
N
Commodities Exchange Center
N/A
COPPER FUTURE SEP22
000000000
24.00000000
NC
USD
-161587.50000000
-0.06878737778
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Copper Future
HGU2 COMDTY
2022-09-28
2387587.50000000
USD
-161587.50000000
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MarketAxess Holdings Inc
57060D108
439.00000000
NS
USD
112388.39000000
0.047843444827
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
UGI CORP
000000000
80607.64000000
OU
Notional Amount
USD
7160.13000000
0.003048048687
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
UGI Corp
UGI Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
72818.46000000
USD
7160.13000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MONOLITHIC POWER SYSTEMS INC
000000000
146376.75000000
OU
Notional Amount
USD
21410.63000000
0.009114449411
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Monolithic Power Systems Inc
Monolithic Power Systems Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
124813.00000000
USD
21410.63000000
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
768.00000000
NS
USD
117626.88000000
0.050073456373
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BERKSHIRE HILLS BANCORP INC
000000000
152952.38000000
OU
Notional Amount
USD
7944.42000000
0.003381918897
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Berkshire Hills Bancorp Inc
Berkshire Hills Bancorp Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
145102.66000000
USD
7944.42000000
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
Tractor Supply Co
892356106
588.00000000
NS
USD
113983.80000000
0.048522606708
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PEBBLEBROOK HOTEL TRUST
000000000
133574.34000000
OU
Notional Amount
USD
35271.32000000
0.015014909034
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Pebblebrook Hotel Trust
Pebblebrook Hotel Trust
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
98326.38000000
USD
35271.32000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CBRE GROUP INC - A
000000000
31678.95000000
OU
Notional Amount
USD
2989.33000000
0.001272549993
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CBRE Group Inc
CBRE Group Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
28707.90000000
USD
2989.33000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
FORTINET INC
000000000
13444.50000000
OU
Notional Amount
USD
-130.06000000
-0.00005536620
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Fortinet Inc
Fortinet Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
13579.20000000
USD
-130.06000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
NOVOCURE LTD
000000000
76602.14000000
OU
Notional Amount
USD
10416.07000000
0.004434093862
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Novocure Ltd
Novocure Ltd
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
66233.50000000
USD
10416.07000000
N
N
N
Seagate Technology Holdings PLC
635400RUXIFEZSRU8X70
Seagate Technology Holdings PLC
000000000
1075.00000000
NS
USD
76798.00000000
0.032692708525
Long
EC
CORP
IE
N
1
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158106
441.00000000
NS
USD
106051.68000000
0.045145923889
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
18067.76000000
0.007691398361
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
5500000.00000000
ZAR
353453.85000000
USD
2022-09-21
18067.76000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
HIPPO PARENT CORP
000000000
74730.20000000
OU
Notional Amount
USD
6042.95000000
0.002572468071
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
HIPPO PARENT CORP
HIPPO PARENT CORP
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
68733.52000000
USD
6042.95000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LIVE CATTLE FUTR AUG22
000000000
-51.00000000
NC
USD
47107.57000000
0.020053569824
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Live Cattle Future
LCQ2 COMDTY
2022-08-31
-2751637.57000000
USD
47107.57000000
N
N
N
ARMOUR Residential REIT Inc
549300K0WA0EJUX74V72
ARMOUR Residential REIT Inc
042315507
13675.00000000
NS
USD
96272.00000000
0.040982739591
Long
EC
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ARCHER-DANIELS-MIDLAND CO
000000000
85977.40000000
OU
Notional Amount
USD
5314.84000000
0.002262513541
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Archer-Daniels-Midland Co
Archer-Daniels-Midland Co
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
80704.00000000
USD
5314.84000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
KOSMOS ENERGY LTD
000000000
373238.28000000
OU
Notional Amount
USD
74975.20000000
0.031916747314
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Kosmos Energy Ltd
Kosmos Energy Ltd
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
298494.18000000
USD
74975.20000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SUMMIT HOTEL PROPERTIES INC
000000000
113602.52000000
OU
Notional Amount
USD
19177.40000000
0.008163769218
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Summit Hotel Properties Inc
Summit Hotel Properties Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
94495.46000000
USD
19177.40000000
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
361.00000000
NS
USD
196124.08000000
0.083489509912
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
400.00000000
NS
USD
191712.00000000
0.081611298950
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
COMCAST CORP-CLASS A
000000000
48874.57000000
OU
Notional Amount
USD
1692.40000000
0.000720450270
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Comcast Corp
Comcast Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
47205.72000000
USD
1692.40000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
COUPA SOFTWARE INC
000000000
78489.39000000
OU
Notional Amount
USD
13386.89000000
0.005698764197
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Coupa Software Inc
Coupa Software Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
65151.10000000
USD
13386.89000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
GENERAC HOLDINGS INC
000000000
63957.90000000
OU
Notional Amount
USD
9027.34000000
0.003842915119
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Generac Holdings Inc
Generac Holdings Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
54961.38000000
USD
9027.34000000
N
N
N
Brown-Forman Corp
549300873K3LXF7ARU34
Brown-Forman Corp
115637209
666.00000000
NS
USD
46726.56000000
0.019891374859
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Q2 HOLDINGS INC
000000000
80518.71000000
OU
Notional Amount
USD
21672.17000000
0.009225786308
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Q2 Holdings Inc
Q2 Holdings Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
58896.39000000
USD
21672.17000000
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
BRENT CRUDE FUTR SEP22
000000000
46.00000000
NC
USD
-231589.99000000
-0.09858725540
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Brent Crude Oil Future
COU2 COMDTY
2022-07-29
5246969.99000000
USD
-231589.99000000
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
2188.00000000
NS
USD
110712.80000000
0.047130150530
Long
EC
CORP
US
N
1
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802109
7658.00000000
NS
USD
126127.26000000
0.053692045994
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
WHITE MOUNTAINS INSURANCE GP
000000000
128404.35000000
OU
Notional Amount
USD
-3623.55000000
-0.00154253579
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
White Mountains Insurance Group Ltd
White Mountains Insurance Group Ltd
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
132089.78000000
USD
-3623.55000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
FORD MOTOR CO
000000000
152289.46000000
OU
Notional Amount
USD
19561.98000000
0.008327483922
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Ford Motor Co
Ford Motor Co
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
132792.03000000
USD
19561.98000000
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939U106
388.00000000
NS
USD
39048.32000000
0.016622768095
Long
EC
CORP
US
N
1
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
405.00000000
NS
USD
44728.20000000
0.019040678213
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796R68
18000000.00000000
PA
USD
17997750.00000000
7.661595287130
Long
STIV
UST
US
N
2
2022-07-07
None
0.00000000
N
N
N
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
1850.00000000
NS
USD
239408.50000000
0.101915574741
Long
EC
CORP
US
N
1
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
2406.00000000
NS
USD
245893.20000000
0.104676094637
Long
EC
CORP
US
N
1
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
1074.00000000
NS
USD
127558.98000000
0.054301525468
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SSR MINING INC
000000000
73115.09000000
OU
Notional Amount
USD
10314.40000000
0.004390813208
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SSR Mining Inc
SSR Mining Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
62842.10000000
USD
10314.40000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
FIVERR INTERNATIONAL LTD
000000000
9480.60000000
OU
Notional Amount
USD
9497.96000000
0.004043256827
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Fiverr International Ltd
Fiverr International Ltd
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
50518.14000000
USD
9497.96000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DESIGNER BRANDS INC-CLASS A
000000000
242749.43000000
OU
Notional Amount
USD
37977.32000000
0.016166846185
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Designer Brands Inc
Designer Brands Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
204140.86000000
USD
37977.32000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ICHOR HOLDINGS LTD
000000000
141976.80000000
OU
Notional Amount
USD
20088.61000000
0.008551668942
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Ichor Holdings Ltd
Ichor Holdings Ltd
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
121976.10000000
USD
20088.61000000
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
LOW SU GASOIL G AUG22
000000000
10.00000000
NC
USD
-105409.97000000
-0.04487274961
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Gas Oil Future
QSQ2 COMDTY
2022-08-11
1229409.97000000
USD
-105409.97000000
N
N
N
First American Financial Corp
549300B6VEZK3N0A1P55
First American Financial Corp
31847R102
2361.00000000
NS
USD
124944.12000000
0.053188386378
Long
EC
CORP
US
N
1
N
N
N
Olin Corp
549300GKK294V7W57P06
Olin Corp
680665205
2829.00000000
NS
USD
130926.12000000
0.055734908194
Long
EC
CORP
US
N
1
N
N
N
CVR Energy Inc
529900SOYZIXZBTXB558
CVR Energy Inc
12662P108
2340.00000000
NS
USD
78390.00000000
0.033370418777
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796T41
4500000.00000000
PA
USD
4492015.02000000
1.912239091383
Long
STIV
UST
US
N
2
2022-08-18
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796U64
5000000.00000000
PA
USD
4979500.00000000
2.119760177370
Long
STIV
UST
US
N
2
2022-09-29
None
0.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
3291.00000000
NS
USD
151353.09000000
0.064430616106
Long
EC
CORP
US
N
1
N
N
N
Easterly Government Properties Inc
549300ERMCEFC6S8HL77
Easterly Government Properties Inc
27616P103
1989.00000000
NS
USD
37870.56000000
0.016121398731
Long
EC
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
RCI HOSPITALITY HOLDINGS INC
000000000
102124.37000000
OU
Notional Amount
USD
16638.76000000
0.007083076784
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
RCI Hospitality Holdings Inc
RCI Hospitality Holdings Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
85548.84000000
USD
16638.76000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) SEP22
000000000
-25.00000000
NC
USD
12363.85000000
0.005263258734
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 5 Year US Treasury Note
FVM2 COMDTY
2022-09-30
-2818613.85000000
USD
12363.85000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796W96
10500000.00000000
PA
USD
10496920.04000000
4.468511514375
Long
STIV
UST
US
N
2
2022-07-12
None
0.00000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
NORWEGIAN CRUISE LINE HOLDIN
000000000
139749.68000000
OU
Notional Amount
USD
31549.44000000
0.013430514415
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
2023-05-19
0.00000000
USD
0.00000000
USD
108275.44000000
USD
31549.44000000
N
N
N
MIZUHO BANK LTD
N/A
MIZUHO BANK LTD
60710RV36
8000000.00000000
PA
USD
7992777.60000000
3.402504601477
Long
STIV
CORP
JP
N
2
2022-08-29
Fixed
1.46000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
28066.87000000
0.011947993438
N/A
DFE
CH
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
630272.29000000
USD
625000.00000000
CHF
2022-09-21
28066.87000000
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550108
190.00000000
NS
USD
42037.50000000
0.017895254233
Long
EC
CORP
US
N
1
N
N
N
US Foods Holding Corp
549300UGOZSO64CFPR97
US Foods Holding Corp
912008109
3895.00000000
NS
USD
119498.60000000
0.050870242701
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796W88
7000000.00000000
PA
USD
6999324.01000000
2.979593996367
Long
STIV
UST
US
N
2
2022-07-05
None
0.00000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
EXACT SCIENCES CORP
000000000
63856.42000000
OU
Notional Amount
USD
13397.98000000
0.005703485181
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Exact Sciences Corp
Exact Sciences Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
50497.98000000
USD
13397.98000000
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389B100
668.00000000
NS
USD
47267.68000000
0.020121728233
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
2509.79000000
0.001068411064
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
6000000.00000000
SEK
590956.88000000
USD
2022-09-21
2509.79000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IPG PHOTONICS CORP
000000000
248956.40000000
OU
Notional Amount
USD
26963.75000000
0.011478398128
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IPG Photonics Corp
IPG Photonics Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
222146.80000000
USD
26963.75000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
XENCOR INC
000000000
46937.66000000
OU
Notional Amount
USD
-10565.02000000
-0.00449750148
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Xencor Inc
Xencor Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
57531.74000000
USD
-10565.02000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PROS HOLDINGS INC
000000000
51059.59000000
OU
Notional Amount
USD
2014.87000000
0.000857724909
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PROS Holdings Inc
PROS Holdings Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
49076.33000000
USD
2014.87000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
LAMB WESTON HOLDINGS INC
000000000
73053.98000000
OU
Notional Amount
USD
-4149.05000000
-0.00176623977
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Lamb Weston Holdings Inc
Lamb Weston Holdings Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
77248.26000000
USD
-4149.05000000
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411R208
820.00000000
NS
USD
109084.60000000
0.046437030032
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CARPENTER TECHNOLOGY
000000000
252196.38000000
OU
Notional Amount
USD
48045.28000000
0.020452750528
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Carpenter Technology Corp
Carpenter Technology Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
204301.20000000
USD
48045.28000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
DOLLAR INDEX SEP22
000000000
-26.00000000
NC
USD
445.99000000
0.000189856781
N/A
DFE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT FINEX United States Dollar Index Future
DXU2 CURNCY
2022-09-19
-2716509.99000000
USD
445.99000000
N
N
N
Allegion plc
984500560CAC2E6FB757
Allegion plc
000000000
1511.00000000
NS
USD
147926.90000000
0.062972095949
Long
EC
CORP
IE
N
1
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COCOA FUTURE SEP22
000000000
-44.00000000
NC
USD
19706.23000000
0.008388890772
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT CSC Cocoa Future
CCU2 COMDTY
2022-09-15
-1049306.23000000
USD
19706.23000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BANDWIDTH INC-CLASS A
000000000
53168.08000000
OU
Notional Amount
USD
5642.86000000
0.002402150801
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Bandwidth Inc
Bandwidth Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
47558.14000000
USD
5642.86000000
N
N
N
Amdocs Ltd
549300HQV672RJ7RQV66
Amdocs Ltd
000000000
2466.00000000
NS
USD
205442.46000000
0.087456320001
Long
EC
CORP
GG
N
1
N
N
N
Invesco Ltd
ECPGFXU8A2SHKVVGJI15
Invesco Ltd
000000000
6861.00000000
NS
USD
110667.93000000
0.047111049488
Long
EC
CORP
BM
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SUNNOVA ENERGY INTERNATIONAL
000000000
137640.00000000
OU
Notional Amount
USD
10889.96000000
0.004635827601
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Sunnova Energy International Inc
Sunnova Energy International Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
126835.26000000
USD
10889.96000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
FOCUS FINANCIAL PARTNERS-A
000000000
124824.70000000
OU
Notional Amount
USD
12129.33000000
0.005163424181
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Focus Financial Partners Inc
Focus Financial Partners Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
112772.66000000
USD
12129.33000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
FARFETCH LTD-CLASS A
000000000
123871.38000000
OU
Notional Amount
USD
16453.82000000
0.007004348308
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Farfetch Ltd
Farfetch Ltd
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
107485.92000000
USD
16453.82000000
N
N
N
NextEra Energy Partners LP
5493008F4ZOQFNG3WN54
NextEra Energy Partners LP
65341B106
1751.00000000
NS
USD
129854.16000000
0.055278577614
Long
EC
CORP
US
N
1
N
N
N
ZIM Integrated Shipping Services Ltd
21380089EIJRELKAIL21
ZIM Integrated Shipping Services Ltd
000000000
2911.00000000
NS
USD
137486.53000000
0.058527657640
Long
EC
CORP
IL
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
EXPEDIA GROUP INC
000000000
274050.27000000
OU
Notional Amount
USD
73275.18000000
0.031193053228
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Expedia Group Inc
Expedia Group Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
200944.77000000
USD
73275.18000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
JPMORGAN CHASE & CO
000000000
131616.90000000
OU
Notional Amount
USD
19198.63000000
0.008172806774
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
JPMorgan Chase & Co
JPMorgan Chase & Co
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
112497.39000000
USD
19198.63000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
VISTRA CORP
000000000
11180.88000000
OU
Notional Amount
USD
1499.40000000
0.000638290673
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Vistra Corp
Vistra Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
9688.40000000
USD
1499.40000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN OIL FUTR DEC22
000000000
35.00000000
NC
USD
-269015.31000000
-0.11451911662
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Soybean Oil Future
BOZ2 COMDTY
2022-12-14
1622675.31000000
USD
-269015.31000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DEVON ENERGY CORP
000000000
170172.80000000
OU
Notional Amount
USD
45068.25000000
0.019185436612
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Devon Energy Corp
Devon Energy Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
125209.92000000
USD
45068.25000000
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL Corp
69351T106
1371.00000000
NS
USD
37195.23000000
0.015833912509
Long
EC
CORP
US
N
1
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161N101
811.00000000
NS
USD
36754.52000000
0.015646303410
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BATH & BODY WORKS INC
000000000
10163.02000000
OU
Notional Amount
USD
1795.80000000
0.000764467381
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Bath & Body Works Inc
Bath & Body Works Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
8372.12000000
USD
1795.80000000
N
N
N
Hostess Brands Inc
N/A
Hostess Brands Inc
44109J106
5814.00000000
NS
USD
123314.94000000
0.052494848697
Long
EC
CORP
US
N
1
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346105
85.00000000
NS
USD
8874.85000000
0.003778000524
Long
EC
CORP
US
N
1
N
N
N
Horizon Therapeutics Plc
529900P0GSQ79OOZEV53
Horizon Therapeutics Plc
000000000
1512.00000000
NS
USD
120597.12000000
0.051337879803
Long
EC
CORP
IE
N
1
N
N
N
Cintas Corp
N/A
Cintas Corp
172908105
398.00000000
NS
USD
148664.94000000
0.063286277655
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ADAPTIVE BIOTECHNOLOGIES
000000000
52065.56000000
OU
Notional Amount
USD
-1765.42000000
-0.00075153469
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Adaptive Biotechnologies Corp
Adaptive Biotechnologies Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
53863.22000000
USD
-1765.42000000
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
1224.00000000
NS
USD
109854.00000000
0.046764561607
Long
EC
CORP
IE
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CORN FUTURE DEC22
000000000
29.00000000
NC
USD
-128548.04000000
-0.05472256573
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Corn Future
C Z2 Comdty
2022-12-14
1027185.54000000
USD
-128548.04000000
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
Corteva Inc
22052L104
2884.00000000
NS
USD
156139.76000000
0.066468289055
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
STATE STREET CORP
000000000
204059.35000000
OU
Notional Amount
USD
29036.40000000
0.012360719834
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
State Street Corp
State Street Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
173544.75000000
USD
29036.40000000
N
N
N
Hanesbrands Inc
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345102
12069.00000000
NS
USD
124190.01000000
0.052867363716
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
943.00000000
NS
USD
157160.38000000
0.066902764330
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DIAMONDBACK ENERGY INC
000000000
934162.90000000
OU
Notional Amount
USD
190274.55000000
0.080999380230
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Diamondback Energy Inc
Diamondback Energy Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
744466.75000000
USD
190274.55000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SCHLUMBERGER LTD
000000000
105294.36000000
OU
Notional Amount
USD
22768.91000000
0.009692665669
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Schlumberger NV
Schlumberger NV
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
81926.16000000
USD
22768.91000000
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
879.00000000
NS
USD
135058.35000000
0.057493987740
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ALTERYX INC - CLASS A
000000000
75071.85000000
OU
Notional Amount
USD
9798.86000000
0.004171349173
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Alteryx Inc
Alteryx Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
65318.58000000
USD
9798.86000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-15776.17000000
-0.00671587446
N/A
DFE
SG
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1816096.28000000
USD
2500000.00000000
SGD
2022-09-21
-15776.17000000
N
N
N
MGIC Investment Corp
254900S8483WM4M98R28
MGIC Investment Corp
552848103
10115.00000000
NS
USD
127449.00000000
0.054254707268
Long
EC
CORP
US
N
1
N
N
N
Lincoln Electric Holdings Inc
BIMGBY40SIN95O01BN93
Lincoln Electric Holdings Inc
533900106
1122.00000000
NS
USD
138409.92000000
0.058920742357
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
HESS CORP
000000000
65048.47000000
OU
Notional Amount
USD
8401.92000000
0.003576675455
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Hess Corp
Hess Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
56677.90000000
USD
8401.92000000
N
N
N
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDX FUTR SEP22
000000000
12.00000000
NC
-66400.34000000
-0.02826645175
N/A
DE
JP
N
2
Osaka Exchange
3538001249AILNPRUX57
Long
TSE TOPIX (Tokyo Price Index) Future
TPU2 Index
2022-09-08
233514000.00000000
JPY
-66400.34000000
N
N
N
Duke Realty Corp
254900E47KH1NFFKNF25
Duke Realty Corp
264411505
690.00000000
NS
USD
37915.50000000
0.016140529572
Long
EC
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-84410.25000000
-0.03593322351
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
3625000.00000000
CHF
3733956.86000000
USD
2022-09-21
-84410.25000000
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
134.00000000
NS
USD
292020.84000000
0.124312510813
Long
EC
CORP
US
N
1
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
518439104
525.00000000
NS
USD
133701.75000000
0.056916486654
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CENTURYLINK INC
000000000
96328.80000000
OU
Notional Amount
USD
10526.74000000
0.004481205793
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
LUMEN TECHNOLOGIES INC
LUMEN TECHNOLOGIES INC
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
85861.70000000
USD
10526.74000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) SEP22
000000000
-2.00000000
NC
USD
2015.62000000
0.000858044182
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT US Long Bond Future
USM2 COMDTY
2022-09-21
-279265.62000000
USD
2015.62000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
OCCIDENTAL PETROLEUM CORP
000000000
106806.71000000
OU
Notional Amount
USD
15938.43000000
0.006784948128
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Occidental Petroleum Corp
Occidental Petroleum Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
90734.08000000
USD
15938.43000000
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
138.00000000
NS
USD
27170.82000000
0.011566547288
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE SEP22
000000000
-15.00000000
NC
15876.44000000
0.006758559146
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 5 Year Euro BOBL Future
OEU2 Comdty
2022-09-08
-1878000.00000000
EUR
15876.44000000
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587107
698.00000000
NS
USD
49774.38000000
0.021188823893
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
TELADOC HEALTH INC
000000000
17283.63000000
OU
Notional Amount
USD
456.86000000
0.000194484111
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Teladoc Health Inc
Teladoc Health Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
16837.47000000
USD
456.86000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
HP INC
000000000
261742.76000000
OU
Notional Amount
USD
39315.65000000
0.016736569779
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
HP Inc
HP Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
220904.42000000
USD
39315.65000000
N
N
N
USANA Health Sciences Inc
549300YTURXE814MAH96
USANA Health Sciences Inc
90328M107
1805.00000000
NS
USD
130609.80000000
0.055600251594
Long
EC
CORP
US
N
1
N
N
N
Group 1 Automotive Inc
549300US8QAZJLWYAF63
Group 1 Automotive Inc
398905109
875.00000000
NS
USD
148575.00000000
0.063247990431
Long
EC
CORP
US
N
1
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
1536.00000000
NS
USD
264023.04000000
0.112393920293
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CHIPOTLE MEXICAN GRILL INC
000000000
93970.85000000
OU
Notional Amount
USD
6442.61000000
0.002742602292
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Chipotle Mexican Grill Inc
Chipotle Mexican Grill Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
87586.42000000
USD
6442.61000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PATRICK INDUSTRIES INC
000000000
57585.38000000
OU
Notional Amount
USD
7958.31000000
0.003387831833
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Patrick Industries Inc
Patrick Industries Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
49662.72000000
USD
7958.31000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CF INDUSTRIES HOLDINGS INC
000000000
75559.05000000
OU
Notional Amount
USD
10022.38000000
0.004266501055
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CF Industries Holdings Inc
CF Industries Holdings Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
65583.45000000
USD
10022.38000000
N
N
N
J M Smucker Co/The
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696405
353.00000000
NS
USD
45187.53000000
0.019236213798
Long
EC
CORP
US
N
1
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
211.00000000
NS
USD
43031.34000000
0.018318329332
Long
EC
CORP
US
N
1
N
N
N
Continental Resources Inc/OK
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015101
1179.00000000
NS
USD
77047.65000000
0.032798983879
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
LIVERAMP HOLDINGS INC
000000000
56576.00000000
OU
Notional Amount
USD
-429.07000000
-0.00018265398
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
LiveRamp Holdings Inc
LiveRamp Holdings Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
57040.10000000
USD
-429.07000000
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738108
1609.00000000
NS
USD
143152.73000000
0.060939744218
Long
EC
CORP
US
N
1
N
N
N
Kennedy-Wilson Holdings Inc
549300MOI1T78144X610
Kennedy-Wilson Holdings Inc
489398107
5618.00000000
NS
USD
106404.92000000
0.045296297237
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
1532.00000000
NS
USD
220286.28000000
0.093775295504
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SPECTRUM BRANDS HOLDINGS INC
000000000
126700.81000000
OU
Notional Amount
USD
-2419.63000000
-0.00103003018
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Spectrum Brands Holdings Inc
Spectrum Brands Holdings Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
129181.50000000
USD
-2419.63000000
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
SPI 200 FUTURES SEP22
000000000
-3.00000000
NC
-1622.58000000
-0.00069072807
N/A
DE
AU
N
2
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
SFE S&P ASX Share Price Index 200 Future
XPU2 INDEX
2022-09-15
-483000.00000000
AUD
-1622.58000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SCORPIO TANKERS INC
000000000
118893.74000000
OU
Notional Amount
USD
-7358.10000000
-0.00313232400
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Scorpio Tankers Inc
Scorpio Tankers Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
126341.11000000
USD
-7358.10000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BRAZIL REAL FUT AUG22
000000000
61.00000000
NC
USD
976.12000000
0.000415531741
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Brazilian Real Currency Future
BRQ2 Curncy
2022-07-29
1156193.88000000
USD
976.12000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
VERITIV CORP
000000000
164245.50000000
OU
Notional Amount
USD
41685.70000000
0.017745493890
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Veritiv Corp
Veritiv Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
122661.50000000
USD
41685.70000000
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
541.00000000
NS
USD
232608.36000000
0.099020772859
Long
EC
CORP
US
N
1
N
N
N
Dolby Laboratories Inc
549300X04FB2QPCJ5J24
Dolby Laboratories Inc
25659T107
1334.00000000
NS
USD
95461.04000000
0.040637516032
Long
EC
CORP
US
N
1
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
MSCI EAFE SEP22
000000000
118.00000000
NC
USD
-43826.79000000
-0.01865695032
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
ICE US mini MSCI EAFE Index Futures
MFSU2 Index
2022-09-16
10997766.79000000
USD
-43826.79000000
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
856.00000000
NS
USD
149517.52000000
0.063649218739
Long
EC
CORP
US
N
1
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
Old Dominion Freight Line Inc
679580100
531.00000000
NS
USD
136084.68000000
0.057930893747
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
WILLIAMS-SONOMA INC
000000000
243943.44000000
OU
Notional Amount
USD
32512.83000000
0.013840627028
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Williams-Sonoma Inc
Williams-Sonoma Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
211581.65000000
USD
32512.83000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
RH
000000000
124947.29000000
OU
Notional Amount
USD
28649.63000000
0.012196072852
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
RH
RH
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
96366.04000000
USD
28649.63000000
N
N
N
Ironwood Pharmaceuticals Inc
549300PC8MR6QHH6P296
Ironwood Pharmaceuticals Inc
46333X108
10510.00000000
NS
USD
121180.30000000
0.051586138010
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
POTLATCHDELTIC CORP
000000000
928984.77000000
OU
Notional Amount
USD
128434.95000000
0.054674423615
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PotlatchDeltic Corp
PotlatchDeltic Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
801076.32000000
USD
128434.95000000
N
N
N
Albertsons Cos Inc
549300YKWOC0AOR16R51
Albertsons Cos Inc
013091103
2000.00000000
NS
USD
53440.00000000
0.022749268777
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-8461.26000000
-0.00360193633
N/A
DFE
NO
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
822073.16000000
USD
8000000.00000000
NOK
2022-09-21
-8461.26000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE SEP22
000000000
14.00000000
NC
USD
-420787.50000000
-0.17912814251
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Zinc Future
LXU2 COMDTY
2022-09-19
1527050.00000000
USD
-420787.50000000
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro Inc
418056107
1448.00000000
NS
USD
118562.24000000
0.050471636688
Long
EC
CORP
US
N
1
N
N
N
Pegasystems Inc
549300FMCOKPL06FYN26
Pegasystems Inc
705573103
1530.00000000
NS
USD
73195.20000000
0.031159005951
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PENN NATIONAL GAMING INC
000000000
70695.52000000
OU
Notional Amount
USD
3450.25000000
0.001468762436
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Penn National Gaming Inc
Penn National Gaming Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
67289.04000000
USD
3450.25000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
XENIA HOTELS & RESORTS INC
000000000
160232.07000000
OU
Notional Amount
USD
33731.39000000
0.014359364845
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Xenia Hotels & Resorts Inc
Xenia Hotels & Resorts Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
126599.89000000
USD
33731.39000000
N
N
N
Physicians Realty Trust
549300ITOVH0OY7PZC34
Physicians Realty Trust
71943U104
1727.00000000
NS
USD
30136.15000000
0.012828880544
Long
EC
US
N
1
N
N
N
Tyler Technologies Inc
25490040SMU4Z8LBCW70
Tyler Technologies Inc
902252105
338.00000000
NS
USD
112378.24000000
0.047839123999
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CARVANA CO
000000000
26849.28000000
OU
Notional Amount
USD
6272.94000000
0.002670374215
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Carvana Co
Carvana Co
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
20592.96000000
USD
6272.94000000
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211K100
2139.00000000
NS
USD
123463.08000000
0.052557911509
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
1207.00000000
NS
USD
309993.81000000
0.131963557318
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CAD CURRENCY FUT SEP22
000000000
51.00000000
NC
USD
31272.00000000
0.013312408929
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Canadian Dollar Currency Future
CDM2 Curncy
2022-09-20
3931428.00000000
USD
31272.00000000
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
Targa Resources Corp
87612G101
1179.00000000
NS
USD
70350.93000000
0.029948207622
Long
EC
CORP
US
N
1
N
N
N
Change Healthcare Inc
549300GS1BPJEDOZHM07
Change Healthcare Inc
15912K100
10531.00000000
NS
USD
242844.86000000
0.103378424240
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ENERGY TRANSFER LP
000000000
259948.04000000
OU
Notional Amount
USD
37614.87000000
0.016012552164
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Energy Transfer LP
Energy Transfer LP
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
222494.12000000
USD
37614.87000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
AVIS BUDGET GROUP INC
000000000
244353.69000000
OU
Notional Amount
USD
44908.00000000
0.019117218605
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Avis Budget Group Inc
Avis Budget Group Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
199587.56000000
USD
44908.00000000
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887109
958.00000000
NS
USD
236175.74000000
0.100539397231
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
OLLIE'S BARGAIN OUTLET HOLDI
000000000
44104.83000000
OU
Notional Amount
USD
-11034.11000000
-0.00469719188
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Ollie's Bargain Outlet Holdings Inc
Ollie's Bargain Outlet Holdings Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
55166.25000000
USD
-11034.11000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
EXTREME NETWORKS INC
000000000
32289.60000000
OU
Notional Amount
USD
3274.99000000
0.001394154710
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Extreme Networks Inc
Extreme Networks Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
29034.60000000
USD
3274.99000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN FUTURE NOV22
000000000
21.00000000
NC
USD
-55631.98000000
-0.02368238895
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Soybean Future
S X2 COMDTY
2022-11-14
1586531.98000000
USD
-55631.98000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
COTY INC-CL A
000000000
75210.72000000
OU
Notional Amount
USD
-9712.79000000
-0.00413470939
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Coty Inc
Coty Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
84970.08000000
USD
-9712.79000000
N
N
N
Nelnet Inc
549300T6B0Q52I6OM558
Nelnet Inc
64031N108
1680.00000000
NS
USD
143220.00000000
0.060968380882
Long
EC
CORP
US
N
1
N
N
N
Houlihan Lokey Inc
549300S3CNGTQ1QZVY46
Houlihan Lokey Inc
441593100
1595.00000000
NS
USD
125893.35000000
0.053592471116
Long
EC
CORP
US
N
1
N
N
N
Veeva Systems Inc
549300YZEXPDB92M2F02
Veeva Systems Inc
922475108
990.00000000
NS
USD
196059.60000000
0.083462060944
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MAGNITE INC
000000000
151013.59000000
OU
Notional Amount
USD
29087.01000000
0.012382264379
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Magnite Inc
Magnite Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
122020.08000000
USD
29087.01000000
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866F104
1303.00000000
NS
USD
122534.12000000
0.052162455657
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill - WI Post Auction
912796X46
7000000.00000000
PA
USD
6992860.00000000
2.976842284150
Long
STIV
UST
US
N
2
2022-08-02
None
0.00000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
10X GENOMICS INC-CLASS A
000000000
49486.33000000
OU
Notional Amount
USD
-11034.32000000
-0.00469728127
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
10X Genomics Inc
10X Genomics Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
60544.50000000
USD
-11034.32000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
TELLURIAN INC
000000000
273902.94000000
OU
Notional Amount
USD
102940.62000000
0.043821553752
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Tellurian Inc
Tellurian Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
171117.56000000
USD
102940.62000000
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836108
718.00000000
NS
USD
51222.12000000
0.021805123039
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SNAP INC - A
000000000
66289.90000000
OU
Notional Amount
USD
-5131.61000000
-0.00218451300
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Snap Inc
Snap Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
71453.46000000
USD
-5131.61000000
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
000000000
900.00000000
NS
USD
116883.00000000
0.049756788595
Long
EC
CORP
IE
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
AGNICO EAGLE MINES LTD
000000000
57693.70000000
OU
Notional Amount
USD
7851.02000000
0.003342158760
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Agnico Eagle Mines Ltd
Agnico Eagle Mines Ltd
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
49878.40000000
USD
7851.02000000
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271109
722.00000000
NS
USD
104711.66000000
0.044575480866
Long
EC
US
N
1
N
N
N
American States Water Co
529900L26LIS2V8PWM23
American States Water Co
029899101
430.00000000
NS
USD
35049.30000000
0.014920395699
Long
EC
CORP
US
N
1
N
N
N
Pinnacle West Capital Corp
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp
723484101
404.00000000
NS
USD
29540.48000000
0.012575305376
Long
EC
CORP
US
N
1
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036P108
453.00000000
NS
USD
105576.18000000
0.044943504778
Long
EC
CORP
US
N
1
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00766T100
3731.00000000
NS
USD
243335.82000000
0.103587424633
Long
EC
CORP
US
N
1
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
Willis Towers Watson PLC
000000000
857.00000000
NS
USD
169163.23000000
0.072012346305
Long
EC
CORP
IE
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PEABODY ENERGY CORP
000000000
91299.87000000
OU
Notional Amount
USD
8873.29000000
0.003777336436
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Peabody Energy Corp
Peabody Energy Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
82483.11000000
USD
8873.29000000
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
1277.00000000
NS
USD
83247.63000000
0.035438299213
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
000000000
1847.00000000
NS
USD
88434.36000000
0.037646276662
Long
EC
CORP
IE
N
1
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106L109
1283.00000000
NS
USD
196273.34000000
0.083553049505
Long
EC
CORP
US
N
1
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
Entergy Corp
29364G103
253.00000000
NS
USD
28497.92000000
0.012131490301
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MASTERCARD INC - A
000000000
122749.41000000
OU
Notional Amount
USD
14615.77000000
0.006221895211
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Mastercard Inc
Mastercard Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
108209.64000000
USD
14615.77000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
LYONDELLBASELL INDU-CL A
000000000
95170.25000000
OU
Notional Amount
USD
22375.00000000
0.009524979208
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
LyondellBasell Industries NV
LyondellBasell Industries NV
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
72854.18000000
USD
22375.00000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
WHEAT FUTURE(CBT) DEC22
000000000
-21.00000000
NC
USD
208425.00000000
0.088725979509
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Wheat Future
W Z2 COMDTY
2022-12-14
-1153950.00000000
USD
208425.00000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-OAT FUTURE SEP22
000000000
29.00000000
NC
87927.56000000
0.037430533222
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
French Government Bond Futures
OATM2 COMDTY
2022-09-08
3933465.65000000
EUR
87927.56000000
N
N
N
Resideo Technologies Inc
5493006TKFPYISY2DS54
Resideo Technologies Inc
76118Y104
4861.00000000
NS
USD
94400.62000000
0.040186098000
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
RENAISSANCERE HOLDINGS LTD
000000000
75992.40000000
OU
Notional Amount
USD
-1363.70000000
-0.00058052353
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
RenaissanceRe Holdings Ltd
RenaissanceRe Holdings Ltd
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
77403.15000000
USD
-1363.70000000
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
183.00000000
NS
USD
27499.41000000
0.011706427195
Long
EC
CORP
US
N
1
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103H107
181.00000000
NS
USD
114348.56000000
0.048677884090
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SOUTHWEST AIRLINES CO
000000000
101946.78000000
OU
Notional Amount
USD
21715.14000000
0.009244078525
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Southwest Airlines Co
Southwest Airlines Co
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
80294.76000000
USD
21715.14000000
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
629.00000000
NS
USD
58283.14000000
0.024810980858
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PACIFIC BIOSCIENCES OF CALIF
000000000
64187.63000000
OU
Notional Amount
USD
13830.65000000
0.005887671673
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Pacific Biosciences of California Inc
Pacific Biosciences of California Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
50392.42000000
USD
13830.65000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CANNAE HOLDINGS INC
000000000
66141.01000000
OU
Notional Amount
USD
3075.54000000
0.001309249365
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Cannae Holdings Inc
Cannae Holdings Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
63106.42000000
USD
3075.54000000
N
N
N
Illumina Inc
SQ95QG8SR5Q56LSNF682
Illumina Inc
452327109
126.00000000
NS
USD
23229.36000000
0.009888678034
Long
EC
CORP
US
N
1
N
N
N
CyberArk Software Ltd
529900YEXNDM894PWS93
CyberArk Software Ltd
000000000
611.00000000
NS
USD
78183.56000000
0.033282537807
Long
EC
CORP
IL
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ALTICE USA INC- A
000000000
85054.12000000
OU
Notional Amount
USD
15972.28000000
0.006799357984
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Altice USA Inc
Altice USA Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
69134.50000000
USD
15972.28000000
N
N
N
CSG Systems International Inc
549300D7FJZUOHHXUA81
CSG Systems International Inc
126349109
1682.00000000
NS
USD
100381.76000000
0.042732253716
Long
EC
CORP
US
N
1
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
Garmin Ltd
000000000
1166.00000000
NS
USD
114559.50000000
0.048767680698
Long
EC
CORP
CH
N
1
N
N
N
Quanta Services Inc
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762E102
1196.00000000
NS
USD
149906.64000000
0.063814866110
Long
EC
CORP
US
N
1
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
1596.00000000
NS
USD
225403.08000000
0.095953503934
Long
EC
CORP
US
N
1
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
1815.00000000
NS
USD
281778.75000000
0.119952479782
Long
EC
CORP
US
N
1
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
2667.00000000
NS
USD
324253.86000000
0.138034023453
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SCHWEITZER-MAUDUIT INTL INC
000000000
1010518.32000000
OU
Notional Amount
USD
75147.68000000
0.031990171600
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Schweitzer-Mauduit International Inc
Schweitzer-Mauduit International Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
935996.32000000
USD
75147.68000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MARRIOTT INTERNATIONAL -CL A
000000000
202860.71000000
OU
Notional Amount
USD
21929.17000000
0.009335190538
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Marriott International Inc/MD
Marriott International Inc/MD
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
181029.31000000
USD
21929.17000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
HAIN CELESTIAL GROUP INC
000000000
182221.08000000
OU
Notional Amount
USD
17168.06000000
0.007308398415
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Hain Celestial Group Inc/The
Hain Celestial Group Inc/The
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
165159.18000000
USD
17168.06000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
AVANOS MEDICAL INC
000000000
67679.71000000
OU
Notional Amount
USD
3226.56000000
0.001373538186
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Avanos Medical Inc
Avanos Medical Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
64495.06000000
USD
3226.56000000
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
484.00000000
NS
USD
30448.44000000
0.012961821583
Long
EC
CORP
US
N
1
N
N
N
GoDaddy Inc
549300J8H1TB0I2CB447
GoDaddy Inc
380237107
1678.00000000
NS
USD
116721.68000000
0.049688115091
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
GLOBAL BLOOD THERAPEUTICS IN
000000000
63297.72000000
OU
Notional Amount
USD
-17752.19000000
-0.00755706103
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Global Blood Therapeutics Inc
Global Blood Therapeutics Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
81089.10000000
USD
-17752.19000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796K57
8000000.00000000
PA
USD
7996922.64000000
3.404269134206
Long
STIV
UST
US
N
2
2022-07-14
None
0.00000000
N
N
N
N
N
N
Brookfield Infrastructure Partners LP
549300WEH5R2OODI7Y90
Brookfield Infrastructure Partners LP
000000000
2815.00000000
NS
USD
107589.30000000
0.045800484717
Long
EC
CORP
BM
N
1
N
N
N
Skandinaviska Enskilda Banken AB/New York NY
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB/New York NY
83050PA25
10000000.00000000
PA
USD
9996732.00000000
4.255582768840
Long
STIV
CORP
SE
N
2
2022-07-22
Fixed
1.07000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
145.00000000
NS
USD
45337.15000000
0.019299906642
Long
EC
US
N
1
N
N
N
GMS Inc
52990057RENOQO4U0D72
GMS Inc
36251C103
1969.00000000
NS
USD
87620.50000000
0.037299818580
Long
EC
CORP
US
N
1
N
N
N
Huntsman Corp
5299000V56320A7RIQ67
Huntsman Corp
447011107
3139.00000000
NS
USD
88990.65000000
0.037883087865
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
134813.16000000
0.057389610995
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
7500000.00000000
NZD
4814775.00000000
USD
2022-09-21
134813.16000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PATTERSON-UTI ENERGY INC
000000000
159298.92000000
OU
Notional Amount
USD
27817.31000000
0.011841756397
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Patterson-UTI Energy Inc
Patterson-UTI Energy Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
131580.24000000
USD
27817.31000000
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229106
4837.00000000
NS
USD
92096.48000000
0.039205231605
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CRISPR THERAPEUTICS AG
000000000
44872.65000000
OU
Notional Amount
USD
-2080.82000000
-0.00088579965
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CRISPR Therapeutics AG
CRISPR Therapeutics AG
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
46975.21000000
USD
-2080.82000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ACADIA REALTY TRUST
000000000
147371.36000000
OU
Notional Amount
USD
29025.81000000
0.012356211698
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Acadia Realty Trust
Acadia Realty Trust
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
117087.52000000
USD
29025.81000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
STAAR SURGICAL CO
000000000
54163.15000000
OU
Notional Amount
USD
-7023.34000000
-0.00298981754
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
STAAR Surgical Co
STAAR Surgical Co
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
61212.59000000
USD
-7023.34000000
N
N
N
South African Futures Exchange
N/A
FTSE/JSE TOP 40 SEP22
000000000
11.00000000
NC
-1537.17000000
-0.00065436926
N/A
DE
ZA
N
2
South African Futures Exchange
N/A
Long
SAFEX FTSE/JSE Top 40 Index Future
AIU2 Index
2022-09-15
6625190.00000000
ZAR
-1537.17000000
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896100
553.00000000
NS
USD
37327.50000000
0.015890219504
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MOSAIC CO/THE
000000000
60206.65000000
OU
Notional Amount
USD
14855.90000000
0.006324117927
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Mosaic Co/The
Mosaic Co/The
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
45388.03000000
USD
14855.90000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Bank of America NA
06052TQ52
5000000.00000000
PA
USD
4997760.85000000
2.127533773642
Long
STIV
CORP
US
N
2
2022-07-13
Fixed
0.33000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
LAS VEGAS SANDS CORP
000000000
184366.19000000
OU
Notional Amount
USD
-5116.04000000
-0.00217788489
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Las Vegas Sands Corp
Las Vegas Sands Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
189581.96000000
USD
-5116.04000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DARLING INGREDIENTS INC
000000000
252220.50000000
OU
Notional Amount
USD
64006.67000000
0.027247472668
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Darling Ingredients Inc
Darling Ingredients Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
188370.00000000
USD
64006.67000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MARATHON PETROLEUM CORP
000000000
113292.27000000
OU
Notional Amount
USD
21862.69000000
0.009306890176
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Marathon Petroleum Corp
Marathon Petroleum Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
91499.73000000
USD
21862.69000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
REDFIN CORP
000000000
43316.00000000
OU
Notional Amount
USD
6917.64000000
0.002944821326
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Redfin Corp
Redfin Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
36420.80000000
USD
6917.64000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
JELD-WEN HOLDING INC
000000000
460681.96000000
OU
Notional Amount
USD
83116.41000000
0.035382439201
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
JELD-WEN Holding Inc
JELD-WEN Holding Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
377837.23000000
USD
83116.41000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BOOKING HOLDINGS INC
000000000
74037.48000000
OU
Notional Amount
USD
16366.65000000
0.006967240266
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Booking Holdings Inc
Booking Holdings Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
57716.67000000
USD
16366.65000000
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780206
690.00000000
NS
USD
57442.50000000
0.024453122600
Long
EC
CORP
US
N
1
N
N
N
Portland General Electric Co
GJOUP9M7C39GLSK9R870
Portland General Electric Co
736508847
604.00000000
NS
USD
29191.32000000
0.012426668874
Long
EC
CORP
US
N
1
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
Consolidated Edison Inc
209115104
425.00000000
NS
USD
40417.50000000
0.017205624454
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ANTERIX INC
000000000
132918.80000000
OU
Notional Amount
USD
4365.99000000
0.001858590568
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Anterix Inc
Anterix Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
128631.24000000
USD
4365.99000000
N
N
N
Broadstone Net Lease Inc
549300U8D7PT70B49V21
Broadstone Net Lease Inc
11135E203
5439.00000000
NS
USD
111553.89000000
0.047488200351
Long
EC
US
N
1
N
N
N
Golub Capital BDC Inc
2549005WE0QLGK9APF78
Golub Capital BDC Inc
38173M102
15691.00000000
NS
USD
203355.36000000
0.086567846969
Long
EC
CORP
US
N
1
N
N
N
Heartland Express Inc
5299005V45FZIQGLOG39
Heartland Express Inc
422347104
16028.00000000
NS
USD
222949.48000000
0.094909012806
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796X38
5000000.00000000
PA
USD
4996449.65000000
2.126975599217
Long
STIV
UST
US
N
2
2022-07-26
None
0.00000000
N
N
N
N
N
N
CoStar Group Inc
N/A
CoStar Group Inc
22160N109
1918.00000000
NS
USD
115866.38000000
0.049324016110
Long
EC
CORP
US
N
1
N
N
N
Texas Pacific Land Corp
N/A
Texas Pacific Land Corp
88262P102
47.00000000
NS
USD
69936.94000000
0.029771973157
Long
EC
CORP
US
N
1
N
N
N
Rattler Midstream LP
549300I45NRVEEN9M219
Rattler Midstream LP
75419T103
54328.00000000
NS
USD
741577.20000000
0.315687482077
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ENTEGRIS INC
000000000
310466.08000000
OU
Notional Amount
USD
52878.57000000
0.022510269489
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Entegris Inc
Entegris Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
257779.74000000
USD
52878.57000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)SEP22
000000000
-315.00000000
NC
USD
-135393.26000000
-0.05763655805
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year US Treasury Note
TYM2 COMDTY
2022-09-21
-37201950.49000000
USD
-135393.26000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BUILDERS FIRSTSOURCE INC
000000000
51225.83000000
OU
Notional Amount
USD
8995.65000000
0.003829424769
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Builders FirstSource Inc
Builders FirstSource Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
42261.90000000
USD
8995.65000000
N
N
N
Kirby Corp
I7NO6FZO5GUCG585T325
Kirby Corp
497266106
1050.00000000
NS
USD
63882.00000000
0.027194400974
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CLOUDFLARE INC - CLASS A
000000000
10171.09000000
OU
Notional Amount
USD
1907.89000000
0.000812183802
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Cloudflare Inc
Cloudflare Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
8268.75000000
USD
1907.89000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
LIVENT CORP
000000000
81986.41000000
OU
Notional Amount
USD
23519.66000000
0.010012257988
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Livent Corp
Livent Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
58517.51000000
USD
23519.66000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
FAIR ISAAC CORP
000000000
56108.35000000
OU
Notional Amount
USD
1219.79000000
0.000519261425
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Fair Isaac Corp
Fair Isaac Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
54923.30000000
USD
1219.79000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
LIVE NATION ENTERTAINMENT IN
000000000
226979.40000000
OU
Notional Amount
USD
29918.90000000
0.012736397785
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Live Nation Entertainment Inc
Live Nation Entertainment Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
197201.04000000
USD
29918.90000000
N
N
N
Janus Henderson Group PLC
2138009WPYMWJN3RVF44
Janus Henderson Group PLC
000000000
5294.00000000
NS
USD
124461.94000000
0.052983123608
Long
EC
CORP
JE
N
1
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866108
772.00000000
NS
USD
166103.52000000
0.070709835729
Long
EC
CORP
US
N
1
N
N
N
OneMain Holdings Inc
549300E3VEW8SMS5XW09
OneMain Holdings Inc
68268W103
2768.00000000
NS
USD
103467.84000000
0.044045989932
Long
EC
CORP
US
N
1
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411Q101
2319.00000000
NS
USD
104053.53000000
0.044295316639
Long
EC
CORP
US
N
1
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110L106
7.00000000
NS
USD
1224.09000000
0.000521091923
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) SEP22
000000000
-14.00000000
NC
USD
8294.81000000
0.003531079007
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 2 Year US Treasury Note Future
TUU2 Comdty
2022-09-30
-2948513.57000000
USD
8294.81000000
N
N
N
SUMITOMO MITSUI TRUST NY
N/A
SUMITOMO MITSUI TRUST NY
86564MGJ1
10000000.00000000
PA
USD
9995899.10000000
4.255228205480
Long
STIV
CORP
JP
N
2
2022-07-28
Fixed
1.10000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BOEING CO/THE
000000000
127326.60000000
OU
Notional Amount
USD
-5076.24000000
-0.00216094214
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Boeing Co/The
Boeing Co/The
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
132481.68000000
USD
-5076.24000000
N
N
N
OGE Energy Corp
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp
670837103
753.00000000
NS
USD
29035.68000000
0.012360413332
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CHEMOURS CO/THE
000000000
313264.30000000
OU
Notional Amount
USD
80672.86000000
0.034342226332
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Chemours Co/The
Chemours Co/The
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
232785.40000000
USD
80672.86000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-8.34000000
-0.00000355031
N/A
DFE
SE
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
392306.40000000
USD
4000000.00000000
SEK
2022-09-21
-8.34000000
N
N
N
First Industrial Realty Trust Inc
N/A
First Industrial Realty Trust Inc
32054K103
640.00000000
NS
USD
30387.20000000
0.012935751875
Long
EC
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BANK OF AMERICA CORP
000000000
73023.60000000
OU
Notional Amount
USD
11960.62000000
0.005091604774
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Bank of America Corp
Bank of America Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
61108.19000000
USD
11960.62000000
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759100
389.00000000
NS
USD
50908.43000000
0.021671586023
Long
EC
CORP
US
N
1
N
N
N
Ellington Financial Inc
60GS1D1R1YY5G1W7IT74
Ellington Financial Inc
28852N109
6536.00000000
NS
USD
95883.12000000
0.040817194388
Long
EC
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
404.00000000
NS
USD
8467.84000000
0.003604737427
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
TAYLOR MORRISON HOME CORP
000000000
91863.87000000
OU
Notional Amount
USD
17846.19000000
0.007597076589
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Taylor Morrison Home Corp
Taylor Morrison Home Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
74074.56000000
USD
17846.19000000
N
N
N
Booz Allen Hamilton Holding Corp
529900JPV47PIUWMA015
Booz Allen Hamilton Holding Corp
099502106
1327.00000000
NS
USD
119907.72000000
0.051044404019
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
258.00000000
NS
USD
125338.98000000
0.053356477251
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
481.00000000
NS
USD
117027.30000000
0.049818216729
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP22
000000000
-29.00000000
NC
USD
26466.01000000
0.011266511507
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year US Treasury Note Futures
UXYU2 Comdty
2022-09-21
-3720341.01000000
USD
26466.01000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BP CURRENCY FUT SEP22
000000000
-73.00000000
NC
USD
54175.13000000
0.023062211703
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME British Pound Currency Future
BPM2 CURNCY
2022-09-19
-5619968.88000000
USD
54175.13000000
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452100
1156.00000000
NS
USD
54748.16000000
0.023306149081
Long
EC
CORP
US
N
1
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
372.00000000
NS
USD
250512.24000000
0.106642407931
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DIGITAL TURBINE INC
000000000
153135.74000000
OU
Notional Amount
USD
35548.51000000
0.015132908095
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Digital Turbine Inc
Digital Turbine Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
117677.92000000
USD
35548.51000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
AMERICAN AXLE & MFG HOLDINGS
000000000
122128.49000000
OU
Notional Amount
USD
8809.84000000
0.003750325936
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
2023-05-19
0.00000000
USD
0.00000000
USD
113394.27000000
USD
8809.84000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-4200.70000000
-0.00178822704
N/A
DFE
SE
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
592647.79000000
USD
6000000.00000000
SEK
2022-09-21
-4200.70000000
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
781.00000000
NS
USD
214204.87000000
0.091186455110
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
HALLIBURTON CO
000000000
174271.50000000
OU
Notional Amount
USD
39437.32000000
0.016788364381
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Halliburton Co
Halliburton Co
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
134942.08000000
USD
39437.32000000
N
N
N
Alliant Energy Corp
5493009ML300G373MZ12
Alliant Energy Corp
018802108
944.00000000
NS
USD
55327.84000000
0.023552917347
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ESCO TECHNOLOGIES INC
000000000
60874.25000000
OU
Notional Amount
USD
-2330.31000000
-0.00099200689
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ESCO Technologies Inc
ESCO Technologies Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
63242.25000000
USD
-2330.31000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
LEAR CORP
000000000
42992.80000000
OU
Notional Amount
USD
4622.97000000
0.001967986285
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Lear Corp
Lear Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
38396.45000000
USD
4622.97000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
NEWMONT GOLDCORP CORP
000000000
92886.65000000
OU
Notional Amount
USD
11255.93000000
0.004791620076
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Newmont Corp
Newmont Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
81688.23000000
USD
11255.93000000
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
1944.00000000
NS
USD
72725.04000000
0.030958860064
Long
EC
CORP
US
N
1
N
N
N
WD-40 Co
549300UZHTN0CNKBOB19
WD-40 Co
929236107
655.00000000
NS
USD
131890.80000000
0.056145569957
Long
EC
CORP
US
N
1
N
N
N
Crocs Inc
549300B0J6YCXD63OG72
Crocs Inc
227046109
1049.00000000
NS
USD
51054.83000000
0.021733908122
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
LIVEPERSON INC
000000000
74184.38000000
OU
Notional Amount
USD
11717.37000000
0.004988053882
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
LivePerson Inc
LivePerson Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
62512.94000000
USD
11717.37000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DXC TECHNOLOGY CO
000000000
109146.78000000
OU
Notional Amount
USD
15283.67000000
0.006506218501
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DXC Technology Co
DXC Technology Co
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
93930.69000000
USD
15283.67000000
N
N
N
MGE Energy Inc
N/A
MGE Energy Inc
55277P104
374.00000000
NS
USD
29108.42000000
0.012391378560
Long
EC
CORP
US
N
1
N
N
N
Dillard's Inc
529900FGYKMWL6019P91
Dillard's Inc
254067101
283.00000000
NS
USD
62421.31000000
0.026572589046
Long
EC
CORP
US
N
1
N
N
N
SS&C Technologies Holdings Inc
529900POY8H7NPPNKK71
SS&C Technologies Holdings Inc
78467J100
3451.00000000
NS
USD
200399.57000000
0.085309574866
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE SEP22
000000000
-127.00000000
NC
-121876.05000000
-0.05188231697
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 10 Year Euro BUND Future
RXU2 Comdty
2022-09-08
-18778760.51000000
EUR
-121876.05000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
WALT DISNEY CO/THE
000000000
184397.44000000
OU
Notional Amount
USD
19586.06000000
0.008337734716
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Walt Disney Co/The
Walt Disney Co/The
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
164916.80000000
USD
19586.06000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
INSMED INC
000000000
65136.02000000
OU
Notional Amount
USD
-3074.57000000
-0.00130883643
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Insmed Inc
Insmed Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
68250.92000000
USD
-3074.57000000
N
N
N
Silgan Holdings Inc
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048109
2345.00000000
NS
USD
96965.75000000
0.041278067159
Long
EC
CORP
US
N
1
N
N
N
OSI Systems Inc
DDX3MPX1Y8YD30050X33
OSI Systems Inc
671044105
1191.00000000
NS
USD
101759.04000000
0.043318558224
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SCHRODINGER INC
000000000
65607.76000000
OU
Notional Amount
USD
-1406.61000000
-0.00059879021
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Schrodinger Inc/United States
Schrodinger Inc/United States
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
67054.99000000
USD
-1406.61000000
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887102
7555.00000000
NS
USD
258683.20000000
0.110120764316
Long
EC
CORP
US
N
1
N
N
N
AptarGroup Inc
VNPEQDQFAA7IY1T2PX43
AptarGroup Inc
038336103
1130.00000000
NS
USD
116627.30000000
0.049647937771
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
FRESHPET INC
000000000
60742.68000000
OU
Notional Amount
USD
16985.13000000
0.007230525591
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Freshpet Inc
Freshpet Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
43795.16000000
USD
16985.13000000
N
N
N
Dynex Capital Inc
5CIJ4S9HAEBWILA19B65
Dynex Capital Inc
26817Q886
6992.00000000
NS
USD
111312.64000000
0.047385500855
Long
EC
US
N
1
N
N
N
Xerox Holdings Corp
5493000Y33XDVO2CXC18
Xerox Holdings Corp
98421M106
5116.00000000
NS
USD
75972.60000000
0.032341337895
Long
EC
CORP
US
N
1
N
N
N
Innoviva Inc
549300ACOX4QTBES6535
Innoviva Inc
45781M101
7367.00000000
NS
USD
108736.92000000
0.046289023561
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
EQUITABLE HOLDINGS INC
000000000
132496.37000000
OU
Notional Amount
USD
18991.42000000
0.008084598017
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Equitable Holdings Inc
Equitable Holdings Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
113586.99000000
USD
18991.42000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
FTSE 100 IDX FUT SEP22
000000000
4.00000000
NC
-738.99000000
-0.00031458611
N/A
DE
GB
N
2
ICE Futures Europe - Financial Products Division
N/A
Long
ICF FTSE 100 Index Future
Z U2 INDEX
2022-09-16
286160.05000000
GBP
-738.99000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PAYCOM SOFTWARE INC
000000000
200459.70000000
OU
Notional Amount
USD
3099.22000000
0.001319329879
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Paycom Software Inc
Paycom Software Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
197484.60000000
USD
3099.22000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CALERES INC
000000000
88539.06000000
OU
Notional Amount
USD
6961.24000000
0.002963381732
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Caleres Inc
Caleres Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
81632.64000000
USD
6961.24000000
N
N
N
Primo Water Corp
5493005TMUI9D3MY9I37
Primo Water Corp
74167P108
13390.00000000
NS
USD
179158.20000000
0.076267178995
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CERIDIAN HCM HOLDING INC
000000000
207352.90000000
OU
Notional Amount
USD
34085.65000000
0.014510172404
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Ceridian HCM Holding Inc
Ceridian HCM Holding Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
173395.64000000
USD
34085.65000000
N
N
N
Domino's Pizza Inc
25490005ZWM1IF9UXU57
Domino's Pizza Inc
25754A201
331.00000000
NS
USD
128994.01000000
0.054912414000
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ALLOGENE THERAPEUTICS INC
000000000
49158.07000000
OU
Notional Amount
USD
-21480.09000000
-0.00914401835
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Allogene Therapeutics Inc
Allogene Therapeutics Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
70668.60000000
USD
-21480.09000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MONDELEZ INTERNATIONAL INC-A
000000000
7511.22000000
OU
Notional Amount
USD
-352.60000000
-0.00015010090
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Mondelez International Inc
Mondelez International Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
7823.34000000
USD
-352.60000000
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
000000000
727.00000000
NS
USD
133389.96000000
0.056783758463
Long
EC
CORP
NL
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
RALPH LAUREN CORP
000000000
253836.99000000
OU
Notional Amount
USD
26999.76000000
0.011493727492
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Ralph Lauren Corp
Ralph Lauren Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
225111.15000000
USD
26999.76000000
N
N
N
Sunoco LP
54930001NJU8E40NQ561
Sunoco LP
86765K109
5889.00000000
NS
USD
219365.25000000
0.093383215433
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
REPAY HOLDINGS CORP
000000000
116581.80000000
OU
Notional Amount
USD
-3673.42000000
-0.00156376532
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Repay Holdings Corp
Repay Holdings Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
120327.40000000
USD
-3673.42000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ENPRO INDUSTRIES INC
000000000
125155.10000000
OU
Notional Amount
USD
8874.82000000
0.003777987753
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
EnPro Industries Inc
EnPro Industries Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
116340.60000000
USD
8874.82000000
N
N
N
Rollins Inc
549300F2A0BXT4SGWD84
Rollins Inc
775711104
3899.00000000
NS
USD
136153.08000000
0.057960011449
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ZILLOW GROUP INC - A
000000000
71048.88000000
OU
Notional Amount
USD
14534.69000000
0.006187379667
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Zillow Group Inc
Zillow Group Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
56558.18000000
USD
14534.69000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DELTA AIR LINES INC
000000000
150459.21000000
OU
Notional Amount
USD
45999.64000000
0.019581926909
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Delta Air Lines Inc
Delta Air Lines Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
104552.73000000
USD
45999.64000000
N
N
N
IAA Inc
549300PZCOPC5178W747
IAA Inc
449253103
3494.00000000
NS
USD
114498.38000000
0.048741662073
Long
EC
CORP
US
N
1
N
N
N
Essential Utilities Inc
549300ILTEOF3E3QY357
Essential Utilities Inc
29670G102
820.00000000
NS
USD
37597.00000000
0.016004944952
Long
EC
CORP
US
N
1
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671D857
1632.00000000
NS
USD
47752.32000000
0.020328038219
Long
EC
CORP
US
N
1
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
191.00000000
NS
USD
90824.32000000
0.038663676407
Long
EC
CORP
US
N
1
N
N
N
Macy's Inc
529900NZQ81TIOW3CW52
Macy's Inc
55616P104
2461.00000000
NS
USD
45085.52000000
0.019192788406
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
FOOT LOCKER INC
000000000
69950.58000000
OU
Notional Amount
USD
16438.64000000
0.006997886221
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Foot Locker Inc
Foot Locker Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
53555.25000000
USD
16438.64000000
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829107
1917.00000000
NS
USD
162389.07000000
0.069128604041
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
RLJ LODGING TRUST
000000000
128444.52000000
OU
Notional Amount
USD
22937.49000000
0.009764429736
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
RLJ Lodging Trust
RLJ Lodging Trust
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
105490.92000000
USD
22937.49000000
N
N
N
Erie Indemnity Co
549300WA5KP94KRUFZ80
Erie Indemnity Co
29530P102
842.00000000
NS
USD
161823.98000000
0.068888046700
Long
EC
CORP
US
N
1
N
N
N
Star Bulk Carriers Corp
549300SO3FMK7H6DDY54
Star Bulk Carriers Corp
000000000
2727.00000000
NS
USD
68147.73000000
0.029010311122
Long
EC
CORP
MH
N
1
N
N
N
SentinelOne Inc
N/A
SentinelOne Inc
81730H109
1711.00000000
NS
USD
39917.63000000
0.016992831097
Long
EC
CORP
US
N
1
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348106
990.00000000
NS
USD
221670.90000000
0.094364724631
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
KINROSS GOLD CORP
000000000
67032.00000000
OU
Notional Amount
USD
13743.21000000
0.005850448693
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Kinross Gold Corp
Kinross Gold Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
53327.68000000
USD
13743.21000000
N
N
N
TORONTO DOMINION
N/A
TORONTO DOMINION
89114WXM2
8000000.00000000
PA
USD
7990194.48000000
3.401404974023
Long
STIV
CORP
CA
N
2
2022-09-22
Fixed
1.55000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 SEP22
000000000
-19.00000000
NC
8525.22000000
0.003629163944
N/A
DE
DE
N
2
Eurex Deutschland
529900LN3S50JPU47S06
Short
EUX EURO STOXX 50 Future
VGU2 INDEX
2022-09-16
-663550.00000000
EUR
8525.22000000
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473P105
1374.00000000
NS
USD
40519.26000000
0.017248943420
Long
EC
CORP
US
N
1
N
N
N
Insight Enterprises Inc
529900S8991TYW6YP792
Insight Enterprises Inc
45765U103
1947.00000000
NS
USD
167987.16000000
0.071511696370
Long
EC
CORP
US
N
1
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932107
8860.00000000
NS
USD
340135.40000000
0.144794753656
Long
EC
CORP
US
N
1
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604301
1703.00000000
NS
USD
108430.01000000
0.046158372774
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P MID 400 EMINI SEP22
000000000
40.00000000
NC
USD
-504623.85000000
-0.21481705829
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-Mini Standard & Poor's MidCap 400 Index Future
FAM2 INDEX
2022-09-16
9576623.85000000
USD
-504623.85000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CONSTELLIUM SE
000000000
75633.42000000
OU
Notional Amount
USD
16525.87000000
0.007035019805
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Constellium SE
Constellium SE
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
59154.38000000
USD
16525.87000000
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
342.00000000
NS
USD
102418.74000000
0.043599390795
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DANA INC
000000000
31944.24000000
OU
Notional Amount
USD
4822.99000000
0.002053134278
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Dana Inc
Dana Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
27141.03000000
USD
4822.99000000
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
452308109
1294.00000000
NS
USD
235831.50000000
0.100392855160
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CADENCE BANK
000000000
157733.73000000
OU
Notional Amount
USD
17977.69000000
0.007653055797
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Cadence Bank
Cadence Bank
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
138555.48000000
USD
17977.69000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
UNIVERSAL HEALTH SERVICES-B
000000000
256073.55000000
OU
Notional Amount
USD
49273.05000000
0.020975409018
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Universal Health Services Inc
Universal Health Services Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
206959.05000000
USD
49273.05000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COTTON NO.2 FUTR DEC22
000000000
-5.00000000
NC
USD
48625.00000000
0.020699535821
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT CTN Number 2 Cotton Future
CTZ2 COMDTY
2022-12-07
-295725.00000000
USD
48625.00000000
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
2896.00000000
NS
USD
83839.20000000
0.035690129021
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
HYATT HOTELS CORP - CL A
000000000
146727.40000000
OU
Notional Amount
USD
24127.65000000
0.010271077747
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Hyatt Hotels Corp
Hyatt Hotels Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
122690.60000000
USD
24127.65000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
EVERI HOLDINGS INC
000000000
47148.60000000
OU
Notional Amount
USD
4217.25000000
0.001795272338
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Everi Holdings Inc
Everi Holdings Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
42960.54000000
USD
4217.25000000
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
441.00000000
NS
USD
37251.27000000
0.015857768591
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
1387.00000000
NS
USD
148700.27000000
0.063301317543
Long
EC
CORP
US
N
1
N
N
N
Ambarella Inc
254900XN7F4DG0CEKC02
Ambarella Inc
000000000
955.00000000
NS
USD
62514.30000000
0.026612174647
Long
EC
CORP
KY
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT SEP22
000000000
-6.00000000
NC
USD
24369.86000000
0.010374185913
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CME Ultra Long Term US Treasury Bond Future
WNU2 Comdty
2022-09-21
-950432.36000000
USD
24369.86000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
8X8 INC
000000000
58275.50000000
OU
Notional Amount
USD
16915.88000000
0.007201046046
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
8x8 Inc
8x8 Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
41395.70000000
USD
16915.88000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
13447.21000000
0.005724442264
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1500000.00000000
PLN
344559.86000000
USD
2022-09-21
13447.21000000
N
N
N
Shockwave Medical Inc
549300LDXO56IC5Y1538
Shockwave Medical Inc
82489T104
316.00000000
NS
USD
60409.72000000
0.025716260424
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
QUANTERIX CORP
000000000
46516.74000000
OU
Notional Amount
USD
1877.33000000
0.000799174490
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Quanterix Corp
Quanterix Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
44668.21000000
USD
1877.33000000
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608102
1695.00000000
NS
USD
153160.20000000
0.065199898125
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
FATE THERAPEUTICS INC
000000000
57750.00000000
OU
Notional Amount
USD
-4164.66000000
-0.00177288491
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Fate Therapeutics Inc
Fate Therapeutics Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
61950.00000000
USD
-4164.66000000
N
N
N
Chemed Corp
54930020031IDJT2IM79
Chemed Corp
16359R103
329.00000000
NS
USD
154429.31000000
0.065740154946
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
421.00000000
NS
USD
21365.75000000
0.009095344112
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
REALOGY HOLDINGS CORP
000000000
48220.10000000
OU
Notional Amount
USD
9962.11000000
0.004240844273
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Realogy Holdings Corp
Realogy Holdings Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
38287.85000000
USD
9962.11000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BRIGHT HORIZONS FAMILY SOLUT
000000000
122876.35000000
OU
Notional Amount
USD
8258.79000000
0.003515745387
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Bright Horizons Family Solutions Inc
Bright Horizons Family Solutions Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
114693.64000000
USD
8258.79000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR FUT DEC22
000000000
425.00000000
NC
USD
-471309.11000000
-0.20063506026
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Three-Month SOFR Futures
SFRZ2 COMDTY
2023-03-14
103183184.11000000
USD
-471309.11000000
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089100
1724.00000000
NS
USD
102629.72000000
0.043689204432
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
EASTERN BANKSHARES INC
000000000
22585.20000000
OU
Notional Amount
USD
1185.58000000
0.000504698317
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Eastern Bankshares Inc
Eastern Bankshares Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
21413.60000000
USD
1185.58000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MACK-CALI REALTY CORP
000000000
132227.62000000
OU
Notional Amount
USD
23503.17000000
0.010005238238
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Mack-Cali Realty Corp
Mack-Cali Realty Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
108806.32000000
USD
23503.17000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BLACKBAUD INC
000000000
229903.80000000
OU
Notional Amount
USD
20297.31000000
0.008640511988
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Blackbaud Inc
Blackbaud Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
209748.84000000
USD
20297.31000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
HANNON ARMSTRONG SUSTAINABLE
000000000
121133.49000000
OU
Notional Amount
USD
-9088.26000000
-0.00386884860
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Hannon Armstrong Sustainable Infrastructure Capital Inc
Hannon Armstrong Sustainable Infrastructure Capital Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
130276.26000000
USD
-9088.26000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
TRIUMPH GROUP INC
000000000
236199.86000000
OU
Notional Amount
USD
31783.51000000
0.013530157404
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Triumph Group Inc
Triumph Group Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
204559.68000000
USD
31783.51000000
N
N
N
Brown & Brown Inc
549300PC8KTJ71XKFY89
Brown & Brown Inc
115236101
1642.00000000
NS
USD
95794.28000000
0.040779375432
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
STOXX EUROPE 600 SEP22
000000000
314.00000000
NC
-13823.51000000
-0.00588463219
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex Stoxx Europe 600 Futures
SXOU2 Index
2022-09-16
6368551.00000000
EUR
-13823.51000000
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
000000000
924.00000000
NS
USD
249184.32000000
0.106077115847
Long
EC
CORP
IE
N
1
N
N
N
Blackstone Inc
5299004LW4QWGZUB8Y96
Blackstone Inc
09260D107
667.00000000
NS
USD
60850.41000000
0.025903861009
Long
EC
CORP
US
N
1
N
N
N
NortonLifeLock Inc
YF6ZV0M6AU4FY94MK914
NortonLifeLock Inc
668771108
5666.00000000
NS
USD
124425.36000000
0.052967551598
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BLOOM ENERGY CORP- A
000000000
188935.68000000
OU
Notional Amount
USD
11116.66000000
0.004732333200
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Bloom Energy Corp
Bloom Energy Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
177936.00000000
USD
11116.66000000
N
N
N
Flowers Foods Inc
7YNCQQNDK8FBM9BBTK25
Flowers Foods Inc
343498101
1656.00000000
NS
USD
43585.92000000
0.018554412593
Long
EC
CORP
US
N
1
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
WTI CRUDE FUTURE SEP22
000000000
19.00000000
NC
USD
-110927.70000000
-0.04722163290
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Light Sweet Crude Oil Future
CLU2 COMDTY
2022-08-22
2069827.70000000
USD
-110927.70000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUXL 30Y BND SEP22
000000000
-4.00000000
NC
-390.76000000
-0.00016634551
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 30 Year Euro BUXL Future
UBU2 Comdty
2022-09-08
-653867.12000000
EUR
-390.76000000
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp
260003108
912.00000000
NS
USD
110643.84000000
0.047100794437
Long
EC
CORP
US
N
1
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
000000000
992.00000000
NS
USD
112244.80000000
0.047782318939
Long
EC
CORP
CH
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MATCH GROUP INC
000000000
75786.36000000
OU
Notional Amount
USD
8791.50000000
0.003742518646
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MATCH GROUP, INC.
MATCH GROUP, INC.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
67041.78000000
USD
8791.50000000
N
N
N
CANADIAN IMPERIAL BK
N/A
CANADIAN IMPERIAL BK
13606KCJ3
10000000.00000000
PA
USD
9992350.50000000
4.253717575705
Long
STIV
CORP
CA
N
2
2022-07-26
Fixed
0.50000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
JBG SMITH PROPERTIES
000000000
150059.34000000
OU
Notional Amount
USD
12709.29000000
0.005410311642
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
JBG SMITH Properties
JBG SMITH Properties
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
137442.96000000
USD
12709.29000000
N
N
N
LPL Financial Holdings Inc
549300XROQ4Y8G2L7682
LPL Financial Holdings Inc
50212V100
822.00000000
NS
USD
151642.56000000
0.064553842731
Long
EC
CORP
US
N
1
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776696106
558.00000000
NS
USD
220214.70000000
0.093744824085
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
AFFIRM HOLDINGS INC
000000000
151848.00000000
OU
Notional Amount
USD
55713.78000000
0.023717211000
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Affirm Holdings Inc
Affirm Holdings Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
96223.68000000
USD
55713.78000000
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp
501889208
3312.00000000
NS
USD
162586.08000000
0.069212470685
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
EURO FX CURR FUT SEP22
000000000
-87.00000000
NC
USD
169907.13000000
0.072329022597
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Euro Foreign Exchange Currency Future
ECU2 CURNCY
2022-09-19
-11629982.13000000
USD
169907.13000000
N
N
N
WESTPAC BKING CORP N
N/A
WESTPAC BKING CORP N
96130ANQ7
10000000.00000000
PA
USD
9967380.10000000
4.243087741478
Long
STIV
CORP
AU
N
2
2022-11-15
Fixed
1.70000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
JONES LANG LASALLE INC
000000000
69653.96000000
OU
Notional Amount
USD
7971.51000000
0.003393451039
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Jones Lang LaSalle Inc
Jones Lang LaSalle Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
61725.58000000
USD
7971.51000000
N
N
N
Commodities Exchange Center
N/A
GOLD 100 OZ FUTR AUG22
000000000
27.00000000
NC
USD
-97431.27000000
-0.04147623781
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Gold 100 Troy Ounces Future
GCQ2 COMDTY
2022-08-29
4977141.27000000
USD
-97431.27000000
N
N
N
MITSUBISHI TST+BNK C
N/A
MITSUBISHI TST+BNK C
60683B5X7
7500000.00000000
PA
USD
7495928.18000000
3.190997097779
Long
STIV
CORP
US
N
2
2022-07-28
Fixed
1.05000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
LYFT INC-A
000000000
209614.08000000
OU
Notional Amount
USD
52296.19000000
0.022262351840
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Lyft Inc
Lyft Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
157447.68000000
USD
52296.19000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SERVICE PROPERTIES TRUST
000000000
143766.96000000
OU
Notional Amount
USD
25070.76000000
0.010672557217
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Service Properties Trust
Service Properties Trust
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
118783.76000000
USD
25070.76000000
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
1303.00000000
NS
USD
103640.62000000
0.044119541928
Long
EC
CORP
US
N
1
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
CAN 10YR BOND FUT SEP22
000000000
-96.00000000
NC
104171.85000000
0.044345685155
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Short
Montreal Exchange 10 Year Canadian Bond Future
CNU2 Comdty
2022-09-20
-12037130.00000000
CAD
104171.85000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ATARA BIOTHERAPEUTICS INC
000000000
48167.60000000
OU
Notional Amount
USD
-23961.35000000
-0.01020028427
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Atara Biotherapeutics Inc
Atara Biotherapeutics Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
72158.77000000
USD
-23961.35000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ANNALY CAPITAL MANAGEMENT IN
000000000
42799.75000000
OU
Notional Amount
USD
3134.50000000
0.001334348483
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Annaly Capital Management Inc
Annaly Capital Management Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
38267.25000000
USD
3134.50000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PBF ENERGY INC-CLASS A
000000000
221012.40000000
OU
Notional Amount
USD
27963.10000000
0.011903818820
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PBF Energy Inc
PBF Energy Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
193186.14000000
USD
27963.10000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
3MO EURO EURIBOR DEC22
000000000
-53.00000000
NC
-25111.50000000
-0.01068990012
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
3 Month Euro Euribor Future
ERZ2 Comdty
2022-12-19
-13074987.50000000
EUR
-25111.50000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SPIRIT AEROSYSTEMS HOLD-CL A
000000000
103623.16000000
OU
Notional Amount
USD
7022.94000000
0.002989647261
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Spirit AeroSystems Holdings Inc
Spirit AeroSystems Holdings Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
96631.40000000
USD
7022.94000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
TWILIO INC - A
000000000
68255.33000000
OU
Notional Amount
USD
13904.90000000
0.005919279704
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Twilio Inc
Twilio Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
54392.69000000
USD
13904.90000000
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498101
978.00000000
NS
USD
111012.78000000
0.047257851234
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
LENDINGTREE INC
000000000
48279.15000000
OU
Notional Amount
USD
14786.74000000
0.006294676695
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
LendingTree Inc
LendingTree Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
33522.30000000
USD
14786.74000000
N
N
N
Nielsen Holdings PLC
549300ZVCBHQE0XHG367
Nielsen Holdings PLC
000000000
3871.00000000
NS
USD
89884.62000000
0.038263648565
Long
EC
CORP
GB
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
TFS FINANCIAL CORP
000000000
129458.14000000
OU
Notional Amount
USD
-159.32000000
-0.00006782210
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
TFS Financial Corp
TFS Financial Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
129679.85000000
USD
-159.32000000
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
AUST 3YR BOND FUT SEP22
000000000
-25.00000000
NC
-3093.65000000
-0.00131695874
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
SFE 3 Year Australian Bond Future
YMU2 COMDTY
2022-09-15
-2682008.33000000
AUD
-3093.65000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
FERROGLOBE PLC
000000000
152768.86000000
OU
Notional Amount
USD
26474.25000000
0.011270019254
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Ferroglobe PLC
Ferroglobe PLC
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
126385.38000000
USD
26474.25000000
N
N
N
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
HSCEI FUTURES JUL22
000000000
-3.00000000
NC
1983.29000000
0.000844281386
N/A
DE
HK
N
2
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Short
HKG Hang Seng China Enterprises Index Future
HCN2 Index
2022-07-28
-1159200.00000000
HKD
1983.29000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
P G & E CORP
000000000
121219.20000000
OU
Notional Amount
USD
22132.97000000
0.009421947668
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PG&E Corp
PG&E Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
99161.28000000
USD
22132.97000000
N
N
N
Datadog Inc
549300F6JNO0KRPO1K63
Datadog Inc
23804L103
634.00000000
NS
USD
60382.16000000
0.025704528203
Long
EC
CORP
US
N
1
N
N
N
MDU Resources Group Inc
N/A
MDU Resources Group Inc
552690109
4639.00000000
NS
USD
125206.61000000
0.053300127687
Long
EC
CORP
US
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR SEP22
000000000
-23.00000000
NC
USD
189049.00000000
0.080477666788
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Future
LAU22 COMDTY
2022-09-19
-1595067.75000000
USD
189049.00000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BRP GROUP INC-A
000000000
163803.90000000
OU
Notional Amount
USD
7051.07000000
0.003001622129
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BRP Group Inc
BRP Group Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
156854.25000000
USD
7051.07000000
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506101
1323.00000000
NS
USD
157595.76000000
0.067088104462
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ORGANOGENESIS HOLDINGS INC
000000000
46695.53000000
OU
Notional Amount
USD
5603.10000000
0.002385225072
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Organogenesis Holdings Inc
Organogenesis Holdings Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
41118.88000000
USD
5603.10000000
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540R409
688.00000000
NS
USD
161239.68000000
0.068639311713
Long
EC
CORP
US
N
1
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC Inc
69370C100
1019.00000000
NS
USD
108360.46000000
0.046128765520
Long
EC
CORP
US
N
1
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
301.00000000
NS
USD
67147.08000000
0.028584337023
Long
EC
CORP
US
N
1
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123101
606.00000000
NS
USD
108328.56000000
0.046115185773
Long
EC
CORP
US
N
1
N
N
N
Credit Acceptance Corp
N/A
Credit Acceptance Corp
225310101
287.00000000
NS
USD
135868.67000000
0.057838938852
Long
EC
CORP
US
N
1
N
N
N
IDACORP Inc
N134NUJDWN8UEFA8B673
IDACORP Inc
451107106
388.00000000
NS
USD
41096.96000000
0.017494868805
Long
EC
CORP
US
N
1
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA
06417MYF6
8000000.00000000
PA
USD
7984398.08000000
3.398937461643
Long
STIV
CORP
CA
N
2
2022-11-17
Fixed
2.07000000
N
N
N
N
N
N
Gentex Corp
549300S3UD8XV1MN0287
Gentex Corp
371901109
4250.00000000
NS
USD
118872.50000000
0.050603713562
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
APA CORP
000000000
64849.50000000
OU
Notional Amount
USD
5822.46000000
0.002478606053
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
APA Corp
APA Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
59050.80000000
USD
5822.46000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
APTIV PLC
000000000
164884.48000000
OU
Notional Amount
USD
26749.93000000
0.011387375511
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Aptiv PLC
Aptiv PLC
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
138236.64000000
USD
26749.93000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MATADOR RESOURCES CO
000000000
44318.46000000
OU
Notional Amount
USD
10282.53000000
0.004377246232
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Matador Resources Co
Matador Resources Co
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
34057.29000000
USD
10282.53000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
E-MINI RUSS 2000 SEP22
000000000
364.00000000
NC
USD
-1516126.18000000
-0.64541096500
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-mini Russell 2000 Index Futures
RTYU2 Index
2022-09-16
32601726.18000000
USD
-1516126.18000000
N
N
N
Hercules Capital Inc
549300UJ5OC256GR2B73
Hercules Capital Inc
427096508
6053.00000000
NS
USD
81654.97000000
0.034760308000
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
AMERICAN TOWER CORP
000000000
135668.43000000
OU
Notional Amount
USD
-8454.41000000
-0.00359902031
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
American Tower Corp
American Tower Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
143385.99000000
USD
-8454.41000000
N
N
N
ON Semiconductor Corp
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189105
476.00000000
NS
USD
23947.56000000
0.010194413903
Long
EC
CORP
US
N
1
N
N
N
Sonoco Products Co
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co
835495102
514.00000000
NS
USD
29318.56000000
0.012480834611
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SUNSTONE HOTEL INVESTORS INC
000000000
155167.11000000
OU
Notional Amount
USD
26670.22000000
0.011353443172
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Sunstone Hotel Investors Inc
Sunstone Hotel Investors Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
128592.96000000
USD
26670.22000000
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
AUST 10Y BOND FUT SEP22
000000000
37.00000000
NC
52144.75000000
0.022197884227
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
SFE 10 Year Australian Bond Future
XMU2 COMDTY
2022-09-15
4323568.44000000
AUD
52144.75000000
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare Inc
40412C101
666.00000000
NS
USD
111927.96000000
0.047647440976
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
HOST HOTELS & RESORTS INC
000000000
154182.87000000
OU
Notional Amount
USD
32875.71000000
0.013995104098
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Host Hotels & Resorts Inc
Host Hotels & Resorts Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
120939.84000000
USD
32875.71000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BROOKFIELD ASSET MANAGE-CL A
000000000
145272.60000000
OU
Notional Amount
USD
17689.18000000
0.007530237842
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Brookfield Asset Management Inc
Brookfield Asset Management Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
127673.37000000
USD
17689.18000000
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart Inc
217204106
1217.00000000
NS
USD
132239.22000000
0.056293891443
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
GENERAL MOTORS CO
000000000
181722.28000000
OU
Notional Amount
USD
29184.73000000
0.012423863528
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
General Motors Co
General Motors Co
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
152638.56000000
USD
29184.73000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
UBER TECHNOLOGIES INC
000000000
217044.08000000
OU
Notional Amount
USD
31947.16000000
0.013599822783
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Uber Technologies Inc
Uber Technologies Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
185224.38000000
USD
31947.16000000
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
929.00000000
NS
USD
113012.85000000
0.048109275823
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ROKU INC
000000000
56275.70000000
OU
Notional Amount
USD
7601.52000000
0.003235947260
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Roku Inc
Roku Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
48709.02000000
USD
7601.52000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BILL.COM HOLDINGS INC
000000000
89980.64000000
OU
Notional Amount
USD
6372.01000000
0.002712548056
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Bill.com Holdings Inc
Bill.com Holdings Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
83664.34000000
USD
6372.01000000
N
N
N
Antero Resources Corp
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674X106
1084.00000000
NS
USD
33224.60000000
0.014143625663
Long
EC
CORP
US
N
1
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
MSCI SING IX ETS JUL22
000000000
-13.00000000
NC
10780.46000000
0.004589213736
N/A
DE
SG
N
2
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Short
SGX MSCI Singapore Index Future
QZM2 Index
2022-07-28
-379979.00000000
SGD
10780.46000000
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345Y106
1817.00000000
NS
USD
314504.53000000
0.133883759071
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
307.00000000
NS
USD
143697.49000000
0.061171647131
Long
EC
CORP
US
N
1
N
N
N
Agree Realty Corp
N/A
Agree Realty Corp
008492100
423.00000000
NS
USD
30510.99000000
0.012988448955
Long
EC
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-52077.34000000
-0.02216918796
N/A
DFE
NO
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1679301.13000000
USD
16000000.00000000
NOK
2022-09-21
-52077.34000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PINTEREST INC- CLASS A
000000000
66613.50000000
OU
Notional Amount
USD
5092.34000000
0.002167795871
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Pinterest Inc
Pinterest Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
61562.40000000
USD
5092.34000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BTP FUTURE SEP22
000000000
47.00000000
NC
50636.96000000
0.021556021952
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Euro-BTP Italian Bond Futures
IKU2 Comdty
2022-09-08
5738319.98000000
EUR
50636.96000000
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM International Inc
749685103
3115.00000000
NS
USD
245212.80000000
0.104386450129
Long
EC
CORP
US
N
1
N
N
N
Church & Dwight Co Inc
POOXSI30AWAQGYJZC921
Church & Dwight Co Inc
171340102
678.00000000
NS
USD
62823.48000000
0.026743791767
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
1733.00000000
NS
USD
236935.76000000
0.100862935765
Long
EC
CORP
US
N
1
N
N
N
Asana Inc
N/A
Asana Inc
04342Y104
2263.00000000
NS
USD
39783.54000000
0.016935749333
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796S42
10000000.00000000
PA
USD
9994361.10000000
4.254573482887
Long
STIV
UST
US
N
2
2022-07-21
None
0.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
12347.72000000
0.005256392235
N/A
DFE
CH
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
909327.10000000
USD
875000.00000000
CHF
2022-09-21
12347.72000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
HELIX ENERGY SOLUTIONS GROUP
000000000
76722.40000000
OU
Notional Amount
USD
25509.46000000
0.010859310664
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
2023-05-19
0.00000000
USD
0.00000000
USD
51258.50000000
USD
25509.46000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SPOTIFY TECHNOLOGY SA
000000000
135771.03000000
OU
Notional Amount
USD
16402.19000000
0.006982369551
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Spotify Technology SA
Spotify Technology SA
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
119445.59000000
USD
16402.19000000
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
550.00000000
NS
USD
139436.00000000
0.059357541940
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
FIRST SOLAR INC
000000000
76258.80000000
OU
Notional Amount
USD
2725.62000000
0.001160289333
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
First Solar Inc
First Solar Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
73580.40000000
USD
2725.62000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
UNIVERSAL DISPLAY CORP
000000000
82985.67000000
OU
Notional Amount
USD
16588.07000000
0.007061498183
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Universal Display Corp
Universal Display Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
66448.98000000
USD
16588.07000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DOLLAR TREE INC
000000000
244182.59000000
OU
Notional Amount
USD
6974.23000000
0.002968911541
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Dollar Tree Inc
Dollar Tree Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
237359.55000000
USD
6974.23000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CELSIUS HOLDINGS INC
000000000
121699.13000000
OU
Notional Amount
USD
-21487.92000000
-0.00914735156
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Celsius Holdings Inc
Celsius Holdings Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
143245.70000000
USD
-21487.92000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MERITAGE HOMES CORP
000000000
88551.78000000
OU
Notional Amount
USD
13351.61000000
0.005683745593
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Meritage Homes Corp
Meritage Homes Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
75255.00000000
USD
13351.61000000
N
N
N
TriNet Group Inc
5299003FJVBETSFKE990
TriNet Group Inc
896288107
1714.00000000
NS
USD
133040.68000000
0.056635070877
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
STRATEGIC EDUCATION INC
000000000
47587.86000000
OU
Notional Amount
USD
-3412.02000000
-0.00145248802
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Strategic Education Inc
Strategic Education Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
51029.34000000
USD
-3412.02000000
N
N
N
Neenah Inc
8SR38IKUT3O1F1I6VH65
Neenah Inc
640079109
28128.00000000
NS
USD
960289.92000000
0.408792917189
Long
EC
CORP
US
N
1
N
N
N
First Financial Corp/IN
N/A
First Financial Corp/IN
320218100
2570.00000000
NS
USD
114365.00000000
0.048684882555
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ALBEMARLE CORP
000000000
64287.32000000
OU
Notional Amount
USD
4132.06000000
0.001759007177
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Albemarle Corp
Albemarle Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
60186.24000000
USD
4132.06000000
N
N
N
Signature Bank/New York NY
VLP5AP0XK2GM6GKD1007
Signature Bank/New York NY
82669G104
297.00000000
NS
USD
53225.37000000
0.022657901345
Long
EC
CORP
US
N
1
N
N
N
Avangrid Inc
549300OX0Q38NLSKPB49
Avangrid Inc
05351W103
1305.00000000
NS
USD
60186.60000000
0.025621278821
Long
EC
CORP
US
N
1
N
N
N
Howmet Aerospace Inc
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201108
3125.00000000
NS
USD
98281.25000000
0.041838072081
Long
EC
CORP
US
N
1
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
SUGAR 11 (WORLD) OCT22
000000000
-92.00000000
NC
USD
104526.46000000
0.044496641708
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT CSC Number 11 World Sugar Future
SBV2 COMDTY
2022-09-30
-2010766.46000000
USD
104526.46000000
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc
053015103
466.00000000
NS
USD
97878.64000000
0.041666682053
Long
EC
CORP
US
N
1
N
N
N
ICE Futures Europe - Financial Products Division
N/A
LONG GILT FUTURE SEP22
000000000
7.00000000
NC
8982.34000000
0.003823758737
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
Long Gilt Future
G U2 Comdty
2022-09-28
790481.10000000
GBP
8982.34000000
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
12563400.57000000
PA
USD
12563400.57000000
5.348206892386
Long
RA
CORP
US
N
2
Repurchase
N
0.35000000
2022-07-01
12818300.00000000
USD
12814785.41000000
USD
UST
N
N
N
Avista Corp
Q0IK63NITJD6RJ47SW96
Avista Corp
05379B107
751.00000000
NS
USD
32676.01000000
0.013910092329
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICAN PESO FUT SEP22
000000000
67.00000000
NC
USD
-37799.06000000
-0.01609096136
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Mexican Peso Currency Future
PEU2 CURNCY
2022-09-19
1677959.06000000
USD
-37799.06000000
N
N
N
Inmode Ltd
984500DD95A35E9BD358
Inmode Ltd
000000000
2492.00000000
NS
USD
55845.72000000
0.023773377514
Long
EC
CORP
IL
N
1
N
N
N
Mid-America Apartment Communities Inc
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities Inc
59522J103
177.00000000
NS
USD
30916.59000000
0.013161111818
Long
EC
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
AGIOS PHARMACEUTICALS INC
000000000
51016.49000000
OU
Notional Amount
USD
-13739.66000000
-0.00584893746
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Agios Pharmaceuticals Inc
Agios Pharmaceuticals Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
64780.74000000
USD
-13739.66000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ARCONIC INC
000000000
87512.43000000
OU
Notional Amount
USD
303.06000000
0.000129011852
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Arconic Corp
Arconic Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
87263.55000000
USD
303.06000000
N
N
N
Alcoa Corp
549300T12EZ1F6PWWU29
Alcoa Corp
013872106
904.00000000
NS
USD
41204.32000000
0.017540571678
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PILGRIM'S PRIDE CORP
000000000
231973.84000000
OU
Notional Amount
USD
14694.21000000
0.006255286915
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Pilgrim's Pride Corp
Pilgrim's Pride Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
217423.26000000
USD
14694.21000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ATMOS ENERGY CORP
000000000
4768.71000000
OU
Notional Amount
USD
175.56000000
0.000074735434
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Atmos Energy Corp
Atmos Energy Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
4596.10000000
USD
175.56000000
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq Inc
631103108
653.00000000
NS
USD
99608.62000000
0.042403130032
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
VALARIS LTD
000000000
123622.15000000
OU
Notional Amount
USD
24797.89000000
0.010556397169
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Valaris Ltd
Valaris Ltd
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
98883.84000000
USD
24797.89000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
9695.32000000
0.004127272465
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
6000000.00000000
SEK
598142.41000000
USD
2022-09-21
9695.32000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DIGITALBRIDGE GROUP INC
000000000
122561.18000000
OU
Notional Amount
USD
23284.21000000
0.009912027536
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DigitalBridge Group Inc
DigitalBridge Group Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
99351.92000000
USD
23284.21000000
N
N
N
Columbia Financial Inc
254900B9UDXFOJAZKN61
Columbia Financial Inc
197641103
5842.00000000
NS
USD
127414.02000000
0.054239816374
Long
EC
CORP
US
N
1
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
WW Grainger Inc
384802104
276.00000000
NS
USD
125422.68000000
0.053392108123
Long
EC
CORP
US
N
1
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
MSCI EMGMKT SEP22
000000000
297.00000000
NC
USD
-639693.00000000
-0.27231564356
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
ICE US MSCI Emerging Markets EM Index Futures
MESU2 Index
2022-09-16
15529788.00000000
USD
-639693.00000000
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
2792.00000000
NS
USD
375635.68000000
0.159907130367
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DENALI THERAPEUTICS INC
000000000
45835.23000000
OU
Notional Amount
USD
-9670.80000000
-0.00411683436
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Denali Therapeutics Inc
Denali Therapeutics Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
55534.41000000
USD
-9670.80000000
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368103
318.00000000
NS
USD
42977.70000000
0.018295494924
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MAXAR TECHNOLOGIES INC
000000000
159243.38000000
OU
Notional Amount
USD
20204.01000000
0.008600794421
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Maxar Technologies Inc
Maxar Technologies Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
139137.97000000
USD
20204.01000000
N
N
N
Kraft Heinz Co/The
9845007488EC87F5AF14
Kraft Heinz Co/The
500754106
719.00000000
NS
USD
27422.66000000
0.011673754920
Long
EC
CORP
US
N
1
N
N
N
Encompass Health Corp
549300FVRPM9DRQZRG64
Encompass Health Corp
29261A100
2886.00000000
NS
USD
161760.30000000
0.068860938290
Long
EC
CORP
US
N
1
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
GASOLINE RBOB FUT AUG22
000000000
2.00000000
NC
USD
-3599.40000000
-0.00153225520
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Reformulated Gasoline Blendstock for Oxygen Blending RBOB Futures
XBQ2 COMDTY
2022-07-29
300648.60000000
USD
-3599.40000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CAESARS ENTERTAINMENT CORP
000000000
108813.56000000
OU
Notional Amount
USD
20902.00000000
0.008897926945
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Caesars Entertainment Inc
Caesars Entertainment Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
87975.10000000
USD
20902.00000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1LIFE HEALTHCARE INC
000000000
75772.62000000
OU
Notional Amount
USD
5682.90000000
0.002419195724
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1Life Healthcare Inc
1Life Healthcare Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
70136.64000000
USD
5682.90000000
N
N
N
Five9 Inc
254900MXP6EWY0SFFR59
Five9 Inc
338307101
783.00000000
NS
USD
71362.62000000
0.030378881419
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CARNIVAL CORP
000000000
211915.17000000
OU
Notional Amount
USD
56275.36000000
0.023956274143
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Carnival Corp
Carnival Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
155743.25000000
USD
56275.36000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-7615.62000000
-0.00324194959
N/A
DFE
SE
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
596062.71000000
USD
6000000.00000000
SEK
2022-09-21
-7615.62000000
N
N
N
CatchMark Timber Trust Inc
54930027IT0GQOYYOW30
CatchMark Timber Trust Inc
14912Y202
78814.00000000
NS
USD
792868.84000000
0.337522199600
Long
EC
US
N
1
N
N
N
Alkermes PLC
N/A
Alkermes PLC
000000000
2528.00000000
NS
USD
75309.12000000
0.032058896188
Long
EC
CORP
IE
N
1
N
N
N
OVERSEA CHINESE BANKING
N/A
OVERSEA CHINESE BANKING
69033MM87
5000000.00000000
PA
USD
4996429.00000000
2.126966808566
Long
STIV
CORP
GB
N
2
2022-08-16
Fixed
1.41000000
N
N
N
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T Rowe Price Group Inc
74144T108
1142.00000000
NS
USD
129742.62000000
0.055231095327
Long
EC
CORP
US
N
1
N
N
N
Elanco Animal Health Inc
549300SHPNDCE059M934
Elanco Animal Health Inc
28414H103
6081.00000000
NS
USD
119370.03000000
0.050815510787
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
WENDY'S CO/THE
000000000
48823.24000000
OU
Notional Amount
USD
-2752.27000000
-0.00117163416
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Wendy's Co/The
Wendy's Co/The
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
51599.04000000
USD
-2752.27000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SILVERGATE CAPITAL CORP-CL A
000000000
214154.35000000
OU
Notional Amount
USD
61238.91000000
0.026069244446
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Silvergate Capital Corp
Silvergate Capital Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
153042.27000000
USD
61238.91000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PVH CORP
000000000
302331.42000000
OU
Notional Amount
USD
59783.21000000
0.025449556749
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PVH Corp
PVH Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
242735.40000000
USD
59783.21000000
N
N
N
Mercury Systems Inc
549300P3B84SGK7HH679
Mercury Systems Inc
589378108
2103.00000000
NS
USD
135285.99000000
0.057590893494
Long
EC
CORP
US
N
1
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271V100
3101.00000000
NS
USD
109744.39000000
0.046717900916
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
1265.00000000
NS
USD
115330.05000000
0.049095701826
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-3219.35000000
-0.00137046890
N/A
DFE
SE
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
591666.44000000
USD
6000000.00000000
SEK
2022-09-21
-3219.35000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ALIGN TECHNOLOGY INC
000000000
189072.84000000
OU
Notional Amount
USD
28017.64000000
0.011927036356
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Align Technology Inc
Align Technology Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
161172.27000000
USD
28017.64000000
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167735
1113.00000000
NS
USD
90264.30000000
0.038425277352
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
GAP INC/THE
000000000
216529.93000000
OU
Notional Amount
USD
54904.56000000
0.023372728154
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Gap Inc/The
Gap Inc/The
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
161759.44000000
USD
54904.56000000
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
2334.00000000
NS
USD
187046.76000000
0.079625318436
Long
EC
CORP
US
N
1
N
N
N
Broadridge Financial Solutions Inc
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions Inc
11133T103
973.00000000
NS
USD
138701.15000000
0.059044718209
Long
EC
CORP
US
N
1
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
511.00000000
NS
USD
172237.66000000
0.073321123147
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
NANOSTRING TECHNOLOGIES INC
000000000
35706.12000000
OU
Notional Amount
USD
6734.13000000
0.002866701597
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
NanoString Technologies Inc
NanoString Technologies Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
28994.10000000
USD
6734.13000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR SEP22
000000000
4.00000000
NC
USD
-81325.00000000
-0.03461984063
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Future
LAU22 COMDTY
2022-09-19
325850.00000000
USD
-81325.00000000
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
Arthur J Gallagher & Co
363576109
804.00000000
NS
USD
131084.16000000
0.055802185410
Long
EC
CORP
US
N
1
N
N
N
TreeHouse Foods Inc
5493007M7EVHE470Q576
TreeHouse Foods Inc
89469A104
3145.00000000
NS
USD
131523.90000000
0.055989381582
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
940.00000000
NS
USD
99837.40000000
0.042500521082
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
KINSALE CAPITAL GROUP INC
000000000
73000.16000000
OU
Notional Amount
USD
-3195.12000000
-0.00136015426
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Kinsale Capital Group Inc
Kinsale Capital Group Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
76240.48000000
USD
-3195.12000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-6045.26000000
-0.00257345143
N/A
DFE
NZ
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
442841.70000000
USD
700000.00000000
NZD
2022-09-21
-6045.26000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
13521.65000000
0.005756131178
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
600000.00000000
NZD
387918.60000000
USD
2022-09-21
13521.65000000
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
336.00000000
NS
USD
42588.00000000
0.018129600649
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SQUARE INC - A
000000000
135202.95000000
OU
Notional Amount
USD
40330.96000000
0.017168784601
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Block Inc
Block Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
94955.70000000
USD
40330.96000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
4544.09000000
0.001934407274
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1000000.00000000
NZD
628539.00000000
USD
2022-09-21
4544.09000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PEOPLES BANCORP INC
000000000
125351.88000000
OU
Notional Amount
USD
8761.89000000
0.003729913746
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Peoples Bancorp Inc/OH
Peoples Bancorp Inc/OH
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
116667.60000000
USD
8761.89000000
N
N
N
SVENSKA HANDLSBNKN A
N/A
SVENSKA HANDLSBNKN A
86959RXW5
5000000.00000000
PA
USD
4990574.45000000
2.124474541884
Long
STIV
CORP
SE
N
2
2022-09-22
Fixed
1.20000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PTC THERAPEUTICS INC
000000000
41734.77000000
OU
Notional Amount
USD
-15164.65000000
-0.00645555199
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PTC Therapeutics Inc
PTC Therapeutics Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
56925.26000000
USD
-15164.65000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
RINGCENTRAL INC-CLASS A
000000000
60424.98000000
OU
Notional Amount
USD
10449.57000000
0.004448354725
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
RingCentral Inc
RingCentral Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
50012.82000000
USD
10449.57000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
COEUR MINING INC
000000000
68728.52000000
OU
Notional Amount
USD
15058.61000000
0.006410411046
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Coeur Mining Inc
Coeur Mining Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
53710.72000000
USD
15058.61000000
N
N
N
Graco Inc
4T5VJ4S81BRT6Q7GGT78
Graco Inc
384109104
2136.00000000
NS
USD
126899.76000000
0.054020897231
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ETSY INC
000000000
65315.34000000
OU
Notional Amount
USD
6273.25000000
0.002670506181
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Etsy Inc
Etsy Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
59080.47000000
USD
6273.25000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PERFORMANCE FOOD GROUP CO
000000000
118968.30000000
OU
Notional Amount
USD
-7173.14000000
-0.00305358701
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Performance Food Group Co
Performance Food Group Co
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
126215.10000000
USD
-7173.14000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PARK HOTELS & RESORTS INC
000000000
126997.92000000
OU
Notional Amount
USD
31581.99000000
0.013444370865
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Park Hotels & Resorts Inc
Park Hotels & Resorts Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
95424.24000000
USD
31581.99000000
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813109
2997.00000000
NS
USD
192497.31000000
0.081945603371
Long
EC
CORP
US
N
1
N
N
N
FTI Consulting Inc
549300K17GM8EQD0FQ48
FTI Consulting Inc
302941109
1178.00000000
NS
USD
213041.30000000
0.090691126393
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
1471.00000000
NS
USD
113267.00000000
0.048217466815
Long
EC
CORP
US
N
1
N
N
N
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
HANG SENG IDX FUT JUL22
000000000
3.00000000
NC
-4583.41000000
-0.00195114569
N/A
DE
HK
N
2
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Long
HKG Hang Seng Index Future
HIM2 Index
2022-07-28
3312000.00000000
HKD
-4583.41000000
N
N
N
Reynolds Consumer Products Inc
N/A
Reynolds Consumer Products Inc
76171L106
3971.00000000
NS
USD
108289.17000000
0.046098417553
Long
EC
CORP
US
N
1
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573106
690.00000000
NS
USD
43663.20000000
0.018587310488
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PROLOGIS INC
000000000
96266.55000000
OU
Notional Amount
USD
-8395.55000000
-0.00357396376
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Prologis Inc
Prologis Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
104708.50000000
USD
-8395.55000000
N
N
N
Equity Commonwealth
549300YPGVU9PR4L0606
Equity Commonwealth
294628102
3183.00000000
NS
USD
87627.99000000
0.037303007053
Long
EC
US
N
1
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co
311900104
5162.00000000
NS
USD
257687.04000000
0.109696701599
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BUNGE LTD
000000000
182113.70000000
OU
Notional Amount
USD
37205.02000000
0.015838080087
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Bunge Ltd
Bunge Ltd
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
145013.31000000
USD
37205.02000000
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp PLC
000000000
734.00000000
NS
USD
92476.66000000
0.039367073241
Long
EC
CORP
IE
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
7507.00000000
NS
USD
464007.67000000
0.197526856282
Long
EC
CORP
US
N
1
N
N
N
SEI Investments Co
5LJTIFADGZ6XH1RVOC11
SEI Investments Co
784117103
2472.00000000
NS
USD
133537.44000000
0.056846540315
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
15443.59000000
0.006574296029
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
4000000.00000000
NOK
422249.54000000
USD
2022-09-21
15443.59000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
JPN YEN CURR FUT SEP22
000000000
91.00000000
NC
USD
-19300.01000000
-0.00821596397
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Japanese Yen Currency Future
JYU2 CURNCY
2022-09-19
8454431.26000000
USD
-19300.01000000
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
561.00000000
NS
USD
50383.41000000
0.021448086377
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
WIX.COM LTD
000000000
53558.50000000
OU
Notional Amount
USD
-2125.84000000
-0.00090496454
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Wix.com Ltd
Wix.com Ltd
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
55717.50000000
USD
-2125.84000000
N
N
N
2022-07-21
Natixis Funds Trust II
John Sgroi
John Sgroi
Assistant Treasurer