0001752724-23-046339.txt : 20230228
0001752724-23-046339.hdr.sgml : 20230228
20230228124614
ACCESSION NUMBER: 0001752724-23-046339
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221231
FILED AS OF DATE: 20230228
DATE AS OF CHANGE: 20230228
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: 23682171
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
617-449-2139
AlphaSimplex Global Alternatives Fund
S000023548
549300O2NJFJ5NLVRI47
2022-12-31
2022-12-31
N
215638450.93
1285760.61
214352690.32
0.00000000
3014501.49000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
15644690.69000000
AUD
CAD
EUR
GBP
USD
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MOMENTIVE GLOBAL INC
000000000
69276.48000000
OU
Notional Amount
USD
8353.55000000
0.003897105274
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Momentive Global, Inc.
Momentive Global, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
69276.48000000
USD
8353.55000000
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
432.00000000
NS
USD
92577.60000000
0.043189380950
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
INSULET CORP
000000000
45640.90000000
OU
Notional Amount
USD
1287.51000000
0.000600650263
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Insulet Corp.
Insulet Corp.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
45640.90000000
USD
1287.51000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ACCOLADE INC
000000000
53492.14000000
OU
Notional Amount
USD
6477.20000000
0.003021748871
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Accolade Inc
Accolade Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
53492.14000000
USD
6477.20000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
AVERY DENNISON CORP
000000000
117544.64000000
OU
Notional Amount
USD
7885.32000000
0.003678666215
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Avery Dennison Corp.
Avery Dennison Corp.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
117544.64000000
USD
7885.32000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
GLOBAL-E ONLINE LTD
000000000
139148.07000000
OU
Notional Amount
USD
6459.55000000
0.003013514778
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Global-e Online Ltd.
Global-e Online Ltd.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
139148.07000000
USD
6459.55000000
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
INR/USD JAN23
000000000
109.00000000
NC
USD
4360.00000000
0.002034030920
N/A
DFE
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Long
SGX INR/USD Future
XIDF3 Curncy
2023-01-27
2626900.00000000
USD
4360.00000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
NOBLE CORP PLC
000000000
139088.98000000
OU
Notional Amount
USD
-1712.76000000
-0.00079903825
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Noble Corp. PLC
Noble Corp. PLC
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
139088.98000000
USD
-1712.76000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
TRONOX HOLDINGS PLC- A
000000000
65888.19000000
OU
Notional Amount
USD
2176.33000000
0.001015303328
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
65888.19000000
USD
2176.33000000
N
N
N
Euronext Eqf, Equities And Indices Derivatives
N/A
AMSTERDAM IDX FUT JAN23
000000000
2.00000000
NC
-16587.50000000
-0.00773841465
N/A
DE
NL
N
2
Euronext Eqf, Equities And Indices Derivatives
N/A
Long
Euronext Amsterdam Index Futures
EOF3 Index
2023-01-20
292410.00000000
EUR
-16587.50000000
N
N
N
ModivCare Inc
549300EFZIFW7F7I0Q28
ModivCare Inc
60783X104
857.00000000
NS
USD
76898.61000000
0.035874805156
Long
EC
CORP
US
N
1
N
N
N
Masonite International Corp
549300H0H07ZFT4JYM32
Masonite International Corp
575385109
1380.00000000
NS
USD
111241.80000000
0.051896619461
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CAPRI HOLDINGS LTD
000000000
60618.95000000
OU
Notional Amount
USD
232.16000000
0.000108307481
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Capri Holdings Ltd.
Capri Holdings Ltd.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
60618.95000000
USD
232.16000000
N
N
N
Peabody Energy Corp
EJCO258LNNVSKAR2JX59
Peabody Energy Corp
704551100
1809.00000000
NS
USD
47793.78000000
0.022296795029
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BARRICK GOLD CORP
000000000
186733.44000000
OU
Notional Amount
USD
-9222.65000000
-0.00430255854
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
186733.44000000
USD
-9222.65000000
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17275R102
4515.00000000
NS
USD
215094.60000000
0.100346116337
Long
EC
CORP
US
N
1
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653101
48.00000000
NS
USD
10409.28000000
0.004856146188
Long
EC
CORP
US
N
1
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466L302
628.00000000
NS
USD
83266.52000000
0.038845567963
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PHILLIPS 66
000000000
207445.72000000
OU
Notional Amount
USD
9026.63000000
0.004211111130
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
207445.72000000
USD
9026.63000000
N
N
N
Sonos Inc
549300WEPU6075I77M08
Sonos Inc
83570H108
4023.00000000
NS
USD
67988.70000000
0.031718146340
Long
EC
CORP
US
N
1
N
N
N
Hawaiian Electric Industries Inc
JJ8FWOCWCV22X7GUPJ23
Hawaiian Electric Industries Inc
419870100
717.00000000
NS
USD
30006.45000000
0.013998634659
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
1387.00000000
NS
USD
241116.08000000
0.112485679391
Long
EC
CORP
US
N
1
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
181.00000000
NS
USD
44571.25000000
0.020793417583
Long
EC
CORP
US
N
1
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
AUST 10Y BOND FUT MAR23
000000000
144.00000000
NC
-144840.42000000
-0.06757107633
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
SFE 10 Year Australian Bond Futures
XMH3 Comdty
2023-03-15
16870863.46000000
AUD
-144840.42000000
N
N
N
AMETEK Inc
549300WZDEF9KKE40E98
AMETEK Inc
031100100
1443.00000000
NS
USD
201615.96000000
0.094058049702
Long
EC
CORP
US
N
1
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NATURAL GAS FUTR FEB23
000000000
-4.00000000
NC
USD
36120.00000000
0.016850733221
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
NYMEX Henry Hub Natural Gas Futures
NGG23 Comdty
2023-01-27
-215120.00000000
USD
36120.00000000
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537101
401.00000000
NS
USD
38074.95000000
0.017762758164
Long
EC
CORP
US
N
1
N
N
N
Safety Insurance Group Inc
254900LDCFLA3J746840
Safety Insurance Group Inc
78648T100
327.00000000
NS
USD
27553.02000000
0.012854058402
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
EQT CORP
000000000
47584.02000000
OU
Notional Amount
USD
9784.10000000
0.004564486680
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
47584.02000000
USD
9784.10000000
N
N
N
Vistra Corp
549300KP43CPCUJOOG15
Vistra Corp
92840M102
4566.00000000
NS
USD
105931.20000000
0.049419113817
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CHENIERE ENERGY INC
000000000
75054.08000000
OU
Notional Amount
USD
11119.38000000
0.005187422646
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Cheniere Energy, Inc.
Cheniere Energy, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
75054.08000000
USD
11119.38000000
N
N
N
Expeditors International of Washington Inc
984500B055A804AB6E40
Expeditors International of Washington Inc
302130109
2195.00000000
NS
USD
228104.40000000
0.106415459334
Long
EC
CORP
US
N
1
N
N
N
Lancaster Colony Corp
529900X4O13HED1ZAS58
Lancaster Colony Corp
513847103
433.00000000
NS
USD
85430.90000000
0.039855296368
Long
EC
CORP
US
N
1
N
N
N
AMN Healthcare Services Inc
529900W3ARRTCNFH2I39
AMN Healthcare Services Inc
001744101
1320.00000000
NS
USD
135722.40000000
0.063317329862
Long
EC
CORP
US
N
1
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
Genuine Parts Co
372460105
588.00000000
NS
USD
102023.88000000
0.047596267556
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill - WI Post Auction
912796ZM4
9000000.00000000
PA
USD
8972420.04000000
4.185821053426
Long
STIV
UST
US
N
2
2023-01-31
None
0.00000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
KROGER CO
000000000
191152.34000000
OU
Notional Amount
USD
18546.54000000
0.008652347666
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Kroger Co/The
Kroger Co/The
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
191152.34000000
USD
18546.54000000
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
901.00000000
NS
USD
116868.71000000
0.054521690315
Long
EC
CORP
US
N
1
N
N
N
Jack Henry & Associates Inc
529900X1QS8C54W0JB21
Jack Henry & Associates Inc
426281101
482.00000000
NS
USD
84619.92000000
0.039476957286
Long
EC
CORP
US
N
1
N
N
N
Sirius XM Holdings Inc
54930055RWDMVXAGZK98
Sirius XM Holdings Inc
82968B103
16784.00000000
NS
USD
98018.56000000
0.045727702252
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
UNITED AIRLINES HOLDINGS INC
000000000
197969.94000000
OU
Notional Amount
USD
29653.16000000
0.013833817506
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
197969.94000000
USD
29653.16000000
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
453.00000000
NS
USD
30192.45000000
0.014085407537
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
1164.00000000
NS
USD
241029.48000000
0.112445278685
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
WSFS FINANCIAL CORP
000000000
158676.21000000
OU
Notional Amount
USD
10893.76000000
0.005082166211
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
WSFS Financial Corp
WSFS Financial Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
158676.21000000
USD
10893.76000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
HELEN OF TROY LTD
000000000
54236.93000000
OU
Notional Amount
USD
-6312.60000000
-0.00294495953
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Helen of Troy Ltd.
Helen of Troy Ltd.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
54236.93000000
USD
-6312.60000000
N
N
N
Trex Co Inc
N/A
Trex Co Inc
89531P105
2932.00000000
NS
USD
124111.56000000
0.057900630878
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
799.00000000
NS
USD
141143.35000000
0.065846316082
Long
EC
CORP
US
N
1
N
N
N
Brightsphere Investment Group Inc
5493004FTLQNQTBOP608
Brightsphere Investment Group Inc
10948W103
5909.00000000
NS
USD
121607.22000000
0.056732304044
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109104
474.00000000
NS
USD
30065.82000000
0.014026332002
Long
EC
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
82.00000000
NS
USD
21609.46000000
0.010081263719
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SERVICE CORP INTERNATIONAL
000000000
85382.75000000
OU
Notional Amount
USD
3042.78000000
0.001419520322
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
85382.75000000
USD
3042.78000000
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
11.00000000
NS
USD
1560.02000000
0.000727781861
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
905.00000000
NS
USD
479812.90000000
0.223842723543
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
TANDEM DIABETES CARE INC
000000000
56094.70000000
OU
Notional Amount
USD
-3683.11000000
-0.00171824762
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Tandem Diabetes Care, Inc.
Tandem Diabetes Care, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
56094.70000000
USD
-3683.11000000
N
N
N
Lazard Ltd
254900RIBCDJSUFG1A11
Lazard Ltd
000000000
4087.00000000
NS
USD
141696.29000000
0.066104274123
Long
EC
CORP
BM
N
1
N
N
N
Workiva Inc
529900RTOQ8GRWHY1O58
Workiva Inc
98139A105
1136.00000000
NS
USD
95389.92000000
0.044501386876
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
GOLDEN ENTERTAINMENT INC
000000000
186855.27000000
OU
Notional Amount
USD
29757.34000000
0.013882419649
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
186855.27000000
USD
29757.34000000
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
959.00000000
NS
USD
97060.39000000
0.045280695966
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
WASHINGTON REIT
000000000
141461.84000000
OU
Notional Amount
USD
13282.38000000
0.006196507251
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
141461.84000000
USD
13282.38000000
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals Inc
911363109
243.00000000
NS
USD
86367.06000000
0.040292034530
Long
EC
CORP
US
N
1
N
N
N
Howard Hughes Corp/The
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267D107
1787.00000000
NS
USD
136562.54000000
0.063709272692
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ROYAL CARIBBEAN CRUISES LTD
000000000
346134.09000000
OU
Notional Amount
USD
49480.11000000
0.023083503139
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
346134.09000000
USD
49480.11000000
N
N
N
Euronext N.V.
724500QJ4QSZ3H9QU415
CAC40 10 EURO FUT JAN23
000000000
4.00000000
NC
-8359.33000000
-0.00389980176
N/A
DE
FR
N
2
Euronext N.V.
724500QJ4QSZ3H9QU415
Long
Euronext CAC 40 Index Futures
CFF3 Index
2023-01-20
266800.00000000
EUR
-8359.33000000
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
713.00000000
NS
USD
100454.57000000
0.046864151716
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
125307.00000000
0.058458328567
Long
EC
CORP
PA
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CHARTER COMMUNICATIONS INC-A
000000000
71606.07000000
OU
Notional Amount
USD
9787.55000000
0.004566096177
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
71606.07000000
USD
9787.55000000
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
611.00000000
NS
USD
77511.46000000
0.036160712461
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ZOOM VIDEO COMMUNICATIONS-A
000000000
75052.85000000
OU
Notional Amount
USD
7899.72000000
0.003685384115
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
75052.85000000
USD
7899.72000000
N
N
N
Royal Gold Inc
5493001NGRU6SFL04184
Royal Gold Inc
780287108
857.00000000
NS
USD
96601.04000000
0.045066399612
Long
EC
CORP
US
N
1
N
N
N
Amphenol Corp
549300D3L3G0R4U4VT04
Amphenol Corp
032095101
1554.00000000
NS
USD
118321.56000000
0.055199475137
Long
EC
CORP
US
N
1
N
N
N
ICE Futures Europe - Financial Products Division
N/A
FTSE 100 IDX FUT MAR23
000000000
15.00000000
NC
-4467.18000000
-0.00208403262
N/A
DE
GB
N
2
ICE Futures Europe - Financial Products Division
N/A
Long
FTSE 100 Index Futures
Z H3 Index
2023-03-17
1120780.00000000
GBP
-4467.18000000
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
33.00000000
NS
USD
3840.87000000
0.001791845949
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BROOKFIELD ASSET
000000000
133507.60000000
OU
Notional Amount
USD
24443.69000000
0.011403491117
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Brookfield Corp.
Brookfield Corp.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
163893.40000000
USD
24443.69000000
N
N
N
Southwest Gas Holdings Inc
N/A
Southwest Gas Holdings Inc
844895102
2056.00000000
NS
USD
127225.28000000
0.059353246189
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
STONECO LTD-A
000000000
113074.08000000
OU
Notional Amount
USD
22059.34000000
0.010291142120
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
113074.08000000
USD
22059.34000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ENSTAR GROUP LTD
000000000
163492.50000000
OU
Notional Amount
USD
-9246.88000000
-0.00431386234
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Enstar Group Ltd.
Enstar Group Ltd.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
163492.50000000
USD
-9246.88000000
N
N
N
QIAGEN NV
54930036WK3GMCN17Z57
QIAGEN NV
000000000
1867.00000000
NS
USD
93107.29000000
0.043436492381
Long
EC
CORP
NL
N
1
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings Inc
43300A203
935.00000000
NS
USD
118146.60000000
0.055117852649
Long
EC
CORP
US
N
1
N
N
N
Four Corners Property Trust Inc
549300SVTPZPBDVNER42
Four Corners Property Trust Inc
35086T109
3388.00000000
NS
USD
87850.84000000
0.040984248841
Long
EC
US
N
1
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936U109
402.00000000
NS
USD
31416.30000000
0.014656359084
Long
EC
US
N
1
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
2490674.85000000
PA
USD
2490674.85000000
1.161951756370
Long
RA
CORP
US
N
2
Repurchase
N
1.80000000
2023-01-03
2761000.00000000
USD
2540595.85000000
USD
UST
N
N
N
United States Steel Corp
JNLUVFYJT1OZSIQ24U47
United States Steel Corp
912909108
1064.00000000
NS
USD
26653.20000000
0.012434273607
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IDEXX LABORATORIES INC
000000000
207398.69000000
OU
Notional Amount
USD
9407.97000000
0.004389014192
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IDEXX Laboratories, Inc.
IDEXX Laboratories, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
207398.69000000
USD
9407.97000000
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334104
587.00000000
NS
USD
49219.95000000
0.022962133074
Long
EC
CORP
US
N
1
N
N
N
Paychex Inc
529900K900DW6SUBM174
Paychex Inc
704326107
1317.00000000
NS
USD
152192.52000000
0.071000984299
Long
EC
CORP
US
N
1
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849106
2325.00000000
NS
USD
62937.75000000
0.029361772836
Long
EC
CORP
US
N
1
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MarketAxess Holdings Inc
57060D108
579.00000000
NS
USD
161477.31000000
0.075332532453
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
FULGENT GENETICS INC
000000000
53134.34000000
OU
Notional Amount
USD
6078.53000000
0.002835761002
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Fulgent Genetics, Inc.
Fulgent Genetics, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
53134.34000000
USD
6078.53000000
N
N
N
Ennis Inc
N/A
Ennis Inc
293389102
4682.00000000
NS
USD
103753.12000000
0.048402994077
Long
EC
CORP
US
N
1
N
N
N
Schlumberger Ltd
213800ZUA17OK3QLGM62
Schlumberger Ltd
000000000
1280.00000000
NS
USD
68428.80000000
0.031923462167
Long
EC
CORP
CW
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
UGI CORP
000000000
72893.90000000
OU
Notional Amount
USD
2541.96000000
0.001185877348
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
72893.90000000
USD
2541.96000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
DOLLAR INDEX MAR23
000000000
-27.00000000
NC
USD
38899.98000000
0.018147651863
N/A
DFE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT FINEX United States Dollar Index Futures
DXH3 Curncy
2023-03-13
-2827162.98000000
USD
38899.98000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
6980.62000000
0.003256604799
N/A
DFE
PL
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
333360.00000000
USD
1500000.00000000
PLN
2023-03-15
6980.62000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-2003.69000000
-0.00093476316
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
4000000.00000000
NOK
407522.83000000
USD
2023-03-15
-2003.69000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
STARBUCKS CORP
000000000
68576.20000000
OU
Notional Amount
USD
2239.76000000
0.001044894746
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Starbucks Corp
Starbucks Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
68576.20000000
USD
2239.76000000
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
1489.00000000
NS
USD
240637.29000000
0.112262313871
Long
EC
CORP
US
N
1
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
Tractor Supply Co
892356106
782.00000000
NS
USD
175926.54000000
0.082073399562
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
TRADE DESK INC/THE -CLASS A
000000000
41034.18000000
OU
Notional Amount
USD
5888.66000000
0.002747182688
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Trade Desk, Inc.
Trade Desk, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
41034.18000000
USD
5888.66000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DOORDASH INC - A
000000000
60463.50000000
OU
Notional Amount
USD
9988.27000000
0.004659736243
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DoorDash, Inc.
DoorDash, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
60463.50000000
USD
9988.27000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PEBBLEBROOK HOTEL TRUST
000000000
170220.13000000
OU
Notional Amount
USD
26649.85000000
0.012432710762
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
170220.13000000
USD
26649.85000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CBRE GROUP INC - A
000000000
74505.60000000
OU
Notional Amount
USD
2717.41000000
0.001267728432
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
74505.60000000
USD
2717.41000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
NOVOCURE LTD
000000000
77224.20000000
OU
Notional Amount
USD
3762.80000000
0.001755424666
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
77224.20000000
USD
3762.80000000
N
N
N
Seagate Technology Holdings PLC
635400RUXIFEZSRU8X70
Seagate Technology Holdings PLC
000000000
1651.00000000
NS
USD
86859.11000000
0.040521586116
Long
EC
CORP
IE
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
QUANTA SERVICES INC
000000000
16636.68000000
OU
Notional Amount
USD
865.31000000
0.000403685159
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Quanta Services, Inc.
Quanta Services, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
16636.68000000
USD
865.31000000
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265V105
2393.00000000
NS
USD
144513.27000000
0.067418454036
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
HIPPO PARENT CORP
000000000
67264.86000000
OU
Notional Amount
USD
11497.97000000
0.005364042775
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
67264.86000000
USD
11497.97000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ARCHER-DANIELS-MIDLAND CO
000000000
172380.00000000
OU
Notional Amount
USD
8791.20000000
0.004101278125
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
172380.00000000
USD
8791.20000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IHEARTMEDIA INC - CLASS A
000000000
69353.04000000
OU
Notional Amount
USD
16704.99000000
0.007793226189
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iHeartMedia Inc
iHeartMedia Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
69353.04000000
USD
16704.99000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
GASOLINE RBOB FUT FEB23
000000000
3.00000000
NC
USD
49102.20000000
0.022907200243
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Reformulated Gasoline Blendstock for Oxygen Blending RBOB Futures
XBG3 Comdty
2023-01-31
263163.60000000
USD
49102.20000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796YL7
10000000.00000000
PA
USD
9917070.00000000
4.626519958856
Long
STIV
UST
US
N
2
2023-03-16
None
0.00000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
KOSMOS ENERGY LTD
000000000
286601.70000000
OU
Notional Amount
USD
13446.12000000
0.006272895376
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
286601.70000000
USD
13446.12000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SUMMIT HOTEL PROPERTIES INC
000000000
169751.70000000
OU
Notional Amount
USD
26967.13000000
0.012580728499
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
169751.70000000
USD
26967.13000000
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
361.00000000
NS
USD
198799.09000000
0.092743921106
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
184.00000000
NS
USD
83996.00000000
0.039185885595
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
COMCAST CORP-CLASS A
000000000
228010.72000000
OU
Notional Amount
USD
11146.37000000
0.005200014043
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
228010.72000000
USD
11146.37000000
N
N
N
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
HSCEI FUTURES JAN23
000000000
45.00000000
NC
-6547.32000000
-0.00305446131
N/A
DE
HK
N
2
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Long
HKG Hang Seng China Enterprises Index Futures
HCF3 Index
2023-01-30
15151500.00000000
HKD
-6547.32000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PROVIDENT FINANCIAL SERVICES
000000000
1236130.98000000
OU
Notional Amount
USD
68280.69000000
0.031854365764
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Provident Financial Services, Inc.
Provident Financial Services, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
1236130.98000000
USD
68280.69000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DOCUSIGN INC
000000000
57752.01000000
OU
Notional Amount
USD
-2973.25000000
-0.00138708312
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DocuSign, Inc.
DocuSign, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
57752.01000000
USD
-2973.25000000
N
N
N
Cloudflare Inc
5493007DY18BGNLDWU14
Cloudflare Inc
18915M107
62.00000000
NS
USD
2803.02000000
0.001307667282
Long
EC
CORP
US
N
1
N
N
N
South African Futures Exchange
N/A
FTSE/JSE TOP 40 MAR23
000000000
11.00000000
NC
-11415.82000000
-0.00532571808
N/A
DE
ZA
N
2
South African Futures Exchange
N/A
Long
SAFEX FTSE/JSE Top 40 Index Futures
AIH3 Index
2023-03-16
7640050.00000000
ZAR
-11415.82000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
GENERAC HOLDINGS INC
000000000
110382.53000000
OU
Notional Amount
USD
-1352.57000000
-0.00063100211
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
110382.53000000
USD
-1352.57000000
N
N
N
Great Southern Bancorp Inc
5493000ZL7DLNMN1AB26
Great Southern Bancorp Inc
390905107
1501.00000000
NS
USD
89294.49000000
0.041657741671
Long
EC
CORP
US
N
1
N
N
N
Brown-Forman Corp
549300873K3LXF7ARU34
Brown-Forman Corp
115637209
426.00000000
NS
USD
27979.68000000
0.013053104189
Long
EC
CORP
US
N
1
N
N
N
KKR Real Estate Finance Trust Inc
549300K23AYZDZ2REL62
KKR Real Estate Finance Trust Inc
48251K100
5866.00000000
NS
USD
81889.36000000
0.038203094105
Long
EC
US
N
1
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802109
10250.00000000
NS
USD
141142.50000000
0.065845919540
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
FORD MOTOR CO
000000000
193097.11000000
OU
Notional Amount
USD
24100.35000000
0.011243315847
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
193097.11000000
USD
24100.35000000
N
N
N
Italian Derivatives Market
N/A
FTSE/MIB IDX FUT MAR23
000000000
2.00000000
NC
-6234.89000000
-0.00290870620
N/A
DE
IT
N
2
Italian Derivatives Market
N/A
Long
FTSE/MIB Index Futures
STH3 Index
2023-03-17
242895.00000000
EUR
-6234.89000000
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939U106
388.00000000
NS
USD
36378.88000000
0.016971506140
Long
EC
CORP
US
N
1
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
408.00000000
NS
USD
52844.16000000
0.024652902616
Long
EC
CORP
US
N
1
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
1704.00000000
NS
USD
204343.68000000
0.095330587964
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
FIVERR INTERNATIONAL LTD
000000000
54435.69000000
OU
Notional Amount
USD
3734.20000000
0.001742082170
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
54435.69000000
USD
3734.20000000
N
N
N
Lakeland Bancorp Inc
549300NF90LR9ETZDR73
Lakeland Bancorp Inc
511637100
65949.00000000
NS
USD
1161361.89000000
0.541799539938
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DESIGNER BRANDS INC-CLASS A
000000000
188137.47000000
OU
Notional Amount
USD
47663.52000000
0.022236026022
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
188137.47000000
USD
47663.52000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ENVIVA INC
000000000
210464.65000000
OU
Notional Amount
USD
12953.46000000
0.006043059212
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Enviva, Inc.
Enviva, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
210464.65000000
USD
12953.46000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ICHOR HOLDINGS LTD
000000000
35974.24000000
OU
Notional Amount
USD
3694.63000000
0.001723621940
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
35974.24000000
USD
3694.63000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DIGITALBRIDGE GROUP INC
000000000
134126.85000000
OU
Notional Amount
USD
32790.11000000
0.015297270097
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
134126.85000000
USD
32790.11000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CROCS INC
000000000
45582.80000000
OU
Notional Amount
USD
-6689.52000000
-0.00312080057
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Crocs, Inc.
Crocs, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
45582.80000000
USD
-6689.52000000
N
N
N
Olin Corp
549300GKK294V7W57P06
Olin Corp
680665205
1899.00000000
NS
USD
100533.06000000
0.046900768938
Long
EC
CORP
US
N
1
N
N
N
CVR Energy Inc
529900SOYZIXZBTXB558
CVR Energy Inc
12662P108
1703.00000000
NS
USD
53372.02000000
0.024899160313
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SOUTHERN CO/THE
000000000
53029.76000000
OU
Notional Amount
USD
-2780.33000000
-0.00129708192
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Southern Co.
Southern Co.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
53029.76000000
USD
-2780.33000000
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
2598.00000000
NS
USD
117507.54000000
0.054819717832
Long
EC
CORP
US
N
1
N
N
N
Easterly Government Properties Inc
549300ERMCEFC6S8HL77
Easterly Government Properties Inc
27616P103
1989.00000000
NS
USD
28383.03000000
0.013241275375
Long
EC
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ANNALY CAPITAL MANAGEMENT, INC
000000000
165849.50000000
OU
Notional Amount
USD
-1905.52000000
-0.00088896481
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
165849.50000000
USD
-1905.52000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
RCI HOSPITALITY HOLDINGS INC
000000000
111772.56000000
OU
Notional Amount
USD
-2295.17000000
-0.00107074466
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
111772.56000000
USD
-2295.17000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE MAR23
000000000
-3.00000000
NC
USD
7672.50000000
0.003579381247
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Zinc Futures
LXH3 COMDTY
2023-03-13
-230910.00000000
USD
7672.50000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MONTROSE ENVIRONMENTAL GROUP
000000000
155352.71000000
OU
Notional Amount
USD
7251.22000000
0.003382845342
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Montrose Environmental Group, Inc.
Montrose Environmental Group, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
155352.71000000
USD
7251.22000000
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550108
516.00000000
NS
USD
128024.76000000
0.059726220281
Long
EC
CORP
US
N
1
N
N
N
US Foods Holding Corp
549300UGOZSO64CFPR97
US Foods Holding Corp
912008109
3108.00000000
NS
USD
105734.16000000
0.049327190548
Long
EC
CORP
US
N
1
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389B100
668.00000000
NS
USD
46833.48000000
0.021848795053
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IPG PHOTONICS CORP
000000000
183516.48000000
OU
Notional Amount
USD
-6731.41000000
-0.00314034313
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
183516.48000000
USD
-6731.41000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796ZK8
5000000.00000000
PA
USD
4992846.85000000
2.329267172969
Long
STIV
UST
US
N
2
2023-01-17
None
0.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-40261.34000000
-0.01878275469
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
4125000.00000000
CHF
4454970.78000000
USD
2023-03-15
-40261.34000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CARPENTER TECHNOLOGY
000000000
300559.20000000
OU
Notional Amount
USD
31152.25000000
0.014533174252
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
300559.20000000
USD
31152.25000000
N
N
N
Allegion plc
984500560CAC2E6FB757
Allegion plc
000000000
959.00000000
NS
USD
100944.34000000
0.047092639634
Long
EC
CORP
IE
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
2885.67000000
0.001346225230
N/A
DFE
SG
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
557693.84000000
USD
750000.00000000
SGD
2023-03-15
2885.67000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BTP FUTURE MAR23
000000000
63.00000000
NC
-386587.52000000
-0.18035113971
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
EUX Euro-BTP Italian Bond Futures
IKH2 Comdty
2023-03-08
7223105.04000000
EUR
-386587.52000000
N
N
N
Amdocs Ltd
549300HQV672RJ7RQV66
Amdocs Ltd
000000000
2466.00000000
NS
USD
224159.40000000
0.104575034568
Long
EC
CORP
GG
N
1
N
N
N
Invesco Ltd
ECPGFXU8A2SHKVVGJI15
Invesco Ltd
000000000
5071.00000000
NS
USD
91227.29000000
0.042559433177
Long
EC
CORP
BM
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SUNNOVA ENERGY INTERNATIONAL
000000000
146842.56000000
OU
Notional Amount
USD
31487.27000000
0.014689468069
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
146842.56000000
USD
31487.27000000
N
N
N
NextEra Energy Partners LP
5493008F4ZOQFNG3WN54
NextEra Energy Partners LP
65341B106
1382.00000000
NS
USD
96864.38000000
0.045189253214
Long
EC
CORP
US
N
1
N
N
N
ZIM Integrated Shipping Services Ltd
21380089EIJRELKAIL21
ZIM Integrated Shipping Services Ltd
000000000
4760.00000000
NS
USD
81824.40000000
0.038172788910
Long
EC
CORP
IL
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
JPMORGAN CHASE & CO
000000000
169408.68000000
OU
Notional Amount
USD
5562.26000000
0.002594910281
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
169408.68000000
USD
5562.26000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BLACKSTONE INC
000000000
161032.10000000
OU
Notional Amount
USD
12483.82000000
0.005823962359
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Blackstone, Inc.
Blackstone, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
161032.10000000
USD
12483.82000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR MAR23
000000000
8.00000000
NC
USD
-1013.00000000
-0.00047258562
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Futures
LAH2 COMDTY
2023-03-13
475415.00000000
USD
-1013.00000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
NEXTERA ENERGY INC
000000000
200739.00000000
OU
Notional Amount
USD
3270.78000000
0.001525887076
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
NextEra Energy, Inc.
NextEra Energy, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
200739.00000000
USD
3270.78000000
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL Corp
69351T106
1371.00000000
NS
USD
40060.62000000
0.018689114627
Long
EC
CORP
US
N
1
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161N101
811.00000000
NS
USD
35059.53000000
0.016356001852
Long
EC
CORP
US
N
1
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
CAN 10YR BOND FUT MAR23
000000000
-43.00000000
NC
8064.99000000
0.003762486016
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Short
Montreal Exchange 10 Year Canadian Bond Futures
CNH3 Comdty
2023-03-22
-5280570.00000000
CAD
8064.99000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
META PLATFORMS INC-CLASS A
000000000
98495.40000000
OU
Notional Amount
USD
-1542.47000000
-0.00071959442
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Meta Platforms, Inc.
Meta Platforms, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
98495.40000000
USD
-1542.47000000
N
N
N
Commodities Exchange Center
N/A
COPPER FUTURE MAR23
000000000
45.00000000
NC
USD
8808.86000000
0.004109516883
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Copper Futures
HGH3 Comdty
2023-03-29
4278003.64000000
USD
8808.86000000
N
N
N
Cintas Corp
N/A
Cintas Corp
172908105
398.00000000
NS
USD
179744.76000000
0.083854678815
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ADAPTIVE BIOTECHNOLOGIES
000000000
74998.76000000
OU
Notional Amount
USD
9984.00000000
0.004657744199
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
74998.76000000
USD
9984.00000000
N
N
N
Exponent Inc
529900NY3F5Q2NWPUZ42
Exponent Inc
30214U102
1463.00000000
NS
USD
144968.67000000
0.067630907633
Long
EC
CORP
US
N
1
N
N
N
California Resources Corp
5493003Q8F0T4F4YMR48
California Resources Corp
13057Q305
1774.00000000
NS
USD
77186.74000000
0.036009223809
Long
EC
CORP
US
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
68.00000000
NS
USD
5284.96000000
0.002465544048
Long
EC
CORP
IE
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
HESKA CORP
000000000
62483.85000000
OU
Notional Amount
USD
2333.10000000
0.001088439802
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Heska Corp
Heska Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
62483.85000000
USD
2333.10000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT MAR23
000000000
-34.00000000
NC
USD
6060.13000000
0.002827177018
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Ultra 10-Year U.S. Treasury Notes Futures
UXYH3 Comdty
2023-03-22
-4027622.63000000
USD
6060.13000000
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
Corteva Inc
22052L104
1040.00000000
NS
USD
61131.20000000
0.028518979588
Long
EC
CORP
US
N
1
N
N
N
Enphase Energy Inc
5493008U7KIGMI59Z314
Enphase Energy Inc
29355A107
240.00000000
NS
USD
63590.40000000
0.029666247671
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
OLAPLEX HOLDINGS INC
000000000
44932.96000000
OU
Notional Amount
USD
1866.06000000
0.000870555903
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Olaplex Holdings, Inc.
Olaplex Holdings, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
44932.96000000
USD
1866.06000000
N
N
N
Coterra Energy Inc
FCNMH6O7VWU7LHXMK351
Coterra Energy Inc
127097103
195.00000000
NS
USD
4791.15000000
0.002235171386
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
943.00000000
NS
USD
170362.38000000
0.079477602891
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
546.00000000
NS
USD
90210.12000000
0.042084902160
Long
EC
CORP
US
N
1
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572Q105
510.00000000
NS
USD
85761.60000000
0.040009574814
Long
EC
CORP
US
N
1
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160109
625.00000000
NS
USD
109443.75000000
0.051057791640
Long
EC
CORP
US
N
1
N
N
N
MGIC Investment Corp
254900S8483WM4M98R28
MGIC Investment Corp
552848103
10115.00000000
NS
USD
131495.00000000
0.061345159607
Long
EC
CORP
US
N
1
N
N
N
Lincoln Electric Holdings Inc
BIMGBY40SIN95O01BN93
Lincoln Electric Holdings Inc
533900106
942.00000000
NS
USD
136109.58000000
0.063497957406
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-4560.87000000
-0.00212774096
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
4000000.00000000
NOK
404965.65000000
USD
2023-03-15
-4560.87000000
N
N
N
Victory Capital Holdings Inc
549300BN5LH2CIPPHS71
Victory Capital Holdings Inc
92645B103
4366.00000000
NS
USD
117139.78000000
0.054648150123
Long
EC
CORP
US
N
1
N
N
N
Commodities Exchange Center
N/A
GOLD 100 OZ FUTR FEB23
000000000
-3.00000000
NC
USD
-4160.00000000
-0.00194072674
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Short
COMEX Gold 100 Troy Ounces Future
GCG3 Comdty
2023-02-24
-543700.00000000
USD
-4160.00000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR MAR23
000000000
-40.00000000
NC
USD
-27152.50000000
-0.01266720746
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Futures
LAH2 COMDTY
2023-03-13
-2344857.50000000
USD
-27152.50000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
TAKE-TWO INTERACTIVE SOFTWRE
000000000
45781.08000000
OU
Notional Amount
USD
-769.36000000
-0.00035892248
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Take-Two Interactive Software, Inc.
Take-Two Interactive Software, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
45781.08000000
USD
-769.36000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
OCCIDENTAL PETROLEUM CORP
000000000
102043.93000000
OU
Notional Amount
USD
1482.39000000
0.000691565847
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
102043.93000000
USD
1482.39000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796Z93
7500000.00000000
PA
USD
7419063.75000000
3.461147951501
Long
STIV
UST
US
N
2
2023-04-04
None
0.00000000
N
N
N
N
N
N
Premier Inc
N/A
Premier Inc
74051N102
6023.00000000
NS
USD
210684.54000000
0.098288731382
Long
EC
CORP
US
N
1
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
7.00000000
NS
USD
1454.32000000
0.000678470607
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
TELADOC HEALTH INC
000000000
71046.92000000
OU
Notional Amount
USD
12346.05000000
0.005759689781
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
71046.92000000
USD
12346.05000000
N
N
N
USANA Health Sciences Inc
549300YTURXE814MAH96
USANA Health Sciences Inc
90328M107
1805.00000000
NS
USD
96026.00000000
0.044798131461
Long
EC
CORP
US
N
1
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
941.00000000
NS
USD
137903.55000000
0.064334881822
Long
EC
CORP
US
N
1
N
N
N
Allison Transmission Holdings Inc
529900RP7DJ882LI9T83
Allison Transmission Holdings Inc
01973R101
3414.00000000
NS
USD
142022.40000000
0.066256411238
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CHIPOTLE MEXICAN GRILL INC
000000000
60197.52000000
OU
Notional Amount
USD
9059.44000000
0.004226417679
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
60197.52000000
USD
9059.44000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR23
000000000
-133.00000000
NC
USD
236684.80000000
0.110418394864
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year US Treasury Note Future
TYH3 Comdty
2023-03-22
-15172169.18000000
USD
236684.80000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
AMCOR PLC
000000000
145720.79000000
OU
Notional Amount
USD
6417.53000000
0.002993911571
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Amcor PLC
Amcor PLC
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
145720.80000000
USD
6417.53000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DHT HOLDINGS INC
000000000
153236.51000000
OU
Notional Amount
USD
19415.45000000
0.009057712301
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DHT Holdings, Inc.
DHT Holdings, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
153236.51000000
USD
19415.45000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CABLE ONE INC
000000000
53500.42000000
OU
Notional Amount
USD
2363.13000000
0.001102449424
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Cable One, Inc.
Cable One, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
53500.42000000
USD
2363.13000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ROCKET PHARMACEUTICALS INC
000000000
53090.56000000
OU
Notional Amount
USD
-1764.73000000
-0.00082328334
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Rocket Pharmaceuticals Inc
Rocket Pharmaceuticals Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
53090.56000000
USD
-1764.73000000
N
N
N
J M Smucker Co/The
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696405
353.00000000
NS
USD
55936.38000000
0.026095487729
Long
EC
CORP
US
N
1
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
105.00000000
NS
USD
29076.60000000
0.013564840243
Long
EC
CORP
US
N
1
N
N
N
Gaming and Leisure Properties Inc
5493006GWRDBCZYWTM57
Gaming and Leisure Properties Inc
36467J108
2125.00000000
NS
USD
110691.25000000
0.051639776405
Long
EC
US
N
1
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738108
1364.00000000
NS
USD
137859.48000000
0.064314322248
Long
EC
CORP
US
N
1
N
N
N
Kennedy-Wilson Holdings Inc
549300MOI1T78144X610
Kennedy-Wilson Holdings Inc
489398107
5618.00000000
NS
USD
88371.14000000
0.041226979641
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
412.00000000
NS
USD
26211.44000000
0.012228183355
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
294.00000000
NS
USD
44558.64000000
0.020787534755
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SPECTRUM BRANDS HOLDINGS INC
000000000
159650.19000000
OU
Notional Amount
USD
-22399.14000000
-0.01044966590
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
159650.19000000
USD
-22399.14000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
VERITIV CORP
000000000
162658.86000000
OU
Notional Amount
USD
16049.33000000
0.007487347126
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
162658.86000000
USD
16049.33000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT MAR23
000000000
-45.00000000
NC
USD
281655.89000000
0.131398346146
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME E-Mini Standard & Poor's 500 Index Futures
ESH3 Index
2023-03-17
-8968905.89000000
USD
281655.89000000
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
440.00000000
NS
USD
214055.60000000
0.099861401170
Long
EC
CORP
US
N
1
N
N
N
Dolby Laboratories Inc
549300X04FB2QPCJ5J24
Dolby Laboratories Inc
25659T107
1301.00000000
NS
USD
91772.54000000
0.042813803672
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MODERNA INC
000000000
51516.80000000
OU
Notional Amount
USD
-2975.37000000
-0.00138807215
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Moderna, Inc.
Moderna, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
51516.80000000
USD
-2975.37000000
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
1012.00000000
NS
USD
201630.88000000
0.094065010193
Long
EC
CORP
US
N
1
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
Old Dominion Freight Line Inc
679580100
448.00000000
NS
USD
127133.44000000
0.059310400914
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
WILLIAMS-SONOMA INC
000000000
153139.00000000
OU
Notional Amount
USD
3100.18000000
0.001446298619
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
153139.00000000
USD
3100.18000000
N
N
N
Ironwood Pharmaceuticals Inc
549300PC8MR6QHH6P296
Ironwood Pharmaceuticals Inc
46333X108
10510.00000000
NS
USD
130218.90000000
0.060749832346
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN OIL FUTR MAR23
000000000
70.00000000
NC
USD
-141892.59000000
-0.06619585216
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Soybean Oil Futures
BOF3 COMDTY
2023-03-14
2832832.59000000
USD
-141892.59000000
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro Inc
418056107
1448.00000000
NS
USD
88342.48000000
0.041213609154
Long
EC
CORP
US
N
1
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
MSCI EMGMKT MAR23
000000000
274.00000000
NC
USD
-355905.00000000
-0.16603710430
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
ICE U.S. MSCI Emerging Markets EM Index Futures
MESH3 Index
2023-03-17
13499685.00000000
USD
-355905.00000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BOSTON BEER COMPANY INC-A
000000000
159513.55000000
OU
Notional Amount
USD
23290.21000000
0.010865368643
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Boston Beer Co., Inc.
Boston Beer Co., Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
159513.55000000
USD
23290.21000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
XENIA HOTELS & RESORTS INC
000000000
161462.82000000
OU
Notional Amount
USD
22941.84000000
0.010702846773
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
161462.82000000
USD
22941.84000000
N
N
N
Tyler Technologies Inc
25490040SMU4Z8LBCW70
Tyler Technologies Inc
902252105
338.00000000
NS
USD
108974.58000000
0.050838914052
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796XR5
2000000.00000000
PA
USD
1998263.74000000
0.932231705147
Long
STIV
UST
US
N
2
2023-01-12
None
0.00000000
N
N
N
N
N
N
CANADIAN IMPERIAL BK
N/A
CANADIAN IMPERIAL BK
13606KRR9
5000000.00000000
PA
USD
4997773.55000000
2.331565581257
Long
STIV
CORP
CA
N
2
2023-09-21
Fixed
5.20000000
N
N
N
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211K100
3216.00000000
NS
USD
160414.08000000
0.074836513486
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
1415.00000000
NS
USD
339345.30000000
0.158311658926
Long
EC
CORP
US
N
1
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
WTI CRUDE FUTURE FEB23
000000000
-29.00000000
NC
USD
-79070.62000000
-0.03688809311
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
NYMEX Light Sweet Crude Oil Futures
CLG3 Comdty
2023-01-20
-2248469.38000000
USD
-79070.62000000
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
Targa Resources Corp
87612G101
789.00000000
NS
USD
57991.50000000
0.027054244065
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MARAVAI LIFESCIENCES HLDGS-A
000000000
53782.16000000
OU
Notional Amount
USD
-4270.74000000
-0.00199238926
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Maravai LifeSciences Holdings, Inc.
Maravai LifeSciences Holdings, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
53782.16000000
USD
-4270.74000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ENERGY TRANSFER LP
000000000
182243.82000000
OU
Notional Amount
USD
10339.73000000
0.004823699662
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
182243.82000000
USD
10339.73000000
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494103
1242.00000000
NS
USD
77314.50000000
0.036068826514
Long
EC
CORP
US
N
1
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
MSCI EAFE MAR23
000000000
48.00000000
NC
USD
-108120.00000000
-0.05044023466
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
ICE U.S. mini MSCI EAFE Index Futures
MFSH3 Index
2023-03-17
4786680.00000000
USD
-108120.00000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
AVIS BUDGET GROUP INC
000000000
347720.69000000
OU
Notional Amount
USD
87524.48000000
0.040831995096
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
347720.69000000
USD
87524.48000000
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887109
778.00000000
NS
USD
197845.40000000
0.092299004833
Long
EC
CORP
US
N
1
N
N
N
Ingredion Inc
PKSTQ48QDN0XSVS7YK88
Ingredion Inc
457187102
934.00000000
NS
USD
91466.62000000
0.042671085612
Long
EC
CORP
US
N
1
N
N
N
Bain Capital Specialty Finance Inc
549300V2JL72R0EYBK64
Bain Capital Specialty Finance Inc
05684B107
7005.00000000
NS
USD
83359.50000000
0.038888945072
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
EXTREME NETWORKS INC
000000000
68257.35000000
OU
Notional Amount
USD
8884.00000000
0.004144571260
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
68257.35000000
USD
8884.00000000
N
N
N
BANK OF NOVA SCOTIA HOUS
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/Houston
06417ML52
8000000.00000000
PA
USD
8011229.36000000
3.737405557187
Long
STIV
CORP
CA
N
2
2023-08-17
Floating
5.00000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MESA LABORATORIES INC
000000000
52991.05000000
OU
Notional Amount
USD
1581.47000000
0.000737788733
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Mesa Laboratories, Inc.
Mesa Laboratories, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
52991.05000000
USD
1581.47000000
N
N
N
Nelnet Inc
549300T6B0Q52I6OM558
Nelnet Inc
64031N108
2503.00000000
NS
USD
227147.25000000
0.105968928899
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MAGNITE INC
000000000
80069.77000000
OU
Notional Amount
USD
4012.40000000
0.001871868271
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
80069.77000000
USD
4012.40000000
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866F104
1025.00000000
NS
USD
105154.75000000
0.049056883700
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
10X GENOMICS INC-CLASS A
000000000
82345.80000000
OU
Notional Amount
USD
5000.89000000
0.002333019470
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
82345.80000000
USD
5000.89000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
NASDAQ 100 E-MINI MAR23
000000000
19.00000000
NC
USD
-252546.10000000
-0.11781802207
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-Mini NASDAQ 100 Index Futures
NQH3 Index
2023-03-17
4441001.10000000
USD
-252546.10000000
N
N
N
MITSUBISHI TST&BNK C
N/A
MITSUBISHI TST&BNK C
60683DCE7
5000000.00000000
PA
USD
5006112.45000000
2.335455852000
Long
STIV
CORP
US
N
2
2023-05-17
Variable
5.28000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ABBOTT LABORATORIES
000000000
79178.88000000
OU
Notional Amount
USD
-1364.74000000
-0.00063667966
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Abbott Laboratories
Abbott Laboratories
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
79178.88000000
USD
-1364.74000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
TELLURIAN INC
000000000
181197.10000000
OU
Notional Amount
USD
64518.10000000
0.030099039066
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
181197.10000000
USD
64518.10000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DISH NETWORK CORP-A
000000000
45742.50000000
OU
Notional Amount
USD
5879.76000000
0.002743030652
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DISH Network Corp
DISH Network Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
45742.50000000
USD
5879.76000000
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836108
718.00000000
NS
USD
51150.32000000
0.023862690934
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SNAP INC - A
000000000
179301.21000000
OU
Notional Amount
USD
24244.65000000
0.011310634806
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
179301.21000000
USD
24244.65000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Bank of America NA
06052TS68
5000000.00000000
PA
USD
5007247.45000000
2.335985353169
Long
STIV
CORP
US
N
2
2023-04-12
Fixed
5.05000000
N
N
N
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
000000000
640.00000000
NS
USD
107577.60000000
0.050187193750
Long
EC
CORP
IE
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
AGNICO EAGLE MINES LTD
000000000
54903.30000000
OU
Notional Amount
USD
-1584.25000000
-0.00073908566
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
54903.30000000
USD
-1584.25000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR FUT JUN23
000000000
60.00000000
NC
USD
-31500.00000000
-0.01469540687
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Three-Month SOFR Futures
SFRM3 Comdty
2023-09-19
14287500.00000000
USD
-31500.00000000
N
N
N
American States Water Co
529900L26LIS2V8PWM23
American States Water Co
029899101
1081.00000000
NS
USD
100046.55000000
0.046673801877
Long
EC
CORP
US
N
1
N
N
N
Pinnacle West Capital Corp
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp
723484101
374.00000000
NS
USD
28438.96000000
0.013267367886
Long
EC
CORP
US
N
1
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036P108
453.00000000
NS
USD
104982.75000000
0.048976642114
Long
EC
CORP
US
N
1
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00766T100
3246.00000000
NS
USD
275682.78000000
0.128611765771
Long
EC
CORP
US
N
1
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
Willis Towers Watson PLC
000000000
723.00000000
NS
USD
176831.34000000
0.082495507630
Long
EC
CORP
IE
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
STOXX EUROPE 600 MAR23
000000000
397.00000000
NC
-281003.70000000
-0.13109408591
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex Stoxx Europe 600 Futures
SXOH3 Index
2023-03-17
8680895.00000000
EUR
-281003.70000000
N
N
N
NorthWestern Corp
3BPWMBHR1R9SHUN7J795
NorthWestern Corp
668074305
545.00000000
NS
USD
32340.30000000
0.015087424352
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
000000000
2181.00000000
NS
USD
139584.00000000
0.065118846790
Long
EC
CORP
IE
N
1
N
N
N
Wendy's Co/The
529900M0JIUCMWVKHG76
Wendy's Co/The
95058W100
6741.00000000
NS
USD
152548.83000000
0.071167210344
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
QUALTRICS INTERNATIONAL-CL A
000000000
55601.03000000
OU
Notional Amount
USD
-153.30000000
-0.00007151764
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Qualtrics International, Inc.
Qualtrics International, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
55601.03000000
USD
-153.30000000
N
N
N
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDX FUTR MAR23
000000000
33.00000000
NC
-154605.75000000
-0.07212680641
N/A
DE
JP
N
2
Osaka Exchange
3538001249AILNPRUX57
Long
TSE TOPIX (Tokyo Price Index) Futures
TPH3 Index
2023-03-09
639510000.00000000
JPY
-154605.75000000
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106L109
890.00000000
NS
USD
139623.20000000
0.065137134407
Long
EC
CORP
US
N
1
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
Entergy Corp
29364G103
253.00000000
NS
USD
28462.50000000
0.013278349787
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
LYONDELLBASELL INDU-CL A
000000000
34684.08000000
OU
Notional Amount
USD
922.53000000
0.000430379482
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
34684.08000000
USD
922.53000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PALANTIR TECHNOLOGIES INC-A
000000000
48765.00000000
OU
Notional Amount
USD
7183.41000000
0.003351210562
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Palantir Technologies, Inc.
Palantir Technologies, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
48765.00000000
USD
7183.41000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SLEEP NUMBER CORP
000000000
59904.00000000
OU
Notional Amount
USD
6895.04000000
0.003216679944
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Sleep Number Corp
Sleep Number Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
59904.00000000
USD
6895.04000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ALPHABET INC-CL A
000000000
64918.74000000
OU
Notional Amount
USD
3387.49000000
0.001580334725
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Alphabet, Inc.
Alphabet, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
64918.74000000
USD
3387.49000000
N
N
N
Gladstone Commercial Corp
529900EVVV534W8R0T32
Gladstone Commercial Corp
376536108
6385.00000000
NS
USD
118122.50000000
0.055106609496
Long
EC
US
N
1
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COFFEE 'C' FUTURE MAR23
000000000
-4.00000000
NC
USD
6693.75000000
0.003122773961
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT CSC C Coffee Futures
KCH3 COMDTY
2023-03-21
-257643.75000000
USD
6693.75000000
N
N
N
Resideo Technologies Inc
5493006TKFPYISY2DS54
Resideo Technologies Inc
76118Y104
4861.00000000
NS
USD
79963.45000000
0.037304616928
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
RENAISSANCERE HOLDINGS LTD
000000000
179464.50000000
OU
Notional Amount
USD
5039.43000000
0.002350999183
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
179464.50000000
USD
5039.43000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
AGNC INVESTMENT CORP
000000000
156683.16000000
OU
Notional Amount
USD
-7010.22000000
-0.00327041381
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
AGNC Investment Corp
AGNC Investment Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
156683.16000000
USD
-7010.22000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
AIRBNB INC-CLASS A
000000000
189973.41000000
OU
Notional Amount
USD
29751.35000000
0.013879625189
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Airbnb, Inc.
Airbnb, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
189973.41000000
USD
29751.35000000
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103H107
138.00000000
NS
USD
116476.14000000
0.054338548224
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SOUTHWEST AIRLINES CO
000000000
126035.78000000
OU
Notional Amount
USD
20122.68000000
0.009387649844
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
126035.78000000
USD
20122.68000000
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
1435.00000000
NS
USD
133727.65000000
0.062386737390
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PACIFIC BIOSCIENCES OF CALIF
000000000
81968.75000000
OU
Notional Amount
USD
19867.29000000
0.009268505084
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
81968.75000000
USD
19867.29000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CIMPRESS PLC
000000000
79893.00000000
OU
Notional Amount
USD
5610.18000000
0.002617265960
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Cimpress PLC
Cimpress PLC
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
79893.00000000
USD
5610.18000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
13640.15000000
0.006363414417
N/A
DFE
SG
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1294378.70000000
USD
1750000.00000000
SGD
2023-03-15
13640.15000000
N
N
N
World Wrestling Entertainment Inc
549300WZVLSCS3L4L698
World Wrestling Entertainment Inc
98156Q108
2208.00000000
NS
USD
151292.16000000
0.070580947584
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CANNAE HOLDINGS INC
000000000
155493.87000000
OU
Notional Amount
USD
17425.89000000
0.008129541072
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
155493.87000000
USD
17425.89000000
N
N
N
CyberArk Software Ltd
529900YEXNDM894PWS93
CyberArk Software Ltd
000000000
611.00000000
NS
USD
79216.15000000
0.036955985894
Long
EC
CORP
IL
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-SCHATZ FUT MAR23
000000000
-33.00000000
NC
49501.12000000
0.023093304742
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 2 Year Euro SCHATZ Futures
DUH2 Comdty
2023-03-08
-3525103.30000000
EUR
49501.12000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
VF CORP
000000000
53697.54000000
OU
Notional Amount
USD
969.06000000
0.000452086698
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
VF Corp.
VF Corp.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
53697.54000000
USD
969.06000000
N
N
N
CSG Systems International Inc
549300D7FJZUOHHXUA81
CSG Systems International Inc
126349109
1502.00000000
NS
USD
85914.40000000
0.040080859200
Long
EC
CORP
US
N
1
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
Garmin Ltd
000000000
1166.00000000
NS
USD
107610.14000000
0.050202374338
Long
EC
CORP
CH
N
1
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
997.00000000
NS
USD
148592.88000000
0.069321677175
Long
EC
CORP
US
N
1
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
2416.00000000
NS
USD
399799.68000000
0.186514887871
Long
EC
CORP
US
N
1
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
2667.00000000
NS
USD
378153.93000000
0.176416694110
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-2400.61000000
-0.00111993462
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
875000.00000000
CHF
951133.48000000
USD
2023-03-15
-2400.61000000
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
484.00000000
NS
USD
30787.24000000
0.014362889476
Long
EC
CORP
US
N
1
N
N
N
GoDaddy Inc
549300J8H1TB0I2CB447
GoDaddy Inc
380237107
1678.00000000
NS
USD
125547.96000000
0.058570741432
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-231.21000000
-0.00010786428
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
4000000.00000000
SEK
384630.16000000
USD
2023-03-15
-231.21000000
N
N
N
Brookfield Infrastructure Partners LP
549300WEH5R2OODI7Y90
Brookfield Infrastructure Partners LP
000000000
5203.00000000
NS
USD
161240.97000000
0.075222274914
Long
EC
CORP
BM
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
330.00000000
NS
USD
92462.70000000
0.043135777704
Long
EC
US
N
1
N
N
N
GMS Inc
52990057RENOQO4U0D72
GMS Inc
36251C103
1969.00000000
NS
USD
98056.20000000
0.045745262097
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
1389.36000000
0.000648165412
N/A
DFE
SE
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
383472.01000000
USD
4000000.00000000
SEK
2023-03-15
1389.36000000
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
522.00000000
NS
USD
57576.60000000
0.026860684563
Long
EC
CORP
US
N
1
N
N
N
Suburban Propane Partners LP
JJAX4X60DE65EYFOTY73
Suburban Propane Partners LP
864482104
5215.00000000
NS
USD
79163.70000000
0.036931516876
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PATTERSON-UTI ENERGY INC
000000000
181402.70000000
OU
Notional Amount
USD
11817.50000000
0.005513110184
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
181402.70000000
USD
11817.50000000
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229106
7685.00000000
NS
USD
100519.80000000
0.046894582871
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
FEDEX CORP
000000000
183859.98000000
OU
Notional Amount
USD
8548.79000000
0.003988188805
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
FedEx Corp
FedEx Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
183859.98000000
USD
8548.79000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ACADIA REALTY TRUST
000000000
149939.62000000
OU
Notional Amount
USD
8782.45000000
0.004097196068
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
149939.62000000
USD
8782.45000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
STAAR SURGICAL CO
000000000
56710.23000000
OU
Notional Amount
USD
8697.53000000
0.004057579117
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
56710.23000000
USD
8697.53000000
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896100
553.00000000
NS
USD
35021.49000000
0.016338255399
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MOSAIC CO/THE
000000000
49299.30000000
OU
Notional Amount
USD
7303.25000000
0.003407118422
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
49299.30000000
USD
7303.25000000
N
N
N
SUMITOMO MITSUI TRUST NY
N/A
SUMITOMO MITSUI TRUST NY
86564MB49
10000000.00000000
PA
USD
10000002.80000000
4.665209839480
Long
STIV
CORP
JP
N
2
2023-01-04
Fixed
4.27000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
LAS VEGAS SANDS CORP
000000000
146234.48000000
OU
Notional Amount
USD
-3356.51000000
-0.00156588190
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
146234.48000000
USD
-3356.51000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
NIKE INC -CL B
000000000
232104.04000000
OU
Notional Amount
USD
-14721.63000000
-0.00686794738
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
NIKE, Inc.
NIKE, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
232104.04000000
USD
-14721.63000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
JELD-WEN HOLDING INC
000000000
204504.52000000
OU
Notional Amount
USD
14323.05000000
0.006682001508
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
204504.52000000
USD
14323.05000000
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780206
690.00000000
NS
USD
57194.10000000
0.026682240336
Long
EC
CORP
US
N
1
N
N
N
Portland General Electric Co
GJOUP9M7C39GLSK9R870
Portland General Electric Co
736508847
604.00000000
NS
USD
29596.00000000
0.013807151174
Long
EC
CORP
US
N
1
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
Consolidated Edison Inc
209115104
425.00000000
NS
USD
40506.75000000
0.018897243575
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ANTERIX INC
000000000
152558.00000000
OU
Notional Amount
USD
8715.67000000
0.004066041805
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
152558.00000000
USD
8715.67000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DYNATRACE INC
000000000
47151.51000000
OU
Notional Amount
USD
-199.40000000
-0.00009302425
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Dynatrace, Inc.
Dynatrace, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
47151.51000000
USD
-199.40000000
N
N
N
Golub Capital BDC Inc
2549005WE0QLGK9APF78
Golub Capital BDC Inc
38173M102
15691.00000000
NS
USD
206493.56000000
0.096333551816
Long
EC
CORP
US
N
1
N
N
N
Heartland Express Inc
5299005V45FZIQGLOG39
Heartland Express Inc
422347104
6483.00000000
NS
USD
99449.22000000
0.046395134976
Long
EC
CORP
US
N
1
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
SPI 200 FUTURES MAR23
000000000
9.00000000
NC
-27047.46000000
-0.01261820411
N/A
DE
AU
N
2
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
SFE S&P ASX Share Price Index 200 Futures
XPH3 Index
2023-03-16
1607425.00000000
AUD
-27047.46000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SOUTHWESTERN ENERGY CO
000000000
51816.96000000
OU
Notional Amount
USD
8183.50000000
0.003817773403
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Southwestern Energy Co.
Southwestern Energy Co.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
51816.96000000
USD
8183.50000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
RANGE RESOURCES CORP
000000000
48848.04000000
OU
Notional Amount
USD
6675.72000000
0.003114362590
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Range Resources Corp.
Range Resources Corp.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
48848.04000000
USD
6675.72000000
N
N
N
Carlisle Cos Inc
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc
142339100
394.00000000
NS
USD
92846.10000000
0.043314641799
Long
EC
CORP
US
N
1
N
N
N
CoStar Group Inc
N/A
CoStar Group Inc
22160N109
1883.00000000
NS
USD
145518.24000000
0.067887293498
Long
EC
CORP
US
N
1
N
N
N
NewMarket Corp
54930082CG88ERDREQ47
NewMarket Corp
651587107
325.00000000
NS
USD
101110.75000000
0.047170273370
Long
EC
CORP
US
N
1
N
N
N
Kirby Corp
I7NO6FZO5GUCG585T325
Kirby Corp
497266106
2017.00000000
NS
USD
129793.95000000
0.060551584310
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
LIVENT CORP
000000000
118195.43000000
OU
Notional Amount
USD
32428.93000000
0.015128772095
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
118195.43000000
USD
32428.93000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
LIVE NATION ENTERTAINMENT IN
000000000
184519.36000000
OU
Notional Amount
USD
8268.86000000
0.003857595623
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
184519.36000000
USD
8268.86000000
N
N
N
Janus Henderson Group PLC
2138009WPYMWJN3RVF44
Janus Henderson Group PLC
000000000
5294.00000000
NS
USD
124514.88000000
0.058088788068
Long
EC
CORP
JE
N
1
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866108
1266.00000000
NS
USD
293167.62000000
0.136768808248
Long
EC
CORP
US
N
1
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411Q101
940.00000000
NS
USD
53457.80000000
0.024939178472
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BOEING CO/THE
000000000
145932.06000000
OU
Notional Amount
USD
-8674.11000000
-0.00404665319
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
145932.06000000
USD
-8674.11000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
VIATRIS INC
000000000
170953.97000000
OU
Notional Amount
USD
-984.61000000
-0.00045934109
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Viatris, Inc.
Viatris, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
170953.97000000
USD
-984.61000000
N
N
N
OGE Energy Corp
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp
670837103
753.00000000
NS
USD
29781.15000000
0.013893527510
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CHEMOURS CO/THE
000000000
225733.50000000
OU
Notional Amount
USD
3872.53000000
0.001806616000
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
225733.50000000
USD
3872.53000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BIGCOMMERCE HOLDINGS-SER 1
000000000
54146.88000000
OU
Notional Amount
USD
-447.65000000
-0.00020883805
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BigCommerce Holdings, Inc.
BigCommerce Holdings, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
54146.88000000
USD
-447.65000000
N
N
N
Essent Group Ltd
254900QUO860OUT6ZF83
Essent Group Ltd
000000000
3786.00000000
NS
USD
147199.68000000
0.068671720322
Long
EC
CORP
BM
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-OAT FUTURE MAR23
000000000
-45.00000000
NC
212936.13000000
0.099339145070
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
French Government Bond Futures
OATH3 Comdty
2023-03-08
-5927422.16000000
EUR
212936.13000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SCOTTS MIRACLE-GRO CO
000000000
75393.64000000
OU
Notional Amount
USD
10143.62000000
0.004732210258
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Scotts Miracle-Gro Co.
Scotts Miracle-Gro Co.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
75393.64000000
USD
10143.62000000
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
39.00000000
NS
USD
13561.47000000
0.006326708556
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BANK OF AMERICA CORP
000000000
119227.50000000
OU
Notional Amount
USD
15293.75000000
0.007134853300
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
119227.50000000
USD
15293.75000000
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759100
218.00000000
NS
USD
28119.82000000
0.013118482421
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
258.00000000
NS
USD
144255.54000000
0.067298217617
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
875.00000000
NS
USD
229810.00000000
0.107211157301
Long
EC
CORP
US
N
1
N
N
N
Community Trust Bancorp Inc
N/A
Community Trust Bancorp Inc
204149108
1849.00000000
NS
USD
84924.57000000
0.039619082864
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
4733.35000000
0.002208206481
N/A
DFE
NZ
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1266076.00000000
USD
2000000.00000000
NZD
2023-03-15
4733.35000000
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452100
1156.00000000
NS
USD
52655.80000000
0.024565028748
Long
EC
CORP
US
N
1
N
N
N
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
HANG SENG IDX FUT JAN23
000000000
7.00000000
NC
968.79000000
0.000451960737
N/A
DE
HK
N
2
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Long
HKG Hang Seng Index Futures
HIF3 Index
2023-01-30
6934000.00000000
HKD
968.79000000
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
1917.00000000
NS
USD
236136.06000000
0.110162396211
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DIGITAL TURBINE INC
000000000
34420.10000000
OU
Notional Amount
USD
5806.52000000
0.002708862665
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
34420.10000000
USD
5806.52000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
AMERICAN AXLE & MFG HOLDINGS
000000000
91222.83000000
OU
Notional Amount
USD
22997.81000000
0.010728957945
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
91222.83000000
USD
22997.81000000
N
N
N
NMI Holdings Inc
529900KNNGFXJX1C3Z08
NMI Holdings Inc
629209305
6056.00000000
NS
USD
126570.40000000
0.059047731013
Long
EC
CORP
US
N
1
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429109
602.00000000
NS
USD
34163.50000000
0.015937985172
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
1049.00000000
NS
USD
331337.14000000
0.154575685290
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN FUTURE MAR23
000000000
-29.00000000
NC
USD
-86283.93000000
-0.04025325265
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Soybean Futures
S F3 COMDTY
2023-03-14
-2123516.07000000
USD
-86283.93000000
N
N
N
Alliant Energy Corp
5493009ML300G373MZ12
Alliant Energy Corp
018802108
944.00000000
NS
USD
52118.24000000
0.024314245798
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
LEAR CORP
000000000
43993.20000000
OU
Notional Amount
USD
6312.57000000
0.002944945543
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
43993.20000000
USD
6312.57000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
NEWMONT GOLDCORP CORP
000000000
64986.43000000
OU
Notional Amount
USD
584.52000000
0.000272690769
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
64986.43000000
USD
584.52000000
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
2988.00000000
NS
USD
78972.84000000
0.036842476706
Long
EC
CORP
US
N
1
N
N
N
Medpace Holdings Inc
549300H8TYEUVTW14A54
Medpace Holdings Inc
58506Q109
690.00000000
NS
USD
146562.90000000
0.068374649173
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
APOLLO MEDICAL HOLDINGS INC
000000000
54668.89000000
OU
Notional Amount
USD
-989.08000000
-0.00046142644
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Apollo Medical Holdings, Inc.
Apollo Medical Holdings, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
54668.89000000
USD
-989.08000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
LIVEPERSON INC
000000000
51902.54000000
OU
Notional Amount
USD
7245.22000000
0.003380046216
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
51902.54000000
USD
7245.22000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DXC TECHNOLOGY CO
000000000
64710.27000000
OU
Notional Amount
USD
7127.75000000
0.003325244012
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
64710.27000000
USD
7127.75000000
N
N
N
MGE Energy Inc
N/A
MGE Energy Inc
55277P104
374.00000000
NS
USD
26329.60000000
0.012283307459
Long
EC
CORP
US
N
1
N
N
N
Dillard's Inc
529900FGYKMWL6019P91
Dillard's Inc
254067101
193.00000000
NS
USD
62377.60000000
0.029100451180
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796X95
5000000.00000000
PA
USD
4998990.30000000
2.332133220505
Long
STIV
UST
US
N
2
2023-01-05
None
0.00000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
WALT DISNEY CO/THE
000000000
165889.65000000
OU
Notional Amount
USD
19176.59000000
0.008946279130
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
165889.65000000
USD
19176.59000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
COUPANG INC
000000000
189150.80000000
OU
Notional Amount
USD
46942.16000000
0.021899496539
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Coupang, Inc.
Coupang, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
189150.80000000
USD
46942.16000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
FIDELITY NATIONAL INFO SERV
000000000
169692.04000000
OU
Notional Amount
USD
11619.86000000
0.005420907002
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Fidelity National Information Services Inc
Fidelity National Information Services Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
169692.04000000
USD
11619.86000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
ICE 3MTH SONIA FU MAR23
000000000
-8.00000000
NC
-5381.67000000
-0.00251066128
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
ICF Three Month SONIA Index Futures
SFIH3 INDEX
2023-06-20
-1909548.48000000
GBP
-5381.67000000
N
N
N
Silgan Holdings Inc
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048109
1861.00000000
NS
USD
96474.24000000
0.045007244768
Long
EC
CORP
US
N
1
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
SUGAR 11 (WORLD) MAR23
000000000
36.00000000
NC
USD
-10604.32000000
-0.00494713641
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
NYBOT CSC Number 11 World Sugar Futures
SBH3 Comdty
2023-02-28
818617.12000000
USD
-10604.32000000
N
N
N
OSI Systems Inc
DDX3MPX1Y8YD30050X33
OSI Systems Inc
671044105
2084.00000000
NS
USD
165719.68000000
0.077311686525
Long
EC
CORP
US
N
1
N
N
N
Grand Canyon Education Inc
529900XFER799IYOSW74
Grand Canyon Education Inc
38526M106
1522.00000000
NS
USD
160814.52000000
0.075023327097
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE MAR23
000000000
-21.00000000
NC
73277.77000000
0.034185607789
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
CME 1 Year Mid-Curve 3 Month Eurodollar Option
OEH2 Comdty
2023-03-08
-2499205.14000000
EUR
73277.77000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SCHRODINGER INC
000000000
58878.00000000
OU
Notional Amount
USD
-2062.30000000
-0.00096210595
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
58878.00000000
USD
-2062.30000000
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy Inc
30034W106
422.00000000
NS
USD
26556.46000000
0.012389142380
Long
EC
CORP
US
N
1
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887102
970.00000000
NS
USD
37539.00000000
0.017512726312
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-5459.98000000
-0.00254719452
N/A
DFE
NZ
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1149188.40000000
USD
1800000.00000000
NZD
2023-03-15
-5459.98000000
N
N
N
Alexander's Inc
549300TZM28P04U5R635
Alexander's Inc
014752109
390.00000000
NS
USD
85823.40000000
0.040038405803
Long
EC
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IAC/INTERACTIVECORP
000000000
109743.26000000
OU
Notional Amount
USD
10725.53000000
0.005003683407
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IAC, Inc.
IAC, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
109743.26000000
USD
10725.53000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
NEVRO CORP
000000000
74969.55000000
OU
Notional Amount
USD
11659.45000000
0.005439376563
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Nevro Corp.
Nevro Corp.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
74969.55000000
USD
11659.45000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PENNYMAC MORTGAGE INVESTMENT
000000000
142338.72000000
OU
Notional Amount
USD
16398.02000000
0.007650018283
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PennyMac Mortgage Investment Trust
PennyMac Mortgage Investment Trust
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
142338.72000000
USD
16398.02000000
N
N
N
Dynex Capital Inc
5CIJ4S9HAEBWILA19B65
Dynex Capital Inc
26817Q886
17256.00000000
NS
USD
219496.32000000
0.102399610507
Long
EC
US
N
1
N
N
N
Xerox Holdings Corp
5493000Y33XDVO2CXC18
Xerox Holdings Corp
98421M106
5116.00000000
NS
USD
74693.60000000
0.034846122009
Long
EC
CORP
US
N
1
N
N
N
City Holding Co
N/A
City Holding Co
177835105
962.00000000
NS
USD
89552.58000000
0.041778146038
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BURLINGTON STORES INC
000000000
45669.04000000
OU
Notional Amount
USD
-1880.00000000
-0.00087705920
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Burlington Stores, Inc.
Burlington Stores, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
45669.04000000
USD
-1880.00000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
WHEAT FUTURE(CBT) MAR23
000000000
-19.00000000
NC
USD
5743.75000000
0.002679579151
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Wheat Futures
W H3 Comdty
2023-03-14
-758143.75000000
USD
5743.75000000
N
N
N
TORONTO DOMINION BK
N/A
TORONTO DOMINION BK
89115BN71
10000000.00000000
PA
USD
10001205.30000000
4.665770830806
Long
STIV
CORP
CA
N
2
2023-09-27
Fixed
5.32000000
N
N
N
N
N
N
Innoviva Inc
549300ACOX4QTBES6535
Innoviva Inc
45781M101
7367.00000000
NS
USD
97612.75000000
0.045538383425
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BIOLIFE SOLUTIONS INC
000000000
76709.90000000
OU
Notional Amount
USD
8769.39000000
0.004091103305
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BioLife Solutions Inc
BioLife Solutions Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
76709.90000000
USD
8769.39000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PAYCOM SOFTWARE INC
000000000
166837.20000000
OU
Notional Amount
USD
14716.36000000
0.006865488824
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
166837.20000000
USD
14716.36000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CALERES INC
000000000
53031.20000000
OU
Notional Amount
USD
4148.31000000
0.001935273121
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
53031.20000000
USD
4148.31000000
N
N
N
Primo Water Corp
5493005TMUI9D3MY9I37
Primo Water Corp
74167P108
10828.00000000
NS
USD
168267.12000000
0.078500120408
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CERIDIAN HCM HOLDING INC
000000000
216954.80000000
OU
Notional Amount
USD
14316.70000000
0.006679039100
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
216954.80000000
USD
14316.70000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796ZJ1
15000000.00000000
PA
USD
14989448.55000000
6.992890328375
Long
STIV
UST
US
N
2
2023-01-10
None
0.00000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PERIMETER SOLUTIONS SA
000000000
133897.17000000
OU
Notional Amount
USD
-3770.09000000
-0.00175882560
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Perimeter Solutions SA
Perimeter Solutions SA
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
133897.17000000
USD
-3770.09000000
N
N
N
Flex Ltd
549300EAQH74YHD07T53
Flex Ltd
000000000
5285.00000000
NS
USD
113416.10000000
0.052910975752
Long
EC
CORP
SG
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796U31
7500000.00000000
PA
USD
7430194.05000000
3.466340468555
Long
STIV
UST
US
N
2
2023-03-23
None
0.00000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ILLUMINA INC
000000000
19191.04000000
OU
Notional Amount
USD
1460.90000000
0.000681540314
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Illumina Inc
Illumina Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
19191.04000000
USD
1460.90000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BEST BUY CO INC
000000000
40517.50000000
OU
Notional Amount
USD
2133.73000000
0.000995429540
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Best Buy Co., Inc.
Best Buy Co., Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
40517.50000000
USD
2133.73000000
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
000000000
582.00000000
NS
USD
124676.04000000
0.058163972569
Long
EC
CORP
NL
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BAKER HUGHES CO
000000000
47155.65000000
OU
Notional Amount
USD
-2647.25000000
-0.00123499732
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Baker Hughes Co.
Baker Hughes Co.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
47155.65000000
USD
-2647.25000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
RALPH LAUREN CORP
000000000
202597.92000000
OU
Notional Amount
USD
12669.62000000
0.005910641933
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
202597.92000000
USD
12669.62000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
SHORT EURO-BTP FU MAR23
000000000
-11.00000000
NC
16838.17000000
0.007855357436
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
EUX Short term Euro-BTP Futures
BTSH3 Comdty
2023-03-08
-1171940.00000000
EUR
16838.17000000
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
340.00000000
NS
USD
116749.20000000
0.054465936408
Long
EC
CORP
US
N
1
N
N
N
Sunoco LP
54930001NJU8E40NQ561
Sunoco LP
86765K109
4383.00000000
NS
USD
188907.30000000
0.088129194794
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ENPRO INDUSTRIES INC
000000000
158716.80000000
OU
Notional Amount
USD
14031.78000000
0.006546117979
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
158716.80000000
USD
14031.78000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ZILLOW GROUP INC - A
000000000
66497.20000000
OU
Notional Amount
USD
11225.70000000
0.005237023143
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
66497.20000000
USD
11225.70000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DELTA AIR LINES INC
000000000
127650.33000000
OU
Notional Amount
USD
9480.69000000
0.004422939588
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
127650.33000000
USD
9480.69000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
HEALTH CATALYST INC
000000000
65573.36000000
OU
Notional Amount
USD
-721.72000000
-0.00033669743
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Health Catalyst Inc
Health Catalyst Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
65573.36000000
USD
-721.72000000
N
N
N
IAA Inc
549300PZCOPC5178W747
IAA Inc
449253103
29803.00000000
NS
USD
1192120.00000000
0.556148839662
Long
EC
CORP
US
N
1
N
N
N
Essential Utilities Inc
549300ILTEOF3E3QY357
Essential Utilities Inc
29670G102
2030.00000000
NS
USD
96891.90000000
0.045202091868
Long
EC
CORP
US
N
1
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671D857
2579.00000000
NS
USD
98002.00000000
0.045719976667
Long
EC
CORP
US
N
1
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
191.00000000
NS
USD
74159.57000000
0.034596985878
Long
EC
CORP
US
N
1
N
N
N
Macy's Inc
529900NZQ81TIOW3CW52
Macy's Inc
55616P104
63.00000000
NS
USD
1300.95000000
0.000606920304
Long
EC
CORP
US
N
1
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189T107
812.00000000
NS
USD
24351.88000000
0.011360659837
Long
EC
CORP
US
N
1
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829107
1917.00000000
NS
USD
146554.65000000
0.068370800376
Long
EC
CORP
US
N
1
N
N
N
Getty Realty Corp
2549000P1W5SFJWCNP90
Getty Realty Corp
374297109
893.00000000
NS
USD
30228.05000000
0.014102015680
Long
EC
US
N
1
N
N
N
Erie Indemnity Co
549300WA5KP94KRUFZ80
Erie Indemnity Co
29530P102
592.00000000
NS
USD
147242.24000000
0.068691575449
Long
EC
CORP
US
N
1
N
N
N
Star Bulk Carriers Corp
549300SO3FMK7H6DDY54
Star Bulk Carriers Corp
000000000
2727.00000000
NS
USD
52440.21000000
0.024464451517
Long
EC
CORP
MH
N
1
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
BRENT CRUDE FUTR MAR23
000000000
48.00000000
NC
USD
-48618.75000000
-0.02268166073
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Brent Crude Oil Futures
COH3 Comdty
2023-01-31
4172298.75000000
USD
-48618.75000000
N
N
N
SentinelOne Inc
N/A
SentinelOne Inc
81730H109
3433.00000000
NS
USD
50087.47000000
0.023366849245
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-25400.80000000
-0.01185000289
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
10500000.00000000
ZAR
588887.25000000
USD
2023-03-15
-25400.80000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
KINROSS GOLD CORP
000000000
61520.48000000
OU
Notional Amount
USD
799.30000000
0.000372890118
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
61520.48000000
USD
799.30000000
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473P105
1374.00000000
NS
USD
37675.08000000
0.017576210470
Long
EC
CORP
US
N
1
N
N
N
Insight Enterprises Inc
529900S8991TYW6YP792
Insight Enterprises Inc
45765U103
1947.00000000
NS
USD
195225.69000000
0.091076855489
Long
EC
CORP
US
N
1
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932107
6099.00000000
NS
USD
255792.06000000
0.119332330104
Long
EC
CORP
US
N
1
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604301
1703.00000000
NS
USD
142694.37000000
0.066569899256
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CONSTELLIUM SE
000000000
55751.10000000
OU
Notional Amount
USD
2960.71000000
0.001381232955
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
55751.10000000
USD
2960.71000000
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
348.00000000
NS
USD
149208.48000000
0.069608867412
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DANA INC
000000000
33969.69000000
OU
Notional Amount
USD
4896.25000000
0.002284202728
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
33969.69000000
USD
4896.25000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796T33
6000000.00000000
PA
USD
5963890.92000000
2.782279481119
Long
STIV
UST
US
N
2
2023-02-23
None
0.00000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
1869.00000000
NS
USD
155612.94000000
0.072596681556
Long
EC
CORP
US
N
1
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
452308109
1478.00000000
NS
USD
325603.40000000
0.151900776012
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CLEAN ENERGY FUELS CORP
000000000
172694.04000000
OU
Notional Amount
USD
35946.85000000
0.016769955136
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Clean Energy Fuels Corp.
Clean Energy Fuels Corp.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
172694.04000000
USD
35946.85000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CADENCE BANK
000000000
170184.84000000
OU
Notional Amount
USD
23930.70000000
0.011164170584
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
170184.84000000
USD
23930.70000000
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
2896.00000000
NS
USD
97102.88000000
0.045300518437
Long
EC
CORP
US
N
1
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac Inc
001055102
1296.00000000
NS
USD
93234.24000000
0.043495717203
Long
EC
CORP
US
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
441.00000000
NS
USD
36973.44000000
0.017248880779
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796ZT9
7000000.00000000
PA
USD
6973391.39000000
3.253232501812
Long
STIV
UST
US
N
2
2023-02-07
None
0.00000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
1387.00000000
NS
USD
142847.13000000
0.066641164982
Long
EC
CORP
US
N
1
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NY HARB ULSD FUT FEB23
000000000
11.00000000
NC
USD
64900.16000000
0.030277278023
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX NY Harbor ULSD Futures
HOG3 Comdty
2023-01-31
1457389.84000000
USD
64900.16000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) MAR23
000000000
-20.00000000
NC
USD
-2785.91000000
-0.00129968511
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 2 Year U.S. Treasury Notes Futures
TUH3 Comdty
2023-03-31
-4098776.61000000
USD
-2785.91000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
8X8 INC
000000000
64812.04000000
OU
Notional Amount
USD
-391.41000000
-0.00018260092
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
64812.04000000
USD
-391.41000000
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
LOW SU GASOIL G FEB23
000000000
10.00000000
NC
USD
78850.00000000
0.036785169284
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Gas Oil Futures
QSG3 Comdty
2023-02-10
827150.00000000
USD
78850.00000000
N
N
N
SUMITOMO MITSUI BANK NY
549300MS3WYYVQ4HXM15
Sumitomo Mitsui Banking Corp/New York
86565FSZ6
5000000.00000000
PA
USD
5000273.80000000
2.332732000020
Long
STIV
CORP
JP
N
2
2023-03-16
Floating
4.70000000
N
N
N
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
Lululemon Athletica Inc
550021109
240.00000000
NS
USD
76891.20000000
0.035871348236
Long
EC
CORP
US
N
1
N
N
N
Shockwave Medical Inc
549300LDXO56IC5Y1538
Shockwave Medical Inc
82489T104
214.00000000
NS
USD
44000.54000000
0.020527169467
Long
EC
CORP
US
N
1
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608102
475.00000000
NS
USD
42237.00000000
0.019704441281
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DUCK CREEK TECHNOLOGIES INC
000000000
53570.24000000
OU
Notional Amount
USD
-1634.53000000
-0.00076254233
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Duck Creek Technologies, Inc.
Duck Creek Technologies, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
53570.24000000
USD
-1634.53000000
N
N
N
Chemed Corp
54930020031IDJT2IM79
Chemed Corp
16359R103
329.00000000
NS
USD
167931.47000000
0.078343532684
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
421.00000000
NS
USD
16587.40000000
0.007738368002
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BRIGHT HORIZONS FAMILY SOLUT
000000000
61734.40000000
OU
Notional Amount
USD
9439.34000000
0.004403648951
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
61734.40000000
USD
9439.34000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
EASTERN BANKSHARES INC
000000000
149624.30000000
OU
Notional Amount
USD
18501.56000000
0.008631363558
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
149624.30000000
USD
18501.56000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796ZU6
6000000.00000000
PA
USD
5971794.66000000
2.785966740648
Long
STIV
UST
US
N
2
2023-02-14
None
0.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CORN FUTURE MAR23
000000000
53.00000000
NC
USD
57173.58000000
0.026672667329
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Corn Futures
C H3 Comdty
2023-03-14
1740851.42000000
USD
57173.58000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
VORNADO REALTY TRUST
000000000
138235.14000000
OU
Notional Amount
USD
24944.78000000
0.011637260051
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Vornado Realty Trust
Vornado Realty Trust
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
138235.14000000
USD
24944.78000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
TRIUMPH GROUP INC
000000000
258753.12000000
OU
Notional Amount
USD
20847.74000000
0.009725905454
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
258753.12000000
USD
20847.74000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-14808.55000000
-0.00690849738
N/A
DFE
SE
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1169392.67000000
USD
12000000.00000000
SEK
2023-03-15
-14808.55000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-7166.41000000
-0.00334327970
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
6000000.00000000
NOK
607123.37000000
USD
2023-03-15
-7166.41000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE MAR23
000000000
14.00000000
NC
USD
-3255.00000000
-0.00151852537
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Zinc Futures
LXH3 COMDTY
2023-03-13
1045030.00000000
USD
-3255.00000000
N
N
N
Gen Digital Inc
YF6ZV0M6AU4FY94MK914
Gen Digital Inc
668771108
5666.00000000
NS
USD
121422.38000000
0.056646072330
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
TEXAS CAPITAL BANCSHARES INC
000000000
157233.79000000
OU
Notional Amount
USD
-318.80000000
-0.00014872684
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Texas Capital Bancshares, Inc.
Texas Capital Bancshares, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
157233.79000000
USD
-318.80000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
NETFLIX INC
000000000
89214.76000000
OU
Notional Amount
USD
3404.80000000
0.001588410201
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Netflix Inc
Netflix Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
89214.76000000
USD
3404.80000000
N
N
N
Flowers Foods Inc
7YNCQQNDK8FBM9BBTK25
Flowers Foods Inc
343498101
1004.00000000
NS
USD
28854.96000000
0.013461440561
Long
EC
CORP
US
N
1
N
N
N
Meff Financial Derivatives
N/A
IBEX 35 INDX FUTR JAN23
000000000
3.00000000
NC
-1039.10000000
-0.00048476181
N/A
DE
ES
N
2
Meff Financial Derivatives
N/A
Long
MEFF Madrid IBEX 35 Index Futures
IBF3 Index
2023-01-20
246427.50000000
EUR
-1039.10000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
3MO EURO EURIBOR MAR23
000000000
-49.00000000
NC
1898.09000000
0.000885498566
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
ICF 3 Month Euro Euribor Futures
ERH3 Comdty
2023-03-13
-11883048.17000000
EUR
1898.09000000
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
000000000
918.00000000
NS
USD
105386.40000000
0.049164953256
Long
EC
CORP
CH
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
AT&T INC
000000000
33142.32000000
OU
Notional Amount
USD
1605.12000000
0.000748821952
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
AT&T, Inc.
AT&T, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
33142.32000000
USD
1605.12000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PAN AMERICAN SILVER CORP
000000000
51120.41000000
OU
Notional Amount
USD
324.99000000
0.000151614612
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Pan American Silver Corp
Pan American Silver Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
51120.41000000
USD
324.99000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MATCH GROUP INC
000000000
109459.30000000
OU
Notional Amount
USD
11504.40000000
0.005367042504
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
109459.30000000
USD
11504.40000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
EURO FX CURR FUT MAR23
000000000
-83.00000000
NC
USD
-82452.37000000
-0.03846575001
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Euro Foreign Exchange Currency Futures
ECH3 Curncy
2023-03-13
-11074822.63000000
USD
-82452.37000000
N
N
N
Federated Hermes Inc
R05X5UQ874RGFF7HHD84
Federated Hermes Inc
314211103
4005.00000000
NS
USD
145421.55000000
0.067842185597
Long
EC
CORP
US
N
1
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COTTON NO.2 FUTR MAR23
000000000
-36.00000000
NC
USD
-1570.00000000
-0.00073243773
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT CTN Number 2 Cotton Futures
CTH3 COMDTY
2023-03-09
-1499090.00000000
USD
-1570.00000000
N
N
N
LPL Financial Holdings Inc
549300XROQ4Y8G2L7682
LPL Financial Holdings Inc
50212V100
651.00000000
NS
USD
140726.67000000
0.065651926173
Long
EC
CORP
US
N
1
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776696106
558.00000000
NS
USD
241106.22000000
0.112481079495
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
NATERA INC
000000000
168220.15000000
OU
Notional Amount
USD
2802.77000000
0.001307550652
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Natera Inc
Natera Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
168220.15000000
USD
2802.77000000
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
109.00000000
NS
USD
6704.59000000
0.003127831047
Long
EC
CORP
US
N
1
N
N
N
New Relic Inc
549300AB8FY2HQILL804
New Relic Inc
64829B100
49.00000000
NS
USD
2766.05000000
0.001290420006
Long
EC
CORP
US
N
1
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209S103
1952.00000000
NS
USD
89225.92000000
0.041625752336
Long
EC
CORP
US
N
1
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp
501889208
2732.00000000
NS
USD
145916.12000000
0.068072912815
Long
EC
CORP
US
N
1
N
N
N
Palo Alto Networks Inc
549300QXR2YVZV231H43
Palo Alto Networks Inc
697435105
267.00000000
NS
USD
37257.18000000
0.017381251405
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
QURATE RETAIL INC-SERIES A
000000000
90822.80000000
OU
Notional Amount
USD
28123.51000000
0.013120203883
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Qurate Retail, Inc.
Qurate Retail, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
90822.80000000
USD
28123.51000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
JONES LANG LASALLE INC
000000000
59364.01000000
OU
Notional Amount
USD
3302.70000000
0.001540778422
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
59364.01000000
USD
3302.70000000
N
N
N
MIZUHO BANK LTD
N/A
MIZUHO BANK LTD
60710R4L6
10000000.00000000
PA
USD
10005290.50000000
4.667676661796
Long
STIV
CORP
JP
N
2
2023-04-28
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
LYFT INC-A
000000000
189258.96000000
OU
Notional Amount
USD
3999.42000000
0.001865812831
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
189258.96000000
USD
3999.42000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
NUCOR CORP
000000000
3148.95000000
OU
Notional Amount
USD
380.64000000
0.000177576497
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Nucor Corp
Nucor Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
3148.95000000
USD
380.64000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SERVICE PROPERTIES TRUST
000000000
178289.20000000
OU
Notional Amount
USD
13308.26000000
0.006208580811
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
178289.20000000
USD
13308.26000000
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
1303.00000000
NS
USD
125166.18000000
0.058392633100
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-176.76000000
-0.00008246222
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
375000.00000000
CHF
408480.71000000
USD
2023-03-15
-176.76000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COCOA FUTURE MAR23
000000000
-67.00000000
NC
USD
-68029.79000000
-0.03173731568
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT CSC Cocoa Futures
CCH3 COMDTY
2023-03-16
-1673970.21000000
USD
-68029.79000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ROBLOX CORP -CLASS A
000000000
39903.12000000
OU
Notional Amount
USD
4289.31000000
0.002001052561
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ROBLOX Corp.
ROBLOX Corp.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
39903.12000000
USD
4289.31000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PBF ENERGY INC-CLASS A
000000000
209394.92000000
OU
Notional Amount
USD
-15134.22000000
-0.00706042922
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
209394.92000000
USD
-15134.22000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
TWILIO INC - A
000000000
243482.34000000
OU
Notional Amount
USD
1103.13000000
0.000514633148
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
243482.34000000
USD
1103.13000000
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498101
978.00000000
NS
USD
125262.24000000
0.058437447093
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR23
000000000
-25.00000000
NC
USD
11472.41000000
0.005352118502
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 5 Year US Treasury Note Future
FVH3 Comdty
2023-03-31
-2709714.61000000
USD
11472.41000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
HANESBRANDS INC
000000000
53632.29000000
OU
Notional Amount
USD
-323.51000000
-0.00015092416
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Hanesbrands, Inc.
Hanesbrands, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
53632.29000000
USD
-323.51000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
TFS FINANCIAL CORP
000000000
128924.25000000
OU
Notional Amount
USD
-6751.89000000
-0.00314989748
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
128924.25000000
USD
-6751.89000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
P G & E CORP
000000000
50145.80000000
OU
Notional Amount
USD
-1622.82000000
-0.00075707937
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
50145.80000000
USD
-1622.82000000
N
N
N
Datadog Inc
549300F6JNO0KRPO1K63
Datadog Inc
23804L103
634.00000000
NS
USD
46599.00000000
0.021739405243
Long
EC
CORP
US
N
1
N
N
N
MDU Resources Group Inc
N/A
MDU Resources Group Inc
552690109
9256.00000000
NS
USD
280827.04000000
0.131011670336
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CLEVELAND-CLIFFS INC
000000000
55310.04000000
OU
Notional Amount
USD
-2068.10000000
-0.00096481177
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Cleveland-Cliffs, Inc.
Cleveland-Cliffs, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
55310.04000000
USD
-2068.10000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796ZL6
5000000.00000000
PA
USD
4988797.80000000
2.327378206708
Long
STIV
UST
US
N
2
2023-01-24
None
0.00000000
N
N
N
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506101
1323.00000000
NS
USD
138703.32000000
0.064707991205
Long
EC
CORP
US
N
1
N
N
N
OVERSEA-CHINESE BK CO NY
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp Ltd/New York
69033MT72
8000000.00000000
PA
USD
7999666.08000000
3.732011045934
Long
STIV
CORP
SG
N
2
2023-02-23
Floating
4.62000000
N
N
N
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540R409
688.00000000
NS
USD
162010.24000000
0.075581155411
Long
EC
CORP
US
N
1
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC Inc
69370C100
1019.00000000
NS
USD
122320.76000000
0.057065185334
Long
EC
CORP
US
N
1
N
N
N
RH
5493008MTS3OGGMHGK69
RH
74967X103
319.00000000
NS
USD
85233.61000000
0.039763256468
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BRAZIL REAL FUT FEB23
000000000
54.00000000
NC
USD
-33253.09000000
-0.01551325992
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Brazilian Real Currency Futures
BRG3 Curncy
2023-01-31
1040083.09000000
USD
-33253.09000000
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
301.00000000
NS
USD
68745.39000000
0.032071158004
Long
EC
CORP
US
N
1
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123101
579.00000000
NS
USD
138705.24000000
0.064708886925
Long
EC
CORP
US
N
1
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings Inc
125269100
48.00000000
NS
USD
4089.60000000
0.001907883681
Long
EC
CORP
US
N
1
N
N
N
IDACORP Inc
N134NUJDWN8UEFA8B673
IDACORP Inc
451107106
388.00000000
NS
USD
41845.80000000
0.019521938323
Long
EC
CORP
US
N
1
N
N
N
HealthStream Inc
529900OJ88H8635JNH64
HealthStream Inc
42222N103
4074.00000000
NS
USD
101198.16000000
0.047211051957
Long
EC
CORP
US
N
1
N
N
N
Gentex Corp
549300S3UD8XV1MN0287
Gentex Corp
371901109
4250.00000000
NS
USD
115897.50000000
0.054068600597
Long
EC
CORP
US
N
1
N
N
N
John B Sanfilippo & Son Inc
5299007IBEYVXKYDUX28
John B Sanfilippo & Son Inc
800422107
1392.00000000
NS
USD
113197.44000000
0.052808966302
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
GOOSEHEAD INSURANCE INC -A
000000000
75453.38000000
OU
Notional Amount
USD
11899.16000000
0.005551206277
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Goosehead Insurance, Inc.
Goosehead Insurance, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
75453.38000000
USD
11899.16000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
APA CORP
000000000
79270.20000000
OU
Notional Amount
USD
549.76000000
0.000256474504
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
79270.20000000
USD
549.76000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
APTIV PLC
000000000
211633.28000000
OU
Notional Amount
USD
27563.16000000
0.012858788923
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
211633.28000000
USD
27563.16000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
AMERICAN TOWER CORP
000000000
124121.25000000
OU
Notional Amount
USD
4803.06000000
0.002240727649
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
124121.25000000
USD
4803.06000000
N
N
N
ON Semiconductor Corp
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189105
765.00000000
NS
USD
47713.05000000
0.022259132800
Long
EC
CORP
US
N
1
N
N
N
Sonoco Products Co
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co
835495102
1685.00000000
NS
USD
102296.35000000
0.047723380493
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SUNSTONE HOTEL INVESTORS INC
000000000
142463.37000000
OU
Notional Amount
USD
17063.72000000
0.007960581215
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
142463.37000000
USD
17063.72000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
AVIDXCHANGE HOLDINGS INC
000000000
150837.63000000
OU
Notional Amount
USD
-10646.80000000
-0.00496695422
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
AvidXchange Holdings, Inc.
AvidXchange Holdings, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
150837.63000000
USD
-10646.80000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MERCURY GENERAL CORP
000000000
141823.00000000
OU
Notional Amount
USD
3040.77000000
0.001418582615
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Mercury General Corp.
Mercury General Corp.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
141823.00000000
USD
3040.77000000
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
AUST 3YR BOND FUT MAR23
000000000
-12.00000000
NC
11360.99000000
0.005300138749
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
SFE 3 Year Australian Bond Futures
YMH3 Comdty
2023-03-15
-1298246.52000000
AUD
11360.99000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DOMINION ENERGY INC
000000000
97135.72000000
OU
Notional Amount
USD
-3707.88000000
-0.00172980334
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Dominion Energy, Inc.
Dominion Energy, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
97135.72000000
USD
-3707.88000000
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES Corp/The
00130H105
4940.00000000
NS
USD
142074.40000000
0.066280670323
Long
EC
CORP
US
N
1
N
N
N
White Mountains Insurance Group Ltd
549300N3FL068JERBG02
White Mountains Insurance Group Ltd
000000000
74.00000000
NS
USD
104660.42000000
0.048826268447
Long
EC
CORP
BM
N
1
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278X109
20.00000000
NS
USD
2735.60000000
0.001276214446
Long
EC
CORP
US
N
1
N
N
N
MSC Industrial Direct Co Inc
0XVKH0LN6YGOWO2EGO17
MSC Industrial Direct Co Inc
553530106
2280.00000000
NS
USD
186276.00000000
0.086901638473
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
GENERAL MOTORS CO
000000000
194931.36000000
OU
Notional Amount
USD
33902.09000000
0.015816031956
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
194931.36000000
USD
33902.09000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
UBER TECHNOLOGIES INC
000000000
206952.28000000
OU
Notional Amount
USD
32004.14000000
0.014930598702
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
206952.28000000
USD
32004.14000000
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
929.00000000
NS
USD
113505.22000000
0.052952552090
Long
EC
CORP
US
N
1
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
399.00000000
NS
USD
149672.88000000
0.069825519696
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ROKU INC
000000000
74924.94000000
OU
Notional Amount
USD
23809.29000000
0.011107530287
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
74924.94000000
USD
23809.29000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BILL.COM HOLDINGS INC
000000000
144865.26000000
OU
Notional Amount
USD
14265.40000000
0.006655106580
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
144865.26000000
USD
14265.40000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SLM CORP
000000000
175001.58000000
OU
Notional Amount
USD
9198.45000000
0.004291268743
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SLM Corp
SLM Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
175001.58000000
USD
9198.45000000
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345Y106
529.00000000
NS
USD
93326.18000000
0.043538609130
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
307.00000000
NS
USD
157242.33000000
0.073356825969
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PINTEREST INC- CLASS A
000000000
213451.74000000
OU
Notional Amount
USD
10278.39000000
0.004795083273
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
213451.74000000
USD
10278.39000000
N
N
N
Church & Dwight Co Inc
POOXSI30AWAQGYJZC921
Church & Dwight Co Inc
171340102
396.00000000
NS
USD
31921.56000000
0.014892073410
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
87495.07000000
0.040818274717
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
14100000.00000000
NZD
9046701.00000000
USD
2023-03-15
87495.07000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
STELLAR BANCORP INC
000000000
134563.80000000
OU
Notional Amount
USD
17757.96000000
0.008284458652
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Stellar Bancorp, Inc.
Stellar Bancorp, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
134563.80000000
USD
17757.96000000
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
1822.00000000
NS
USD
236732.46000000
0.110440629248
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SPOTIFY TECHNOLOGY SA
000000000
104589.46000000
OU
Notional Amount
USD
691.78000000
0.000322729795
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
104589.46000000
USD
691.78000000
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
462.00000000
NS
USD
122624.04000000
0.057206671778
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
KITE REALTY GROUP TRUST
000000000
172299.60000000
OU
Notional Amount
USD
13794.49000000
0.006435417245
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Kite Realty Group Trust
Kite Realty Group Trust
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
172299.60000000
USD
13794.49000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P MID 400 EMINI MAR23
000000000
38.00000000
NC
USD
-255732.10000000
-0.11930435751
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-Mini Standard & Poor's MidCap 400 Index Futures
FAH3 Index
2023-03-17
9537612.10000000
USD
-255732.10000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LIVE CATTLE FUTR FEB23
000000000
-16.00000000
NC
USD
-13432.00000000
-0.00626630810
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Live Cattle Futures
LCG3 Comdty
2023-02-28
-997128.00000000
USD
-13432.00000000
N
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
Cboe Global Markets Inc
12503M108
1114.00000000
NS
USD
139773.58000000
0.065207289813
Long
EC
CORP
US
N
1
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008R107
236.00000000
NS
USD
15311.68000000
0.007143218019
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CELSIUS HOLDINGS INC
000000000
164894.54000000
OU
Notional Amount
USD
11356.55000000
0.005298067396
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
164894.54000000
USD
11356.55000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CAD CURRENCY FUT MAR23
000000000
76.00000000
NC
USD
32386.00000000
0.015108744355
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Canadian Dollar Currency Futures
CDH3 Curncy
2023-03-14
5585534.00000000
USD
32386.00000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
FIVE9 INC
000000000
56082.52000000
OU
Notional Amount
USD
627.44000000
0.000292713844
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Five9, Inc.
Five9, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
56082.52000000
USD
627.44000000
N
N
N
TriNet Group Inc
5299003FJVBETSFKE990
TriNet Group Inc
896288107
1714.00000000
NS
USD
116209.20000000
0.054214015147
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
341.80000000
0.000159456827
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1300000.00000000
NZD
826367.88000000
USD
2023-03-15
341.80000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
RITCHIE BROS AUCTIONEERS
000000000
932066.05000000
OU
Notional Amount
USD
-47557.11000000
-0.02218638353
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Ritchie Bros Auctioneers, Inc.
Ritchie Bros Auctioneers, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
932066.05000000
USD
-47557.11000000
N
N
N
First Financial Corp/IN
N/A
First Financial Corp/IN
320218100
4282.00000000
NS
USD
197314.56000000
0.092051356904
Long
EC
CORP
US
N
1
N
N
N
Signature Bank/New York NY
VLP5AP0XK2GM6GKD1007
Signature Bank/New York NY
82669G104
297.00000000
NS
USD
34220.34000000
0.015964502217
Long
EC
CORP
US
N
1
N
N
N
Avangrid Inc
549300OX0Q38NLSKPB49
Avangrid Inc
05351W103
748.00000000
NS
USD
32149.04000000
0.014998197574
Long
EC
CORP
US
N
1
N
N
N
Howmet Aerospace Inc
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201108
3125.00000000
NS
USD
123156.25000000
0.057454958841
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796ZH5
2000000.00000000
PA
USD
2000000.00000000
0.933041706644
Long
STIV
UST
US
N
2
2023-01-03
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796XZ7
5000000.00000000
PA
USD
4980052.55000000
2.323298365215
Long
STIV
UST
US
N
2
2023-02-09
None
0.00000000
N
N
N
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc
053015103
335.00000000
NS
USD
80018.10000000
0.037330112293
Long
EC
CORP
US
N
1
N
N
N
New York Times Co/The
529900J1WEMMIW7BOH57
New York Times Co/The
650111107
3068.00000000
NS
USD
99587.28000000
0.046459542845
Long
EC
CORP
US
N
1
N
N
N
Avista Corp
Q0IK63NITJD6RJ47SW96
Avista Corp
05379B107
751.00000000
NS
USD
33299.34000000
0.015534836511
Long
EC
CORP
US
N
1
N
N
N
Mid-America Apartment Communities Inc
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities Inc
59522J103
177.00000000
NS
USD
27787.23000000
0.012963322251
Long
EC
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
AGIOS PHARMACEUTICALS INC
000000000
59074.40000000
OU
Notional Amount
USD
4232.94000000
0.001974754780
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
59074.40000000
USD
4232.94000000
N
N
N
Alcoa Corp
549300T12EZ1F6PWWU29
Alcoa Corp
013872106
22.00000000
NS
USD
1000.34000000
0.000466679470
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PILGRIM'S PRIDE CORP
000000000
207239.52000000
OU
Notional Amount
USD
19935.73000000
0.009300433771
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
207239.52000000
USD
19935.73000000
N
N
N
Enterprise Products Partners LP
K4CDIF4M54DJZ6TB4Q48
Enterprise Products Partners LP
293792107
8062.00000000
NS
USD
194455.44000000
0.090717517801
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ATMOS ENERGY CORP
000000000
38944.80000000
OU
Notional Amount
USD
2762.90000000
0.001288950465
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
38944.80000000
USD
2762.90000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
VALARIS LTD
000000000
158952.08000000
OU
Notional Amount
USD
-3351.28000000
-0.00156344200
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
158952.08000000
USD
-3351.28000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BP CURRENCY FUT MAR23
000000000
68.00000000
NC
USD
-6743.44000000
-0.00314595538
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME British Pound Currency Futures
BPH3 Curncy
2023-03-13
5142443.44000000
USD
-6743.44000000
N
N
N
Murphy USA Inc
549300Y081F8XIKQIO72
Murphy USA Inc
626755102
470.00000000
NS
USD
131383.80000000
0.061293282488
Long
EC
CORP
US
N
1
N
N
N
Columbia Financial Inc
254900B9UDXFOJAZKN61
Columbia Financial Inc
197641103
9494.00000000
NS
USD
205260.28000000
0.095758200978
Long
EC
CORP
US
N
1
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
WW Grainger Inc
384802104
276.00000000
NS
USD
153525.00000000
0.071622614006
Long
EC
CORP
US
N
1
N
N
N
Westamerica BanCorp
N/A
Westamerica BanCorp
957090103
1565.00000000
NS
USD
92350.65000000
0.043083504042
Long
EC
CORP
US
N
1
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
2373.00000000
NS
USD
332220.00000000
0.154987557890
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DENALI THERAPEUTICS INC
000000000
60214.17000000
OU
Notional Amount
USD
7935.81000000
0.003702220853
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
60214.17000000
USD
7935.81000000
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368103
1284.00000000
NS
USD
174303.00000000
0.081315984296
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MAXAR TECHNOLOGIES INC
000000000
37074.40000000
OU
Notional Amount
USD
-42068.69000000
-0.01962592115
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
37074.40000000
USD
-42068.69000000
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
FTSE CHINA A50 JAN23
000000000
407.00000000
NC
USD
56829.03000000
0.026511927569
N/A
DE
SG
N
2
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Long
SGX FTSE China A50 Futures Contract
XUF3 Index
2023-01-30
5251083.00000000
USD
56829.03000000
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos Inc/The
89417E109
141.00000000
NS
USD
26436.09000000
0.012332987265
Long
EC
CORP
US
N
1
N
N
N
Kraft Heinz Co/The
9845007488EC87F5AF14
Kraft Heinz Co/The
500754106
719.00000000
NS
USD
29270.49000000
0.013655293971
Long
EC
CORP
US
N
1
N
N
N
Encompass Health Corp
549300FVRPM9DRQZRG64
Encompass Health Corp
29261A100
2886.00000000
NS
USD
172611.66000000
0.080526938916
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
AXON ENTERPRISE INC
000000000
79316.93000000
OU
Notional Amount
USD
8063.37000000
0.003761730253
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Axon Enterprise Inc
Axon Enterprise Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
79316.93000000
USD
8063.37000000
N
N
N
Freshpet Inc
549300S4ZK8ZQ6HNPN59
Freshpet Inc
358039105
950.00000000
NS
USD
50131.50000000
0.023387390158
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
YEXT INC
000000000
44191.03000000
OU
Notional Amount
USD
-9803.07000000
-0.00457333658
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Yext Inc
Yext Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
44191.03000000
USD
-9803.07000000
N
N
N
Alkermes PLC
N/A
Alkermes PLC
000000000
4608.00000000
NS
USD
120407.04000000
0.056172395046
Long
EC
CORP
IE
N
1
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T Rowe Price Group Inc
74144T108
1142.00000000
NS
USD
124546.52000000
0.058103548788
Long
EC
CORP
US
N
1
N
N
N
Elanco Animal Health Inc
549300SHPNDCE059M934
Elanco Animal Health Inc
28414H103
3897.00000000
NS
USD
47621.34000000
0.022216348173
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-9507.05000000
-0.00443523707
N/A
DFE
SE
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
394368.42000000
USD
4000000.00000000
SEK
2023-03-15
-9507.05000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
RAPID7 INC
000000000
69619.20000000
OU
Notional Amount
USD
-10615.23000000
-0.00495222615
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Rapid7, Inc.
Rapid7, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
69619.20000000
USD
-10615.23000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PVH CORP
000000000
44204.44000000
OU
Notional Amount
USD
-2097.61000000
-0.00097857880
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
44204.44000000
USD
-2097.61000000
N
N
N
Mercury Systems Inc
549300P3B84SGK7HH679
Mercury Systems Inc
589378108
2103.00000000
NS
USD
94088.22000000
0.043894116681
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
989.00000000
NS
USD
109729.55000000
0.051191123300
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-1184.44000000
-0.00055256595
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
4000000.00000000
SEK
383676.93000000
USD
2023-03-15
-1184.44000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
JPN YEN CURR FUT MAR23
000000000
10.00000000
NC
USD
42061.25000000
0.019622450241
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Japanese Yen Currency Futures
JYH3 Curncy
2023-03-13
921313.75000000
USD
42061.25000000
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167735
829.00000000
NS
USD
78232.73000000
0.036497199957
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
GAP INC/THE
000000000
145684.46000000
OU
Notional Amount
USD
28171.17000000
0.013142438267
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Gap, Inc.
Gap, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
145684.46000000
USD
28171.17000000
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
6146.00000000
NS
USD
484243.34000000
0.225909616192
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
AMERICOLD REALTY TRUST INC
000000000
149518.65000000
OU
Notional Amount
USD
7106.29000000
0.003315232474
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Americold Realty Trust Inc
Americold Realty Trust Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
149518.65000000
USD
7106.29000000
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834L100
749.00000000
NS
USD
117173.56000000
0.054663909198
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DAVITA INC
000000000
53380.52000000
OU
Notional Amount
USD
-504.05000000
-0.00023514983
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DaVita, Inc.
DaVita, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
53380.52000000
USD
-504.05000000
N
N
N
Morningstar Inc
529900YGNQPOVAXQ7F29
Morningstar Inc
617700109
476.00000000
NS
USD
103096.84000000
0.048096825771
Long
EC
CORP
US
N
1
N
N
N
TreeHouse Foods Inc
5493007M7EVHE470Q576
TreeHouse Foods Inc
89469A104
2493.00000000
NS
USD
123104.34000000
0.057430741744
Long
EC
CORP
US
N
1
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216101
352.00000000
NS
USD
13851.20000000
0.006461873643
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SEMPRA ENERGY
000000000
103744.50000000
OU
Notional Amount
USD
5110.68000000
0.002384238794
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Sempra Energy
Sempra Energy
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
103744.50000000
USD
5110.68000000
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
26.00000000
NS
USD
698.62000000
0.000325920798
Long
EC
CORP
US
N
1
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
1042.00000000
NS
USD
122466.26000000
0.057133064118
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SQUARE INC - A
000000000
104704.65000000
OU
Notional Amount
USD
7963.07000000
0.003714938211
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
104704.65000000
USD
7963.07000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
E-MINI RUSS 2000 MAR23
000000000
344.00000000
NC
USD
-988591.60000000
-0.46119859681
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-mini Russell 2000 Index Futures
RTYH3 Index
2023-03-17
31448071.60000000
USD
-988591.60000000
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
Loews Corp
540424108
466.00000000
NS
USD
27181.78000000
0.012680867200
Long
EC
CORP
US
N
1
N
N
N
Capitol Federal Financial Inc
N/A
Capitol Federal Financial Inc
14057J101
11922.00000000
NS
USD
103125.30000000
0.048110102955
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
RINGCENTRAL INC-CLASS A
000000000
65522.08000000
OU
Notional Amount
USD
3151.54000000
0.001470259130
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
65522.08000000
USD
3151.54000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
COEUR MINING INC
000000000
61838.00000000
OU
Notional Amount
USD
2678.00000000
0.001249342845
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
61838.00000000
USD
2678.00000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ETSY INC
000000000
74895.03000000
OU
Notional Amount
USD
7227.42000000
0.003371742145
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
74895.03000000
USD
7227.42000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
GREEN PLAINS INC
000000000
146257.92000000
OU
Notional Amount
USD
17665.55000000
0.008241347460
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Green Plains Inc
Green Plains Inc
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
146257.92000000
USD
17665.55000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT MAR23
000000000
-4.00000000
NC
USD
-57.24000000
-0.00002670365
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Ultra Long Term U.S. Treasury Bond Futures
WNH3 Comdty
2023-03-22
-537192.76000000
USD
-57.24000000
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813109
1751.00000000
NS
USD
89248.47000000
0.041636272382
Long
EC
CORP
US
N
1
N
N
N
FTI Consulting Inc
549300K17GM8EQD0FQ48
FTI Consulting Inc
302941109
1192.00000000
NS
USD
189289.60000000
0.088307545717
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
1157.00000000
NS
USD
83246.15000000
0.038836064933
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
TRUSTMARK CORP
000000000
178839.62000000
OU
Notional Amount
USD
8755.99000000
0.004084851926
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Trustmark Corp
Trustmark Corp
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
178839.62000000
USD
8755.99000000
N
N
N
Reynolds Consumer Products Inc
N/A
Reynolds Consumer Products Inc
76171L106
3497.00000000
NS
USD
104840.06000000
0.048910074253
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
42276.30000000
0.019722775551
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PROLOGIS INC
000000000
135340.71000000
OU
Notional Amount
USD
6261.47000000
0.002921106327
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
135340.71000000
USD
6261.47000000
N
N
N
Equity Commonwealth
549300YPGVU9PR4L0606
Equity Commonwealth
294628102
1902.00000000
NS
USD
47492.94000000
0.022156446895
Long
EC
US
N
1
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co
311900104
5783.00000000
NS
USD
273651.56000000
0.127664159284
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN MEAL FUTR MAR23
000000000
41.00000000
NC
USD
191690.41000000
0.089427573646
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Soybean Meal Futures
SMF3 COMDTY
2023-03-14
1739409.59000000
USD
191690.41000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BUNGE LTD
000000000
194268.52000000
OU
Notional Amount
USD
10037.09000000
0.004682511791
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
194268.52000000
USD
10037.09000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE MAR23
000000000
-169.00000000
NC
1274121.24000000
0.594404128120
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 10 Year Euro BUND Futures
RXH2 Comdty
2023-03-08
-23655437.50000000
EUR
1274121.24000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SAFEHOLD INC
000000000
54611.74000000
OU
Notional Amount
USD
-1367.13000000
-0.00063779465
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Safehold, Inc.
Safehold, Inc.
Y
equity-performance leg
2023-05-19
0.00000000
USD
0.00000000
USD
54611.74000000
USD
-1367.13000000
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp PLC
000000000
915.00000000
NS
USD
143609.25000000
0.066996709854
Long
EC
CORP
IE
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
3257.00000000
NS
USD
279613.45000000
0.130445505294
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICAN PESO FUT MAR23
000000000
231.00000000
NC
USD
80188.93000000
0.037409808050
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Mexican Peso Currency Futures
PEH3 Curncy
2023-03-13
5766421.07000000
USD
80188.93000000
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
1620.00000000
NS
USD
191160.00000000
0.089180126321
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
WIX.COM LTD
000000000
76916.50000000
OU
Notional Amount
USD
11865.34000000
0.005535428541
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
76916.50000000
USD
11865.34000000
N
N
N
2023-01-27
Natixis Funds Trust II
John Sgroi
John Sgroi
Assistant Treasurer