0001752724-20-019683.txt : 20200210
0001752724-20-019683.hdr.sgml : 20200210
20200210092931
ACCESSION NUMBER: 0001752724-20-019683
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20191231
FILED AS OF DATE: 20200210
PERIOD START: 20200630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AB CAP FUND, INC.
CENTRAL INDEX KEY: 0000081443
IRS NUMBER: 132625045
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0731
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-01716
FILM NUMBER: 20589909
BUSINESS ADDRESS:
STREET 1: ALLIANCEBERNSTEIN LP
STREET 2: 1345 AVENUE OF THE AMERICAS
CITY: NEW YORK
STATE: NY
ZIP: 10105
BUSINESS PHONE: 2129691000
MAIL ADDRESS:
STREET 1: ALLIANCEBERNSTEIN LP
STREET 2: 1345 AVENUE OF THE AMERICAS
CITY: NEW YORK
STATE: NY
ZIP: 10105
FORMER COMPANY:
FORMER CONFORMED NAME: ALLIANCEBERNSTEIN CAP FUND, INC.
DATE OF NAME CHANGE: 20110524
FORMER COMPANY:
FORMER CONFORMED NAME: ALLIANCEBERNSTEIN CAP FUND,INC
DATE OF NAME CHANGE: 20040908
FORMER COMPANY:
FORMER CONFORMED NAME: ALLIANCEBERNSTEIN SMALL CAP GROWTH FUND INC
DATE OF NAME CHANGE: 19931001
0000081443
S000039195
AB Select US Long/Short Portfolio
C000120605
Advisor Class
ASYLX
C000120608
Class A
ASLAX
C000120609
Class C
ASCLX
C000120610
Class I
ASILX
C000120611
Class K
ASLKX
C000120612
Class R
ASRLX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000081443
XXXXXXXX
S000039195
C000120605
C000120608
C000120610
C000120612
C000120609
C000120611
AB CAP FUND, INC.
811-01716
0000081443
549300I24E20QB4B6Y20
ALLIANCEBERNSTEIN LP
1345 AVENUE OF THE AMERICAS
NEW YORK
10105
212-969-1000
AB Select US Long/Short Portfolio
S000039195
549300QJWN6EFW4EDX05
2020-06-30
2019-12-31
N
1181119792.58
16189693
1164930099.58
0
0
0
0
0
0
0
0
0
0
0
0
0
17147366.4
UST
VMware Inc
549300BUDHS3LRWBE814
VMware Inc
928563402
37541.00000000
NS
USD
5698348.39000000
0.489157966821
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
11051.00000000
NS
USD
20420479.84000000
1.752936064349
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
549300OA79DKM2EKBT58
Long: SELS14702 TRS USD R V 01MLIBOR US0001M/-512.5BPS / Short: SELS14702 TRS USD P E SELS14702/CA22717L1013
000000000
206653.22000000
OU
Notional Amount
USD
-48886.35000000
-0.00419650501
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
549300OA79DKM2EKBT58
Cronos Group Inc
Cronos Group Inc
Y
equity-performance leg
2020-08-14
0
USD
0
USD
206653.22
USD
-48886.35
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956P102
68383.00000000
NS
USD
10235567.44000000
0.878642198677
Long
EC
CORP
US
N
1
N
N
N
Capri Holdings Ltd
549300LPG8W0H1OX3A26
Capri Holdings Ltd
000000000
-20590.00000000
NS
USD
-785508.50000000
-0.06742966812
Short
EC
CORP
VG
N
1
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
87340.00000000
NS
USD
11479096.20000000
0.985389269634
Long
EC
CORP
US
N
1
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137107
220654.00000000
NS
USD
9977973.88000000
0.856529836734
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
18226.00000000
NS
USD
24368526.52000000
2.091844526017
Long
EC
CORP
US
N
1
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
107372.00000000
NS
USD
8993478.72000000
0.772018743720
Long
EC
CORP
US
N
1
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
21185.00000000
NS
USD
6987024.85000000
0.599780609370
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
549300OA79DKM2EKBT58
Long: SELS23151 TRS USD R V 01MLIBOR SELS23151/-500BPS / Short: SELS23151 TRS USD P E SELS23151/CA22717L1013
000000000
3643.32000000
OU
Notional Amount
USD
-828.20000000
-0.00007109439
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
549300OA79DKM2EKBT58
Cronos Group Inc
Cronos Group Inc
Y
equity-performance leg
2020-08-14
0
USD
0
USD
3643.32
USD
-828.2
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
74724.00000000
NS
USD
14040639.60000000
1.205277432960
Long
EC
CORP
US
N
1
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
16859.00000000
NS
USD
2145476.34000000
0.184172109620
Long
EC
CORP
US
N
1
N
N
N
Ulta Salon Cosmetics & Fragrance Inc
529900CIV6HN8M28YM82
Ulta Salon Cosmetics & Fragrance Inc
90384S303
15353.00000000
NS
USD
3886458.42000000
0.333621598532
Long
EC
CORP
US
N
1
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
30519.00000000
NS
USD
4090766.76000000
0.351159847399
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
223612.00000000
NS
USD
35263612.40000000
3.027101146473
Long
EC
CORP
US
N
1
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
48326.00000000
NS
USD
5227423.42000000
0.448732797090
Long
EC
CORP
US
N
1
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
53251.00000000
NS
USD
6328348.84000000
0.543238503518
Long
EC
CORP
US
N
1
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
34004.00000000
NS
USD
4359652.84000000
0.374241582526
Long
EC
CORP
US
N
1
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
78193.00000000
NS
USD
6874728.56000000
0.590140864458
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275R102
204876.00000000
NS
USD
9825852.96000000
0.843471463527
Long
EC
CORP
US
N
1
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609W102
8807.00000000
NS
USD
1867964.70000000
0.160349938650
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: SELS77123 TRS USD R V 01MLIBOR US0001M/-841 BPS / Short: SELS77123 TRS USD P E SELS77123/US70614W1009
000000000
223076.02000000
OU
Notional Amount
USD
26339.35000000
0.002261024074
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Peloton Interactive Inc
Peloton Interactive Inc
Y
equity-performance leg
2021-03-05
0
USD
0
USD
223076.02
USD
26339.35
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023105
11051.00000000
NS
USD
3599973.76000000
0.309029165037
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: SELS47643 TRS USD R V 01MLIBOR US0001M/-35.BSP / Short: SELS47643 TRS USD P E SELS47643/
000000000
1872.18000000
OU
Notional Amount
USD
-2.00000000
-0.00000017168
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MSABBBBD
MSABBBBD
PerkinElmer Inc_PKI
-0.33000000
USD
-31.67000000
USD
Westrock Co_WRK
-1.18000000
USD
-50.52000000
USD
Trimble Inc_TRMB
-0.49000000
USD
-20.37000000
USD
Perrigo Co PLC_PRGO
-0.58000000
USD
-29.77000000
USD
National Fuel Gas Co_NFG
-0.29000000
USD
-13.72000000
USD
Leggett & Platt Inc_LEG
-0.47000000
USD
-23.75000000
USD
Republic Services Inc_RSG
-0.54000000
USD
-48.06000000
USD
BCE Inc_BCE
-0.51000000
USD
-23.50000000
USD
Juniper Networks Inc_JNPR
-1.47000000
USD
-36.19000000
USD
Molson Coors Beverage Co_TAP
-0.52000000
USD
-27.80000000
USD
Kraft Heinz Co/The_KHC
-1.91000000
USD
-61.50000000
USD
AT&T Inc_T
-1.98000000
USD
-77.34000000
USD
Zimmer Biomet Holdings Inc_ZBH
-0.50000000
USD
-74.97000000
USD
Interpublic Group of Cos Inc/T_IPG
-1.71000000
USD
-39.61000000
USD
McCormick & Co Inc/MD_MKC
-0.27000000
USD
-46.59000000
USD
Thermo Fisher Scientific Inc_TMO
-0.26000000
USD
-84.88000000
USD
Conagra Brands Inc_CAG
-1.81000000
USD
-61.91000000
USD
Cardinal Health Inc_CAH
-1.32000000
USD
-66.59000000
USD
Broadcom Inc_AVGO
-0.26000000
USD
-83.41000000
USD
Royal Caribbean Cruises Ltd_RCL
-0.69000000
USD
-91.99000000
USD
Verizon Communications Inc_VZ
-1.24000000
USD
-76.23000000
USD
Whirlpool Corp_WHR
-0.32000000
USD
-46.48000000
USD
Motorola Solutions Inc_MSI
-0.44000000
USD
-70.78000000
USD
Rayonier Inc_RYN
-0.24000000
USD
-7.72000000
USD
Ryder System Inc_R
-0.25000000
USD
-13.36000000
USD
Newell Brands Inc_NWL
-2.33000000
USD
-44.87000000
USD
Weyerhaeuser Co_WY
-1.54000000
USD
-46.42000000
USD
Discovery Inc_DISCA
-1.83000000
USD
-59.92000000
USD
Western Digital Corp_WDC
-1.27000000
USD
-80.63000000
USD
Marriott International Inc/MD_MAR
-0.61000000
USD
-93.04000000
USD
RPM International Inc_RPM
-0.31000000
USD
-23.97000000
USD
JM Smucker Co/The_SJM
-0.39000000
USD
-40.61000000
USD
Kroger Co/The_KR
-2.14000000
USD
-62.06000000
USD
Apache Corp_APA
-2.69000000
USD
-68.79000000
USD
General Electric Co_GE
-8.40000000
USD
-93.80000000
USD
Kellogg Co_K
-0.65000000
USD
-45.02000000
USD
Y
equity-performance leg
2021-03-05
0
USD
0
USD
1872.18
USD
-2
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
78703.00000000
NS
USD
9830004.70000000
0.843827857443
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: SELS22976 TRS USD R V 01MLIBOR SELS22976/-35BPS / Short: SELS22976 TRS USD P E SELS22976/SELS5322976
000000000
18157.11000000
OU
Notional Amount
USD
-769.50000000
-0.00006605546
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MSABBBBD
MSABBBBD
McCormick & Co Inc/MD_MKC
-2.78000000
USD
-471.07000000
USD
Newell Brands Inc_NWL
-23.61000000
USD
-453.71000000
USD
Trimble Inc_TRMB
-4.94000000
USD
-205.96000000
USD
Royal Caribbean Cruises Ltd_RCL
-6.97000000
USD
-930.07000000
USD
Kroger Co/The_KR
-21.65000000
USD
-627.51000000
USD
Interpublic Group of Cos Inc/T_IPG
-17.34000000
USD
-400.49000000
USD
JM Smucker Co/The_SJM
-3.94000000
USD
-410.61000000
USD
Leggett & Platt Inc_LEG
-4.72000000
USD
-240.16000000
USD
Weyerhaeuser Co_WY
-15.54000000
USD
-469.39000000
USD
Perrigo Co PLC_PRGO
-5.83000000
USD
-301.02000000
USD
Thermo Fisher Scientific Inc_TMO
-2.64000000
USD
-858.19000000
USD
AT&T Inc_T
-20.01000000
USD
-781.98000000
USD
PerkinElmer Inc_PKI
-3.30000000
USD
-320.24000000
USD
Republic Services Inc_RSG
-5.42000000
USD
-485.97000000
USD
General Electric Co_GE
-84.98000000
USD
-948.40000000
USD
Whirlpool Corp_WHR
-3.19000000
USD
-469.93000000
USD
Molson Coors Beverage Co_TAP
-5.22000000
USD
-281.10000000
USD
Cardinal Health Inc_CAH
-13.31000000
USD
-673.27000000
USD
National Fuel Gas Co_NFG
-2.98000000
USD
-138.68000000
USD
Marriott International Inc/MD_MAR
-6.21000000
USD
-940.70000000
USD
Rayonier Inc_RYN
-2.38000000
USD
-78.10000000
USD
Ryder System Inc_R
-2.49000000
USD
-135.13000000
USD
Motorola Solutions Inc_MSI
-4.44000000
USD
-715.64000000
USD
Conagra Brands Inc_CAG
-18.28000000
USD
-625.94000000
USD
RPM International Inc_RPM
-3.16000000
USD
-242.32000000
USD
Zimmer Biomet Holdings Inc_ZBH
-5.06000000
USD
-757.99000000
USD
Verizon Communications Inc_VZ
-12.55000000
USD
-770.75000000
USD
Kraft Heinz Co/The_KHC
-19.35000000
USD
-621.78000000
USD
Juniper Networks Inc_JNPR
-14.86000000
USD
-365.95000000
USD
Discovery Inc_DISCA
-18.50000000
USD
-605.81000000
USD
Western Digital Corp_WDC
-12.84000000
USD
-815.21000000
USD
Westrock Co_WRK
-11.91000000
USD
-510.86000000
USD
Broadcom Inc_AVGO
-2.67000000
USD
-843.42000000
USD
Kellogg Co_K
-6.58000000
USD
-455.24000000
USD
Apache Corp_APA
-27.18000000
USD
-695.58000000
USD
BCE Inc_BCE
-5.13000000
USD
-237.59000000
USD
Y
equity-performance leg
2021-03-05
0
USD
0
USD
18157.11
USD
-769.5
N
N
N
Oxford Industries Inc
IDZ20O0XD3GS4UOI2L88
Oxford Industries Inc
691497309
-7770.00000000
NS
USD
-586013.40000000
-0.05030459769
Short
EC
CORP
US
N
1
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
42641.00000000
NS
USD
3993329.65000000
0.342795645115
Long
EC
CORP
US
N
1
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
18501.00000000
NS
USD
4050793.95000000
0.347728499028
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Long: SELS47611 TRS USD R V 01MLIBOR US0001M/-172.5 BPS / Short: SELS47611 TRS USD P E SELS47611/CA22717L1013
000000000
159.62000000
OU
Notional Amount
USD
-16.86000000
-0.00000144729
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Cronos Group Inc
Cronos Group Inc
Y
equity-performance leg
2020-08-14
0
USD
0
USD
159.62
USD
-16.86
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
106229.00000000
NS
USD
5715120.20000000
0.490597693549
Long
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
136510.00000000
NS
USD
9525667.80000000
0.817702950883
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT MAR20 XCME 20200320
000000000
-68.00000000
NC
USD
-89006.35000000
-0.00764048847
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
E-mini S&P 500 Index
ESH0 Index
2020-03-20
-10896733.65
USD
-89006.35
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844108
32066.00000000
NS
USD
6224972.58000000
0.534364472361
Long
EC
CORP
US
N
1
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207U105
-207579.00000000
NS
USD
-1081486.59000000
-0.09283703720
Short
EC
CORP
US
N
1
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
133690.00000000
NS
USD
16110981.90000000
1.382999881779
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: SELS44983 TRS USD R V 01MLIBOR SELS44983/-50BPS / Short: SELS44983 TRS USD P E SELS44983 SELS5144983
000000000
2079891.84000000
OU
Notional Amount
USD
-320512.00000000
-0.02751341047
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MSABWARR
MSABWARR
Sunstone Hotel Investors Inc_SHO
-1395.97000000
USD
-19431.88000000
USD
Healthcare Trust of America In_HTA
-318.83000000
USD
-9654.22000000
USD
Facebook Inc_FB
-250.48000000
USD
-51411.71000000
USD
Synchrony Financial_SYF
-1190.72000000
USD
-42877.70000000
USD
BJ's Restaurants Inc_BJRI
-166.53000000
USD
-6321.34000000
USD
Welltower Inc_WELL
-551.12000000
USD
-45070.39000000
USD
Medical Properties Trust Inc_MPW
-1014.81000000
USD
-21422.66000000
USD
LPL Financial Holdings Inc_LPLA
-157.95000000
USD
-14570.50000000
USD
Sabra Health Care REIT Inc_SBRA
-417.70000000
USD
-8913.64000000
USD
Alphabet Inc_GOOGL
-36.53000000
USD
-48925.52000000
USD
Pfizer Inc_PFE
-1421.49000000
USD
-55693.78000000
USD
Host Hotels & Resorts Inc_HST
-2089.70000000
USD
-38763.94000000
USD
Waddell & Reed Financial Inc_WDR
-194.73000000
USD
-3255.88000000
USD
Cheesecake Factory Inc/The_CAKE
-305.01000000
USD
-11852.61000000
USD
Cimarex Energy Co_XEC
-665.28000000
USD
-34920.35000000
USD
Caterpillar Inc_CAT
-505.00000000
USD
-74578.55000000
USD
Healthcare Realty Trust Inc_HR
-219.70000000
USD
-7331.44000000
USD
Oshkosh Corp_OSK
-167.71000000
USD
-15874.14000000
USD
Citigroup Inc_C
-1201.03000000
USD
-95950.43000000
USD
KKR & Co Inc_KKR
-1187.83000000
USD
-34649.10000000
USD
JPMorgan Chase & Co_JPM
-704.96000000
USD
-98272.07000000
USD
HCA Healthcare Inc_HCA
-414.87000000
USD
-61322.11000000
USD
Devon Energy Corp_DVN
-1056.75000000
USD
-27443.86000000
USD
Blackstone Group Inc/The_BX
-260.29000000
USD
-14560.81000000
USD
Merck & Co Inc_MRK
-606.72000000
USD
-55181.47000000
USD
OneMain Holdings Inc_OMF
-176.33000000
USD
-7432.42000000
USD
Lyft Inc_LYFT
-1092.22000000
USD
-46987.09000000
USD
Uber Technologies Inc_UBER
-834.44000000
USD
-24816.32000000
USD
S&P Global Inc_SPGI
-338.67000000
USD
-92473.73000000
USD
FirstCash Inc_FCFS
-126.51000000
USD
-10200.86000000
USD
Moody's Corp_MCO
-236.28000000
USD
-56095.65000000
USD
Horizon Therapeutics Plc_HZNP
-294.86000000
USD
-10674.00000000
USD
Molina Healthcare Inc_MOH
-290.68000000
USD
-39442.28000000
USD
L3Harris Technologies Inc_LHX
-305.73000000
USD
-60494.00000000
USD
Goldman Sachs Group Inc/The_GS
-400.36000000
USD
-92055.53000000
USD
Carlyle Group Inc/The_CG
-375.21000000
USD
-12036.66000000
USD
Centene Corp_CNC
-1917.88000000
USD
-120576.82000000
USD
Bristol-Myers Squibb Co_BMY
-1636.11000000
USD
-105022.08000000
USD
EOG Resources Inc_EOG
-342.57000000
USD
-28693.57000000
USD
Booz Allen Hamilton Holding Co_BAH
-307.76000000
USD
-21890.83000000
USD
Omega Healthcare Investors Inc_OHI
-512.35000000
USD
-21697.82000000
USD
Science Applications Internati_SAIC
-132.77000000
USD
-11553.76000000
USD
Jazz Pharmaceuticals PLC_JAZZ
-140.98000000
USD
-21045.82000000
USD
Eli Lilly & Co_LLY
-741.91000000
USD
-97508.62000000
USD
Terex Corp_TEX
-231.88000000
USD
-6905.27000000
USD
Red Robin Gourmet Burgers Inc_RRGB
-100.58000000
USD
-3321.32000000
USD
Discover Financial Services_DFS
-473.07000000
USD
-40125.77000000
USD
Concho Resources Inc_CXO
-469.71000000
USD
-41132.54000000
USD
Anthem Inc_ANTM
-345.55000000
USD
-104367.38000000
USD
Capital One Financial Corp_COF
-911.93000000
USD
-93846.59000000
USD
AbbVie Inc_ABBV
-1095.71000000
USD
-97014.32000000
USD
Deere & Co_DE
-378.15000000
USD
-65518.62000000
USD
Bank of America Corp_BAC
-2844.27000000
USD
-100175.10000000
USD
Amazon.com Inc_AMZN
-25.70000000
USD
-47482.23000000
USD
CNH Industrial NV_CNHI
-659.20000000
USD
-7251.23000000
USD
Y
equity-performance leg
2021-03-05
0
USD
0
USD
2079891.84
USD
-320512
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
24262.00000000
NS
USD
8892508.24000000
0.763351229675
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670702
136800.00000000
NS
USD
30985200.00000000
2.659833410706
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: SELS47683 TRS USD R V 01MLIBOR US0001M/-1039 / Short: SELS47683 TRS USD P E SELS47683/US70614W1009
000000000
391.34000000
OU
Notional Amount
USD
21.96000000
0.000001885091
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Peloton Interactive Inc
Peloton Interactive Inc
Y
equity-performance leg
2021-03-05
0
USD
0
USD
391.34
USD
21.96
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
4710.00000000
NS
USD
2749227.00000000
0.235999310258
Long
EC
US
N
1
N
N
N
Facebook Inc
BQ4BKCS1HXDV9HN80Z93
Facebook Inc
30303M102
76189.00000000
NS
USD
15637792.25000000
1.342380307250
Long
EC
CORP
US
N
1
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
64761.00000000
NS
USD
11462697.00000000
0.983981528516
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
110192.00000000
NS
USD
32357880.80000000
2.777667158885
Long
EC
CORP
US
N
1
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
-1887.00000000
NS
USD
-789388.71000000
-0.06776275334
Short
EC
CORP
US
N
1
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507V109
87374.00000000
NS
USD
5191763.08000000
0.445671640029
Long
EC
CORP
US
N
1
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209S103
79520.00000000
NS
USD
3968843.20000000
0.340693677794
Long
EC
CORP
US
N
1
N
N
N
Jacobs Engineering Group Inc
549300CZ8QS1GE53O776
Jacobs Engineering Group Inc
469814107
92883.00000000
NS
USD
8343679.89000000
0.716238673291
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057104
65118.00000000
NS
USD
3632933.22000000
0.311858472994
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: SELS55034 TRS USD R V 01MLIBOR US0001M/-50BPS / Short: SELS55034 TRS USD P E SELS55034/SELS5155034
000000000
1397785.04000000
OU
Notional Amount
USD
-262001.78000000
-0.02249077263
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MSABWARR
MSABWARR
Sunstone Hotel Investors Inc_SHO
-972.10000000
USD
-13531.63000000
USD
Blackstone Group Inc/The_BX
-181.26000000
USD
-10139.60000000
USD
Facebook Inc_FB
-174.43000000
USD
-35801.18000000
USD
Terex Corp_TEX
-161.47000000
USD
-4808.57000000
USD
L3Harris Technologies Inc_LHX
-212.90000000
USD
-42125.75000000
USD
S&P Global Inc_SPGI
-235.84000000
USD
-64395.23000000
USD
Pfizer Inc_PFE
-989.87000000
USD
-38783.06000000
USD
Anthem Inc_ANTM
-240.63000000
USD
-72677.52000000
USD
BJ's Restaurants Inc_BJRI
-115.96000000
USD
-4401.94000000
USD
Horizon Therapeutics Plc_HZNP
-205.33000000
USD
-7432.98000000
USD
Moody's Corp_MCO
-164.54000000
USD
-39062.90000000
USD
Capital One Financial Corp_COF
-635.03000000
USD
-65351.24000000
USD
Waddell & Reed Financial Inc_WDR
-135.60000000
USD
-2267.27000000
USD
Deere & Co_DE
-263.33000000
USD
-45624.71000000
USD
Merck & Co Inc_MRK
-422.50000000
USD
-38426.30000000
USD
AbbVie Inc_ABBV
-763.01000000
USD
-67557.13000000
USD
LPL Financial Holdings Inc_LPLA
-109.99000000
USD
-10146.35000000
USD
Cimarex Energy Co_XEC
-463.27000000
USD
-24317.22000000
USD
Oshkosh Corp_OSK
-116.79000000
USD
-11054.15000000
USD
Concho Resources Inc_CXO
-327.09000000
USD
-28643.15000000
USD
Lyft Inc_LYFT
-760.58000000
USD
-32720.04000000
USD
Uber Technologies Inc_UBER
-581.07000000
USD
-17281.15000000
USD
Bank of America Corp_BAC
-1980.64000000
USD
-69758.17000000
USD
Healthcare Realty Trust Inc_HR
-152.99000000
USD
-5105.34000000
USD
Booz Allen Hamilton Holding Co_BAH
-214.31000000
USD
-15243.95000000
USD
Science Applications Internati_SAIC
-92.46000000
USD
-8045.61000000
USD
Carlyle Group Inc/The_CG
-261.28000000
USD
-8381.88000000
USD
Alphabet Inc_GOOGL
-25.44000000
USD
-34069.90000000
USD
KKR & Co Inc_KKR
-827.16000000
USD
-24128.33000000
USD
Welltower Inc_WELL
-383.78000000
USD
-31385.33000000
USD
EOG Resources Inc_EOG
-238.55000000
USD
-19981.12000000
USD
Caterpillar Inc_CAT
-351.66000000
USD
-51933.70000000
USD
Molina Healthcare Inc_MOH
-202.42000000
USD
-27466.12000000
USD
Healthcare Trust of America In_HTA
-222.02000000
USD
-6722.84000000
USD
Omega Healthcare Investors Inc_OHI
-356.78000000
USD
-15109.55000000
USD
Sabra Health Care REIT Inc_SBRA
-290.87000000
USD
-6207.12000000
USD
Citigroup Inc_C
-836.35000000
USD
-66816.28000000
USD
Devon Energy Corp_DVN
-735.88000000
USD
-19110.87000000
USD
Discover Financial Services_DFS
-329.43000000
USD
-27942.08000000
USD
Cheesecake Factory Inc/The_CAKE
-212.40000000
USD
-8253.71000000
USD
OneMain Holdings Inc_OMF
-122.79000000
USD
-5175.66000000
USD
Host Hotels & Resorts Inc_HST
-1455.19000000
USD
-26993.75000000
USD
Medical Properties Trust Inc_MPW
-706.68000000
USD
-14917.93000000
USD
JPMorgan Chase & Co_JPM
-490.91000000
USD
-68432.98000000
USD
FirstCash Inc_FCFS
-88.10000000
USD
-7103.50000000
USD
Goldman Sachs Group Inc/The_GS
-278.80000000
USD
-64104.01000000
USD
Centene Corp_CNC
-1335.54000000
USD
-83965.17000000
USD
Bristol-Myers Squibb Co_BMY
-1139.33000000
USD
-73133.43000000
USD
CNH Industrial NV_CNHI
-459.04000000
USD
-5049.49000000
USD
Amazon.com Inc_AMZN
-17.89000000
USD
-33064.84000000
USD
Red Robin Gourmet Burgers Inc_RRGB
-70.04000000
USD
-2312.84000000
USD
Eli Lilly & Co_LLY
-516.64000000
USD
-67901.34000000
USD
Synchrony Financial_SYF
-829.17000000
USD
-29858.42000000
USD
Jazz Pharmaceuticals PLC_JAZZ
-98.17000000
USD
-14655.52000000
USD
HCA Healthcare Inc_HCA
-288.90000000
USD
-42702.41000000
USD
Y
equity-performance leg
2021-03-05
0
USD
0
USD
1397785.04
USD
-262001.78
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Long: SELS69250 TRS USD R V 01MLIBOR US0001M/-575 BPS / Short: SELS69250 TRS USD P E SELS69250/CA22717L1013
000000000
2786.58000000
OU
Notional Amount
USD
-369.73000000
-0.00003173838
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Cronos Group Inc
Cronos Group Inc
Y
equity-performance leg
2020-08-14
0
USD
0
USD
2786.58
USD
-369.73
N
N
N
Chewy Inc
N/A
Chewy Inc
16679L109
-28020.00000000
NS
USD
-812580.00000000
-0.06975354146
Short
EC
CORP
US
N
1
N
N
N
E*TRADE Financial Corp
549300LYE2HSVYJFJD24
E*TRADE Financial Corp
269246401
15931.00000000
NS
USD
722789.47000000
0.062045737358
Long
EC
CORP
US
N
1
N
N
N
KBR Inc
254900OFQDXZRKRCV808
KBR Inc
48242W106
61701.00000000
NS
USD
1881880.50000000
0.161544499595
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
47675.00000000
NS
USD
11544978.00000000
0.991044699090
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
496040.00000000
NS
USD
17470528.80000000
1.499706188920
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
342236.00000000
NS
USD
13374582.88000000
1.148101751755
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: SELS72027 TRS USD R V 01MLIBOR US0001M/-35 BPS / Short: SELS72027 TRS USD P E SELS72027 SELS72027
000000000
10068.60000000
OU
Notional Amount
USD
-440.09000000
-0.00003777823
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MSABBBBD
MSABBBBD
PerkinElmer Inc_PKI
-1.83000000
USD
-177.71000000
USD
McCormick & Co Inc/MD_MKC
-1.54000000
USD
-261.42000000
USD
JM Smucker Co/The_SJM
-2.19000000
USD
-227.87000000
USD
Conagra Brands Inc_CAG
-10.14000000
USD
-347.36000000
USD
Cardinal Health Inc_CAH
-7.39000000
USD
-373.63000000
USD
Ryder System Inc_R
-1.38000000
USD
-74.99000000
USD
Newell Brands Inc_NWL
-13.10000000
USD
-251.79000000
USD
Perrigo Co PLC_PRGO
-3.23000000
USD
-167.05000000
USD
Westrock Co_WRK
-6.61000000
USD
-283.50000000
USD
Verizon Communications Inc_VZ
-6.97000000
USD
-427.73000000
USD
Thermo Fisher Scientific Inc_TMO
-1.47000000
USD
-476.25000000
USD
Whirlpool Corp_WHR
-1.77000000
USD
-260.78000000
USD
Royal Caribbean Cruises Ltd_RCL
-3.87000000
USD
-516.14000000
USD
Discovery Inc_DISCA
-10.27000000
USD
-336.19000000
USD
Kroger Co/The_KR
-12.01000000
USD
-348.23000000
USD
Broadcom Inc_AVGO
-1.48000000
USD
-468.05000000
USD
Zimmer Biomet Holdings Inc_ZBH
-2.81000000
USD
-420.64000000
USD
Leggett & Platt Inc_LEG
-2.62000000
USD
-133.27000000
USD
Trimble Inc_TRMB
-2.74000000
USD
-114.29000000
USD
Kellogg Co_K
-3.65000000
USD
-252.63000000
USD
Rayonier Inc_RYN
-1.32000000
USD
-43.34000000
USD
Western Digital Corp_WDC
-7.13000000
USD
-452.40000000
USD
Motorola Solutions Inc_MSI
-2.46000000
USD
-397.14000000
USD
Weyerhaeuser Co_WY
-8.63000000
USD
-260.48000000
USD
Interpublic Group of Cos Inc/T_IPG
-9.62000000
USD
-222.25000000
USD
Republic Services Inc_RSG
-3.01000000
USD
-269.69000000
USD
Molson Coors Beverage Co_TAP
-2.89000000
USD
-155.99000000
USD
RPM International Inc_RPM
-1.75000000
USD
-134.47000000
USD
Marriott International Inc/MD_MAR
-3.45000000
USD
-522.04000000
USD
Kraft Heinz Co/The_KHC
-10.74000000
USD
-345.06000000
USD
Apache Corp_APA
-15.08000000
USD
-386.01000000
USD
General Electric Co_GE
-47.16000000
USD
-526.31000000
USD
Juniper Networks Inc_JNPR
-8.25000000
USD
-203.08000000
USD
National Fuel Gas Co_NFG
-1.65000000
USD
-76.96000000
USD
AT&T Inc_T
-11.10000000
USD
-433.96000000
USD
BCE Inc_BCE
-2.84000000
USD
-131.85000000
USD
Y
equity-performance leg
2021-03-05
0
USD
0
USD
10068.6
USD
-440.09
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
122262.00000000
NS
USD
10619677.32000000
0.911614982206
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: SELS72025 TRS USD R V 01MLIBOR US0001M/-50 BPS / Short: SELS72025 TRS USD P E SELS72025
000000000
12461.75000000
OU
Notional Amount
USD
-465.46000000
-0.00003995604
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MSABWARR
MSABWARR
Omega Healthcare Investors Inc_OHI
-2.77000000
USD
-117.46000000
USD
JPMorgan Chase & Co_JPM
-3.82000000
USD
-532.01000000
USD
OneMain Holdings Inc_OMF
-0.95000000
USD
-40.24000000
USD
Red Robin Gourmet Burgers Inc_RRGB
-0.54000000
USD
-17.98000000
USD
Molina Healthcare Inc_MOH
-1.57000000
USD
-213.53000000
USD
Anthem Inc_ANTM
-1.87000000
USD
-565.01000000
USD
Host Hotels & Resorts Inc_HST
-11.31000000
USD
-209.85000000
USD
Welltower Inc_WELL
-2.98000000
USD
-243.99000000
USD
Moody's Corp_MCO
-1.28000000
USD
-303.68000000
USD
Capital One Financial Corp_COF
-4.94000000
USD
-508.05000000
USD
Eli Lilly & Co_LLY
-4.02000000
USD
-527.87000000
USD
Deere & Co_DE
-2.05000000
USD
-354.69000000
USD
Science Applications Internati_SAIC
-0.72000000
USD
-62.55000000
USD
Cheesecake Factory Inc/The_CAKE
-1.65000000
USD
-64.17000000
USD
Bank of America Corp_BAC
-15.40000000
USD
-542.31000000
USD
Caterpillar Inc_CAT
-2.73000000
USD
-403.74000000
USD
Oshkosh Corp_OSK
-0.91000000
USD
-85.94000000
USD
Pfizer Inc_PFE
-7.70000000
USD
-301.50000000
USD
Healthcare Realty Trust Inc_HR
-1.19000000
USD
-39.69000000
USD
L3Harris Technologies Inc_LHX
-1.66000000
USD
-327.49000000
USD
Citigroup Inc_C
-6.50000000
USD
-519.44000000
USD
Uber Technologies Inc_UBER
-4.52000000
USD
-134.35000000
USD
Sunstone Hotel Investors Inc_SHO
-7.56000000
USD
-105.20000000
USD
Centene Corp_CNC
-10.38000000
USD
-652.76000000
USD
Bristol-Myers Squibb Co_BMY
-8.86000000
USD
-568.55000000
USD
Cimarex Energy Co_XEC
-3.60000000
USD
-189.05000000
USD
Discover Financial Services_DFS
-2.56000000
USD
-217.23000000
USD
CNH Industrial NV_CNHI
-3.57000000
USD
-39.26000000
USD
Horizon Therapeutics Plc_HZNP
-1.60000000
USD
-57.78000000
USD
Goldman Sachs Group Inc/The_GS
-2.17000000
USD
-498.35000000
USD
Alphabet Inc_GOOGL
-0.20000000
USD
-264.86000000
USD
Healthcare Trust of America In_HTA
-1.73000000
USD
-52.26000000
USD
Medical Properties Trust Inc_MPW
-5.49000000
USD
-115.97000000
USD
Facebook Inc_FB
-1.36000000
USD
-278.32000000
USD
Sabra Health Care REIT Inc_SBRA
-2.26000000
USD
-48.26000000
USD
LPL Financial Holdings Inc_LPLA
-0.86000000
USD
-78.88000000
USD
Merck & Co Inc_MRK
-3.28000000
USD
-298.73000000
USD
Blackstone Group Inc/The_BX
-1.41000000
USD
-78.83000000
USD
EOG Resources Inc_EOG
-1.85000000
USD
-155.34000000
USD
Amazon.com Inc_AMZN
-0.14000000
USD
-257.05000000
USD
HCA Healthcare Inc_HCA
-2.25000000
USD
-331.97000000
USD
Synchrony Financial_SYF
-6.45000000
USD
-232.12000000
USD
S&P Global Inc_SPGI
-1.83000000
USD
-500.62000000
USD
Terex Corp_TEX
-1.26000000
USD
-37.38000000
USD
Devon Energy Corp_DVN
-5.72000000
USD
-148.57000000
USD
Lyft Inc_LYFT
-5.91000000
USD
-254.37000000
USD
FirstCash Inc_FCFS
-0.68000000
USD
-55.22000000
USD
KKR & Co Inc_KKR
-6.43000000
USD
-187.58000000
USD
Concho Resources Inc_CXO
-2.54000000
USD
-222.68000000
USD
Carlyle Group Inc/The_CG
-2.03000000
USD
-65.16000000
USD
Booz Allen Hamilton Holding Co_BAH
-1.67000000
USD
-118.51000000
USD
Jazz Pharmaceuticals PLC_JAZZ
-0.76000000
USD
-113.93000000
USD
AbbVie Inc_ABBV
-5.93000000
USD
-525.20000000
USD
BJ's Restaurants Inc_BJRI
-0.90000000
USD
-34.22000000
USD
Waddell & Reed Financial Inc_WDR
-1.05000000
USD
-17.63000000
USD
Y
equity-performance leg
2021-03-05
0
USD
0
USD
12461.75
USD
-465.46
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
91761.00000000
NS
USD
12791483.40000000
1.098047290958
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
223648.00000000
NS
USD
10057450.56000000
0.863352278701
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: SELS22804 TRS USD R V 01MLIBOR SELS22804/-50BPS / Short: SELS22804 TRS USD P E SELS22804/SELS5322804
000000000
22221.80000000
OU
Notional Amount
USD
-1013.88000000
-0.00008703354
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MSABWARR
MSABWARR
Waddell & Reed Financial Inc_WDR
-1.90000000
USD
-31.70000000
USD
L3Harris Technologies Inc_LHX
-2.98000000
USD
-588.91000000
USD
Welltower Inc_WELL
-5.37000000
USD
-438.76000000
USD
Facebook Inc_FB
-2.44000000
USD
-500.49000000
USD
Moody's Corp_MCO
-2.30000000
USD
-546.09000000
USD
Goldman Sachs Group Inc/The_GS
-3.90000000
USD
-896.16000000
USD
Horizon Therapeutics Plc_HZNP
-2.87000000
USD
-103.91000000
USD
Sunstone Hotel Investors Inc_SHO
-13.59000000
USD
-189.17000000
USD
Uber Technologies Inc_UBER
-8.12000000
USD
-241.59000000
USD
Host Hotels & Resorts Inc_HST
-20.34000000
USD
-377.37000000
USD
Terex Corp_TEX
-2.26000000
USD
-67.22000000
USD
Concho Resources Inc_CXO
-4.57000000
USD
-400.43000000
USD
Sabra Health Care REIT Inc_SBRA
-4.07000000
USD
-86.77000000
USD
FirstCash Inc_FCFS
-1.23000000
USD
-99.31000000
USD
OneMain Holdings Inc_OMF
-1.72000000
USD
-72.35000000
USD
Deere & Co_DE
-3.68000000
USD
-637.82000000
USD
JPMorgan Chase & Co_JPM
-6.86000000
USD
-956.68000000
USD
Amazon.com Inc_AMZN
-0.25000000
USD
-462.24000000
USD
Alphabet Inc_GOOGL
-0.36000000
USD
-476.29000000
USD
Bristol-Myers Squibb Co_BMY
-15.93000000
USD
-1022.39000000
USD
CNH Industrial NV_CNHI
-6.42000000
USD
-70.59000000
USD
Bank of America Corp_BAC
-27.69000000
USD
-975.21000000
USD
Discover Financial Services_DFS
-4.61000000
USD
-390.63000000
USD
Pfizer Inc_PFE
-13.84000000
USD
-542.18000000
USD
Anthem Inc_ANTM
-3.36000000
USD
-1016.02000000
USD
HCA Healthcare Inc_HCA
-4.04000000
USD
-596.97000000
USD
Medical Properties Trust Inc_MPW
-9.88000000
USD
-208.55000000
USD
Caterpillar Inc_CAT
-4.92000000
USD
-726.02000000
USD
EOG Resources Inc_EOG
-3.33000000
USD
-279.33000000
USD
Eli Lilly & Co_LLY
-7.22000000
USD
-949.25000000
USD
Centene Corp_CNC
-18.67000000
USD
-1173.82000000
USD
Oshkosh Corp_OSK
-1.63000000
USD
-154.54000000
USD
Healthcare Trust of America In_HTA
-3.10000000
USD
-93.98000000
USD
Booz Allen Hamilton Holding Co_BAH
-3.00000000
USD
-213.11000000
USD
Healthcare Realty Trust Inc_HR
-2.14000000
USD
-71.37000000
USD
Science Applications Internati_SAIC
-1.29000000
USD
-112.48000000
USD
LPL Financial Holdings Inc_LPLA
-1.54000000
USD
-141.84000000
USD
Synchrony Financial_SYF
-11.59000000
USD
-417.42000000
USD
Carlyle Group Inc/The_CG
-3.65000000
USD
-117.18000000
USD
S&P Global Inc_SPGI
-3.30000000
USD
-900.23000000
USD
Capital One Financial Corp_COF
-8.88000000
USD
-913.60000000
USD
Lyft Inc_LYFT
-10.63000000
USD
-457.42000000
USD
Cimarex Energy Co_XEC
-6.48000000
USD
-339.95000000
USD
Omega Healthcare Investors Inc_OHI
-4.99000000
USD
-211.23000000
USD
Blackstone Group Inc/The_BX
-2.53000000
USD
-141.75000000
USD
KKR & Co Inc_KKR
-11.56000000
USD
-337.31000000
USD
Red Robin Gourmet Burgers Inc_RRGB
-0.98000000
USD
-32.33000000
USD
Jazz Pharmaceuticals PLC_JAZZ
-1.37000000
USD
-204.88000000
USD
BJ's Restaurants Inc_BJRI
-1.62000000
USD
-61.54000000
USD
Molina Healthcare Inc_MOH
-2.83000000
USD
-383.97000000
USD
Cheesecake Factory Inc/The_CAKE
-2.97000000
USD
-115.39000000
USD
Devon Energy Corp_DVN
-10.29000000
USD
-267.17000000
USD
AbbVie Inc_ABBV
-10.67000000
USD
-944.44000000
USD
Citigroup Inc_C
-11.69000000
USD
-934.08000000
USD
Merck & Co Inc_MRK
-5.91000000
USD
-537.19000000
USD
Y
equity-performance leg
2021-03-05
0
USD
0
USD
22221.8
USD
-1013.88
N
N
N
Washington Prime Group Inc
549300RWGA2GV6YQYT67
Washington Prime Group Inc
93964W108
-178982.00000000
NS
USD
-651494.48000000
-0.05592562851
Short
EC
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: SELS69246 TRS USD R V 01MLIBOR US0001M/-841 BPS / Short: SELS69246 TRS USD P E SELS69246/US70614W1009
000000000
1834.56000000
OU
Notional Amount
USD
355.16000000
0.000030487666
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Peloton Interactive Inc
Peloton Interactive Inc
Y
equity-performance leg
2021-03-05
0
USD
0
USD
1834.56
USD
355.16
N
N
N
Empire State Realty Trust Inc
549300VOKY1DUEQSB456
Empire State Realty Trust Inc
292104106
-63622.00000000
NS
USD
-888163.12000000
-0.07624175221
Short
EC
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: SELS47642 TRS USD R V 01MLIBOR US0001M/-50.BPS / Short: SELS47642 TRS USD P E SELS47642/
000000000
2383.27000000
OU
Notional Amount
USD
0.41000000
0.000000035195
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MSABWARR
MSABWARR
Pfizer Inc_PFE
-1.42000000
USD
-55.54000000
USD
Molina Healthcare Inc_MOH
-0.29000000
USD
-39.33000000
USD
Waddell & Reed Financial Inc_WDR
-0.19000000
USD
-3.25000000
USD
Uber Technologies Inc_UBER
-0.83000000
USD
-24.75000000
USD
Caterpillar Inc_CAT
-0.50000000
USD
-74.37000000
USD
Science Applications Internati_SAIC
-0.13000000
USD
-11.52000000
USD
Lyft Inc_LYFT
-1.09000000
USD
-46.86000000
USD
Oshkosh Corp_OSK
-0.17000000
USD
-15.83000000
USD
Facebook Inc_FB
-0.25000000
USD
-51.27000000
USD
Eli Lilly & Co_LLY
-0.74000000
USD
-97.24000000
USD
Amazon.com Inc_AMZN
-0.03000000
USD
-47.35000000
USD
Carlyle Group Inc/The_CG
-0.37000000
USD
-12.00000000
USD
Alphabet Inc_GOOGL
-0.04000000
USD
-48.79000000
USD
Medical Properties Trust Inc_MPW
-1.01000000
USD
-21.36000000
USD
Jazz Pharmaceuticals PLC_JAZZ
-0.14000000
USD
-20.99000000
USD
L3Harris Technologies Inc_LHX
-0.30000000
USD
-60.33000000
USD
JPMorgan Chase & Co_JPM
-0.70000000
USD
-98.00000000
USD
Merck & Co Inc_MRK
-0.61000000
USD
-55.03000000
USD
LPL Financial Holdings Inc_LPLA
-0.16000000
USD
-14.53000000
USD
Moody's Corp_MCO
-0.24000000
USD
-55.94000000
USD
Devon Energy Corp_DVN
-1.05000000
USD
-27.37000000
USD
Discover Financial Services_DFS
-0.47000000
USD
-40.02000000
USD
OneMain Holdings Inc_OMF
-0.18000000
USD
-7.41000000
USD
Healthcare Trust of America In_HTA
-0.32000000
USD
-9.63000000
USD
Cheesecake Factory Inc/The_CAKE
-0.30000000
USD
-11.82000000
USD
HCA Healthcare Inc_HCA
-0.41000000
USD
-61.15000000
USD
BJ's Restaurants Inc_BJRI
-0.17000000
USD
-6.30000000
USD
CNH Industrial NV_CNHI
-0.66000000
USD
-7.23000000
USD
Bank of America Corp_BAC
-2.84000000
USD
-99.90000000
USD
Bristol-Myers Squibb Co_BMY
-1.63000000
USD
-104.73000000
USD
Host Hotels & Resorts Inc_HST
-2.08000000
USD
-38.66000000
USD
Sabra Health Care REIT Inc_SBRA
-0.42000000
USD
-8.89000000
USD
Red Robin Gourmet Burgers Inc_RRGB
-0.10000000
USD
-3.31000000
USD
Healthcare Realty Trust Inc_HR
-0.22000000
USD
-7.31000000
USD
Centene Corp_CNC
-1.91000000
USD
-120.24000000
USD
FirstCash Inc_FCFS
-0.13000000
USD
-10.17000000
USD
Deere & Co_DE
-0.38000000
USD
-65.34000000
USD
Horizon Therapeutics Plc_HZNP
-0.29000000
USD
-10.64000000
USD
Omega Healthcare Investors Inc_OHI
-0.51000000
USD
-21.64000000
USD
Sunstone Hotel Investors Inc_SHO
-1.39000000
USD
-19.38000000
USD
Cimarex Energy Co_XEC
-0.66000000
USD
-34.82000000
USD
Citigroup Inc_C
-1.20000000
USD
-95.69000000
USD
Concho Resources Inc_CXO
-0.47000000
USD
-41.02000000
USD
Welltower Inc_WELL
-0.55000000
USD
-44.95000000
USD
EOG Resources Inc_EOG
-0.34000000
USD
-28.61000000
USD
Goldman Sachs Group Inc/The_GS
-0.40000000
USD
-91.80000000
USD
Terex Corp_TEX
-0.23000000
USD
-6.89000000
USD
S&P Global Inc_SPGI
-0.34000000
USD
-92.22000000
USD
Capital One Financial Corp_COF
-0.91000000
USD
-93.59000000
USD
AbbVie Inc_ABBV
-1.09000000
USD
-96.75000000
USD
KKR & Co Inc_KKR
-1.18000000
USD
-34.55000000
USD
Blackstone Group Inc/The_BX
-0.26000000
USD
-14.52000000
USD
Booz Allen Hamilton Holding Co_BAH
-0.31000000
USD
-21.83000000
USD
Synchrony Financial_SYF
-1.19000000
USD
-42.76000000
USD
Anthem Inc_ANTM
-0.34000000
USD
-104.08000000
USD
Y
equity-performance leg
2021-03-05
0
USD
0
USD
2383.27
USD
0.41
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
331453.00000000
NS
USD
26479780.17000000
2.273078889415
Long
EC
CORP
US
N
1
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377508
363544.00000000
NS
USD
14450874.00000000
1.240492799113
Long
EC
CORP
US
N
1
N
N
N
Cigna Corp
45RS2W538ZOGNWLVIX82
Cigna Corp
125523100
53814.00000000
NS
USD
11004424.86000000
0.944642503783
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
59967.00000000
NS
USD
13095593.46000000
1.124152725105
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796TF6
7000000.00000000
PA
USD
6987831.69000000
0.599849870178
Long
STIV
UST
US
N
2
2020-02-13
None
0.00000000
N
N
N
N
N
N
Alliance Bernstein
5493006YWHO7MNK2U579
AB Fixed Income Shares, Inc. - Government Money Market Portfolio
018616748
418470964.81000000
NS
USD
418470964.81000000
35.92240984767
Long
STIV
RF
US
N
1
N
N
N
SL Green Realty Corp
549300VQZPJU97H3GT17
SL Green Realty Corp
78440X101
-10065.00000000
NS
USD
-924772.20000000
-0.07938435107
Short
EC
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: SELS22370 TRS USD R V 01MLIBOR US0001M/-840BPS / Short: SELS22370 TRS USD P E SELS22370/US70614W1009
000000000
6055.96000000
OU
Notional Amount
USD
306.56000000
0.000026315742
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Peloton Interactive Inc
Peloton Interactive Inc
Y
equity-performance leg
2021-03-05
0
USD
0
USD
6055.96
USD
306.56
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361702
180330.00000000
NS
USD
10545698.40000000
0.905264479285
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
31455.00000000
NS
USD
4035361.95000000
0.346403784351
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807102
28019.00000000
NS
USD
9637695.43000000
0.827319633467
Long
EC
CORP
US
N
1
N
N
N
Honest Company Inc
N/A
HONEST CO/THE PP PREFERRED STOCK
000000000
20767.00000000
NS
USD
614274.57000000
0.052730594755
Long
EP
CORP
US
N
3
N
N
N
United Technologies Corp
I07WOS4YJ0N7YRFE7309
United Technologies Corp
913017109
159316.00000000
NS
USD
23859164.16000000
2.048119811532
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
181923.00000000
NS
USD
16545896.85000000
1.420333877197
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
549300OA79DKM2EKBT58
Long: SELS96115 TRS USD R V 01MLIBOR US0001M/-512.5BPS / Short: SELS96115 TRS USD P E SELS96115/CA22717L1013
000000000
63988.59000000
OU
Notional Amount
USD
1765.62000000
0.000151564458
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
549300OA79DKM2EKBT58
Cronos Group Inc
Cronos Group Inc
Y
equity-performance leg
2020-08-14
0
USD
0
USD
63988.59
USD
1765.62
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
51414.00000000
NS
USD
15114687.72000000
1.297475936577
Long
EC
CORP
US
N
1
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350105
25046.00000000
NS
USD
729089.06000000
0.062586507144
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
25554.00000000
NS
USD
8075575.08000000
0.693224003990
Long
EC
CORP
US
N
1
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
72773.00000000
NS
USD
10525158.99000000
0.903501334010
Long
EC
CORP
US
N
1
N
N
N
Berry Global Group Inc
549300G6KKUMMXM8NH73
Berry Global Group Inc
08579W103
133586.00000000
NS
USD
6343999.14000000
0.544581957517
Long
EC
CORP
US
N
1
N
N
N
Invesco CurrencyShares Euro Currency Trust
N/A
Invesco CurrencyShares Euro Currency Trust
46138K103
-12276.00000000
NS
USD
-1304938.80000000
-0.11201863532
Short
EC
RF
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: SELS44977 TRS USD R V 01MLIBOR US0001M/-3125BPS / Short: SELS44977 TRS USD P E SELS44977/US70614W1009
000000000
137086.52000000
OU
Notional Amount
USD
-41192.88000000
-0.00353608169
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Peloton Interactive Inc
Peloton Interactive Inc
Y
equity-performance leg
2021-03-05
0
USD
0
USD
137086.52
USD
-41192.88
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
148769.00000000
NS
USD
21700934.03000000
1.862852890299
Long
EC
CORP
US
N
1
N
N
N
Canada Goose Holdings Inc
529900891XBE6RV8JR07
Canada Goose Holdings Inc
135086106
-18991.00000000
NS
USD
-688233.84000000
-0.05907941088
Short
EC
CORP
CA
N
1
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
5356.00000000
NS
USD
10999777.88000000
0.944243597445
Long
EC
CORP
US
N
1
N
N
N
RealReal Inc/The
549300O00VUGT4H1PE90
RealReal Inc/The
88339P101
-49408.00000000
NS
USD
-931340.80000000
-0.07994821323
Short
EC
CORP
US
N
1
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475105
109120.00000000
NS
USD
17418825.60000000
1.495267879701
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
59219.00000000
NS
USD
13616224.67000000
1.168844780893
Long
EC
CORP
US
N
1
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
000000000
-111066.00000000
NS
-868988.16000000
-0.07459573414
Short
EC
CORP
GB
N
2
N
N
N
Stitch Fix Inc
549300TNHOVBOJZIYE72
Stitch Fix Inc
860897107
-22868.00000000
NS
USD
-586792.88000000
-0.05037150986
Short
EC
CORP
US
N
1
N
N
N
Liberty Media Corp-Liberty Formula One
N/A
Liberty Media Corp-Liberty Formula One
531229854
84212.00000000
NS
USD
3870804.58000000
0.332277840652
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
192346.00000000
NS
USD
10646351.10000000
0.913904714440
Long
EC
CORP
US
N
1
N
N
N
Anterix Inc
549300QIX2QHFGIEQG40
Anterix Inc
03676C100
39003.00000000
NS
USD
1685319.63000000
0.144671309515
Long
EC
CORP
US
N
1
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
518439104
24959.00000000
NS
USD
5155031.86000000
0.442518556423
Long
EC
CORP
US
N
1
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
112453.00000000
NS
USD
6730312.05000000
0.577743853680
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
84585.00000000
NS
USD
7462934.55000000
0.640633678595
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: SELS44969 TRS USD R V 01MLIBOR US0001M/-3125BPS / Short: SELS44969 TRS USD P E SELS44969/US70614W1009
000000000
1135.82000000
OU
Notional Amount
USD
-341.31000000
-0.00002929875
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Peloton Interactive Inc
Peloton Interactive Inc
Y
equity-performance leg
2021-03-05
0
USD
0
USD
1135.82
USD
-341.31
N
N
N
Vivendi SA
969500FU4DRAEVJW7U54
Vivendi SA
000000000
245256.00000000
NS
7102003.89000000
0.609650647069
Long
EC
CORP
FR
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Long: SELS30541 TRS USD R V 01MFEDL SELS5130541 SELS30541 +30BPS / Short: SELS30541 TRS USD P E SELS5130541
000000000
239518.94000000
OU
Notional Amount
USD
-52667.77000000
-0.00452110989
N/A
DE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Peloton Interactive Inc
Peloton Interactive Inc
Y
equity-performance leg
2021-03-05
0
USD
0
USD
239518.94
USD
-52667.77
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: SELS99395 TRS USD R V 01MLIBOR US0001M/-35BPS / Short: SELS99395 TRS USD P E SELS99395/SELS5199395
000000000
3000859.59000000
OU
Notional Amount
USD
-291320.84000000
-0.02500758115
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MSABBBBD
MSABBBBD
Republic Services Inc_RSG
-944.29000000
USD
-84636.35000000
USD
Newell Brands Inc_NWL
-4111.25000000
USD
-79018.16000000
USD
PerkinElmer Inc_PKI
-574.38000000
USD
-55772.24000000
USD
AT&T Inc_T
-3484.89000000
USD
-136189.34000000
USD
Whirlpool Corp_WHR
-554.75000000
USD
-81842.54000000
USD
Western Digital Corp_WDC
-2236.91000000
USD
-141976.65000000
USD
Zimmer Biomet Holdings Inc_ZBH
-881.95000000
USD
-132010.57000000
USD
Marriott International Inc/MD_MAR
-1081.90000000
USD
-163831.44000000
USD
Verizon Communications Inc_VZ
-2186.22000000
USD
-134234.08000000
USD
Perrigo Co PLC_PRGO
-1014.82000000
USD
-52425.39000000
USD
BCE Inc_BCE
-892.74000000
USD
-41378.34000000
USD
Ryder System Inc_R
-433.32000000
USD
-23533.55000000
USD
Trimble Inc_TRMB
-860.38000000
USD
-35869.35000000
USD
RPM International Inc_RPM
-549.79000000
USD
-42201.97000000
USD
Conagra Brands Inc_CAG
-3183.78000000
USD
-109012.75000000
USD
Royal Caribbean Cruises Ltd_RCL
-1213.25000000
USD
-161981.01000000
USD
National Fuel Gas Co_NFG
-518.95000000
USD
-24151.82000000
USD
Rayonier Inc_RYN
-415.20000000
USD
-13601.99000000
USD
Broadcom Inc_AVGO
-464.81000000
USD
-146889.12000000
USD
Westrock Co_WRK
-2073.42000000
USD
-88970.33000000
USD
Apache Corp_APA
-4733.94000000
USD
-121141.52000000
USD
Interpublic Group of Cos Inc/T_IPG
-3019.43000000
USD
-69748.82000000
USD
General Electric Co_GE
-14800.36000000
USD
-165171.99000000
USD
Weyerhaeuser Co_WY
-2706.90000000
USD
-81748.24000000
USD
Cardinal Health Inc_CAH
-2318.22000000
USD
-117255.79000000
USD
Molson Coors Beverage Co_TAP
-908.27000000
USD
-48955.53000000
USD
Discovery Inc_DISCA
-3222.61000000
USD
-105508.18000000
USD
Kellogg Co_K
-1146.39000000
USD
-79284.09000000
USD
Thermo Fisher Scientific Inc_TMO
-460.06000000
USD
-149461.12000000
USD
JM Smucker Co/The_SJM
-686.75000000
USD
-71511.62000000
USD
Kroger Co/The_KR
-3769.81000000
USD
-109286.80000000
USD
Kraft Heinz Co/The_KHC
-3370.35000000
USD
-108289.50000000
USD
Juniper Networks Inc_JNPR
-2587.62000000
USD
-63733.07000000
USD
Motorola Solutions Inc_MSI
-773.46000000
USD
-124635.40000000
USD
McCormick & Co Inc/MD_MKC
-483.36000000
USD
-82040.51000000
USD
Leggett & Platt Inc_LEG
-822.85000000
USD
-41825.63000000
USD
Y
equity-performance leg
2021-03-05
0
USD
0
USD
3000859.59
USD
-291320.84
N
N
N
2020-01-27
AB CAP FUND, INC.
Joseph Mantineo
Joseph Mantineo
Treasurer and Chief Financial Officer