0001752724-22-042885.txt : 20220224
0001752724-22-042885.hdr.sgml : 20220224
20220224125723
ACCESSION NUMBER: 0001752724-22-042885
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211231
FILED AS OF DATE: 20220224
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: GOLDMAN SACHS TRUST
CENTRAL INDEX KEY: 0000822977
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05349
FILM NUMBER: 22669063
BUSINESS ADDRESS:
STREET 1: 71 SOUTH WACKER DRIVE
STREET 2: C/O GOLDMAN SACHS & CO
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 3126554400
MAIL ADDRESS:
STREET 1: 200 WEST STREET
CITY: NEW YORK
STATE: NY
ZIP: 10282
FORMER COMPANY:
FORMER CONFORMED NAME: GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND
DATE OF NAME CHANGE: 19910711
FORMER COMPANY:
FORMER CONFORMED NAME: SHORT INTERMEDIATE GOVERNMENT FUND
DATE OF NAME CHANGE: 19900104
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11716.57000000
USD
Elia Group SA/NV
49.42000000
USD
5718.07000000
USD
ArcelorMittal SA
1259.74000000
USD
35455.39000000
USD
Valmet Oyj
248.84000000
USD
9386.21999999
USD
Publicis Groupe SA
475.84000000
USD
28169.71000000
USD
Pernod Ricard SA
167.02000000
USD
35324.55999999
USD
Safran SA
444.88000000
USD
47895.51999999
USD
ProSiebenSat.1 Media SE
835.69000000
USD
11707.99000000
USD
adidas AG
668.03000000
USD
169146.26000000
USD
BioMerieux
50.73000000
USD
6336.27000000
USD
ASR Nederland NV
111.47000000
USD
4514.64000000
USD
Michelin
103.24000000
USD
14881.46000000
USD
TAG Immobilien AG
274.39000000
USD
6752.84000000
USD
Remy Cointreau SA
69.11000000
USD
14788.57000000
USD
L'Oreal SA
330.57000000
USD
137833.04000000
USD
Hannover Rueck SE
48.66000000
USD
8133.70000000
USD
Rubis SCA
141.46000000
USD
3714.82000000
USD
Aeroports de Paris
52.21000000
USD
5915.31000000
USD
Industria de Diseno Textil SA
983.74000000
USD
28066.11000000
USD
Snam SpA
3071.23000000
USD
16277.50000000
USD
Smurfit Kappa Group PLC
328.00000000
USD
15888.21000000
USD
Gecina SA
50.52000000
USD
6208.87000000
USD
E.ON SE
3118.49000000
USD
38020.66000000
USD
ASML Holding NV
217.03000000
USD
153376.46000000
USD
Acciona SA
23.44000000
USD
3940.86000000
USD
Randstad NV
197.43000000
USD
11853.82000000
USD
Gerresheimer AG
96.01000000
USD
8132.28000000
USD
Infrastrutture Wireless Italiane SpA
575.44000000
USD
6145.75000000
USD
Aroundtown SA
1866.61000000
USD
9930.37000000
USD
Siemens AG
664.70000000
USD
101485.98000000
USD
Nordea Bank Abp
2369.06000000
USD
25552.70000000
USD
Elisa Oyj
218.59000000
USD
11830.35000000
USD
Atos SE
199.80000000
USD
7470.43000000
USD
Beiersdorf AG
340.97000000
USD
30816.49000000
USD
KBC Group NV
466.55000000
USD
35205.62999999
USD
Sartorius Stedim Biotech
42.07000000
USD
20295.33000000
USD
Wolters Kluwer NV
501.99000000
USD
52005.83000000
USD
Linde PLC
379.87000000
USD
116240.00000000
USD
Kone Oyj
439.26000000
USD
27690.92000000
USD
Kojamo Oyj
179.19000000
USD
3805.89000000
USD
Kingspan Group PLC
137.16000000
USD
14401.29000000
USD
Signify NV
374.88000000
USD
15287.80000000
USD
Umicore SA
615.23000000
USD
21994.60000000
USD
Scout24 SE
92.51000000
USD
5681.77000000
USD
Ferrari NV
347.26000000
USD
79001.55000000
USD
Koninklijke Philips NV
1793.91000000
USD
58777.58000000
USD
Groupe Bruxelles Lambert SA
80.76000000
USD
7927.80000000
USD
Nemetschek SE
133.99000000
USD
15113.73000000
USD
Allianz SE
347.89000000
USD
72240.02000000
USD
Huhtamaki Oyj
162.91999999
USD
6336.01000000
USD
HeidelbergCement AG
203.94000000
USD
12138.35000000
USD
Arkema SA
132.93000000
USD
16463.50999999
USD
Neste Oyj
1140.79000000
USD
49464.67000000
USD
LVMH Moet Hennessy Louis Vuitton SE
74.72000000
USD
54324.02000000
USD
GEA Group AG
74.01000000
USD
3558.92000000
USD
Sofina SA
20.02000000
USD
8649.50000000
USD
FinecoBank Banca Fineco SpA
1439.05000000
USD
22211.75999999
USD
Moncler SpA
405.64000000
USD
25968.82000000
USD
Kerry Group PLC
118.99000000
USD
13475.79000000
USD
IMCD NV
142.31000000
USD
27707.45000000
USD
Symrise AG
129.16999999
USD
16831.06000000
USD
Warehouses De Pauw CVA
109.07000000
USD
4600.37000000
USD
Arcadis NV
119.71000000
USD
5068.53000000
USD
Repsol SA
2052.38000000
USD
21418.66000000
USD
Akzo Nobel NV
456.66000000
USD
44067.92000000
USD
Y
2022-09-16
0.00000000
USD
0.00000000
USD
3279250.00000000
EUR
1401.51000000
N
N
N
N/A
N/A
Copper
N/A
-20.00000000
NC
USD
-50142.70000000
-0.12931742356
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Copper
2022-03-29
-2228000.00000000
USD
-50142.70000000
N
N
N
N/A
N/A
WTI Crude Oil
N/A
-30.00000000
NC
USD
-70552.80000000
-0.18195482734
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
WTI Crude Oil
2022-01-20
-2263500.00000000
USD
-70552.80000000
N
N
N
N/A
N/A
Copper
N/A
27.00000000
NC
USD
64025.48000000
0.165120947133
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
Copper
2022-05-26
3001725.00000000
USD
64025.48000000
N
N
N
N/A
N/A
CBOE Volatility Index
N/A
-47.00000000
NC
USD
48710.18000000
0.125622971614
N/A
DE
US
N
1
Options Clearing
549300CII6SLYGKNHA04
Short
CBOE Volatility Index
US12497K1007
2022-03-15
-1103019.50000000
USD
48710.18000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1058.25000000
-0.00272921409
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
205470000.00000000
CLP
239156.93000000
USD
2022-02-01
-1058.25000000
N
N
N
N/A
N/A
KC HRW Wheat
N/A
72.00000000
NC
USD
-69690.21000000
-0.17973021804
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
KC HRW Wheat
2022-05-13
2884500.00000000
USD
-69690.21000000
N
N
N
N/A
N/A
CBOE Volatility Index
N/A
470.00000000
NC
USD
136300.00000000
0.351516069763
N/A
DE
US
N
1
Options Clearing
549300CII6SLYGKNHA04
Call
Purchased
CBOE Volatility Index
US12497K1007
100.00000000
28.00000000
USD
2022-03-15
XXXX
-40546.16000000
N
N
N
N/A
N/A
Soybean
N/A
43.00000000
NC
USD
66702.05000000
0.172023789149
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
Soybean
2022-05-13
2901425.00000000
USD
66702.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-714.59000000
-0.00184291906
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
275590000.00000000
KRW
230829.79000000
USD
2022-02-04
-714.59000000
N
N
N
N/A
N/A
3 Month Eurodollar
N/A
-17.00000000
NC
USD
4698.06000000
0.012116240548
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
3 Month Eurodollar
2023-03-13
-4197725.00000000
USD
4698.06000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1839.61000000
-0.00474433218
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
1068230000.00000000
KRW
895662.67000000
USD
2022-02-04
-1839.61000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1343.72000000
0.003465437808
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
581350000.00000000
KRW
489780.62000000
USD
2022-02-04
1343.72000000
N
N
N
N/A
N/A
Soybean Oil
N/A
86.00000000
NC
USD
44220.82000000
0.114044965870
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
Soybean Oil
2022-05-13
2920560.00000000
USD
44220.82000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-951.64000000
-0.00245426817
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
54450000.00000000
HUF
166509.99000000
USD
2022-01-26
-951.64000000
N
N
N
N/A
N/A
FTSE/JSE Top 40 Index
N/A
3.00000000
NC
2703.95000000
0.006973454708
N/A
DE
ZA
N
1
JSE Clear
213800PJDCEXAVMM3J32
Long
FTSE/JSE Top 40 Index
GB0031823254
2022-03-17
2009760.00000000
ZAR
2703.95000000
N
N
N
N/A
N/A
LME Lead Base Metal
N/A
4.00000000
NC
USD
-1697.32000000
-0.00437736797
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Lead Base Metal
2022-01-19
232775.00000000
USD
-1697.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5232.62000000
0.013494864394
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
331421.99000000
USD
25160000.00000000
INR
2022-02-02
5232.62000000
N
N
N
N/A
N/A
Foreign Exchange EUR/USD
N/A
-37.00000000
NC
USD
-32958.44000000
-0.08499942255
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Foreign Exchange EUR/USD
2022-03-14
-5268800.00000000
USD
-32958.44000000
N
N
N
N/A
N/A
LME Lead Base Metal
N/A
-1.00000000
NC
USD
-706.83000000
-0.00182290611
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Lead Base Metal
2022-02-16
-57987.50000000
USD
-706.83000000
N
N
N
N/A
N/A
LME Zinc Base Metal
N/A
-1.00000000
NC
USD
-2915.58000000
-0.00751924594
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Zinc Base Metal
2022-05-18
-87750.00000000
USD
-2915.58000000
N
N
N
N/A
N/A
LME Aluminum Base Metal
N/A
-34.00000000
NC
USD
-148643.47000000
-0.38334973125
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Aluminum Base Metal
2022-04-20
-2385525.00000000
USD
-148643.47000000
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
54.00000000
NC
USD
1103.20000000
0.002845139605
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
U.S. Treasury 10 Year Note
2022-03-22
7037718.75000000
USD
1103.20000000
N
N
N
N/A
N/A
Hang Seng Index
N/A
-2.00000000
NC
-2560.36000000
-0.00660313781
N/A
DE
HK
N
1
HKCC & SEOCH
213800NM8ZN1F16ARD34
Short
Hang Seng Index
HK0000004322
2022-01-28
-2345100.00000000
HKD
-2560.36000000
N
N
N
N/A
N/A
Euro-Bund
N/A
-141.00000000
NC
304892.20000000
0.786313337090
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
N/A
Euro-Bund
2022-03-08
-24175860.00000000
EUR
304892.20000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-413.66000000
-0.00106682419
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
3360000.00000000
TWD
121075.41000000
USD
2022-02-08
-413.66000000
N
N
N
N/A
N/A
3 Month Euro Euribor
N/A
-4.00000000
NC
847.55000000
0.002185821312
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Short
N/A
3 Month Euro Euribor
2023-03-13
-1001750.00000000
EUR
847.55000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-9383.97000000
-0.02420114639
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
38240000.00000000
THB
1135170.82000000
USD
2022-01-26
-9383.97000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
16111.63000000
0.041551701064
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
493873.55000000
USD
2860000.00000000
BRL
2022-02-01
16111.63000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2184.22000000
-0.00563307725
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
18210000.00000000
THB
542856.12000000
USD
2022-01-26
-2184.22000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
483.44000000
0.001246785977
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
572340000.00000000
KRW
481350.34000000
USD
2022-02-04
483.44000000
N
N
N
N/A
N/A
LME Zinc Base Metal
N/A
57.00000000
NC
USD
687794.44000000
1.773813634289
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Zinc Base Metal
2022-01-19
5101500.00000000
USD
687794.44000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1857.59000000
-0.00479070239
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
1280000.00000000
SEK
139819.98000000
USD
2022-01-26
-1857.59000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1391.45000000
-0.00358853290
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
71320000.00000000
HUF
217954.07000000
USD
2022-01-26
-1391.45000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1190.65000000
0.003070672109
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
16710000.00000000
PHP
325826.26000000
USD
2022-02-02
1190.65000000
N
N
N
N/A
N/A
3 Month Eurodollar
N/A
-17.00000000
NC
USD
4398.06000000
0.011342544136
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
3 Month Eurodollar
2022-12-19
-4204950.00000000
USD
4398.06000000
N
N
N
N/A
N/A
Live Cattle
N/A
-61.00000000
NC
USD
-38758.15000000
-0.09995680527
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Live Cattle
2022-02-28
-3407460.00000000
USD
-38758.15000000
N
N
N
N/A
N/A
HSCEI
N/A
-3.00000000
NC
-700.19000000
-0.00180578163
N/A
DE
HK
N
1
HKCC & SEOCH
213800NM8ZN1F16ARD34
Short
HSCEI
HK0000004330
2022-01-28
-1240050.00000000
HKD
-700.19000000
N
N
N
N/A
N/A
Wheat
N/A
75.00000000
NC
USD
-76747.81000000
-0.19793168403
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
Wheat
2022-05-13
2901562.50000000
USD
-76747.81000000
N
N
N
N/A
N/A
U.S. Treasury 2 Year Note
N/A
-11.00000000
NC
USD
243.04000000
0.000626797253
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
U.S. Treasury 2 Year Note
2022-03-31
-2399460.93000000
USD
243.04000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1559.08000000
0.004020848672
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
9170000.00000000
TWD
333123.00000000
USD
2022-02-08
1559.08000000
N
N
N
N/A
N/A
Soybean
N/A
-41.00000000
NC
USD
-42854.15000000
-0.11052034028
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Soybean
2022-03-14
-2746487.50000000
USD
-42854.15000000
N
N
N
N/A
N/A
LME Nickel Base Metal
N/A
2.00000000
NC
USD
4448.84000000
0.011473505148
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Nickel Base Metal
2022-02-16
250002.00000000
USD
4448.84000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3502.21000000
0.009032157701
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
1210000.00000000
PEN
306259.26000000
USD
2022-02-01
3502.21000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
347.02000000
0.000894960429
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
253883.41000000
USD
19000000.00000000
INR
2022-02-02
347.02000000
N
N
N
N/A
N/A
U.S. Treasury 5 Year Note
N/A
-9.00000000
NC
USD
406.16000000
0.001047481782
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
U.S. Treasury 5 Year Note
2022-03-31
-1087945.31000000
USD
406.16000000
N
N
N
N/A
N/A
Lean Hogs
N/A
-82.00000000
NC
USD
-4144.97000000
-0.01068982805
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Lean Hogs
2022-02-14
-2666640.00000000
USD
-4144.97000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-286.61000000
-0.00073916376
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
329210000.00000000
KRW
276308.06000000
USD
2022-02-04
-286.61000000
N
N
N
N/A
N/A
Foreign Exchange CHF/USD
N/A
-43.00000000
NC
USD
-53240.73000000
-0.13730720587
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Foreign Exchange CHF/USD
2022-03-14
-5902287.50000000
USD
-53240.73000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3829.63000000
-0.00987656996
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
860000.00000000
PLN
209297.18000000
USD
2022-01-26
-3829.63000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
724.15000000
0.001867574188
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
22456.99000000
USD
130000.00000000
BRL
2022-02-01
724.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2058.34000000
-0.00530843424
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
914645.90000000
USD
8040000.00000000
NOK
2022-01-26
-2058.34000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1930.54000000
-0.00497883956
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
102020000.00000000
HUF
311833.19000000
USD
2022-01-26
-1930.54000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
595.84000000
0.001536664233
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
760000.00000000
ILS
245071.48000000
USD
2022-01-26
595.84000000
N
N
N
N/A
N/A
RBOB Gasoline
N/A
-33.00000000
NC
USD
-71898.48000000
-0.18542531996
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
RBOB Gasoline
2022-01-31
-3079553.40000000
USD
-71898.48000000
N
N
N
N/A
N/A
3 Month Euro Euribor
N/A
-2.00000000
NC
11.26000000
0.000029039405
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Short
N/A
3 Month Euro Euribor
2022-12-19
-501575.00000000
EUR
11.26000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4470.25000000
0.011528721282
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
202376.88000000
USD
1160000.00000000
BRL
2022-02-01
4470.25000000
N
N
N
N/A
N/A
LME Lead Base Metal
N/A
-4.00000000
NC
USD
-6771.07000000
-0.01746250854
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Lead Base Metal
2022-01-19
-232775.00000000
USD
-6771.07000000
N
N
N
N/A
N/A
ETRSI
N/A
1494107.95000000
PA
-5670.83000000
-0.01462500274
N/A
DE
US
N
2
JPM Chase
7H6GLXDRUGQFU57RNE97
GBJPGSFDUK.I
GBJPGSFDUK.I
Intermediate Capital Group PLC
4.61000000
USD
10110.71999999
USD
Mondi PLC
8.07000000
USD
14729.73000000
USD
Trustpilot Group PLC
6.82000000
USD
2233.76000000
USD
RELX PLC
32.14000000
USD
77203.92999999
USD
Unilever PLC
36.07000000
USD
142300.04000000
USD
Rotork PLC
12.03000000
USD
4298.06000000
USD
QinetiQ Group PLC
9.94000000
USD
2644.00000000
USD
Safestore Holdings PLC
2.85000000
USD
4022.07000000
USD
Dechra Pharmaceuticals PLC
2.27999999
USD
12119.55000000
USD
Assura PLC
65.59999999
USD
4578.71000000
USD
Diageo PLC
26.74000000
USD
107927.84000000
USD
Dr. Martens Plc
5.48000000
USD
2347.28000000
USD
HomeServe PLC
5.67000000
USD
4960.76000000
USD
Coca-Cola HBC AG
5.66000000
USD
14468.50000000
USD
Ferguson PLC
3.59000000
USD
47068.76000000
USD
Serco Group PLC
17.48999999
USD
2354.62000000
USD
Intertek Group PLC
2.83000000
USD
15926.19000000
USD
LondonMetric Property PLC
23.90000000
USD
6773.15000000
USD
Vodafone Group PLC
552.84000000
USD
62061.81000000
USD
Rio Tinto PLC
3.25000000
USD
15886.65000000
USD
National Grid PLC
10.80000000
USD
11448.64000000
USD
Smith & Nephew PLC
19.78000000
USD
25590.42000000
USD
TP ICAP Group PLC
12.25000000
USD
1870.66000000
USD
Close Brothers Group PLC
1.71000000
USD
2394.67999999
USD
UNITE Group PLC/The
5.71000000
USD
6341.47000000
USD
Informa PLC
31.57000000
USD
16309.37000000
USD
DCC PLC
1.96000000
USD
11859.57000000
USD
Helios Towers PLC
11.61000000
USD
1997.14000000
USD
Hargreaves Lansdown PLC
9.19999999
USD
12461.17000000
USD
Primary Health Properties PLC
37.79999999
USD
5723.08000000
USD
Burberry Group PLC
11.42000000
USD
20759.03000000
USD
Games Workshop Group PLC
0.71000000
USD
7103.35000000
USD
3i Group PLC
9.17000000
USD
13288.33000000
USD
AstraZeneca PLC
17.39999999
USD
151002.00000000
USD
Admiral Group PLC
5.36000000
USD
16909.34999999
USD
Domino's Pizza Group PLC
7.22000000
USD
3312.55000000
USD
IG Group Holdings PLC
7.16000000
USD
5822.69000000
USD
Spirent Communications PLC
6.88000000
USD
1901.07000000
USD
Britvic PLC
4.90000000
USD
4504.68999999
USD
Sage Group PLC/The
24.91000000
USD
21235.93000000
USD
ConvaTec Group PLC
35.35000000
USD
6826.93000000
USD
Segro PLC
22.56000000
USD
32414.25000000
USD
Royal Dutch Shell PLC
23.10000000
USD
37470.43000000
USD
Pets at Home Group Plc
9.85000000
USD
4578.22000000
USD
Direct Line Insurance Group PLC
40.24000000
USD
11227.93000000
USD
Smiths Group PLC
5.58000000
USD
8809.49000000
USD
Compass Group PLC
5.33000000
USD
8791.91000000
USD
888 Holdings PLC
12.33000000
USD
3709.93000000
USD
Halma PLC
6.09000000
USD
19487.04000000
USD
Spectris PLC
2.59000000
USD
9456.33000000
USD
Electrocomponents PLC
6.99000000
USD
8431.28000000
USD
Melrose Industries PLC
74.67000000
USD
11939.55000000
USD
GlaxoSmithKline PLC
65.58000000
USD
105362.75000000
USD
J Sainsbury PLC
45.47000000
USD
12539.76000000
USD
Genuit Group PLC
3.65000000
USD
2138.73000000
USD
Fresnillo PLC
8.67000000
USD
7741.20000000
USD
Moneysupermarket.com Group PLC
10.78000000
USD
2329.36000000
USD
Schroders PLC
1.82000000
USD
6482.35000000
USD
Trainline PLC
8.36999999
USD
2334.17000000
USD
Spirax-Sarco Engineering PLC
0.89000000
USD
14243.45000000
USD
Kainos Group PLC
1.36000000
USD
2603.03000000
USD
Pagegroup PLC
5.34000000
USD
3380.12000000
USD
Quilter PLC
40.15000000
USD
5961.89000000
USD
Currys PLC
20.61000000
USD
2357.59000000
USD
Aviva PLC
54.75000000
USD
22469.53000000
USD
Ashtead Group PLC
6.98000000
USD
41451.67000000
USD
Cranswick PLC
0.69000000
USD
2540.25000000
USD
Entain PLC
18.30000000
USD
30806.81000000
USD
WH Smith PLC
3.64000000
USD
5381.72000000
USD
DS Smith PLC
26.07000000
USD
10006.14000000
USD
Grainger PLC
8.35000000
USD
2629.16000000
USD
Genus PLC
0.89000000
USD
4394.37000000
USD
Indivior PLC
13.74000000
USD
3530.44000000
USD
Frasers Group PLC
4.44000000
USD
3419.61000000
USD
Legal & General Group PLC
80.87000000
USD
24059.91000000
USD
Smurfit Kappa Group PLC
2.37000000
USD
9603.54000000
USD
Rentokil Initial PLC
25.67000000
USD
14989.11000000
USD
Reckitt Benckiser Group PLC
8.35000000
USD
52937.01000000
USD
Softcat PLC
2.88000000
USD
5188.63000000
USD
IMI PLC
5.83000000
USD
10125.85000000
USD
Derwent London PLC
2.02999999
USD
6923.38000000
USD
Evraz PLC
15.09000000
USD
9079.68000000
USD
Experian PLC
8.63000000
USD
31349.79000000
USD
Barratt Developments PLC
19.70000000
USD
14739.14000000
USD
Molten Ventures PLC
3.99000000
USD
4062.74000000
USD
C&C Group PLC
11.00000000
USD
2555.04000000
USD
Liontrust Asset Management PLC
1.27000000
USD
2799.34000000
USD
Network International Holdings PLC
9.15000000
USD
2674.24000000
USD
Chrysalis Investments Ltd
8.51000000
USD
2084.75000000
USD
Rightmove PLC
15.63000000
USD
12425.88000000
USD
BHP Group PLC
27.64000000
USD
60797.69000000
USD
Tate & Lyle PLC
11.96000000
USD
7908.23000000
USD
Howden Joinery Group PLC
11.17000000
USD
10069.21999999
USD
J D Wetherspoon PLC
3.35000000
USD
3219.76000000
USD
Next PLC
2.02000000
USD
16475.99000000
USD
Flutter Entertainment PLC
2.24000000
USD
26366.13000000
USD
Hikma Pharmaceuticals PLC
3.04000000
USD
6747.41000000
USD
Drax Group PLC
9.05000000
USD
5476.88000000
USD
Ashmore Group PLC
13.89000000
USD
4041.42000000
USD
Associated British Foods PLC
8.94000000
USD
17955.09999999
USD
Dunelm Group PLC
2.27000000
USD
3137.06000000
USD
Tesco PLC
148.28000000
USD
42987.35000000
USD
Man Group PLC/Jersey
33.99000000
USD
7730.21000000
USD
Savills PLC
1.41000000
USD
1992.06000000
USD
Plus500 Ltd
2.36000000
USD
3217.15000000
USD
Persimmon PLC
6.14000000
USD
17548.59000000
USD
Computacenter PLC
0.89000000
USD
2600.78000000
USD
Pearson PLC
16.00000000
USD
9813.53000000
USD
Pennon Group PLC
9.02000000
USD
10521.02000000
USD
abrdn plc
40.34000000
USD
9717.08000000
USD
Future PLC
2.50000000
USD
9564.33000000
USD
Greggs PLC
1.90000000
USD
6347.68000000
USD
Royal Mail PLC
23.93000000
USD
12106.64000000
USD
Endeavour Mining PLC
1.70000000
USD
2844.71000000
USD
Hays PLC
40.52000000
USD
5923.38000000
USD
Antofagasta PLC
14.69000000
USD
19667.74000000
USD
London Stock Exchange Group PLC
6.92000000
USD
47934.14000000
USD
Sirius Real Estate Ltd
20.63000000
USD
2916.42000000
USD
Tritax Big Box REIT PLC
59.95000000
USD
14928.13000000
USD
Land Securities Group PLC
14.53000000
USD
11283.53000000
USD
Reach PLC
9.81000000
USD
2771.03000000
USD
HSBC Holdings PLC
61.07000000
USD
27401.17000000
USD
Berkeley Group Holdings PLC
2.59000000
USD
12379.20000000
USD
Auto Trader Group PLC
17.57000000
USD
13003.46000000
USD
Centamin PLC
71.02000000
USD
6307.64000000
USD
Y
2022-11-07
0.00000000
USD
0.00000000
USD
1494108.00000000
GBP
-5670.83000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2718.90000000
0.007012010580
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
533937.07000000
USD
11030000.00000000
MXN
2022-01-26
2718.90000000
N
N
N
N/A
N/A
Amsterdam Exchange Index
N/A
1.00000000
NC
-517.00000000
-0.00133333681
N/A
DE
GB
N
1
LCH Clearnet
F226TOH6YD6XJB17KS62
Long
Amsterdam Exchange Index
NL0000000107
2022-01-21
159538.00000000
EUR
-517.00000000
N
N
N
N/A
N/A
3 Month Eurodollar
N/A
-14.00000000
NC
USD
4705.02000000
0.012134190304
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
3 Month Eurodollar
2023-06-19
-3451175.00000000
USD
4705.02000000
N
N
N
N/A
N/A
LME Zinc Base Metal
N/A
41.00000000
NC
USD
365941.22000000
0.943758029484
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Zinc Base Metal
2022-03-16
3636700.00000000
USD
365941.22000000
N
N
N
N/A
N/A
Cocoa
N/A
-91.00000000
NC
USD
-39897.90000000
-0.10289620689
N/A
DCO
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Short
N/A
Cocoa
2022-03-16
-2293200.00000000
USD
-39897.90000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
21264.70000000
0.054841406960
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
36690000.00000000
PHP
734064.26000000
USD
2022-02-02
21264.70000000
N
N
N
N/A
N/A
Foreign Exchange CAD/USD
N/A
28.00000000
NC
USD
23700.92000000
0.061124389201
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
Foreign Exchange CAD/USD
2022-03-15
2213680.00000000
USD
23700.92000000
N
N
N
N/A
N/A
CDI
N/A
850000.00000000
PA
1272.51000000
0.003281788069
N/A
DCR
US
N
2
ICE Clear US
549300HWWR1D8OTS2G29
iTraxx Europe Main36-V1
iTraxx Europe Main36-V1
Y
Payout of notional amount upon default event with regard to the reference instrument
2026-12-20
24333.42000000
USD
0.00000000
USD
850000.00000000
EUR
1272.51000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1295.46000000
-0.00334097584
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
5250000.00000000
THB
155841.38000000
USD
2022-01-26
-1295.46000000
N
N
N
N/A
N/A
Sugar No. 11
N/A
-93.00000000
NC
USD
25198.25000000
0.064985985362
N/A
DCO
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Short
N/A
Sugar No. 11
2022-02-28
-1966540.80000000
USD
25198.25000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3537.63000000
0.009123505457
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
216379.41000000
USD
4520000.00000000
MXN
2022-01-26
3537.63000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3590.94000000
-0.00926099131
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
850000.00000000
PLN
207057.65000000
USD
2022-01-26
-3590.94000000
N
N
N
N/A
N/A
LME Lead Base Metal
N/A
4.00000000
NC
USD
3470.18000000
0.008949552714
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Lead Base Metal
2022-02-16
231950.00000000
USD
3470.18000000
N
N
N
N/A
N/A
3 Month Eurodollar
N/A
-12.00000000
NC
USD
3122.16000000
0.008052013296
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
3 Month Eurodollar
2023-09-18
-2953950.00000000
USD
3122.16000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4804.71000000
-0.01239128962
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
574172.17000000
USD
42860000.00000000
RUB
2022-02-01
-4804.71000000
N
N
N
N/A
N/A
3 Month Eurodollar
N/A
-15.00000000
NC
USD
2458.95000000
0.006341602639
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
3 Month Eurodollar
2022-09-19
-3719437.50000000
USD
2458.95000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7804.76000000
0.020128382689
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
24810000.00000000
PHP
489804.14000000
USD
2022-02-02
7804.76000000
N
N
N
N/A
N/A
LME Nickel Base Metal
N/A
1.00000000
NC
USD
8567.92000000
0.022096563202
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Nickel Base Metal
2022-01-19
125241.00000000
USD
8567.92000000
N
N
N
N/A
N/A
LME Aluminum Base Metal
N/A
34.00000000
NC
USD
177199.03000000
0.456994178953
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Aluminum Base Metal
2022-04-20
2385525.00000000
USD
177199.03000000
N
N
N
N/A
N/A
RBOB Gasoline
N/A
30.00000000
NC
USD
68751.00000000
0.177308006693
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
RBOB Gasoline
2022-04-29
2933784.00000000
USD
68751.00000000
N
N
N
N/A
N/A
Euro-BTP
N/A
-1.00000000
NC
21.19000000
0.000054648756
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
N/A
Euro-BTP
2022-03-08
-147010.00000000
EUR
21.19000000
N
N
N
N/A
N/A
CDI
N/A
350000.00000000
PA
USD
893.32000000
0.002303861595
N/A
DCR
US
N
2
ICE Clear US
549300HWWR1D8OTS2G29
Markit CDX North American High Yield Index Series 37-V1
Markit CDX North American High Yield Index Series 37-V1
Y
Payout of notional amount upon default event with regard to the reference instrument
2026-12-20
31627.51000000
USD
0.00000000
USD
350000.00000000
USD
893.32000000
N
N
N
N/A
N/A
WTI Crude Oil
N/A
39.00000000
NC
USD
87482.36000000
0.225615960093
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
WTI Crude Oil
2022-04-20
2898090.00000000
USD
87482.36000000
N
N
N
N/A
N/A
ETRSI
N/A
1217086.77000000
PA
4109.57000000
0.010598531876
N/A
DE
US
N
2
JPM Chase
7H6GLXDRUGQFU57RNE97
FTSE 100 Total Return Index
FTSE 100 Total Return Index
Y
2022-11-04
0.00000000
USD
0.00000000
USD
1217087.00000000
GBP
4109.57000000
N
N
N
N/A
N/A
NY Harbor ULSD
N/A
30.00000000
NC
USD
54327.99000000
0.140111236411
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
NY Harbor ULSD
2022-04-29
2861208.00000000
USD
54327.99000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-658.10000000
-0.00169723202
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
465431.76000000
USD
7430000.00000000
ZAR
2022-01-26
-658.10000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
17400.21000000
0.044874933472
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
946265.02000000
USD
8490000.00000000
NOK
2022-01-26
17400.21000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2278.16000000
-0.00587534739
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
110160000.00000000
HUF
336520.24000000
USD
2022-01-26
-2278.16000000
N
N
N
N/A
N/A
Canada 10 Year Bond
N/A
193.00000000
NC
137476.21000000
0.354549501284
N/A
DIR
CA
N
1
Canadian Derivatives Clearing
5493004XJK1P32XQLA57
Long
Canada
Canada 10 Year Bond
2022-03-22
27508290.00000000
CAD
137476.21000000
N
N
N
N/A
N/A
Foreign Exchange NZD/USD
N/A
-9.00000000
NC
USD
-4953.99000000
-0.01277628095
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Foreign Exchange NZD/USD
2022-03-14
-615105.00000000
USD
-4953.99000000
N
N
N
N/A
N/A
NASDAQ 100 E-Mini Index
N/A
1.00000000
NC
USD
-3511.85000000
-0.00905701914
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
NASDAQ 100 E-Mini Index
US6311011026
2022-03-18
326415.00000000
USD
-3511.85000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5258.93000000
0.013562717569
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
301262.61000000
USD
6300000.00000000
MXN
2022-01-26
5258.93000000
N
N
N
N/A
N/A
ETRSI
N/A
17256643.23000000
PA
USD
64034.85000000
0.165145112251
N/A
DE
US
N
2
Bank of America
B4TYDEB6GKMZO031MB27
USRU10INTR.I
USRU10INTR.I
Y
2022-11-30
0.00000000
USD
0.00000000
USD
17256643.00000000
USD
64034.85000000
N
N
N
N/A
N/A
S&P 500 E-Mini Index
N/A
6.00000000
NC
USD
15095.15000000
0.038930211302
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
S&P 500 E-Mini Index
US78378X1072
2022-03-18
1427550.00000000
USD
15095.15000000
N
N
N
N/A
N/A
LME Zinc Base Metal
N/A
-57.00000000
NC
USD
-599820.56000000
-1.54693004999
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Zinc Base Metal
2022-01-19
-5101500.00000000
USD
-599820.56000000
N
N
N
N/A
N/A
FTSE/MIB Index
N/A
1.00000000
NC
719.08000000
0.001854498719
N/A
DE
IT
N
1
Cassa di Compensazione e Garanzia
8156006407E264D2C725
Long
FTSE/MIB Index
IT0003465736
2022-03-18
136240.00000000
EUR
719.08000000
N
N
N
N/A
N/A
LME Zinc Base Metal
N/A
28.00000000
NC
USD
203790.01000000
0.525571998328
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Zinc Base Metal
2022-04-20
2468900.00000000
USD
203790.01000000
N
N
N
N/A
N/A
LME Aluminum Base Metal
N/A
68.00000000
NC
USD
334353.06000000
0.862292542659
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Aluminum Base Metal
2022-01-19
4765100.00000000
USD
334353.06000000
N
N
N
N/A
N/A
LME Aluminum Base Metal
N/A
44.00000000
NC
USD
94683.23000000
0.244186917696
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Aluminum Base Metal
2022-05-18
3086050.00000000
USD
94683.23000000
N
N
N
N/A
N/A
LME Zinc Base Metal
N/A
-67.00000000
NC
USD
-521665.11000000
-1.34536807923
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Zinc Base Metal
2022-02-16
-5967187.50000000
USD
-521665.11000000
N
N
N
N/A
N/A
Live Cattle
N/A
53.00000000
NC
USD
28628.50000000
0.073832559084
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
Live Cattle
2022-06-30
2948920.00000000
USD
28628.50000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-728.28000000
-0.00187822540
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
387309.87000000
USD
6180000.00000000
ZAR
2022-01-26
-728.28000000
N
N
N
N/A
N/A
3 Month Eurodollar
N/A
-12.00000000
NC
USD
597.16000000
0.001540068497
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
3 Month Eurodollar
2022-06-13
-2982000.00000000
USD
597.16000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3230.74000000
0.008332039818
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
459709.68000000
USD
6587180000.00000000
IDR
2022-02-02
3230.74000000
N
N
N
N/A
N/A
LME Zinc Base Metal
N/A
35.00000000
NC
USD
113763.45000000
0.293394576864
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Zinc Base Metal
2022-05-18
3071250.00000000
USD
113763.45000000
N
N
N
N/A
N/A
Foreign Exchange JPY/USD
N/A
-45.00000000
NC
USD
36653.80000000
0.094529711796
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Foreign Exchange JPY/USD
2022-03-14
-4889531.25000000
USD
36653.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1733.38000000
-0.00447036628
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
10670000.00000000
THB
317628.53000000
USD
2022-01-26
-1733.38000000
N
N
N
N/A
N/A
Sugar No. 11
N/A
140.00000000
NC
USD
-51962.39000000
-0.13401038230
N/A
DCO
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Long
N/A
Sugar No. 11
2022-04-29
2916480.00000000
USD
-51962.39000000
N
N
N
N/A
N/A
CBOE Volatility Index
N/A
-52.00000000
NC
USD
112861.05000000
0.291067298058
N/A
DE
US
N
1
Options Clearing
549300CII6SLYGKNHA04
Short
CBOE Volatility Index
US12497K1007
2022-01-19
-1023074.00000000
USD
112861.05000000
N
N
N
N/A
N/A
3 Month Euro Euribor
N/A
-6.00000000
NC
1223.14000000
0.003154463430
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Short
N/A
3 Month Euro Euribor
2023-12-18
-1499100.00000000
EUR
1223.14000000
N
N
N
N/A
N/A
3 Month Euro Euribor
N/A
-6.00000000
NC
1782.24000000
0.004596375643
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Short
N/A
3 Month Euro Euribor
2023-09-18
-1500000.00000000
EUR
1782.24000000
N
N
N
N/A
N/A
NY Harbor ULSD
N/A
-25.00000000
NC
USD
-41985.00000000
-0.10827881283
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
NY Harbor ULSD
2022-01-31
-2444715.00000000
USD
-41985.00000000
N
N
N
N/A
N/A
OMXS30 Index
N/A
4.00000000
NC
2591.87000000
0.006684401729
N/A
DE
US
N
1
NASDAQ OMX Commodities Clearing
5493008EIVLUXM0PQX05
Long
OMXS30 Index
SE0000337842
2022-01-21
967700.00000000
SEK
2591.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6326.25000000
-0.01631532308
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
557228.45000000
USD
41470000.00000000
RUB
2022-02-01
-6326.25000000
N
N
N
N/A
N/A
LME Zinc Base Metal
N/A
-41.00000000
NC
USD
-220181.28000000
-0.56784488760
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Zinc Base Metal
2022-03-16
-3636700.00000000
USD
-220181.28000000
N
N
N
N/A
N/A
SET50 Index
N/A
8.00000000
NC
174.39000000
0.000449749724
N/A
DE
TH
N
1
Clearing Company (Thailand)
5493006L9QU2265UKZ88
Long
SET50 Index
SET50 Index
2022-03-30
1578880.00000000
THB
174.39000000
N
N
N
N/A
N/A
EURO STOXX 50 Index
N/A
7.00000000
NC
5167.54000000
0.013327023852
N/A
DE
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Long
EURO STOXX 50 Index
EU0009658145
2022-03-18
300125.00000000
EUR
5167.54000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1527.16000000
-0.00393852737
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
17620000.00000000
THB
525853.99000000
USD
2022-01-26
-1527.16000000
N
N
N
N/A
N/A
LME Zinc Base Metal
N/A
-28.00000000
NC
USD
-215644.99000000
-0.55614584995
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Zinc Base Metal
2022-04-20
-2468900.00000000
USD
-215644.99000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3738.70000000
-0.00964206258
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
360294.53000000
USD
5700000.00000000
ZAR
2022-01-26
-3738.70000000
N
N
N
N/A
N/A
Low Sulphur Gasoil
N/A
45.00000000
NC
USD
52934.55000000
0.136517571318
N/A
DCO
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Long
N/A
Low Sulphur Gasoil
2022-05-12
2947500.00000000
USD
52934.55000000
N
N
N
N/A
N/A
LME Aluminum Base Metal
N/A
-80.00000000
NC
USD
43640.60000000
0.112548585429
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Aluminum Base Metal
2022-02-16
-5610000.00000000
USD
43640.60000000
N
N
N
N/A
N/A
CBOE Volatility Index
N/A
-53.00000000
NC
USD
64713.53000000
0.166895419853
N/A
DE
US
N
1
Options Clearing
549300CII6SLYGKNHA04
Short
CBOE Volatility Index
US12497K1007
2022-02-16
-1164436.50000000
USD
64713.53000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-8687.04000000
-0.02240377225
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
7950000.00000000
CZK
354411.06000000
USD
2022-01-26
-8687.04000000
N
N
N
N/A
N/A
LME Nickel Base Metal
N/A
-1.00000000
NC
USD
-5772.08000000
-0.01488612528
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Nickel Base Metal
2022-01-19
-125241.00000000
USD
-5772.08000000
N
N
N
N/A
N/A
KC HRW Wheat
N/A
-90.00000000
NC
USD
86636.09000000
0.223433439885
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
KC HRW Wheat
2022-03-14
-3602250.00000000
USD
86636.09000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1434.94000000
-0.00370069309
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
3510000.00000000
CZK
158876.30000000
USD
2022-01-26
-1434.94000000
N
N
N
N/A
N/A
Euro-Bobl
N/A
-2.00000000
NC
-82.84000000
-0.00021364336
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
N/A
Euro-Bobl
2022-03-08
-266540.00000000
EUR
-82.84000000
N
N
N
N/A
N/A
ETRSI
N/A
3112350.85000000
PA
-5409.25000000
-0.01395039105
N/A
DE
US
N
2
JPM Chase
7H6GLXDRUGQFU57RNE97
EURO STOXX Index
EURO STOXX Index
Y
2022-09-15
0.00000000
USD
0.00000000
USD
3112351.00000000
EUR
-5409.25000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3770.70000000
-0.00972459019
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
157980000.00000000
CLP
180923.88000000
USD
2022-02-01
-3770.70000000
N
N
N
N/A
N/A
Cocoa
N/A
116.00000000
NC
USD
55964.60000000
0.144332034026
N/A
DCO
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Long
N/A
Cocoa
2022-05-13
2961480.00000000
USD
55964.60000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
23817.32000000
0.061424583409
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
1234963.29000000
USD
11090000.00000000
NOK
2022-01-26
23817.32000000
N
N
N
N/A
N/A
FTSE 100 Index
N/A
2.00000000
NC
1606.12000000
0.004142164269
N/A
DE
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Long
FTSE 100 Index
GB0001383545
2022-03-18
146480.00000000
GBP
1606.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2513.83000000
-0.00648313750
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
1060000.00000000
PLN
260177.35000000
USD
2022-01-26
-2513.83000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5725.78000000
-0.01476671813
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
1430000.00000000
PEN
352078.00000000
USD
2022-02-01
-5725.78000000
N
N
N
N/A
N/A
Coffee 'C'
N/A
-39.00000000
NC
USD
53569.65000000
0.138155486622
N/A
DCO
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Short
N/A
Coffee 'C'
2022-03-21
-3306712.50000000
USD
53569.65000000
N
N
N
N/A
N/A
Corn
N/A
97.00000000
NC
USD
-4030.53000000
-0.01039468866
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
Corn
2022-05-13
2883325.00000000
USD
-4030.53000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3603.84000000
0.009294260255
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
968520000.00000000
COP
240974.53000000
USD
2022-02-01
3603.84000000
N
N
N
N/A
N/A
Corn
N/A
-117.00000000
NC
USD
9047.49000000
0.023333368496
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Corn
2022-03-14
-3466125.00000000
USD
9047.49000000
N
N
N
N/A
N/A
Wheat
N/A
-70.00000000
NC
USD
70792.03000000
0.182571798651
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Wheat
2022-03-14
-2695875.00000000
USD
70792.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-11724.41000000
-0.03023711315
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
1394227.23000000
USD
104070000.00000000
RUB
2022-02-01
-11724.41000000
N
N
N
N/A
N/A
CDI
N/A
900000.00000000
PA
USD
1005.99000000
0.002594436177
N/A
DCR
US
N
2
ICE Clear US
549300HWWR1D8OTS2G29
Markit CDX North American Investment Grade Index Series 37-V1
Markit CDX North American Investment Grade Index Series 37-V1
Y
Payout of notional amount upon default event with regard to the reference instrument
2026-12-20
21270.57000000
USD
0.00000000
USD
900000.00000000
USD
1005.99000000
N
N
N
N/A
N/A
Cotton No. 2
N/A
54.00000000
NC
USD
67089.90000000
0.173024049661
N/A
DCO
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Long
N/A
Cotton No. 2
2022-05-06
2982960.00000000
USD
67089.90000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4236.82000000
0.010926708104
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
7270000.00000000
PHP
145475.65000000
USD
2022-02-02
4236.82000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
345.30000000
0.000890524569
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
301460.13000000
USD
4294390000.00000000
IDR
2022-02-02
345.30000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4837.99000000
-0.01247711834
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
321005.64000000
USD
23800000.00000000
RUB
2022-02-01
-4837.99000000
N
N
N
N/A
N/A
LME Zinc Base Metal
N/A
37.00000000
NC
USD
446607.29000000
1.151794859195
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Zinc Base Metal
2022-02-16
3295312.50000000
USD
446607.29000000
N
N
N
N/A
N/A
Foreign Exchange AUD/USD
N/A
10.00000000
NC
USD
7228.90000000
0.018643246637
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
Foreign Exchange AUD/USD
2022-03-14
726750.00000000
USD
7228.90000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5833.08000000
0.015043443552
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
1484510000.00000000
COP
369665.70000000
USD
2022-02-01
5833.08000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
442.85000000
0.001142104853
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
234267.22000000
USD
3339690000.00000000
IDR
2022-02-02
442.85000000
N
N
N
N/A
N/A
ETRSI
N/A
20093751.58000000
PA
USD
-10231.27000000
-0.02638632295
N/A
DE
US
N
2
Bank of America
B4TYDEB6GKMZO031MB27
USMLGSFDUS.I
USMLGSFDUS.I
Black Knight Inc
577.42999999
USD
47863.51999999
USD
Ulta Beauty Inc
109.59000000
USD
45189.64000000
USD
Coca-Cola Co/The
5009.81000000
USD
296630.81000000
USD
Avery Dennison Corp
285.58999999
USD
61849.98000000
USD
Domino's Pizza Inc
209.10000000
USD
117998.76000000
USD
Air Products and Chemicals Inc
441.20000000
USD
134239.32999999
USD
Monolithic Power Systems Inc
163.08000000
USD
80451.37000000
USD
Exxon Mobil Corp
1859.66000000
USD
113792.33000000
USD
KKR & Co Inc
1324.20000000
USD
98653.09000000
USD
Mondelez International Inc
1254.36999999
USD
83177.28999999
USD
Adobe Inc
555.42999999
USD
314964.75000000
USD
Charles River Laboratories International
178.82000000
USD
67376.16000000
USD
Clorox Co/The
413.35000000
USD
72071.07000000
USD
Keysight Technologies Inc
246.03000000
USD
50807.66000000
USD
Trane Technologies PLC
550.19000000
USD
111154.22000000
USD
Berkshire Hathaway Inc
262.18000000
USD
78390.75000000
USD
PPL Corp
2292.98999999
USD
68927.19999999
USD
Entegris Inc
473.90000000
USD
65672.41000000
USD
Brown & Brown Inc
916.71000000
USD
64426.40000000
USD
Keurig Dr Pepper Inc
2570.30000000
USD
94741.24000000
USD
Raytheon Technologies Corp
1794.47000000
USD
154431.74000000
USD
FactSet Research Systems Inc
148.55000000
USD
72195.05000000
USD
Activision Blizzard Inc
1228.74000000
USD
81748.02000000
USD
Tesla Inc
115.65000000
USD
122214.83000000
USD
TE Connectivity Ltd
562.90000000
USD
90818.74000000
USD
Ball Corp
742.13000000
USD
71444.53999999
USD
M&T Bank Corp
434.94000000
USD
66798.47000000
USD
Fastenal Co
1957.14000000
USD
125374.37000000
USD
Zebra Technologies Corp
195.57000000
USD
116404.92000000
USD
Fortive Corp
872.10000000
USD
66532.83000000
USD
American Tower Corp
64.38000000
USD
18832.27000000
USD
Trimble Inc
708.83000000
USD
61802.55999999
USD
Align Technology Inc
147.13000000
USD
96693.35000000
USD
Life Storage Inc
363.09000000
USD
55618.30000000
USD
Quest Diagnostics Inc
247.44000000
USD
42810.14000000
USD
AbbVie Inc
1176.06000000
USD
159238.57000000
USD
3M Co
765.74000000
USD
136018.63000000
USD
Take-Two Interactive Software Inc
270.45000000
USD
48064.66000000
USD
Accenture PLC
852.93000000
USD
353582.74000000
USD
S&P Global Inc
376.21000000
USD
177544.78000000
USD
Tyler Technologies Inc
121.50000000
USD
65361.56000000
USD
DTE Energy Co
470.87000000
USD
56287.63000000
USD
Apple Inc
2207.61000000
USD
392005.41000000
USD
Fortinet Inc
447.46000000
USD
160815.73000000
USD
Bio-Techne Corp
165.30000000
USD
85515.40000000
USD
Target Corp
423.03000000
USD
97907.21000000
USD
Intuit Inc
88.80000000
USD
57121.11000000
USD
Hasbro Inc
562.29999999
USD
57230.63000000
USD
Hershey Co/The
391.35000000
USD
75714.06000000
USD
Boston Properties Inc
384.08000000
USD
44238.41000000
USD
Cintas Corp
232.31000000
USD
102950.95000000
USD
Charter Communications Inc
75.28000000
USD
49081.80000000
USD
O'Reilly Automotive Inc
167.92000000
USD
118591.72000000
USD
McDonald's Corp
230.89000000
USD
61895.39000000
USD
Under Armour Inc
3737.68000000
USD
79201.34000000
USD
Deere & Co
111.01000000
USD
38062.99000000
USD
Honeywell International Inc
1033.97000000
USD
215593.51000000
USD
Marsh & McLennan Cos Inc
1066.67000000
USD
185408.27000000
USD
PepsiCo Inc
1638.25000000
USD
284580.39000000
USD
Caterpillar Inc
895.72000000
USD
185181.01000000
USD
ABIOMED Inc
110.60000000
USD
39725.15000000
USD
CVS Health Corp
1066.47000000
USD
110016.71000000
USD
Zoetis Inc
646.66000000
USD
157804.88000000
USD
LKQ Corp
1046.49000000
USD
62820.51000000
USD
Microsoft Corp
2307.92000000
USD
776199.57000000
USD
General Dynamics Corp
257.94000000
USD
53772.29000000
USD
American Water Works Co Inc
333.62000000
USD
63008.18000000
USD
Meta Platforms Inc
1673.57000000
USD
562905.18999999
USD
JPMorgan Chase & Co
3325.14000000
USD
526535.90000000
USD
Edwards Lifesciences Corp
1098.35999999
USD
142292.10000000
USD
Walmart Inc
2545.27000000
USD
368275.29000000
USD
T-Mobile US Inc
427.27000000
USD
49555.21000000
USD
W R Berkley Corp
469.66000000
USD
38695.14000000
USD
Home Depot Inc/The
621.84000000
USD
258068.49000000
USD
Booking Holdings Inc
55.50000000
USD
133164.72000000
USD
Rockwell Automation Inc
281.55000000
USD
98219.47000000
USD
IPG Photonics Corp
255.92000000
USD
44053.95000000
USD
State Street Corp
888.45000000
USD
82626.11000000
USD
Atlassian Corp PLC
105.56000000
USD
40247.79000000
USD
Lamb Weston Holdings Inc
1147.80000000
USD
72747.82000000
USD
Carrier Global Corp
1822.12000000
USD
98831.53000000
USD
Prologis Inc
1014.19000000
USD
170749.48000000
USD
Bristol-Myers Squibb Co
1835.64000000
USD
114452.01000000
USD
IDEXX Laboratories Inc
189.92000000
USD
125055.67999999
USD
Comerica Inc
719.52000000
USD
62598.47000000
USD
Agilent Technologies Inc
949.20000000
USD
151540.45000000
USD
Veeva Systems Inc
394.98000000
USD
100909.62000000
USD
Advanced Micro Devices Inc
2213.67000000
USD
318546.46999999
USD
Booz Allen Hamilton Holding Corp
656.15000000
USD
55634.78000000
USD
Duke Energy Corp
110.00000000
USD
11538.64000000
USD
Dollar General Corp
165.30000000
USD
38982.28000000
USD
Motorola Solutions Inc
190.12000000
USD
51656.42000000
USD
Texas Instruments Inc
1260.43000000
USD
237552.37000000
USD
Netflix Inc
290.02999999
USD
174725.03000000
USD
Lowe's Cos Inc
274.49000000
USD
70949.63000000
USD
Vail Resorts Inc
143.69999999
USD
47120.05000000
USD
MarketAxess Holdings Inc
161.66999999
USD
66488.22000000
USD
Chevron Corp
276.51000000
USD
32447.99000000
USD
Danaher Corp
663.62000000
USD
218336.11000000
USD
Eaton Corp PLC
841.02000000
USD
145345.75000000
USD
Oracle Corp
1326.83000000
USD
115712.49000000
USD
Skechers USA Inc
1060.41000000
USD
46021.93000000
USD
Monster Beverage Corp
609.73000000
USD
58558.22000000
USD
AT&T Inc
2917.04000000
USD
71759.21000000
USD
Aon PLC
432.32000000
USD
129937.66000000
USD
Equifax Inc
360.27000000
USD
105482.16000000
USD
Baker Hughes Co
3795.41000000
USD
91317.47000000
USD
ServiceNow Inc
70.64000000
USD
45853.34000000
USD
Kraft Heinz Co/The
2579.58000000
USD
92607.08000000
USD
Union Pacific Corp
672.90000000
USD
169523.56000000
USD
Tractor Supply Co
483.58000000
USD
115382.95000000
USD
Cisco Systems Inc/Delaware
1273.95000000
USD
80730.07000000
USD
Ford Motor Co
2057.04000000
USD
42724.74000000
USD
Chipotle Mexican Grill Inc
89.21000000
USD
155959.07000000
USD
Verisk Analytics Inc
439.79000000
USD
100592.34000000
USD
Waste Management Inc
1059.59999999
USD
176847.93000000
USD
Allegion plc
416.78000000
USD
55198.14000000
USD
AutoZone Inc
30.48000000
USD
63890.10000000
USD
Amgen Inc
250.87000000
USD
56439.13000000
USD
Amcor PLC
4582.13000000
USD
55031.36000000
USD
United Parcel Service Inc
359.26000000
USD
77003.08000000
USD
Teleflex Inc
295.27999999
USD
96992.34000000
USD
QUALCOMM Inc
365.51000000
USD
66841.47000000
USD
Amazon.com Inc
269.44000000
USD
898412.39000000
USD
CSX Corp
2071.17000000
USD
77876.14999999
USD
Sherwin-Williams Co/The
468.65000000
USD
165039.03000000
USD
Alphabet Inc
362.49000000
USD
1050135.70000000
USD
Brown-Forman Corp
556.24000000
USD
40527.69000000
USD
UnitedHealth Group Inc
671.08000000
USD
336977.66000000
USD
Stryker Corp
491.05000000
USD
131316.89000000
USD
Johnson & Johnson
1797.29000000
USD
307462.55000000
USD
Sirius XM Holdings Inc
8442.92000000
USD
53612.54000000
USD
NIKE Inc
1600.71000000
USD
266790.18000000
USD
Intel Corp
1330.86000000
USD
68539.39000000
USD
VeriSign Inc
178.42000000
USD
45285.89000000
USD
Starbucks Corp
935.68000000
USD
109446.65000000
USD
Dominion Energy Inc
1380.92000000
USD
108484.77000000
USD
Lennox International Inc
187.10000000
USD
60686.35000000
USD
American Express Co
266.01000000
USD
43519.45000000
USD
Expedia Group Inc
450.89000000
USD
81484.39000000
USD
Allstate Corp/The
408.91000000
USD
48107.86000000
USD
Otis Worldwide Corp
1545.21000000
USD
134541.14000000
USD
Costco Wholesale Corp
683.39000000
USD
387963.15000000
USD
Molina Healthcare Inc
161.46000000
USD
51358.43000000
USD
Corning Inc
2064.71000000
USD
76869.25000000
USD
International Business Machines Corp
371.16000000
USD
49609.87000000
USD
Broadcom Inc
124.33000000
USD
82728.39000000
USD
Mastercard Inc
267.42000000
USD
96090.74000000
USD
Old Dominion Freight Line Inc
281.14999999
USD
100757.91000000
USD
NextEra Energy Inc
280.33999999
USD
26172.72000000
USD
Gartner Inc
356.63000000
USD
119229.50000000
USD
Broadridge Financial Solutions Inc
389.53000000
USD
71214.07000000
USD
Gilead Sciences Inc
550.59000000
USD
39978.33000000
USD
Vertiv Holdings Co
2015.06000000
USD
50316.16000000
USD
Kellogg Co
1022.87000000
USD
65893.44000000
USD
Marvell Technology Inc
1291.09999999
USD
112958.64000000
USD
CDW Corp/DE
441.80000000
USD
90472.73000000
USD
Y
2022-12-01
0.00000000
USD
0.00000000
USD
20093752.00000000
USD
-10231.27000000
N
N
N
N/A
N/A
Soybean Oil
N/A
-87.00000000
NC
USD
-48154.05000000
-0.12418871899
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Soybean Oil
2022-03-14
-2952954.00000000
USD
-48154.05000000
N
N
N
N/A
N/A
LME Aluminum Base Metal
N/A
-68.00000000
NC
USD
-133812.44000000
-0.34510068227
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Aluminum Base Metal
2022-01-19
-4765100.00000000
USD
-133812.44000000
N
N
N
N/A
N/A
Euro-Schatz
N/A
4.00000000
NC
-306.80000000
-0.00079123353
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Long
N/A
Euro-Schatz
2022-03-08
448120.00000000
EUR
-306.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1036.95000000
0.002674281647
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
330265.44000000
USD
24760000.00000000
INR
2022-02-02
1036.95000000
N
N
N
N/A
N/A
LME Aluminum Base Metal
N/A
-2.00000000
NC
USD
-2431.16000000
-0.00626993256
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Aluminum Base Metal
2022-05-18
-140275.00000000
USD
-2431.16000000
N
N
N
N/A
N/A
Brent Crude Oil
N/A
38.00000000
NC
USD
51883.62000000
0.133807235418
N/A
DCO
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Long
N/A
Brent Crude Oil
2022-04-29
2902820.00000000
USD
51883.62000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4366.86000000
0.011262079709
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
503004.58000000
USD
4470000.00000000
NOK
2022-01-26
4366.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3550.20000000
-0.00915592333
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
630000.00000000
ILS
199107.24000000
USD
2022-01-26
-3550.20000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1199.98000000
-0.00309473406
N/A
DFE
N/A
N
2
Morgan Stanley & Co.
9R7GPTSO7KV3UQJZQ078
11040000.00000000
TWD
397978.39000000
USD
2022-02-08
-1199.98000000
N
N
N
N/A
N/A
S&P/TSX 60 Index
N/A
1.00000000
NC
-1404.95000000
-0.00362334924
N/A
DE
CA
N
1
Canadian Derivatives Clearing
5493004XJK1P32XQLA57
Long
S&P/TSX 60 Index
XC0009654721
2022-03-17
256180.00000000
CAD
-1404.95000000
N
N
N
N/A
N/A
LME Aluminum Base Metal
N/A
43.00000000
NC
USD
-166592.44000000
-0.42963991020
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Aluminum Base Metal
2022-03-16
3018600.00000000
USD
-166592.44000000
N
N
N
N/A
N/A
Japan 10 Year Bond
N/A
-19.00000000
NC
13802.92000000
0.035597565588
N/A
DIR
JP
N
1
Japan Securities Clearing
549300JHM7D8P3TS4S86
Short
N/A
Japan 10 Year Bond
2022-03-14
-2880970000.00000000
JPY
13802.92000000
N
N
N
N/A
N/A
CDI
N/A
350000.00000000
PA
1445.41000000
0.003727695101
N/A
DCR
US
N
2
ICE Clear US
549300HWWR1D8OTS2G29
iTraxx Europe Crossover36-V1
iTraxx Europe Crossover36-V1
Y
Payout of notional amount upon default event with regard to the reference instrument
2026-12-20
46542.88000000
USD
0.00000000
USD
350000.00000000
EUR
1445.41000000
N
N
N
2022-01-31
Goldman Sachs Trust
Peter Fortner
Peter Fortner
Assistant Treasurer