0001752724-23-041526.txt : 20230227
0001752724-23-041526.hdr.sgml : 20230227
20230227112716
ACCESSION NUMBER: 0001752724-23-041526
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221231
FILED AS OF DATE: 20230227
DATE AS OF CHANGE: 20230227
PERIOD START: 20221231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MORGAN STANLEY INSTITUTIONAL FUND INC
CENTRAL INDEX KEY: 0000836487
IRS NUMBER: 000000000
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05624
FILM NUMBER: 23671508
BUSINESS ADDRESS:
STREET 1: 522 FIFTH AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10036
BUSINESS PHONE: 800-548-7786
MAIL ADDRESS:
STREET 1: 522 FIFTH AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10036
FORMER COMPANY:
FORMER CONFORMED NAME: MORGAN STANLEY DEAN WITTER INSTITUTIONAL FUND INC
DATE OF NAME CHANGE: 19990329
FORMER COMPANY:
FORMER CONFORMED NAME: MORGAN STANLEY INSTITUTIONAL FUND INC
DATE OF NAME CHANGE: 19920703
0000836487
S000061991
Multi-Asset Real Return Portfolio
C000200799
Class I
MRJIX
C000200800
Class A
MRJAX
C000200801
Class C
MRJCX
C000200802
Class IS
MRJSX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000836487
XXXXXXXX
S000061991
C000200802
C000200799
C000200801
C000200800
MORGAN STANLEY INSTITUTIONAL FUND INC
811-05624
0000836487
54930067DYRSUSGS4E97
522 FIFTH AVENUE
NEW YORK
10036
800-548-7786
Multi-Asset Real Return Portfolio
S000061991
549300SU81KVUZB8LD55
2022-12-31
2022-12-31
N
43612143.02
498001.56
43114141.46
0.00000000
1751069.10000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
959291.65000000
CAD
USD
UST
Zijin Mining Group Co Ltd
836800JRNL2393Z2I561
Zijin Mining Group Co Ltd
000000000
100805.00000000
NS
135481.10000000
0.314238195200
Long
EC
CORP
CN
N
2
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884L109
284.00000000
NS
USD
9607.72000000
0.022284382048
Long
EC
CORP
US
N
1
N
N
N
GoGold Resources Inc
549300PNCGJ26Y676N19
GoGold Resources Inc
38045Y102
1475.00000000
NS
2363.92000000
0.005482934183
Long
EC
CORP
CA
N
1
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431109
1010.00000000
NS
USD
210292.10000000
0.487756668412
Long
EC
CORP
US
N
1
N
N
N
Yamana Gold Inc
54930002VY22NXG01418
Yamana Gold Inc
98462Y100
16192.00000000
NS
USD
89865.60000000
0.208436482687
Long
EC
CORP
CA
N
1
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
788.00000000
NS
USD
46492.00000000
0.107834688168
Long
EC
US
N
1
N
N
N
DRDGOLD Ltd
529900Z0P3GRRN23MG34
DRDGOLD Ltd
26152H301
1472.00000000
NS
USD
10892.80000000
0.025265028204
Long
EC
CORP
ZA
N
1
N
N
HSBC Securities (USA) Inc.
CYYGQCGNHMHPSMRL3R97
HSBC TRI PARTY A REPO
000000000
7351.25869181
PA
USD
7351.25869181
0.017050690197
Long
RA
CORP
US
N
2
Repurchase
Y
4.27000000
2023-01-03
7187.16226200
USD
7498.29836396
USD
UST
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040Q104
1000.00000000
NS
USD
65550.00000000
0.152038282058
Long
EC
US
N
1
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109104
1326.00000000
NS
USD
84108.18000000
0.195082581148
Long
EC
US
N
1
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
238.00000000
NS
USD
33753.16000000
0.078287909388
Long
EC
CORP
US
N
1
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
348.00000000
NS
USD
44147.28000000
0.102396286937
Long
EC
CORP
US
N
1
N
N
N
Royal Gold Inc
5493001NGRU6SFL04184
Royal Gold Inc
780287108
1129.00000000
NS
USD
127260.88000000
0.295172014774
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
462.00000000
NS
USD
53772.18000000
0.124720516700
Long
EC
CORP
US
N
1
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936U109
426.00000000
NS
USD
33291.90000000
0.077218051601
Long
EC
US
N
1
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
902653104
702.00000000
NS
USD
27188.46000000
0.063061582764
Long
EC
US
N
1
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849106
605.00000000
NS
USD
16377.35000000
0.037986028354
Long
EC
CORP
US
N
1
N
N
N
Schlumberger Ltd
213800ZUA17OK3QLGM62
Schlumberger Ltd
000000000
1206.00000000
NS
USD
64472.76000000
0.149539705110
Long
EC
CORP
CW
N
1
N
N
N
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8NAV47T0Y26Q87Y0QP81
MERRILL LYNCH TRI PARTY A REPO
000000000
7351.25869181
PA
USD
7351.25869181
0.017050690197
Long
RA
CORP
US
N
2
Repurchase
Y
4.25000000
2023-01-03
7912.56813300
USD
7498.29169882
USD
UST
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas Inc
92276F100
881.00000000
NS
USD
39689.05000000
0.092055758635
Long
EC
US
N
1
N
N
N
AngloGold Ashanti Ltd
378900EF3BA9A5F42A59
AngloGold Ashanti Ltd
035128206
7055.00000000
NS
USD
137008.10000000
0.317779956553
Long
EC
CORP
ZA
N
1
N
N
N
Zhaojin Mining Industry Co Ltd
3003007KU2DRDX06PN04
Zhaojin Mining Industry Co Ltd
000000000
46963.00000000
NS
51913.43000000
0.120409286238
Long
EC
CORP
CN
N
2
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
500.00000000
NS
USD
64760.00000000
0.150205936630
Long
EC
CORP
US
N
1
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
Regency Centers Corp
758849103
342.00000000
NS
USD
21375.00000000
0.049577700671
Long
EC
US
N
1
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
1040.00000000
NS
USD
34216.00000000
0.079361431867
Long
EC
CORP
US
N
1
N
N
N
Evolution Mining Ltd
254900BCFW5QO5LW8F27
Evolution Mining Ltd
000000000
35310.00000000
NS
72191.91000000
0.167443691455
Long
EC
CORP
AU
N
2
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550108
1450.00000000
NS
USD
359759.50000000
0.834435031795
Long
EC
CORP
US
N
1
N
N
N
Northern Star Resources Ltd
254900XFXCRYYZAX6M78
Northern Star Resources Ltd
000000000
21081.00000000
NS
157755.81000000
0.365902705371
Long
EC
CORP
AU
N
2
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411R208
195.00000000
NS
USD
29242.20000000
0.067825077827
Long
EC
CORP
US
N
1
N
N
N
Agnico Eagle Mines Ltd
YGE0EUBRF7IJOB3QRX76
Agnico Eagle Mines Ltd
008474108
5367.00000000
NS
USD
279030.33000000
0.647189809540
Long
EC
CORP
CA
N
1
N
N
N
Sun Communities Inc
549300H5GEOJYN41ZG57
Sun Communities Inc
866674104
268.00000000
NS
USD
38324.00000000
0.088889628094
Long
EC
US
N
1
N
N
N
Coterra Energy Inc
FCNMH6O7VWU7LHXMK351
Coterra Energy Inc
127097103
687.00000000
NS
USD
16879.59000000
0.039150936162
Long
EC
CORP
US
N
1
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
Boston Properties Inc
101121101
328.00000000
NS
USD
22166.24000000
0.051412922186
Long
EC
US
N
1
N
N
N
West African Resources Ltd
529900XLO8GMJNTUL013
West African Resources Ltd
000000000
19950.00000000
NS
16138.50000000
0.037432033790
Long
EC
CORP
AU
N
2
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
411.00000000
NS
USD
42776.88000000
0.099217747475
Long
EC
CORP
US
N
1
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
2034.00000000
NS
USD
229292.82000000
0.531827405661
Long
EC
US
N
1
N
N
N
Fortuna Silver Mines Inc
5493003Q88RVK7CW4735
Fortuna Silver Mines Inc
349915108
4887.00000000
NS
USD
18326.25000000
0.042506354943
Long
EC
CORP
CA
N
1
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T306
690.00000000
NS
USD
20796.60000000
0.048236145486
Long
EC
US
N
1
N
N
N
Baker Hughes Co
N/A
Baker Hughes Co
05722G100
841.00000000
NS
USD
24834.73000000
0.057602283517
Long
EC
CORP
US
N
1
N
N
N
Kinross Gold Corp
549300UEBMAQDN0K0R06
Kinross Gold Corp
496902404
21809.00000000
NS
USD
89198.81000000
0.206889913562
Long
EC
CORP
CA
N
1
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group Inc
12504L109
721.00000000
NS
USD
55488.16000000
0.128700602913
Long
EC
CORP
US
N
1
N
N
N
Gaming and Leisure Properties Inc
5493006GWRDBCZYWTM57
Gaming and Leisure Properties Inc
36467J108
563.00000000
NS
USD
29326.67000000
0.068020999623
Long
EC
US
N
1
N
N
N
SSR Mining Inc
549300JD2KR7AB9DYJ38
SSR Mining Inc
784730103
3703.00000000
NS
USD
58026.01000000
0.134586954616
Long
EC
CORP
CA
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT MAR23
000000000
-46.00000000
NC
USD
294364.60000000
0.682756492491
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME E-Mini Standard & Poor's 500 Index Futures
ESH3 Index
2023-03-17
-9174664.60000000
USD
294364.60000000
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
1394.00000000
NS
USD
678167.06000000
1.572957356994
Long
EC
CORP
US
N
1
N
N
N
K92 Mining Inc
254900EA8H0X9FEVZU11
K92 Mining Inc
499113108
3972.00000000
NS
22500.18000000
0.052187470834
Long
EC
CORP
CA
N
1
N
N
N
Centamin PLC
213800PDI9G7OUKLPV84
Centamin PLC
000000000
19328.00000000
NS
26412.19000000
0.061261083035
Long
EC
CORP
JE
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810FR4
1495427.34000000
PA
USD
1496923.11000000
3.472000274872
Long
DBT
UST
US
N
2
2025-01-15
Fixed
2.38000000
N
N
N
N
N
N
Centerra Gold Inc
549300K0HXTMP5JJ0E62
Centerra Gold Inc
152006102
4326.00000000
NS
22396.79000000
0.051947665525
Long
EC
CORP
CA
N
1
N
N
N
BofA Securities Europe SA
549300FH0WJAPEHTIQ77
Long: SMIAE3X69 IRS USD R F 2.91050 II3518390211213 CCPINFLATIONZE / Short: SMIAE3X69 IRS USD P V 12MUSCPI II0609370211213 CCPINFLATIONZE
000000000
2523000.00000000
OU
Notional Amount
USD
-86985.87000000
-0.20175716610
N/A
DIR
US
N
2
BofA Securities Europe SA
549300FH0WJAPEHTIQ77
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2026-12-15
0.00000000
USD
0.00000000
USD
2523000.00000000
USD
-86985.87000000
N
N
N
Endeavour Mining PLC
529900NI5MXQ91GHXR07
Endeavour Mining PLC
000000000
4238.00000000
NS
90706.97000000
0.210387976956
Long
EC
CORP
GB
N
1
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
Targa Resources Corp
87612G101
185.00000000
NS
USD
13597.50000000
0.031538375900
Long
EC
CORP
US
N
1
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
1006.00000000
NS
USD
213131.16000000
0.494341653997
Long
EC
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
1666.80000000
0.003866016911
N/A
DFE
XX
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
413668.18000000
USD
386120.42000000
EUR
2023-03-16
1666.80000000
N
N
N
OceanaGold Corp
549300CBMSE8I9N3E232
OceanaGold Corp
675222103
12379.00000000
NS
23587.75000000
0.054710007438
Long
EC
CORP
CA
N
1
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599105
800.00000000
NS
USD
50392.00000000
0.116880444080
Long
EC
CORP
US
N
1
N
N
N
Silvercorp Metals Inc
52990092RT3UCQ7G3177
Silvercorp Metals Inc
82835P103
661.00000000
NS
USD
1956.56000000
0.004538093381
Long
EC
CORP
CA
N
1
N
N
N
Gold Fields Ltd
5299003KXIBJQYCBBD72
Gold Fields Ltd
38059T106
15318.00000000
NS
USD
158541.30000000
0.367724590195
Long
EC
CORP
ZA
N
1
N
N
Huntington Ingalls Industries Inc
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413106
210.00000000
NS
USD
48442.80000000
0.112359421664
Long
EC
CORP
US
N
1
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
Newmont Corp
651639106
9533.00000000
NS
USD
449957.60000000
1.043642723159
Long
EC
CORP
US
N
1
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271109
342.00000000
NS
USD
49819.14000000
0.115551738508
Long
EC
US
N
1
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
1594.00000000
NS
USD
286107.06000000
0.663603751139
Long
EC
CORP
US
N
1
N
N
N
SWAP BNP PARIBAS BOC
N/A
SWAP BNP PARIBAS BOC
000000000
-90000.00000000
NS
USD
-90000.00000000
-0.20874821335
Short
STIV
CORP
US
N
2
N
N
N
Barrick Gold Corp
0O4KBQCJZX82UKGCBV73
Barrick Gold Corp
067901108
20888.00000000
NS
USD
358855.84000000
0.832339060567
Long
EC
CORP
CA
N
1
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
Crown Castle Inc
22822V101
954.00000000
NS
USD
129400.56000000
0.300134841186
Long
EC
US
N
1
N
N
N
Gold Road Resources Ltd
213800HJWH96TDEMNY83
Gold Road Resources Ltd
000000000
19272.00000000
NS
22307.83000000
0.051741329514
Long
EC
CORP
AU
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828ZJ2
1640404.98000000
PA
USD
1563648.27000000
3.626764251935
Long
DBT
UST
US
N
2
2025-04-15
Fixed
0.13000000
N
N
N
N
N
N
Endeavour Silver Corp
549300IF2E29780PPV02
Endeavour Silver Corp
29258Y103
3267.00000000
NS
USD
10585.08000000
0.024551294868
Long
EC
CORP
CA
N
1
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
348.00000000
NS
USD
97506.12000000
0.226158092677
Long
EC
US
N
1
N
N
N
Wesdome Gold Mines Ltd
254900D63U62QS84H719
Wesdome Gold Mines Ltd
95083R100
2594.00000000
NS
14330.22000000
0.033237864688
Long
EC
CORP
CA
N
1
N
N
N
BofA Securities Europe SA
549300FH0WJAPEHTIQ77
Long: BMIALP944 IRS USD R V 12MUSCPI II7104600220301 CCPINFLATIONZE / Short: BMIALP944 IRS USD P F 2.92100 II9449850220301 CCPINFLATIONZE
000000000
7995000.00000000
OU
Notional Amount
USD
20434.10000000
0.047395354071
N/A
DIR
US
N
2
BofA Securities Europe SA
549300FH0WJAPEHTIQ77
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2032-03-03
0.00000000
USD
0.00000000
USD
7995000.00000000
USD
20434.10000000
N
N
N
Victoria Gold Corp
549300VUIN6RQ5764L78
Victoria Gold Corp
92625W507
323.00000000
NS
1705.65000000
0.003956126556
Long
EC
CORP
CA
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
3596.00000000
NS
USD
396638.80000000
0.919973787180
Long
EC
CORP
US
N
1
N
N
N
Cia de Minas Buenaventura SAA
529900WQB1ZU9KB6EL71
Cia de Minas Buenaventura SAA
204448104
4019.00000000
NS
USD
29941.55000000
0.069447167416
Long
EC
CORP
PE
N
1
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-2594.73000000
-0.00601828057
N/A
DFE
CH
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
1877521.36000000
USD
1720316.50000000
CHF
2023-03-16
-2594.73000000
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts Inc
44107P104
1576.00000000
NS
USD
25294.80000000
0.058669381190
Long
EC
US
N
1
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
6104.42000000
0.014158741872
N/A
DFE
XX
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
1471362.82000000
USD
1373542.55000000
EUR
2023-03-16
6104.42000000
N
N
N
Texas Pacific Land Corp
N/A
Texas Pacific Land Corp
88262P102
4.00000000
NS
USD
9376.92000000
0.021749058852
Long
EC
CORP
US
N
1
N
N
N
Coeur Mining Inc
5493003AVK173D48DR70
Coeur Mining Inc
192108504
4513.00000000
NS
USD
15163.68000000
0.035171012309
Long
EC
CORP
US
N
1
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446R109
1362.00000000
NS
USD
28847.16000000
0.066908812336
Long
EC
US
N
1
N
N
N
Newcrest Mining Ltd
5299006MN50OZJUJI655
Newcrest Mining Ltd
000000000
12705.00000000
NS
178153.43000000
0.413213446834
Long
EC
CORP
AU
N
2
N
N
N
Harmony Gold Mining Co Ltd
378900986D05F0C29811
Harmony Gold Mining Co Ltd
413216300
10008.00000000
NS
USD
34027.20000000
0.078923524504
Long
EC
CORP
ZA
N
1
N
N
Ramelius Resources Ltd
254900E44AIGW7KKNR98
Ramelius Resources Ltd
000000000
5435.00000000
NS
3474.94000000
0.008059861294
Long
EC
CORP
AU
N
2
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
Essex Property Trust Inc
297178105
144.00000000
NS
USD
30516.48000000
0.070780674197
Long
EC
US
N
1
N
N
N
BofA Securities Europe SA
549300FH0WJAPEHTIQ77
Long: SMIALP902 IRS USD R F 3.28020 II9778190220301 CCPINFLATIONZE / Short: SMIALP902 IRS USD P V 12MUSCPI II0025600220301 CCPINFLATIONZE
000000000
7995000.00000000
OU
Notional Amount
USD
-26464.73000000
-0.06138294560
N/A
DIR
US
N
2
BofA Securities Europe SA
549300FH0WJAPEHTIQ77
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2027-03-03
0.00000000
USD
0.00000000
USD
7995000.00000000
USD
-26464.73000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Long: 1325132 TRS USD R V 00MSOFR II0908390221219 EQUITYTRS / Short: 1325132 TRS USD P E II5684410221219 EQUITYTRS
000000000
2929835.62000000
OU
Notional Amount
USD
27534.76000000
0.063864799500
N/A
DE
FR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
MSCI USA Information Technology Basket Index
MXUS0IT
BILL.COM HOLDINGS INC
0.29000000
USD
32.00000000
USD
HEWLETT PACKARD ENTERPRISE
4.04000000
USD
64.55000000
USD
GLOBAL PAYMENTS INC
0.86000000
USD
85.68000000
USD
MICROCHIP TECHNOLOGY INC
1.72000000
USD
120.81000000
USD
BROADRIDGE FINANCIAL SOLUTIO
0.37000000
USD
48.97000000
USD
PAYCHEX INC
1.01000000
USD
116.51000000
USD
CADENCE DESIGN SYS INC
0.85000000
USD
136.94000000
USD
KLA CORP
0.44000000
USD
166.41000000
USD
AUTOMATIC DATA PROCESSING
1.29000000
USD
308.92000000
USD
COGNEX CORP
0.54000000
USD
25.43000000
USD
VISA INC-CLASS A SHARES
5.09000000
USD
1057.31000000
USD
TEXAS INSTRUMENTS INC
2.84000000
USD
469.88000000
USD
BLACK KNIGHT INC
0.49000000
USD
29.99000000
USD
MICRON TECHNOLOGY INC
3.43000000
USD
171.61000000
USD
AKAMAI TECHNOLOGIES INC
0.49000000
USD
41.71000000
USD
UNITY SOFTWARE INC
0.77000000
USD
22.01000000
USD
ARISTA NETWORKS INC
0.76000000
USD
91.94000000
USD
ACCENTURE PLC-CL A
1.97000000
USD
525.37000000
USD
HUBSPOT INC
0.14000000
USD
41.05000000
USD
BLOCK INC
1.65000000
USD
103.57000000
USD
PALANTIR TECHNOLOGIES INC-A
5.20000000
USD
33.36000000
USD
KEYSIGHT TECHNOLOGIES IN
0.56000000
USD
95.47000000
USD
SNOWFLAKE INC-CLASS A
0.69000000
USD
99.48000000
USD
ORACLE CORP
4.98000000
USD
406.81000000
USD
SS&C TECHNOLOGIES HOLDINGS
0.71000000
USD
37.19000000
USD
ZEBRA TECHNOLOGIES CORP-CL A
0.16000000
USD
41.33000000
USD
APPLE INC
50.02000000
USD
6499.30000000
USD
EPAM SYSTEMS INC
0.18000000
USD
58.52000000
USD
WESTERN UNION CO
1.20000000
USD
16.53000000
USD
VMWARE INC-CLASS A
0.66000000
USD
80.73000000
USD
CLOUDFLARE INC - CLASS A
0.79000000
USD
35.84000000
USD
MARVELL TECHNOLOGY INC
2.65000000
USD
98.30000000
USD
MONOLITHIC POWER SYSTEMS INC
0.14000000
USD
48.92000000
USD
ARROW ELECTRONICS INC
0.20000000
USD
20.89000000
USD
VERISIGN INC
0.30000000
USD
61.74000000
USD
BENTLEY SYSTEMS INC-CLASS B
0.60000000
USD
22.29000000
USD
SERVICENOW INC
0.63000000
USD
244.12000000
USD
DROPBOX INC-CLASS A
0.86000000
USD
19.18000000
USD
CDW CORP/DE
0.42000000
USD
75.17000000
USD
APPLIED MATERIALS INC
2.68000000
USD
260.76000000
USD
ENPHASE ENERGY INC
0.42000000
USD
111.71000000
USD
PAYCOM SOFTWARE INC
0.16000000
USD
49.28000000
USD
FISERV INC
1.89000000
USD
191.15000000
USD
WESTERN DIGITAL CORP
0.98000000
USD
30.88000000
USD
TOAST INC-CLASS A
0.77000000
USD
13.83000000
USD
JUNIPER NETWORKS INC
1.00000000
USD
32.09000000
USD
ENTEGRIS INC
0.46000000
USD
30.41000000
USD
F5 INC
0.19000000
USD
26.61000000
USD
SPLUNK INC
0.51000000
USD
43.60000000
USD
CERIDIAN HCM HOLDING INC
0.43000000
USD
27.51000000
USD
ANSYS INC
0.27000000
USD
65.47000000
USD
TYLER TECHNOLOGIES INC
0.13000000
USD
41.73000000
USD
COGNIZANT TECH SOLUTIONS-A
1.61000000
USD
92.17000000
USD
ZOOM VIDEO COMMUNICATIONS-A
0.70000000
USD
47.63000000
USD
ASPEN TECHNOLOGY INC
0.09000000
USD
18.54000000
USD
DOCUSIGN INC
0.62000000
USD
34.49000000
USD
MASTERCARD INC - A
2.69000000
USD
933.85000000
USD
PTC INC
0.35000000
USD
41.70000000
USD
PAYLOCITY HOLDING CORP
0.13000000
USD
25.07000000
USD
ON SEMICONDUCTOR
1.35000000
USD
84.10000000
USD
ZSCALER INC
0.26000000
USD
29.65000000
USD
INTEL CORP
12.78000000
USD
337.78000000
USD
LAM RESEARCH CORP
0.43000000
USD
179.21000000
USD
FAIR ISAAC CORP
0.08000000
USD
47.05000000
USD
SEAGATE TECHNOLOGY HOLDINGS
0.62000000
USD
32.48000000
USD
QUALCOMM INC
3.50000000
USD
384.29000000
USD
TERADYNE INC
0.49000000
USD
42.63000000
USD
AFFIRM HOLDINGS INC
0.61000000
USD
5.86000000
USD
PALO ALTO NETWORKS INC
0.93000000
USD
129.82000000
USD
TE CONNECTIVITY LTD
1.00000000
USD
114.29000000
USD
NETAPP INC
0.68000000
USD
41.08000000
USD
ANALOG DEVICES INC
1.60000000
USD
262.60000000
USD
WOLFSPEED INC
0.39000000
USD
26.69000000
USD
PAYPAL HOLDINGS INC
3.42000000
USD
243.55000000
USD
OKTA INC
0.47000000
USD
32.07000000
USD
INTUIT INC
0.83000000
USD
324.64000000
USD
MONGODB INC
0.21000000
USD
41.73000000
USD
CROWDSTRIKE HOLDINGS INC - A
0.63000000
USD
66.45000000
USD
BROADCOM INC
1.26000000
USD
702.78000000
USD
FLEETCOR TECHNOLOGIES INC
0.22000000
USD
40.74000000
USD
GODADDY INC - CLASS A
0.49000000
USD
36.42000000
USD
SKYWORKS SOLUTIONS INC
0.50000000
USD
45.51000000
USD
INTL BUSINESS MACHINES CORP
2.81000000
USD
396.07000000
USD
AUTODESK INC
0.68000000
USD
126.38000000
USD
GARTNER INC
0.25000000
USD
82.75000000
USD
ROPER TECHNOLOGIES INC
0.33000000
USD
142.57000000
USD
CORNING INC
2.50000000
USD
79.84000000
USD
ADVANCED MICRO DEVICES
5.02000000
USD
325.45000000
USD
MOTOROLA SOLUTIONS INC
0.52000000
USD
133.87000000
USD
MICROSOFT CORP
22.05000000
USD
5288.66000000
USD
DYNATRACE INC
0.63000000
USD
23.98000000
USD
NVIDIA CORP
7.75000000
USD
1132.63000000
USD
TWILIO INC - A
0.54000000
USD
26.41000000
USD
FIDELITY NATIONAL INFO SERV
1.89000000
USD
128.40000000
USD
SOLAREDGE TECHNOLOGIES INC
0.17000000
USD
49.05000000
USD
DELL TECHNOLOGIES -C
0.83000000
USD
33.26000000
USD
QORVO INC
0.32000000
USD
29.12000000
USD
GEN DIGITAL INC
1.86000000
USD
39.94000000
USD
DATADOG INC - CLASS A
0.77000000
USD
56.55000000
USD
FORTINET INC
2.09000000
USD
101.99000000
USD
AMPHENOL CORP-CL A
1.85000000
USD
140.97000000
USD
TRIMBLE INC
0.77000000
USD
38.97000000
USD
SALESFORCE INC
3.11000000
USD
412.70000000
USD
JACK HENRY & ASSOCIATES INC
0.23000000
USD
39.84000000
USD
TELEDYNE TECHNOLOGIES INC
0.15000000
USD
58.33000000
USD
FIRST SOLAR INC
0.30000000
USD
44.73000000
USD
SYNOPSYS INC
0.48000000
USD
151.97000000
USD
CISCO SYSTEMS INC
12.89000000
USD
614.04000000
USD
HP INC
3.22000000
USD
86.49000000
USD
ADOBE INC
1.46000000
USD
490.22000000
USD
WORKDAY INC-CLASS A
0.63000000
USD
104.69000000
USD
NXP SEMICONDUCTORS NV
0.82000000
USD
129.17000000
USD
Y
equity-performance leg
2023-12-13
0.00000000
USD
0.00000000
USD
2929835.62000000
USD
27534.76000000
N
N
N
Dundee Precious Metals Inc
549300LATVTU0EIUMD45
Dundee Precious Metals Inc
265269209
3346.00000000
NS
16087.49000000
0.037313719942
Long
EC
CORP
CA
N
1
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
224.00000000
NS
USD
25061.12000000
0.058127378051
Long
EC
US
N
1
N
N
N
Alamos Gold Inc
549300TDOX73YGYXE959
Alamos Gold Inc
011532108
6692.00000000
NS
USD
67656.12000000
0.156923268581
Long
EC
CORP
CA
N
1
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284V101
641.00000000
NS
USD
31953.85000000
0.074114545524
Long
EC
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828WU0
1662755.75000000
PA
USD
1609349.86000000
3.732765643711
Long
DBT
UST
US
N
2
2024-07-15
Fixed
0.13000000
N
N
N
N
N
N
Perseus Mining Ltd
54930054ZDGKBCW3SM26
Perseus Mining Ltd
000000000
24678.00000000
NS
35510.78000000
0.082364576441
Long
EC
CORP
AU
N
2
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042109
359.00000000
NS
USD
7470.79000000
0.017327934053
Long
EC
US
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
39313.12000000
0.091183817347
N/A
DFE
JP
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1460827.07000000
USD
195021875.00000000
JPY
2023-03-16
39313.12000000
N
N
N
BofA Securities Europe SA
549300FH0WJAPEHTIQ77
Long: BMIAE3X36 IRS USD R V 12MUSCPI II9108360211213 CCPINFLATIONZE / Short: BMIAE3X36 IRS USD P F 2.67500 II8890380211213 CCPINFLATIONZE
000000000
4629000.00000000
OU
Notional Amount
USD
177770.03000000
0.412324179445
N/A
DIR
US
N
2
BofA Securities Europe SA
549300FH0WJAPEHTIQ77
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2031-12-15
0.00000000
USD
0.00000000
USD
4629000.00000000
USD
177770.03000000
N
N
N
Eldorado Gold Corp
5493004PWQ01YDD1IH62
Eldorado Gold Corp
284902509
3116.00000000
NS
USD
26049.76000000
0.060420453980
Long
EC
CORP
CA
N
1
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
BRENT CRUDE FUTR DEC23
000000000
47.00000000
NC
USD
627.16000000
0.001454650327
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Brent Crude Oil Futures
COZ3 COMDTY
2023-10-31
3836922.84000000
USD
627.16000000
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410G104
237.00000000
NS
USD
66433.47000000
0.154087424103
Long
EC
US
N
1
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456B101
1742.00000000
NS
USD
31495.36000000
0.073051112543
Long
EC
CORP
US
N
1
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484101
308.00000000
NS
USD
49748.16000000
0.115387105750
Long
EC
US
N
1
N
N
N
Regis Resources Ltd
213800XH9YUXBLYBD749
Regis Resources Ltd
000000000
13955.00000000
NS
19640.26000000
0.045554102053
Long
EC
CORP
AU
N
2
N
N
N
St Barbara Ltd
2549001WR6XSXNOD1F93
St Barbara Ltd
000000000
17483.00000000
NS
9345.31000000
0.021675741841
Long
EC
CORP
AU
N
2
N
N
APA Corp
549300VCIWLRHYVSHC79
APA Corp
03743Q108
289.00000000
NS
USD
13490.52000000
0.031290243857
Long
EC
CORP
US
N
1
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
7779.00000000
NS
USD
785056.68000000
1.820879770337
Long
EC
CORP
US
N
1
N
N
N
Aya Gold & Silver Inc
549300BWX8KJOTUL4M51
Aya Gold & Silver Inc
05466C109
1701.00000000
NS
11331.62000000
0.026282838104
Long
EC
CORP
CA
N
1
N
N
N
Commodities Exchange Center
N/A
GOLD 100 OZ FUTR FEB23
000000000
14.00000000
NC
USD
100758.28000000
0.233701232560
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Gold 100 Troy Ounces Future
GCG3 Comdty
2023-02-24
2455921.72000000
USD
100758.28000000
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
535.00000000
NS
USD
32907.85000000
0.076327276586
Long
EC
CORP
US
N
1
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI Properties Inc
925652109
2123.00000000
NS
USD
68785.20000000
0.159542084501
Long
EC
US
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-48618.68000000
-0.11276736206
N/A
DFE
GB
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1900375.95000000
USD
1529010.00000000
GBP
2023-03-16
-48618.68000000
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group Inc
828806109
724.00000000
NS
USD
85055.52000000
0.197279864841
Long
EC
US
N
1
N
N
N
SWAP BANK OF AMERICA COC
N/A
SWAP BANK OF AMERICA COC
000000000
400000.00000000
NS
USD
400000.00000000
0.927769837122
Long
STIV
CORP
US
N
2
N
N
N
Franco-Nevada Corp
N/A
Franco-Nevada Corp
351858105
2254.00000000
NS
USD
307625.92000000
0.713515124232
Long
EC
CORP
CA
N
1
N
N
N
Osisko Gold Royalties Ltd
549300TJZTXZMPQ6K004
Osisko Gold Royalties Ltd
68827L101
3096.00000000
NS
USD
37368.72000000
0.086673928169
Long
EC
CORP
CA
N
1
N
N
N
New Gold Inc
5493005G0GNCHP0H6L96
New Gold Inc
644535106
11517.00000000
NS
USD
11286.66000000
0.026178556774
Long
EC
CORP
CA
N
1
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
197.00000000
NS
USD
44992.83000000
0.104357476401
Long
EC
CORP
US
N
1
N
N
N
Wheaton Precious Metals Corp
549300XSFG5ZCGVYD886
Wheaton Precious Metals Corp
962879102
5396.00000000
NS
USD
210875.68000000
0.489110238216
Long
EC
CORP
CA
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828B25
1656320.88000000
PA
USD
1621297.15000000
3.760476481954
Long
DBT
UST
US
N
2
2024-01-15
Fixed
0.63000000
N
N
N
N
N
N
Hecla Mining Co
5493009Y6HOBZD1QD537
Hecla Mining Co
422704106
9667.00000000
NS
USD
53748.52000000
0.124665639114
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
407.20000000
0.000944469694
N/A
DFE
CA
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
36875.28000000
USD
50451.69000000
CAD
2023-03-16
407.20000000
N
N
N
Torex Gold Resources Inc
549300QL07027186GQ85
Torex Gold Resources Inc
891054603
1491.00000000
NS
17123.38000000
0.039716388683
Long
EC
CORP
CA
N
1
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807102
812.00000000
NS
USD
443035.32000000
1.027587016689
Long
EC
CORP
US
N
1
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278X109
144.00000000
NS
USD
19696.32000000
0.045684128995
Long
EC
CORP
US
N
1
N
N
N
B2Gold Corp
549300F7OK456M5NLM05
B2Gold Corp
11777Q209
18460.00000000
NS
USD
65902.20000000
0.152855183399
Long
EC
CORP
CA
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Long: 1325131 TRS USD R E II1348960221219 EQUITYTRS / Short: 1325131 TRS USD P V 00MSOFR II3474080221219 EQUITYTRS
000000000
2931630.98000000
OU
Notional Amount
USD
11957.47000000
0.027734449985
N/A
DE
FR
N
1
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
MSCI USA Industrials Basket Index
MXUS0IN
CSX CORP
8.60000000
USD
266.42000000
USD
REPUBLIC SERVICES INC
0.89000000
USD
114.57000000
USD
HUBBELL INC
0.22000000
USD
50.59000000
USD
ROCKWELL AUTOMATION INC
0.46000000
USD
119.41000000
USD
GENERAL ELECTRIC CO
4.40000000
USD
369.01000000
USD
VERISK ANALYTICS INC
0.63000000
USD
111.21000000
USD
IDEX CORP
0.30000000
USD
69.21000000
USD
OTIS WORLDWIDE CORP
1.69000000
USD
132.17000000
USD
FEDEX CORP
0.99000000
USD
171.76000000
USD
JACOBS SOLUTIONS INC
0.51000000
USD
61.54000000
USD
3M CO
2.22000000
USD
266.64000000
USD
ROBERT HALF INTL INC
0.44000000
USD
32.49000000
USD
CINTAS CORP
0.37000000
USD
165.18000000
USD
U-HAUL HOLDING CO-NON VOTING
0.35000000
USD
19.48000000
USD
PENTAIR PLC
0.66000000
USD
29.71000000
USD
SENSATA TECHNOLOGIES HOLDING
0.62000000
USD
25.18000000
USD
UNION PACIFIC CORP
2.51000000
USD
519.34000000
USD
LENNOX INTERNATIONAL INC
0.13000000
USD
30.64000000
USD
CLARIVATE PLC
1.22000000
USD
10.15000000
USD
UBER TECHNOLOGIES INC
5.96000000
USD
147.49000000
USD
JOHNSON CONTROLS INTERNATION
2.77000000
USD
177.05000000
USD
MASCO CORP
0.91000000
USD
42.27000000
USD
OWENS CORNING
0.39000000
USD
32.97000000
USD
HUNTINGTON INGALLS INDUSTRIE
0.16000000
USD
37.01000000
USD
SMITH (A.O.) CORP
0.52000000
USD
29.54000000
USD
BOOZ ALLEN HAMILTON HOLDINGS
0.53000000
USD
55.55000000
USD
PACCAR INC
1.40000000
USD
138.21000000
USD
LOCKHEED MARTIN CORP
0.96000000
USD
466.26000000
USD
ROLLINS INC
0.89000000
USD
32.52000000
USD
TRANSUNION
0.77000000
USD
43.88000000
USD
GENERAL DYNAMICS CORP
0.94000000
USD
232.29000000
USD
L3HARRIS TECHNOLOGIES INC
0.77000000
USD
160.01000000
USD
AMETEK INC
0.92000000
USD
128.83000000
USD
HEICO CORP-CLASS A
0.29000000
USD
35.29000000
USD
EMERSON ELECTRIC CO
2.37000000
USD
228.12000000
USD
FORTUNE BRANDS INNOVATIONS I
0.52000000
USD
29.66000000
USD
PARKER HANNIFIN CORP
0.52000000
USD
150.07000000
USD
GENERAC HOLDINGS INC
0.26000000
USD
25.81000000
USD
SOUTHWEST AIRLINES CO
0.60000000
USD
20.06000000
USD
ILLINOIS TOOL WORKS
1.24000000
USD
273.95000000
USD
EATON CORP PLC
1.60000000
USD
251.07000000
USD
COPART INC
1.72000000
USD
104.62000000
USD
FERGUSON PLC
0.84000000
USD
106.22000000
USD
ALLEGION PLC
0.35000000
USD
37.13000000
USD
WASTE MANAGEMENT INC
1.66000000
USD
260.43000000
USD
DELTA AIR LINES INC
0.64000000
USD
21.16000000
USD
WABTEC CORP
0.69000000
USD
69.26000000
USD
CUMMINS INC
0.57000000
USD
137.20000000
USD
WW GRAINGER INC
0.18000000
USD
102.28000000
USD
PLUG POWER INC
2.09000000
USD
25.88000000
USD
XYLEM INC
0.72000000
USD
80.01000000
USD
DOVER CORP
0.58000000
USD
78.07000000
USD
LEIDOS HOLDINGS INC
0.52000000
USD
54.80000000
USD
OLD DOMINION FREIGHT LINE
0.38000000
USD
108.28000000
USD
NORDSON CORP
0.21000000
USD
49.16000000
USD
TRANE TECHNOLOGIES PLC
0.93000000
USD
156.43000000
USD
CATERPILLAR INC
2.12000000
USD
507.92000000
USD
EQUIFAX INC
0.49000000
USD
95.55000000
USD
TEXTRON INC
0.85000000
USD
60.15000000
USD
NORFOLK SOUTHERN CORP
0.94000000
USD
232.45000000
USD
QUANTA SERVICES INC
0.57000000
USD
81.85000000
USD
BOEING CO/THE
2.27000000
USD
431.58000000
USD
HUNT (JB) TRANSPRT SVCS INC
0.33000000
USD
58.16000000
USD
FASTENAL CO
2.31000000
USD
109.22000000
USD
EXPEDITORS INTL WASH INC
0.66000000
USD
68.28000000
USD
COSTAR GROUP INC
1.59000000
USD
122.89000000
USD
SNAP-ON INC
0.21000000
USD
48.88000000
USD
WASTE CONNECTIONS INC
1.03000000
USD
136.92000000
USD
DEERE & CO
1.17000000
USD
499.99000000
USD
INGERSOLL-RAND INC
1.62000000
USD
84.61000000
USD
CARLISLE COS INC
0.21000000
USD
48.95000000
USD
FORTIVE CORP
1.36000000
USD
87.20000000
USD
UNITED PARCEL SERVICE-CL B
2.94000000
USD
510.97000000
USD
UNITED RENTALS INC
0.28000000
USD
99.90000000
USD
KNIGHT-SWIFT TRANSPORTATION
0.61000000
USD
32.13000000
USD
NORTHROP GRUMMAN CORP
0.59000000
USD
322.07000000
USD
HOWMET AEROSPACE INC
1.50000000
USD
59.18000000
USD
CARRIER GLOBAL CORP
3.38000000
USD
139.43000000
USD
HONEYWELL INTERNATIONAL INC
2.71000000
USD
579.84000000
USD
C.H. ROBINSON WORLDWIDE INC
0.50000000
USD
45.56000000
USD
RAYTHEON TECHNOLOGIES CORP
5.93000000
USD
598.46000000
USD
STANLEY BLACK & DECKER INC
0.59000000
USD
44.60000000
USD
TRANSDIGM GROUP INC
0.21000000
USD
130.29000000
USD
HEICO CORP
0.18000000
USD
26.91000000
USD
Y
equity-performance leg
2023-12-13
0.00000000
USD
0.00000000
USD
2931630.98000000
USD
11957.47000000
N
N
N
Morgan Stanley & Co. LLC
549300D1XR6GP7EZ0T47
Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio
61747C582
11198227.52000000
NS
USD
11198227.52000000
25.97344430571
Long
STIV
RF
US
N
1
N
N
N
Equinox Gold Corp
5493005IN4V1SNP9PN75
Equinox Gold Corp
29446Y502
5507.00000000
NS
USD
18062.96000000
0.041895673642
Long
EC
CORP
CA
N
1
N
N
Morgan Stanley & Co. LLC
549300OJY9IZ31SGS926
Morgan Stanley Institutional Liquidity Funds - Treasury Securities Portfolio
61747C525
79230.23261636
NS
USD
79230.23261636
0.183768550024
Long
STIV
RF
US
N
1
N
N
Pan American Silver Corp
549300MKTF5851TYIB83
Pan American Silver Corp
697900108
3767.00000000
NS
USD
61552.78000000
0.142767031687
Long
EC
CORP
CA
N
1
N
N
Medical Properties Trust Inc
254900U6E39J1MQCCY14
Medical Properties Trust Inc
58463J304
1323.00000000
NS
USD
14738.22000000
0.034184189922
Long
EC
US
N
1
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CEZ0
4456014.75000000
PA
USD
4085089.18000000
9.475056307893
Long
DBT
UST
US
N
2
2032-07-15
Fixed
0.63000000
N
N
N
N
N
N
Mid-America Apartment Communities Inc
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities Inc
59522J103
254.00000000
NS
USD
39875.46000000
0.092488122573
Long
EC
US
N
1
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust Inc
253868103
628.00000000
NS
USD
62969.56000000
0.146053146062
Long
EC
US
N
1
N
N
N
Capricorn Metals Ltd
529900CRG304NUYMOV23
Capricorn Metals Ltd
000000000
6967.00000000
NS
21846.66000000
0.050671680474
Long
EC
CORP
AU
N
2
N
N
N
IAMGOLD Corp
254900E7II30XAB9LA72
IAMGOLD Corp
450913108
8827.00000000
NS
USD
22773.66000000
0.052821787072
Long
EC
CORP
CA
N
1
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
11568.83000000
0.026833028811
N/A
DFE
JP
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
429526.01000000
USD
57343402.00000000
JPY
2023-03-16
11568.83000000
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166104
1641.00000000
NS
USD
50871.00000000
0.117991448460
Long
EC
US
N
1
N
N
N
Extra Space Storage Inc
N/A
Extra Space Storage Inc
30225T102
296.00000000
NS
USD
43565.28000000
0.101046381824
Long
EC
US
N
1
N
N
N
First Majestic Silver Corp
529900PWCU5DUH1DYR51
First Majestic Silver Corp
32076V103
4420.00000000
NS
USD
36862.80000000
0.085500484879
Long
EC
CORP
CA
N
1
N
N
N
CANADIAN GOVERNMENT RRB
4BFD7AQU0A75QLAHK410
Canadian Government Real Return Bond
135087XQ2
3953411.04000000
PA
3534419.54000000
8.197819602366
Long
DBT
NUSS
CA
N
2
2036-12-01
Fixed
3.00000000
N
N
N
N
N
N
Healthcare Realty Trust Inc
549300L0I14L7I0VLX84
Healthcare Realty Trust Inc
42226K105
839.00000000
NS
USD
16167.53000000
0.037499366686
Long
EC
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828H45
1627916.70000000
PA
USD
1561839.98000000
3.622570059638
Long
DBT
UST
US
N
2
2025-01-15
Fixed
0.25000000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
201.00000000
NS
USD
131661.03000000
0.305377830896
Long
EC
US
N
1
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250P103
1189.00000000
NS
USD
29808.23000000
0.069137941729
Long
EC
US
N
1
N
N
N
Equity LifeStyle Properties Inc
529900PEQG66LENB6798
Equity LifeStyle Properties Inc
29472R108
389.00000000
NS
USD
25129.40000000
0.058285748362
Long
EC
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828YL8
1651472.89000000
PA
USD
1590646.67000000
3.689385004861
Long
DBT
UST
US
N
2
2024-10-15
Fixed
0.13000000
N
N
N
N
N
N
Zillow Group Inc
2549002XEELQDIR6FU05
Zillow Group Inc
98954M200
357.00000000
NS
USD
11498.97000000
0.026670993809
Long
EC
CORP
US
N
1
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216101
770.00000000
NS
USD
30299.50000000
0.070277405449
Long
EC
CORP
US
N
1
N
N
N
Sandstorm Gold Ltd
549300QWJPV45VQF1B33
Sandstorm Gold Ltd
80013R206
4526.00000000
NS
USD
23806.76000000
0.055217984619
Long
EC
CORP
CA
N
1
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680103
381.00000000
NS
USD
25031.70000000
0.058059140579
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128286N5
1604422.68000000
PA
USD
1560390.70000000
3.619208563964
Long
DBT
UST
US
N
2
2024-04-15
Fixed
0.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828XL9
1625923.94000000
PA
USD
1561892.63000000
3.622692177342
Long
DBT
UST
US
N
2
2025-07-15
Fixed
0.38000000
N
N
N
N
N
N
Invitation Homes Inc
N/A
Invitation Homes Inc
46187W107
1346.00000000
NS
USD
39895.44000000
0.092534464676
Long
EC
US
N
1
N
N
N
Silver Lake Resources Ltd
254900Z1BWS584OIKJ61
Silver Lake Resources Ltd
000000000
17622.00000000
NS
14344.86000000
0.033271821064
Long
EC
CORP
AU
N
2
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
1104.00000000
NS
USD
130272.00000000
0.302156080553
Long
EC
CORP
US
N
1
N
N
N
Karora Resources Inc
549300S6PWY0YYVHMC70
Karora Resources Inc
48575L206
662.00000000
NS
2273.49000000
0.005273188617
Long
EC
CORP
CA
N
1
N
N
N
2023-01-17
MORGAN STANLEY INSTITUTIONAL FUND INC
Francis Smith
Francis Smith
Principal Financial Officer