0001752724-23-190605.txt : 20230825 0001752724-23-190605.hdr.sgml : 20230825 20230825125022 ACCESSION NUMBER: 0001752724-23-190605 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230630 FILED AS OF DATE: 20230825 DATE AS OF CHANGE: 20230825 PERIOD START: 20231231 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: 231205712 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 R6 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 800-869-6397 Multi-Asset Real Return Portfolio S000061991 549300SU81KVUZB8LD55 2023-12-31 2023-06-30 N 33215909.87 355270.56 32860639.31 0.00000000 2903511.25000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1138946.84000000 AUD EUR JPY USD UST Zijin Mining Group Co Ltd 836800JRNL2393Z2I561 Zijin Mining Group Co Ltd 000000000 44661.00000000 NS 66137.59000000 0.201266899819 Long EC CORP CN N 2 N N N EQT Corp 4NT01YGM4X7ZX86ISY52 EQT Corp 26884L109 293.00000000 NS USD 12051.09000000 0.036673327887 Long EC CORP US N 1 N N N OMV AG 549300V62YJ9HTLRI486 OMV AG 000000000 261.00000000 NS 11082.63000000 0.033726154550 Long EC CORP AT N 2 N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 L3Harris Technologies Inc 502431109 965.00000000 NS USD 188918.05000000 0.574906800253 Long EC CORP US N 1 N N N DRDGOLD Ltd 529900Z0P3GRRN23MG34 DRDGOLD Ltd 26152H301 707.00000000 NS USD 7508.34000000 0.022849038112 Long EC CORP ZA N 1 N N HSBC Securities (USA) Inc. CYYGQCGNHMHPSMRL3R97 HSBC TRI PARTY A REPO 000000000 3115.49801376 PA USD 3115.49801376 0.009480941573 Long RA CORP US N 2 Repurchase Y 5.05000000 2023-07-03 3256.86752400 USD 3177.80798027 USD UST N N Hess Corp UASVRYNXNK17ULIGK870 Hess Corp 42809H107 243.00000000 NS USD 33035.85000000 0.100533193186 Long EC CORP US N 1 N N N BP PLC 213800LH1BZH3DI6G760 BP PLC 000000000 32395.00000000 NS 188615.80000000 0.573987006827 Long EC CORP GB N 2 N N N Valero Energy Corp 549300XTO5VR8SKV1V74 Valero Energy Corp 91913Y100 336.00000000 NS USD 39412.80000000 0.119939236812 Long EC CORP US N 1 N N N Royal Gold Inc 5493001NGRU6SFL04184 Royal Gold Inc 780287108 528.00000000 NS USD 60603.84000000 0.184426844007 Long EC CORP US N 1 N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 Marathon Petroleum Corp 56585A102 404.00000000 NS USD 47106.40000000 0.143352049713 Long EC CORP US N 1 N N N Marathon Oil Corp 1FRVQX2CRLGC1XLP5727 Marathon Oil Corp 565849106 548.00000000 NS USD 12614.96000000 0.038389271374 Long EC CORP US N 1 N N N Schlumberger NV 213800ZUA17OK3QLGM62 Schlumberger NV 806857108 1234.00000000 NS USD 60614.08000000 0.184458005908 Long EC CORP CW N 1 N N N Merrill Lynch, Pierce, Fenner & Smith Incorporated 8NAV47T0Y26Q87Y0QP81 MERRILL LYNCH TRI PARTY A REPO 000000000 2492.39841101 PA USD 2492.39841101 0.007584753259 Long RA CORP US N 2 Repurchase Y 5.05000000 2023-07-03 2516.38774600 USD 2542.26184456 USD UST N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 91282CGK1 19565673.75000000 PA USD 18758051.26000000 57.08364673931 Long DBT UST US N 2 2033-01-15 Fixed 1.13000000 N N N N N N Commodities Exchange Center N/A GOLD 100 OZ FUTR AUG23 000000000 16.00000000 NC USD -92260.18000000 -0.28076197523 N/A DCO US N 1 Commodities Exchange Center N/A Long COMEX Gold 100 Troy Ounces Futures GCQ3 Comdty 2023-08-29 3179300.18000000 USD -92260.18000000 N N N AngloGold Ashanti Ltd 378900EF3BA9A5F42A59 AngloGold Ashanti Ltd 035128206 3383.00000000 NS USD 71347.47000000 0.217121369206 Long EC CORP ZA N 1 N N N Zhaojin Mining Industry Co Ltd 3003007KU2DRDX06PN04 Zhaojin Mining Industry Co Ltd 000000000 20315.00000000 NS 25633.43000000 0.078006485991 Long EC CORP CN N 2 N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 EOG Resources Inc 26875P101 509.00000000 NS USD 58249.96000000 0.177263623663 Long EC CORP US N 1 N N N Shell PLC 21380068P1DRHMJ8KU70 Shell PLC 000000000 12613.00000000 NS 376266.77000000 1.145037886969 Long EC CORP GB N 2 N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 969457100 1071.00000000 NS USD 34946.73000000 0.106348296119 Long EC CORP US N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 PURCHASED CAD / SOLD USD 000000000 1.00000000 NC 2.28000000 0.000006938392 N/A DFE CA N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 721.73000000 USD 958.07000000 CAD 2023-09-14 2.28000000 N N N Evolution Mining Ltd 254900BCFW5QO5LW8F27 Evolution Mining Ltd 000000000 14284.00000000 NS 31098.87000000 0.094638663924 Long EC CORP AU N 2 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 91282CAQ4 127417.73000000 PA USD 120820.23000000 0.367674617831 Long DBT UST US N 2 2025-10-15 Fixed 0.13000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 General Dynamics Corp 369550108 1209.00000000 NS USD 260116.35000000 0.791574222114 Long EC CORP US N 1 N N N Northern Star Resources Ltd 254900XFXCRYYZAX6M78 Northern Star Resources Ltd 000000000 8951.00000000 NS 72922.63000000 0.221914824334 Long EC CORP AU N 2 N N N Cheniere Energy Inc MIHC87W9WTYSYZWV1J40 Cheniere Energy Inc 16411R208 198.00000000 NS USD 30167.28000000 0.091803691691 Long EC CORP US N 1 N N N Agnico Eagle Mines Ltd YGE0EUBRF7IJOB3QRX76 Agnico Eagle Mines Ltd 008474108 2621.00000000 NS USD 130997.58000000 0.398645865542 Long EC CORP CA N 1 N N N Coterra Energy Inc FCNMH6O7VWU7LHXMK351 Coterra Energy Inc 127097103 699.00000000 NS USD 17684.70000000 0.053817273100 Long EC CORP US N 1 N N N West African Resources Ltd 529900XLO8GMJNTUL013 West African Resources Ltd 000000000 7743.00000000 NS 4523.57000000 0.013765922072 Long EC CORP AU N 2 N N N Phillips 66 5493005JBO5YSIGK1814 Phillips 66 718546104 410.00000000 NS USD 39105.80000000 0.119004988402 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 91282CCA7 97151.88000000 PA USD 91117.25000000 0.277283862740 Long DBT UST US N 2 2026-04-15 Fixed 0.13000000 N N N N N N Fortuna Silver Mines Inc 5493003Q88RVK7CW4735 Fortuna Silver Mines Inc 349915108 2432.00000000 NS USD 7879.68000000 0.023979083077 Long EC CORP CA N 1 N N LCH Limited F226TOH6YD6XJB17KS62 Long: SMIBRY9G0 IRS USD R F 2.59250 II1064030230309 CCPINFLATIONZE / Short: SMIBRY9G0 IRS USD P V 12MUSCPI II2656030230309 CCPINFLATIONZE 000000000 2459000.00000000 OU Notional Amount USD 3777.61000000 0.011495850596 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2028-03-13 0.00000000 USD 0.00000000 USD 2459000.00000000 USD 3777.61000000 N N N Baker Hughes Co N/A Baker Hughes Co 05722G100 883.00000000 NS USD 27911.63000000 0.084939400407 Long EC CORP US N 1 N N N Kinross Gold Corp 549300UEBMAQDN0K0R06 Kinross Gold Corp 496902404 10265.00000000 NS USD 48964.05000000 0.149005165535 Long EC CORP CA N 1 N N N SSR Mining Inc 549300JD2KR7AB9DYJ38 SSR Mining Inc 784730103 1611.00000000 NS USD 22843.98000000 0.069517758874 Long EC CORP CA N 1 N N N TotalEnergies SE 529900S21EQ1BO4ESM68 TotalEnergies SE 000000000 4433.00000000 NS 254474.70000000 0.774405809939 Long EC CORP FR N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC 2811.55000000 0.008555980830 N/A DFE XX N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 322260.23000000 USD 296858.36000000 EUR 2023-09-14 2811.55000000 N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 Lockheed Martin Corp 539830109 941.00000000 NS USD 433217.58000000 1.318347996559 Long EC CORP US N 1 N N N Tenaris SA 549300Y7C05BKC4HZB40 Tenaris SA 000000000 844.00000000 NS 12625.44000000 0.038421163632 Long EC CORP LU N 2 N N N K92 Mining Inc 254900EA8H0X9FEVZU11 K92 Mining Inc 499113108 1880.00000000 NS 8160.03000000 0.024832231421 Long EC CORP CA N 1 N N N Centamin PLC 213800PDI9G7OUKLPV84 Centamin PLC 000000000 9102.00000000 NS 10560.58000000 0.032137475781 Long EC CORP JE N 2 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 912810FR4 88501.05000000 PA USD 87586.76000000 0.266540036466 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 1772.00000000 NS 10620.63000000 0.032320217205 Long EC CORP CA N 1 N N N Endeavour Mining PLC 529900NI5MXQ91GHXR07 Endeavour Mining PLC 000000000 1984.00000000 NS 47550.10000000 0.144702297333 Long EC CORP GB N 1 N N N Targa Resources Corp 5493003QENHHS261UR94 Targa Resources Corp 87612G101 188.00000000 NS USD 14306.80000000 0.043537801760 Long EC CORP US N 1 N N N Neste Oyj 5493009GY1X8GQ66AM14 Neste Oyj 000000000 756.00000000 NS 29108.45000000 0.088581508489 Long EC CORP FI N 2 N N N OceanaGold Corp 549300CBMSE8I9N3E232 OceanaGold Corp 675222103 5582.00000000 NS 10997.56000000 0.033467273403 Long EC CORP CA N 1 N N N LCH Limited F226TOH6YD6XJB17KS62 Long: BMIBLXQ38 IRS USD R V 12MUSCPI II6563800230126 CCPINFLATIONZE / Short: BMIBLXQ38 IRS USD P F 2.51620 II0545630230126 CCPINFLATIONZE 000000000 601000.00000000 OU Notional Amount USD 2442.60000000 0.007433209004 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2033-01-30 0.00000000 USD 0.00000000 USD 601000.00000000 USD 2442.60000000 N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599105 638.00000000 NS USD 37514.40000000 0.114162112447 Long EC CORP US N 1 N N N Gold Fields Ltd 5299003KXIBJQYCBBD72 Gold Fields Ltd 38059T106 7312.00000000 NS USD 101124.96000000 0.307738869734 Long EC CORP ZA N 1 N N N Huntington Ingalls Industries Inc 5TZLZ6WJTBVJ0QWBG121 Huntington Ingalls Industries Inc 446413106 178.00000000 NS USD 40512.80000000 0.123286706682 Long EC CORP US N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 PURCHASED GBP / SOLD USD 000000000 1.00000000 NC 3570.13000000 0.010864456915 N/A DFE GB N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 553648.35000000 USD 438654.95000000 GBP 2023-09-14 3570.13000000 N N N Newmont Corp 549300VSP3RIX7FGDZ51 Newmont Corp 651639106 4116.00000000 NS USD 175588.56000000 0.534343103746 Long EC CORP US N 1 N N N Chevron Corp N/A Chevron Corp 166764100 1612.00000000 NS USD 253648.20000000 0.771890642805 Long EC CORP US N 1 N N N Barrick Gold Corp 0O4KBQCJZX82UKGCBV73 Barrick Gold Corp 067901108 9020.00000000 NS USD 152708.60000000 0.464715852176 Long EC CORP CA N 1 N N N Gold Road Resources Ltd 213800HJWH96TDEMNY83 Gold Road Resources Ltd 000000000 8390.00000000 NS 8405.50000000 0.025579234538 Long EC CORP AU N 2 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 912828ZJ2 98553.95000000 PA USD 93767.84000000 0.285350017433 Long DBT UST US N 2 2025-04-15 Fixed 0.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 912810FS2 56543.03000000 PA USD 55800.22000000 0.169808686537 Long DBT UST US N 2 2026-01-15 Fixed 2.00000000 N N N N N N Endeavour Silver Corp 549300IF2E29780PPV02 Endeavour Silver Corp 29258Y103 1515.00000000 NS USD 4378.35000000 0.013323995186 Long EC CORP CA N 1 N N N Wesdome Gold Mines Ltd 254900D63U62QS84H719 Wesdome Gold Mines Ltd 95083R100 1152.00000000 NS 6000.23000000 0.018259626489 Long EC CORP CA N 1 N N N LCH Limited F226TOH6YD6XJB17KS62 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 39758.18000000 0.120990281488 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 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 39758.18000000 N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 Exxon Mobil Corp 30231G102 3590.00000000 NS USD 385027.50000000 1.171698141255 Long EC CORP US N 1 N N N Cia de Minas Buenaventura SAA 529900WQB1ZU9KB6EL71 Cia de Minas Buenaventura SAA 204448104 2027.00000000 NS USD 14898.45000000 0.045338284077 Long EC CORP PE N 1 N N N LCH Limited F226TOH6YD6XJB17KS62 Long: BMIBTJMJ0 IRS EUR R V 12MCPTFE II5451780230321 CCPINFLATIONZE / Short: BMIBTJMJ0 IRS EUR P F 2.39500 II0640860230321 CCPINFLATIONZE 000000000 8446000.00000000 OU Notional Amount 153766.14000000 0.467934109709 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Euro-stat Eurozone HICP ex Tobacco NSA 2033-03-15 0.00000000 EUR 0.00000000 EUR 8446000.00000000 EUR 153766.14000000 N N N Commodities Exchange Center N/A SILVER FUTURE SEP23 000000000 6.00000000 NC USD -6917.88000000 -0.02105217714 N/A DCO US N 1 Commodities Exchange Center N/A Long COMEX Silver Futures SIU3 Comdty 2023-09-27 697517.88000000 USD -6917.88000000 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 PLATINUM FUTURE OCT23 000000000 22.00000000 NC USD -17350.00000000 -0.05279872931 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Long NYMEX Platinum Futures PLV3 Comdty 2023-10-27 1021870.00000000 USD -17350.00000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 PURCHASED GBP / SOLD USD 000000000 1.00000000 NC 337.93000000 0.001028373175 N/A DFE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 51690.00000000 USD 40957.56000000 GBP 2023-09-14 337.93000000 N N N Texas Pacific Land Corp N/A Texas Pacific Land Corp 88262P102 6.00000000 NS USD 7899.00000000 0.024037876821 Long EC CORP US N 1 N N N Repsol SA BSYCX13Y0NOTV14V9N85 Repsol SA 000000000 2462.00000000 NS 35807.32000000 0.108967204387 Long EC CORP ES N 2 N N Coeur Mining Inc 5493003AVK173D48DR70 Coeur Mining Inc 192108504 2447.00000000 NS USD 6949.48000000 0.021148340829 Long EC CORP US N 1 N N N Newcrest Mining Ltd 5299006MN50OZJUJI655 Newcrest Mining Ltd 000000000 5000.00000000 NS 89192.05000000 0.271425181837 Long EC CORP AU N 2 N N N Harmony Gold Mining Co Ltd 378900986D05F0C29811 Harmony Gold Mining Co Ltd 413216300 4980.00000000 NS USD 20916.00000000 0.063650618001 Long EC CORP ZA N 1 N N N LCH Limited F226TOH6YD6XJB17KS62 Long: BMIBRY9K1 IRS USD R V 12MUSCPI II6927950230309 CCPINFLATIONZE / Short: BMIBRY9K1 IRS USD P F 2.54000 II8243570230309 CCPINFLATIONZE 000000000 1781000.00000000 OU Notional Amount USD 6519.46000000 0.019839723562 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2033-03-13 0.00000000 USD 0.00000000 USD 1781000.00000000 USD 6519.46000000 N N N LCH Limited F226TOH6YD6XJB17KS62 Long: SMIALP902 IRS USD R F 3.28020 II9778190220301 CCPINFLATIONZE / Short: SMIALP902 IRS USD P V 12MUSCPI II0025600220301 CCPINFLATIONZE 000000000 5195000.00000000 OU Notional Amount USD -18929.59000000 -0.05760566561 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2027-03-03 0.00000000 USD 0.00000000 USD 5195000.00000000 USD -18929.59000000 N N N Dundee Precious Metals Inc 549300LATVTU0EIUMD45 Dundee Precious Metals Inc 265269209 1524.00000000 NS 10066.05000000 0.030632544622 Long EC CORP CA N 1 N N N Alamos Gold Inc 549300TDOX73YGYXE959 Alamos Gold Inc 011532108 3153.00000000 NS USD 37583.76000000 0.114373185638 Long EC CORP CA N 1 N N N Galp Energia SGPS SA 2138003319Y7NM75FG53 Galp Energia SGPS SA 000000000 895.00000000 NS 10458.87000000 0.031827956545 Long EC CORP PT N 2 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 912828WU0 143067.68000000 PA USD 138792.56000000 0.422367193439 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 10645.00000000 NS 11825.28000000 0.035986153186 Long EC CORP AU N 2 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Bill 912796Z44 1790000.00000000 PA USD 1776454.18000000 5.406024402755 Long STIV UST US N 2 2023-08-24 None 0.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 Long: SMIBTJMM3 IRS EUR R F 2.46250 II9142640230321 CCPINFLATIONZE / Short: SMIBTJMM3 IRS EUR P V 12MCPTFE II1661090230321 CCPINFLATIONZE 000000000 8430000.00000000 OU Notional Amount -80295.57000000 -0.24435181933 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on Euro-stat Eurozone HICP ex Tobacco NSA 2028-03-15 0.00000000 EUR 0.00000000 EUR 8430000.00000000 EUR -80295.57000000 N N N Eldorado Gold Corp 5493004PWQ01YDD1IH62 Eldorado Gold Corp 284902509 1525.00000000 NS USD 15402.50000000 0.046872186066 Long EC CORP CA N 1 N N N ICE Futures Europe 549300UF4R84F48NCH34 BRENT CRUDE FUTR DEC23 000000000 43.00000000 NC USD -7343.81000000 -0.02234834791 N/A DCO GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Long ICE Brent Crude Oil Futures COZ3 COMDTY 2023-10-31 3228473.81000000 USD -7343.81000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 AUST 10Y BOND FUT SEP23 000000000 66.00000000 NC -44532.19000000 -0.13551833115 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SFE 10 Year Australian Bond Futures XMU3 Comdty 2023-09-15 7734222.54000000 AUD -44532.19000000 N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 Kinder Morgan Inc 49456B101 1783.00000000 NS USD 30703.26000000 0.093434761601 Long EC CORP US N 1 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 PURCHASED JPY / SOLD USD 000000000 1.00000000 NC -2135.36000000 -0.00649823023 N/A DFE JP N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 62531.34000000 USD 8619855.00000000 JPY 2023-09-14 -2135.36000000 N N N Regis Resources Ltd 213800XH9YUXBLYBD749 Regis Resources Ltd 000000000 5877.00000000 NS 7245.20000000 0.022048262456 Long EC CORP AU N 2 N N N HF Sinclair Corp N/A HF Sinclair Corp 403949100 131.00000000 NS USD 5843.91000000 0.017783920589 Long EC CORP US N 1 N N N APA Corp 549300VCIWLRHYVSHC79 APA Corp 03743Q108 278.00000000 NS USD 9499.26000000 0.028907715125 Long EC CORP US N 1 N N N LCH Limited F226TOH6YD6XJB17KS62 Long: SMIBLXQ04 IRS USD R F 2.43980 II8620810230126 CCPINFLATIONZE / Short: SMIBLXQ04 IRS USD P V 12MUSCPI II3213920230126 CCPINFLATIONZE 000000000 979000.00000000 OU Notional Amount USD -3796.19000000 -0.01155239240 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on US CPI Urban Consumers NSA 2028-01-30 0.00000000 USD 0.00000000 USD 979000.00000000 USD -3796.19000000 N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corp 75513E101 5368.00000000 NS USD 525849.28000000 1.600240564522 Long EC CORP US N 1 N N N Eni SpA BUCRF72VH5RBN7X3VL35 Eni SpA 000000000 4468.00000000 NS 64323.05000000 0.195744974384 Long EC CORP IT N 2 N N N Aya Gold & Silver Inc 549300BWX8KJOTUL4M51 Aya Gold & Silver Inc 05466C109 811.00000000 NS 5197.50000000 0.015816795135 Long EC CORP CA N 1 N N N Devon Energy Corp 54930042348RKR3ZPN35 Devon Energy Corp 25179M103 535.00000000 NS USD 25861.90000000 0.078701755483 Long EC CORP US N 1 N N N SWAP BANK OF AMERICA COC N/A SWAP BANK OF AMERICA COC 000000000 510000.00000000 NS USD 510000.00000000 1.552008757920 Long STIV CORP US N 2 N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC 2262.39000000 0.006884802144 N/A DFE XX N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 259058.16000000 USD 238640.18000000 EUR 2023-09-14 2262.39000000 N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 PURCHASED CHF / SOLD USD 000000000 1.00000000 NC 3006.81000000 0.009150187163 N/A DFE CH N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 319438.70000000 USD 286476.78000000 CHF 2023-09-14 3006.81000000 N N N Franco-Nevada Corp N/A Franco-Nevada Corp 351858105 972.00000000 NS USD 138607.20000000 0.421803114335 Long EC CORP CA N 1 N N N Osisko Gold Royalties Ltd 549300TJZTXZMPQ6K004 Osisko Gold Royalties Ltd 68827L101 1480.00000000 NS USD 22747.60000000 0.069224459650 Long EC CORP CA N 1 N N New Gold Inc 5493005G0GNCHP0H6L96 New Gold Inc 644535106 5596.00000000 NS USD 6043.68000000 0.018391851549 Long EC CORP CA N 1 N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 Pioneer Natural Resources Co 723787107 199.00000000 NS USD 41228.82000000 0.125465666115 Long EC CORP US N 1 N N N Wheaton Precious Metals Corp 549300XSFG5ZCGVYD886 Wheaton Precious Metals Corp 962879102 2231.00000000 NS USD 96423.82000000 0.293432574729 Long EC CORP CA N 1 N N N Hecla Mining Co 5493009Y6HOBZD1QD537 Hecla Mining Co 422704106 4985.00000000 NS USD 25672.75000000 0.078126142823 Long EC CORP US N 1 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 PURCHASED CHF / SOLD USD 000000000 1.00000000 NC 2755.93000000 0.008386720580 N/A DFE CH N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 298350.57000000 USD 267518.13000000 CHF 2023-09-14 2755.93000000 N N N Torex Gold Resources Inc 549300QL07027186GQ85 Torex Gold Resources Inc 891054603 692.00000000 NS 9830.87000000 0.029916855564 Long EC CORP CA N 1 N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 Northrop Grumman Corp 666807102 666.00000000 NS USD 303562.80000000 0.923788478782 Long EC CORP US N 1 N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278X109 147.00000000 NS USD 19309.92000000 0.058763068538 Long EC CORP US N 1 N N N Ovintiv Inc 2549003MEX7YMKLGI239 Ovintiv Inc 69047Q102 215.00000000 NS USD 8185.05000000 0.024908371145 Long EC CORP US N 1 N N N B2Gold Corp 549300F7OK456M5NLM05 B2Gold Corp 11777Q209 8603.00000000 NS USD 30712.71000000 0.093463519410 Long EC CORP CA N 1 N N N Morgan Stanley & Co. LLC 549300D1XR6GP7EZ0T47 Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio 61747C582 3724050.34000000 NS USD 3724050.34000000 11.33286027964 Long STIV RF US N 1 N N N Equinox Gold Corp 5493005IN4V1SNP9PN75 Equinox Gold Corp 29446Y502 2520.00000000 NS USD 11541.60000000 0.035122871138 Long EC CORP CA N 1 N N N Morgan Stanley & Co. LLC 549300OJY9IZ31SGS926 Morgan Stanley Institutional Liquidity Funds - Treasury Securities Portfolio 61747C525 84118.44640914 NS USD 84118.44640914 0.255985422607 Long STIV RF US N 1 N N Pan American Silver Corp 549300MKTF5851TYIB83 Pan American Silver Corp 697900108 2969.00000000 NS USD 43288.02000000 0.131732129711 Long EC CORP CA N 1 N N N Aker BP ASA 549300NFTY73920OYK69 Aker BP ASA 000000000 567.00000000 NS 13302.61000000 0.040481896516 Long EC CORP NO N 2 N N N Capricorn Metals Ltd 529900CRG304NUYMOV23 Capricorn Metals Ltd 000000000 2924.00000000 NS 7941.57000000 0.024167423905 Long EC CORP AU N 2 N N N IAMGOLD Corp 254900E7II30XAB9LA72 IAMGOLD Corp 450913108 4005.00000000 NS USD 10533.15000000 0.032054002055 Long EC CORP CA N 1 N N N First Majestic Silver Corp 529900PWCU5DUH1DYR51 First Majestic Silver Corp 32076V103 2064.00000000 NS USD 11661.60000000 0.035488049669 Long EC CORP CA N 1 N N Osaka Exchange 3538001249AILNPRUX57 JPN 10Y BOND(OSE) SEP23 000000000 -7.00000000 NC -30435.68000000 -0.09262047433 N/A DIR JP N 1 Osaka Exchange 3538001249AILNPRUX57 Short TSE Japanese 10 Year Bond Futures JBU3 Comdty 2023-09-12 -1035458284.00000000 JPY -30435.68000000 N N N SilverCrest Metals Inc 549300M4CUMXUHSXYQ10 SilverCrest Metals Inc 828363101 1176.00000000 NS USD 6891.36000000 0.020971472694 Long EC CORP CA N 1 N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 912828N71 119991.94000000 PA USD 114436.77000000 0.348248763270 Long DBT UST US N 2 2026-01-15 Fixed 0.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 912828H45 129323.10000000 PA USD 123988.28000000 0.377315483214 Long DBT UST US N 2 2025-01-15 Fixed 0.25000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 Chesapeake Energy Corp 165167735 104.00000000 NS USD 8702.72000000 0.026483720897 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 912828YL8 126471.28000000 PA USD 122002.17000000 0.371271443775 Long DBT UST US N 2 2024-10-15 Fixed 0.13000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 Halliburton Co 406216101 777.00000000 NS USD 25633.23000000 0.078005877360 Long EC CORP US N 1 N N N Sandstorm Gold Ltd 549300QWJPV45VQF1B33 Sandstorm Gold Ltd 80013R206 2398.00000000 NS USD 12277.76000000 0.037363119701 Long EC CORP CA N 1 N N Equinor ASA OW6OFBNCKXC4US5C7523 Equinor ASA 000000000 1708.00000000 NS 49734.99000000 0.151351255010 Long EC CORP NO N 2 N N N Citigroup Global Markets Inc MBNUM2BPBDO7JBLYG310 Citigroup Global Markets Inc 000000000 1464.90716607 PA USD 1464.90716607 0.004457938728 Long RA CORP US N 2 Repurchase Y 5.00000000 2023-07-03 1502.97841400 USD 1494.13449864 USD UST N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 PURCHASED JPY / SOLD USD 000000000 1.00000000 NC -18307.30000000 -0.05571194104 N/A DFE JP N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 535826.40000000 USD 73861526.00000000 JPY 2023-09-14 -18307.30000000 N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 ONEOK Inc 682680103 394.00000000 NS USD 24317.68000000 0.074002455553 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Inflation Indexed Bonds 912828XL9 143250.24000000 PA USD 137107.01000000 0.417237804494 Long DBT UST US N 2 2025-07-15 Fixed 0.38000000 N N N N N N Silver Lake Resources Ltd 254900Z1BWS584OIKJ61 Silver Lake Resources Ltd 000000000 7033.00000000 NS 4585.74000000 0.013955114983 Long EC CORP AU N 2 N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 ConocoPhillips 20825C104 1083.00000000 NS USD 112209.63000000 0.341471232319 Long EC CORP US N 1 N N N 2023-07-19 MORGAN STANLEY INSTITUTIONAL FUND INC Francis Smith Francis Smith Principal Financial Officer