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