NPORT-P
false
0001131013
XXXXXXXX
S000057426
C000183274
C000183275
Guidestone Funds
811-10263
0001131013
5493004CCGXMXJDWX424
5005 LBJ Freeway, Ste. 2200
Dallas
75244
214-720-2148
Strategic Alternatives Fund
S000057426
549300KGNIYR8IRK7914
2019-12-31
2019-12-31
N
441672727.230000000000
55492018.890000000000
386180708.340000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
4054375.000000000000
0.000000000000
0.000000000000
27144847.210000000000
USD
JPY
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV EUR0.20
N6596X109
7136
NS
USD
908127.36
0.2351560656
Long
EC
CORP
NL
N
1
N
N
N
Fitbit Incorporation
549300GYQQ375BZPXK02
Fitbit Incorporation CL A
33812L102
99840
NS
USD
655948.8
0.1698554034
Long
EC
CORP
US
N
1
N
N
N
Continental Gold Inc
5493008JZGSMC21N8505
Continental Gold Inc COM
21146A108
94121
NS
387776.64
0.1004132603
Long
EC
CORP
CA
N
1
N
N
N
WestRock Company
549300JEB576INN13W07
WestRock Company COM
96145D105
14111
NS
USD
605503.01
0.1567926613
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Company
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Company COM
110122108
12410
NS
USD
796597.9
0.2062759436
Long
EC
CORP
US
N
1
N
N
N
FedEx Corporation
549300E707U7WNPZN687
FedEx Corporation COM
31428X106
2020
NS
USD
305444.2
0.0790935936
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service, Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc. CL B
911312106
-2188
NS
USD
-256127.28
-0.0663231680
Short
EC
CORP
US
N
1
N
N
N
Allegheny Technologies Incorporated
ZW1LRE7C3H17O2ZN9B45
Allegheny Technologies Incorporated COM
01741R102
9320
NS
USD
192551.2
0.0498603881
Long
EC
CORP
US
N
1
N
N
N
The Clorox Company
54930044KVSC06Z79I06
The Clorox Company COM
189054109
-1714
NS
USD
-263167.56
-0.0681462213
Short
EC
CORP
US
N
1
N
N
N
The Coca-Cola Company
UWJKFUJFZ02DKWI3RY53
The Coca-Cola Company COM
191216100
-5671
NS
USD
-313889.85
-0.0812805620
Short
EC
CORP
US
N
1
N
N
N
Danaher Corporation
S4BKK9OTCEWQ3YHPFM11
Danaher Corporation COM
235851102
-4238
NS
USD
-650448.24
-0.1684310547
Short
EC
CORP
US
N
1
N
N
N
Deere & Company
PWFTNG3EI0Y73OXWDH08
Deere & Company COM
244199105
-1800
NS
USD
-311868
-0.0807570117
Short
EC
CORP
US
N
1
N
N
N
EOG Resources, Inc.
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc. COM
26875P101
3245
NS
USD
271801.2
0.0703818689
Long
EC
CORP
US
N
1
N
N
N
Kimco Realty Corporation
549300EA7I6T15IBYS12
Kimco Realty Corporation COM
49446R109
-17276
NS
USD
-357785.96
-0.0926472898
Short
EC
CORP
US
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp COM
126650100
-11168
NS
USD
-829670.72
-0.2148400223
Short
EC
CORP
US
N
1
N
N
N
The Charles Schwab Corporation
549300VSGCJ7E698NM85
The Charles Schwab Corporation COM
808513105
-31410
NS
USD
-1493859.6
-0.3868291625
Short
EC
CORP
US
N
1
N
N
N
Crown Holdings Inc
NYLWZIOY8PUNIT4JOE22
Crown Holdings Inc COM
228368106
4217
NS
USD
305901.18
0.0792119268
Long
EC
CORP
US
N
1
N
N
N
Weyerhaeuser Company
08IRJODWFYBI7QWRGS31
Weyerhaeuser Company COM
962166104
21259
NS
USD
642021.8
0.1662490606
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International Plc
549300XQ6S1GYKGBL205
Johnson Controls International Plc COM USD1.00
G51502105
-7271
NS
USD
-296002.41
-0.0766486786
Short
EC
CORP
IE
N
1
N
N
N
TD AMERITRADE Holding Corporation
ZI85ER3E6RXD4HPHW309
TD AMERITRADE Holding Corporation COM
87236Y108
29284
NS
USD
1455414.8
0.3768740304
Long
EC
CORP
US
N
1
N
N
N
T-Mobile US, Inc.
549300QHIJYOHPACPG31
T-Mobile US, Inc. COM
872590104
8027
NS
USD
629477.34
0.1630007213
Long
EC
CORP
US
N
1
N
N
N
NII Holdings Incorporated
5493008M1YG2GODK3P05
NII Holdings Incorporated COM PAR
62913F508
76167
NS
USD
165282.39
0.0427992353
Long
EC
CORP
US
N
1
N
N
N
Achillion Pharmace
529900LZPJ796VSWZM38
Achillion Pharmace COM
00448Q201
11702
NS
USD
70563.06
0.0182720313
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc. COM NEW
172967424
18947
NS
USD
1513675.83
0.3919604986
Long
EC
CORP
US
N
1
N
N
N
Tallgrass Energy Lp
N/A
Tallgrass Energy Lp CLASS A SHS
874696107
105329
NS
USD
2329877.48
0.6033127574
Long
EC
CORP
US
N
1
N
N
N
Hilton Grand Vacations Inc
549300O9K6MFD8D07574
Hilton Grand Vacations Inc COM
43283X105
8749
NS
USD
300878.11
0.0779112223
Long
EC
CORP
US
N
1
N
N
N
Fiat Chrysler Automobiles N.V
549300LKT9PW7ZIBDF31
Fiat Chrysler Automobiles N.V EUR0.01
N31738102
21982
NS
USD
322915.58
0.0836177398
Long
EC
CORP
NL
N
1
N
N
N
Diplomat Pharmacy Inc
549300JMF6BE0NGN4Q45
Diplomat Pharmacy Inc COM
25456K101
15607
NS
USD
62428
0.0161654890
Long
EC
CORP
US
N
1
N
N
N
Liveramp Holdings Inc
76MIROMHC0FSWDR2G072
Liveramp Holdings Inc COM
53815P108
5767
NS
USD
277219.69
0.0717849660
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
Truist Financial Corporation COM
89832Q109
.81
NS
USD
45.62
0.0000118131
Long
EC
CORP
US
N
1
N
N
N
Square Inc
549300OHIIUWSTIZME52
Square Inc CL A
852234103
-4126
NS
USD
-258122.56
-0.0668398380
Short
EC
CORP
US
N
1
N
N
N
Audentes Therapeutics Inc
549300PZYT0QC9UNJF13
Audentes Therapeutics Inc COM
05070R104
12058
NS
USD
721550.72
0.1868427667
Long
EC
CORP
US
N
1
N
N
N
Pure Acquisition Corp
549300MP1T3SPM68RF52
Pure Acquisition Corp CL A
74621Q106
35349
NS
USD
366922.62
0.0950131925
Long
EC
CORP
US
N
1
N
N
N
Wesco International, Inc.
529900TXOGREY3WNJ434
Wesco International, Inc. COM
95082P105
3718
NS
USD
220812.02
0.0571784181
Long
EC
CORP
US
N
1
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
The Boeing Company COM
097023105
2034
NS
USD
662595.84
0.1715766287
Long
EC
CORP
US
N
1
N
N
N
El Paso Electric Company
OZ8GM8L4AHPKSWZMW205
El Paso Electric Company COM NEW
283677854
8051
NS
USD
546582.39
0.1415353948
Long
EC
CORP
US
N
1
N
N
N
The Medicines Company
254900Z72DIL282LFL79
The Medicines Company COM
584688105
19915
NS
USD
1691580.1
0.4380281209
Long
EC
CORP
US
N
1
N
N
N
FiServ Inc.
GI7UBEJLXYLGR2C7GV83
FiServ Inc. COM
337738108
-7501
NS
USD
-867340.63
-0.2245944997
Short
EC
CORP
US
N
1
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC CL B
35671D857
30933
NS
USD
405840.96
0.1050909461
Long
EC
CORP
US
N
1
N
N
N
General Electric Company
3C7474T6CDKPR9K6YT90
General Electric Company COM
369604103
-32564
NS
USD
-363414.24
-0.0941047111
Short
EC
CORP
US
N
1
N
N
N
Idex Corporation
549300U5Y5EL6PHYLF13
Idex Corporation COM
45167R104
-1314
NS
USD
-226008
-0.0585238970
Short
EC
CORP
US
N
1
N
N
N
Illinois Tool Works Inc.
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc. COM
452308109
-2957
NS
USD
-531165.91
-0.1375433569
Short
EC
CORP
US
N
1
N
N
N
Intel Corporation
KNX4USFCNGPY45LOCE31
Intel Corporation COM
458140100
-21515
NS
USD
-1287672.75
-0.3334378756
Short
EC
CORP
US
N
1
N
N
N
Microsoft Corporation
INR2EJN1ERAN0W5ZP974
Microsoft Corporation COM
594918104
8177
NS
USD
1289512.9
0.3339143754
Long
EC
CORP
US
N
1
N
N
N
The Procter & Gamble Company
2572IBTT8CCZW6AU4141
The Procter & Gamble Company COM
742718109
10659
NS
USD
1331309.1
0.3447373396
Long
EC
CORP
US
N
1
N
N
N
Capri Holdings Ltd
549300LPG8W0H1OX3A26
Capri Holdings Ltd COM NPV
G1890L107
15087
NS
USD
575569.05
0.1490413782
Long
EC
CORP
VG
N
1
N
N
N
Dow Inc
5493003S21INSLK2IP73
Dow Inc COM
260557103
-13713
NS
USD
-750512.49
-0.1943423050
Short
EC
CORP
US
N
1
N
N
N
Alberton Acquisition Corp
N/A
Alberton Acquisition Corp COM NPV
G35006108
33070
NS
USD
342274.5
0.0886306573
Long
EC
CORP
VG
N
1
N
N
N
ISHARES TRUST
5493000860OXIC4B5K91
ISHARES TRUST EXPANDED TECH
464287515
-3192
NS
USD
-743863.68
-0.1926206214
Short
EC
RF
US
N
1
N
N
N
Huntsman Corporation
5299000V56320A7RIQ67
Huntsman Corporation COM
447011107
56874
NS
USD
1374075.84
0.3558116214
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc COM
00206R102
23090
NS
USD
902357.2
0.2336619050
Long
EC
CORP
US
N
1
N
N
N
ISHARES TRUST
5493000860OXIC4B5K91
ISHARES TRUST U.S. REAL ES ETF
464287739
-8164
NS
USD
-759905.12
-0.1967744902
Short
EC
RF
US
N
1
N
N
N
Elanco Animal Health Inc
549300SHPNDCE059M934
Elanco Animal Health Inc COM
28414H103
26915
NS
USD
792646.75
0.2052528086
Long
EC
CORP
US
N
1
N
N
N
Fellazo Inc
N/A
Fellazo Inc COM USD0.0001
G3362K112
16530
NS
USD
164638.8
0.0426325801
Long
EC
CORP
KY
N
1
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG NPV(REGD)
D69671218
4632
NS
607898.63
0.1574129978
Long
EC
CORP
DE
N
1
N
N
N
MasterCard Incorporated
AR5L2ODV9HN37376R084
MasterCard Incorporated CL A
57636Q104
807
NS
USD
240962.13
0.0623962111
Long
EC
CORP
US
N
1
N
N
N
Canfor Corporation
N/A
Canfor Corporation COM
137576104
7499
NS
70107.32
0.0181540192
Long
EC
CORP
CA
N
1
N
N
N
Aircastle Limited
549300PNK8AKY3OIKP58
Aircastle Limited COM STK USD0.01
G0129K104
27208
NS
USD
870928.08
0.2255234560
Long
EC
CORP
BM
N
1
N
N
N
Berry Global Group Inc
549300G6KKUMMXM8NH73
Berry Global Group Inc COM
08579W103
8801
NS
USD
417959.49
0.1082289925
Long
EC
CORP
US
N
1
N
N
N
LEGACY ACQUISITION CORP
N/A
LEGACY ACQUISITION CORP COM CL A
524643103
47513
NS
USD
487958.51
0.1263549679
Long
EC
CORP
US
N
1
N
N
N
Wright Medical Group N.V.
549300JGCCQ1HTDOXU32
Wright Medical Group N.V. EUR0.03
N96617118
77485
NS
USD
2361742.8
0.6115641587
Long
EC
CORP
NL
N
1
N
N
N
MOSAIC ACQUISITION CORP
N/A
MOSAIC ACQUISITION CORP COM CL A
61946M100
22828
NS
USD
234785.98
0.0607969210
Long
EC
CORP
US
N
1
N
N
N
Facebook, Inc.
BQ4BKCS1HXDV9HN80Z93
Facebook, Inc. CL A
30303M102
-3442
NS
USD
-706470.5
-0.1829378021
Short
EC
CORP
US
N
1
N
N
N
American Tower Corporation
5493006ORUSIL88JOE18
American Tower Corporation COM
03027X100
-5177
NS
USD
-1189778.14
-0.3080884452
Short
EC
CORP
US
N
1
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc. COM
29444U700
458
NS
USD
267334.6
0.0692252602
Long
EC
CORP
US
N
1
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd SPON ADS EACH REP 8 ORD SHS
01609W102
-1678
NS
USD
-355903.8
-0.0921599117
Short
EC
CORP
KY
N
1
N
N
N
L3 Harris Technologies Inc
549300UTE50ZMDBG8A20
L3 Harris Technologies Inc COM
502431109
3574
NS
USD
707187.38
0.1831234354
Long
EC
CORP
US
N
1
N
N
N
Instructure Incorporation
52990065R1T7XMXQK163
Instructure Incorporation COM
45781U103
4973
NS
USD
239748.33
0.0620819023
Long
EC
CORP
US
N
1
N
N
N
Valero Energy Corporation
549300XTO5VR8SKV1V74
Valero Energy Corporation COM
91913Y100
3864
NS
USD
361863.6
0.0937031789
Long
EC
CORP
US
N
1
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple Inc. COM
037833100
2698
NS
USD
792267.7
0.2051546550
Long
EC
CORP
US
N
1
N
N
N
Applied Materials Inc.
41BNNE1AFPNAZELZ6K07
Applied Materials Inc. COM
038222105
-8558
NS
USD
-522380.32
-0.1352683624
Short
EC
CORP
US
N
1
N
N
N
Nortonlifelock Inc
YF6ZV0M6AU4FY94MK914
Nortonlifelock Inc COM
668771108
14135
NS
USD
360725.2
0.0934083946
Long
EC
CORP
US
N
1
N
N
N
Zayo Group Holdings Inc
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc COM
98919V105
118293
NS
USD
4098852.45
1.0613819804
Long
EC
CORP
US
N
1
N
N
N
Boxwood Merger Corp
N/A
Boxwood Merger Corp COM CL A
10319T101
42034
NS
USD
424543.4
0.1099338706
Long
EC
CORP
US
N
2
N
N
N
Envista Holdings Corporation
549300BX623VURJZ5269
Envista Holdings Corporation COM
29415F104
33628.4385
NS
USD
996746.92
0.2581037578
Long
EC
CORP
US
N
1
N
N
N
BEST BUY INC
HL5XPTVRV0O8TUN5LL90
BEST BUY INC COM
086516101
1576
NS
USD
138372.8
0.0358311011
Long
EC
CORP
US
N
1
N
N
N
Taiwan Semiconductor Manufacturing Co.
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co. SPON ADS EACH REP 5 ORD TWD10
874039100
-4203
NS
USD
-244194.3
-0.0632331690
Short
EC
CORP
TW
N
1
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc. CL A
571903202
-3060
NS
USD
-463375.8
-0.1199893703
Short
EC
CORP
US
N
1
N
N
N
Cypress Semiconductor Corporation
549300T2071OM26ZSE13
Cypress Semiconductor Corporation COM
232806109
100433
NS
USD
2343101.89
0.6067371672
Long
EC
CORP
US
N
1
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic Inc COM
436440101
4154
NS
USD
216880.34
0.0561603248
Long
EC
CORP
US
N
1
N
N
N
International Paper Company
824LMFJDH41EY779Q875
International Paper Company COM
460146103
-6699
NS
USD
-308488.95
-0.0798820198
Short
EC
CORP
US
N
1
N
N
N
Jacobs Eng Group
549300CZ8QS1GE53O776
Jacobs Eng Group COM
469814107
9377
NS
USD
842335.91
0.2181196243
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson COM
478160104
7713
NS
USD
1125095.31
0.2913390767
Long
EC
CORP
US
N
1
N
N
N
Nike, Inc.
787RXPR0UX0O0XUXPZ81
Nike, Inc. CL B
654106103
11126
NS
USD
1127175.06
0.2918776199
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corporation COM
674599105
14130
NS
USD
582297.3
0.1507836325
Long
EC
CORP
US
N
1
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
Oracle Corporation COM
68389X105
-9770
NS
USD
-517614.6
-0.1340342976
Short
EC
CORP
US
N
1
N
N
N
QUALCOMM Incorporated
H1J8DDZKZP6H7RWC0H53
QUALCOMM Incorporated COM
747525103
28089
NS
USD
2478292.47
0.6417442447
Long
EC
CORP
US
N
1
N
N
N
Starbucks Corporation
OQSJ1DU9TAOC51A47K68
Starbucks Corporation COM
855244109
-7217
NS
USD
-634518.64
-0.1643061464
Short
EC
CORP
US
N
1
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation CL A
20030N101
-11961
NS
USD
-537886.17
-0.1392835422
Short
EC
CORP
US
N
1
N
N
N
Texas Instruments Incorporated
WDJNR2L6D8RWOEB8T652
Texas Instruments Incorporated COM
882508104
-5761
NS
USD
-739078.69
-0.1913815667
Short
EC
CORP
US
N
1
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc COM
883556102
-1148
NS
USD
-372950.76
-0.0965741561
Short
EC
CORP
US
N
1
N
N
N
Tiffany & Co.
549300EJG9IEYQL5XT21
Tiffany & Co. COM
886547108
10353
NS
USD
1383678.45
0.3582981801
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Company
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Company COM
56585A102
10929
NS
USD
658472.25
0.1705088410
Long
EC
CORP
US
N
1
N
N
N
Wyndham Hotels & Resorts Inc
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc COM
98311A105
11849
NS
USD
744235.69
0.1927169519
Long
EC
CORP
US
N
1
N
N
N
Gs Acquisition Holdings Corp
549300KTTIRAOGXCRV69
Gs Acquisition Holdings Corp COM CL A
36255F102
15977
NS
USD
176226.31
0.0456331210
Long
EC
CORP
US
N
1
N
N
N
OReilly Automotive, Inc.
549300K2RLMQL149Q332
OReilly Automotive, Inc. COM
67103H107
1413
NS
USD
619261.38
0.1603553380
Long
EC
CORP
US
N
1
N
N
N
Discovery INC
5493006ZCRFWKF6B1K26
Discovery INC COM SER A
25470F104
24098
NS
USD
788968.52
0.2043003451
Long
EC
CORP
US
N
1
N
N
N
Lear Corporation
549300UPNBTXA1SYTQ33
Lear Corporation COM NEW
521865204
-2572
NS
USD
-352878.4
-0.0913764961
Short
EC
CORP
US
N
1
N
N
N
Continental Building Products Inc
N/A
Continental Building Products Inc COM
211171103
7855
NS
USD
286157.65
0.0740994161
Long
EC
CORP
US
N
1
N
N
N
Paypal Holdings Incorporation
5493005X2GO78EFZ3E94
Paypal Holdings Incorporation COM
70450Y103
13218
NS
USD
1429791.06
0.3702388620
Long
EC
CORP
US
N
1
N
N
N
Qiagen NV
54930036WK3GMCN17Z57
Qiagen NV EUR0.01
N72482123
8852
NS
USD
299197.6
0.0774760607
Long
EC
CORP
NL
N
1
N
N
N
Roku Inc
549300KR6ITU0YIR1T71
Roku Inc COM CL A
77543R102
-1984
NS
USD
-265657.6
-0.0687910075
Short
EC
CORP
US
N
1
N
N
N
Mylan NV
549300A0CD4KNFGIIS89
Mylan NV EUR0.01
N59465109
22169
NS
USD
445596.9
0.1153855929
Long
EC
CORP
NL
N
1
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc COM
40434L105
64316
NS
USD
1321693.8
0.3422474949
Long
EC
CORP
US
N
1
N
N
N
Hughes Satellite Systems Corporation
N/A
SATS 7.625 06/15/21
444454AA0
1000000
PA
USD
1070270
0.2771422748
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
7.625000000000
N
N
N
N
N
N
Choice Hotels International, Inc.
5493003CYRY5RFGTIR97
CHH 5.75 07/01/22
169905AE6
395000
PA
USD
427464.26
0.1106902159
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
5.750000000000
N
N
N
N
N
N
Sabine Pass Liquefaction, LLC
549300KJYBG7C6WJYZ11
SPLLLC 5.625 02/01/21
785592AE6
250000
PA
USD
257017
0.0665535576
Long
DBT
CORP
US
N
2
2021-02-01
Fixed
5.625000000000
N
N
N
N
N
N
Party City Holdings Inc.
5493005PYM1JS6EZN307
PRTY 6.125 08/15/23 144A
702150AC7
3000000
PA
USD
2633745
0.6819980758
Long
DBT
CORP
US
Y
2
2023-08-15
Fixed
6.125000000000
N
N
N
N
N
N
Aramark Services, Inc.
42YMHYH0XMHJEXDUB065
ARMK 5.125 01/15/24
038522AK4
750000
PA
USD
771213.75
0.1997028162
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.125000000000
N
N
N
N
N
N
Wolverine Escrow LLC
N/A
WAIR 9 11/15/26 144A
97789LAB2
750000
PA
USD
787001.25
0.2037909282
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
9.000000000000
N
N
N
N
N
N
The AES Corporation
2NUNNB7D43COUIRE5295
AES 4.875 05/15/23
00130HBT1
860000
PA
USD
874693.1
0.2264983934
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
4.875000000000
N
N
N
N
N
N
Cedar Fair LP/ Magnum Management Corporation/ Canadas Wonderland Company
549300TUVLNQQ6BVKH61
FUN 5.375 06/01/24
150191AJ3
250000
PA
USD
257603.75
0.0667054942
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.375000000000
N
N
N
N
N
N
Pulte Group Inc
N/A
PHM 4.25 03/01/21
745867AV3
1000000
PA
USD
1020400
0.2642286313
Long
DBT
CORP
US
N
2
2021-03-01
Fixed
4.250000000000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
KMI 3.15 01/15/23
49456BAM3
1000000
PA
USD
1023317.01
0.2649839798
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.150000000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
DLTR 3.7 05/15/23
256746AF5
500000
PA
USD
521330.33
0.1349964715
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.700000000000
N
N
N
N
N
N
LSB Industries Inc
5493001H215A0HG0MI71
LXU 9.625 05/01/23 144A
502160AM6
750000
PA
USD
772338.75
0.1999941306
Long
DBT
CORP
US
Y
2
2023-05-01
Fixed
9.625000000000
N
N
N
N
N
N
Suburban Propane Partners LP / Suburban Energy Finance Corporation
JJAX4X60DE65EYFOTY73
SPH 5.5 06/01/24
864486AH8
546000
PA
USD
562374.54
0.1456247109
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.500000000000
N
N
N
N
N
N
ESH Hospitality, Inc.
54930042FMK7X7SQ2896
STAY 5.25 05/01/25 144A
26907YAA2
350000
PA
USD
362542.25
0.0938789127
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.250000000000
N
N
N
N
N
N
Prime Securities Services Borrower, LLC and Prime Finance, Inc.
549300O6QPZVWXV2DC15
PRSESE 9.25 05/15/23 144A
74166MAA4
2602000
PA
USD
2733726.25
0.7078878336
Long
DBT
CORP
US
Y
2
2023-05-15
Fixed
9.250000000000
N
N
N
N
N
N
PetSmart
N/A
PetSmart Term Loan B 300 2022-03-01
71677HAG0
820620.27
PA
USD
813480.87
0.2106477233
Long
LON
CORP
US
N
2
2022-03-01
Floating
3.850000000000
N
N
N
N
N
N
NGPL Pipe Co LLC
549300K3NT1HSQFEM073
NGPLCO 4.375 08/15/22 144A
62912XAE4
1029000
PA
USD
1069455.03
0.2769312415
Long
DBT
CORP
US
Y
2
2022-08-15
Fixed
4.375000000000
N
N
N
N
N
N
Whataburger
N/A
Whataburger Term Loan B 325 2026-07-01
96244UAB3
500000
PA
USD
503482.5
0.1303748450
Long
LON
CORP
US
N
2
2026-07-01
Floating
5.530000000000
N
N
N
N
N
N
OCI Nv
549300NCMRGIBJYUOE57
OCINV 5.25 11/01/24 144A
67091GAC7
500000
PA
USD
521250
0.1349756704
Long
DBT
CORP
NL
Y
2
2024-11-01
Fixed
5.250000000000
N
N
N
N
N
N
EG Global Finance PLC
549300TL8Q5207VYET27
EGBLFN 8.5 10/30/25 144A
28228PAB7
1500000
PA
USD
1595002.5
0.4130197251
Long
DBT
CORP
GB
Y
2
2025-10-30
Fixed
8.500000000000
N
N
N
N
N
N
Quebecor Media Inc.
5493006O1E1TBNKPQW25
QBRCN 5.75 01/15/23
74819RAP1
250000
PA
USD
272083.75
0.0704550342
Long
DBT
CORP
CA
N
2
2023-01-15
Fixed
5.750000000000
N
N
N
N
N
N
Nielsen Company (Luxembourg)
N/A
NLSN 5.5 10/01/21 144A
65410CAA8
1755000
PA
USD
1765530
0.4571771613
Long
DBT
CORP
LU
Y
2
2021-10-01
Fixed
5.500000000000
N
N
N
N
N
N
Crown Americas LLC / Crown Americas Capital Corp. IV
RPPGGRL1J75WGF2DFO04
CCK 4.5 01/15/23
228189AB2
450000
PA
USD
474183
0.1227878529
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
4.500000000000
N
N
N
N
N
N
NCR Corporation
549300YKTY8JX1DV2R67
NCR 6.375 12/15/23
62886EAS7
1100000
PA
USD
1129793.5
0.2925556548
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
6.375000000000
N
N
N
N
N
N
PBF Logistics and PBF Logistics Finance Corp
529900XB9LDTN4488F04
PBFX 6.875 05/15/23
69318UAB1
250000
PA
USD
258122.5
0.0668398225
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
6.875000000000
N
N
N
N
N
N
Gamestop Corp
549300505KLOET039L77
GME 6.75 03/15/21 144A
36467WAB5
300000
PA
USD
295500
0.0765185815
Long
DBT
CORP
US
Y
2
2021-03-15
Fixed
6.750000000000
N
N
N
N
N
N
AMC Networks Inc
549300VGG9K75226LR46
AMCX 5 04/01/24
00164VAD5
1500000
PA
USD
1533750
0.3971586273
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
5.000000000000
N
N
N
N
N
N
Dell International L.L.C. and EMC Corporation
N/A
DELL 7.125 06/15/24 144A
25272KAW3
1250000
PA
USD
1320312.5
0.3418898126
Long
DBT
CORP
US
Y
2
2024-06-15
Fixed
7.125000000000
N
N
N
N
N
N
Apx Group, Inc.
549300OMQVKPRU98OE64
APXSEC 7.875 12/01/22
00213MAK0
1400000
PA
USD
1415740.9
0.3666006275
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
7.875000000000
N
N
N
N
N
N
Amerigas Partners, L.P./Amerigas Finance Corp.
H36E1IF6YS0OBMHM6168
APU 5.5 05/20/25
030981AK0
1250000
PA
USD
1353112.5
0.3503832457
Long
DBT
CORP
US
N
2
2025-05-20
Fixed
5.500000000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
F 2.681 01/09/20
345397YE7
1735000
PA
USD
1735141.42
0.4493081561
Long
DBT
CORP
US
N
2
2020-01-09
Fixed
2.681000000000
N
N
N
N
N
N
1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.
549300RHSHNRWI5LLA86
BCULC 4.25 05/15/24 144A
68245XAC3
1000000
PA
USD
1027085
0.2659596862
Long
DBT
CORP
CA
Y
2
2024-05-15
Fixed
4.250000000000
N
N
N
N
N
N
John Deere Capital Corporation
E0KSF7PFQ210NWI8Z391
DE F 09/08/22 mTN
24422ETU3
250000
PA
USD
251301.12
0.0650734526
Long
DBT
CORP
US
N
2
2022-09-08
Floating
2.365000000000
N
N
N
N
N
N
XPO Logistics, Inc.
54930096DB9LCLPN7H13
XPO 6.75 08/15/24 144A
983793AG5
500000
PA
USD
544217.5
0.1409230156
Long
DBT
CORP
US
Y
2
2024-08-15
Fixed
6.750000000000
N
N
N
N
N
N
NEWMARK GROUP INC
N/A
NMRK 6.125 11/15/23
65158NAB8
500000
PA
USD
551741.73
0.1428713859
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
6.125000000000
N
N
N
N
N
N
Apx Group, Inc.
549300OMQVKPRU98OE64
APXSEC 8.5 11/01/24 144A
00213MAT1
1500000
PA
USD
1549372.5
0.4012040132
Long
DBT
CORP
US
Y
2
2024-11-01
Fixed
8.500000000000
N
N
N
N
N
N
The Ryland Group, Inc.
N/A
CAA 6.625 05/01/20
783764AP8
1250000
PA
USD
1260937.5
0.3265148861
Long
DBT
CORP
US
N
2
2020-05-01
Fixed
6.625000000000
N
N
N
N
N
N
CCO Holdings, LLC/ CCO Holdings Capital Corp.
N/A
CHTR 5.25 09/30/22
1248EPAY9
1500000
PA
USD
1519545
0.3934802975
Long
DBT
CORP
US
N
2
2022-09-30
Fixed
5.250000000000
N
N
N
N
N
N
Iron Mountain Incorporated
SQL3F6CKNNBM3SQGHX24
IRM 6 08/15/23
46284PAQ7
1500000
PA
USD
1535002.5
0.3974829573
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
6.000000000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
TMUS 6.5 01/15/24
87264AAJ4
2500000
PA
USD
2578150
0.6676019657
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
6.500000000000
N
N
N
N
N
N
Fly Leasing Limited
549300LI58A0MHGHTZ98
FLY 6.375 10/15/21
34407DAB5
1500000
PA
USD
1530937.5
0.3964303413
Long
DBT
CORP
BM
N
2
2021-10-15
Fixed
6.375000000000
N
N
N
N
N
N
Realogy Group LLC/Realogy Co-Issuer Corp
LF6PBYTYG3BDVEF4FI12
RLGY 5.25 12/01/21 144A
75606DAC5
2675000
PA
USD
2707768.75
0.7011662394
Long
DBT
CORP
US
Y
2
2021-12-01
Fixed
5.250000000000
N
N
N
N
N
N
Dell International L.L.C. and EMC Corporation
N/A
DELL 5.875 06/15/21 144A
25272KAU7
330000
PA
USD
335570.4
0.0868946565
Long
DBT
CORP
US
Y
2
2021-06-15
Fixed
5.875000000000
N
N
N
N
N
N
Amerigas Partners, L.P./Amerigas Finance Corp.
H36E1IF6YS0OBMHM6168
APU 5.625 05/20/24
030981AH7
750000
PA
USD
811867.5
0.2102299474
Long
DBT
CORP
US
N
2
2024-05-20
Fixed
5.625000000000
N
N
N
N
N
N
Allison Transmission Inc.
MWKQ3I0U1GXP2YDSZW75
ALSN 5 10/01/24 144A
019736AD9
500000
PA
USD
513120
0.1328704384
Long
DBT
CORP
US
Y
2
2024-10-01
Fixed
5.000000000000
N
N
N
N
N
N
CNH Industrial Capital LLC
549300PNSJ5B81UMVO28
CNHI 4.375 04/05/22
12592BAH7
1000000
PA
USD
1046752
0.2710523797
Long
DBT
CORP
US
N
2
2022-04-05
Fixed
4.375000000000
N
N
N
N
N
N
Starwood Property Trust, Inc.
BUGSFQZERKRBFWIG5267
STWD 3.625 02/01/21
85571BAP0
1250000
PA
USD
1261437.5
0.3266443592
Long
DBT
CORP
US
N
2
2021-02-01
Fixed
3.625000000000
N
N
N
N
N
N
Bristol-Myers Squibb Company
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Company CONTNGNT VAL RT
110122157
52140
NS
USD
156941.4
0.0406393682
Long
EC
CORP
US
N
2
N
N
N
ISHARES TRUST
5493000860OXIC4B5K91
ISHARES TRUST RUSSELL 2000 ETF
464287655
-3033
NS
USD
-502477.11
-0.1301145032
Short
EC
RF
US
N
1
N
N
N
Spdr S&P 500 Etf Trust
549300NZAMSJ8FXPQQ63
Spdr S&P 500 Etf Trust TR UNIT
78462F103
-15757
NS
USD
-5071548.02
-1.3132577341
Short
EC
RF
US
N
1
N
N
N
Select Sector Spdr
5493008JJKIPMEX3CO91
Select Sector Spdr SBI HEALTHCARE
81369Y209
-8840
NS
USD
-900442.4
-0.2331660750
Short
EC
RF
US
N
1
N
N
N
Select Sector Spdr
5493008JJKIPMEX3CO91
Select Sector Spdr SBI CONS STPLS
81369Y308
-22610
NS
USD
-1423977.8
-0.3687335409
Short
EC
RF
US
N
1
N
N
N
Select Sector Spdr
5493008JJKIPMEX3CO91
Select Sector Spdr ENERGY
81369Y506
-6058
NS
USD
-363722.32
-0.0941844872
Short
EC
RF
US
N
1
N
N
N
Select Sector Spdr
5493008JJKIPMEX3CO91
Select Sector Spdr SBI INT-INDS
81369Y704
-22948
NS
USD
-1869573.56
-0.4841188386
Short
EC
RF
US
N
1
N
N
N
Altaba Inc
549300ZJC0V1K2ZCKG85
Altaba Inc COM
021346101
67544
NS
USD
1325888.72
0.3433337532
Long
EC
RF
US
N
3
N
N
N
Spdr Series Trust
5493004JVD6CQEEJSS37
Spdr Series Trust S&P REGL BKG
78464A698
27338
NS
USD
1592438.5
0.4123557872
Long
EC
RF
US
N
1
N
N
N
Alder Biopharmaceuticals Inc
529900946SFXHRCYLD85
Alder Biopharmaceuticals Inc SHS
014CVR013
3505
NS
USD
7010
0.0018152124
Long
EC
CORP
US
N
3
N
N
N
Guidestone Fds
5493004CCGXMXJDWX424
Guidestone Fds MONEY MKT INSTL
40171W793
28557730.67
NS
USD
28557730.67
7.3949138456
Long
STIV
RF
US
N
1
N
N
N
DISH DBS Corporation
N/A
DISH 5.125 05/01/20
25470XAQ8
2000000
PA
USD
2014880
0.5217453789
Long
DBT
CORP
US
N
2
2020-05-01
Fixed
5.125000000000
N
N
N
N
N
N
Owens Brockway Glass Container Inc.
V2UQUCDZJ9WY98W8QU33
OI 5 01/15/22 144A
690872AA4
500000
PA
USD
519885
0.1346222089
Long
DBT
CORP
US
Y
2
2022-01-15
Fixed
5.000000000000
N
N
N
N
N
N
Level 3 Financing, Inc.
N/A
LVLT 5.375 08/15/22
527298BD4
210000
PA
USD
210829.5
0.0545934832
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.375000000000
N
N
N
N
N
N
Fresenius US Finance II, Inc.
TRJSJR7WPAPZ2OYFQZ47
FREGR 4.5 01/15/23 144A
35804GAK4
1000000
PA
USD
1054232.19
0.2729893460
Long
DBT
CORP
US
Y
2
2023-01-15
Fixed
4.500000000000
N
N
N
N
N
N
Lennar Corporation
529900G61XVRLX5TJX09
LEN 4.75 04/01/21
526057BX1
1000000
PA
USD
1024320
0.2652437001
Long
DBT
CORP
US
N
2
2021-04-01
Fixed
4.750000000000
N
N
N
N
N
N
Park Aerospace Holdings Limited
635400CPI3EOIFF6OC33
AVOL 5.25 08/15/22 144A
70014LAA8
1000000
PA
USD
1068212
0.2766093637
Long
DBT
CORP
KY
Y
2
2022-08-15
Fixed
5.250000000000
N
N
N
N
N
N
KAR Auction Servic
5493004HKD20LBSG7D03
KAR 5.125 06/01/25 144A
48238TAA7
500000
PA
USD
521042.5
0.1349219391
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
5.125000000000
N
N
N
N
N
N
Sunoco LP / Sunoco Finance Corp
54930001NJU8E40NQ561
SUN 4.875 01/15/23
86765LAJ6
1000000
PA
USD
1025435
0.2655324251
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
4.875000000000
N
N
N
N
N
N
Global Aircraft Leasing Co Ltd
N/A
GALCLD 6.5 09/15/24 144A
37960JAA6
1500000
PA
USD
1568925
0.4062670574
Long
DBT
CORP
KY
Y
2
2024-09-15
Fixed
6.500000000000
N
N
Y
N
N
N
AMC Networks Inc
549300VGG9K75226LR46
AMCX 4.75 12/15/22
00164VAC7
500000
PA
USD
505265
0.1308364165
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
4.750000000000
N
N
N
N
N
N
Penske Automotive Group, Inc.
549300W7UTQ0M4C7LB15
PAG 5.75 10/01/22
70959WAE3
2250000
PA
USD
2286546.75
0.5920924325
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
5.750000000000
N
N
N
N
N
N
Penske Automotive Group, Inc.
549300W7UTQ0M4C7LB15
PAG 5.375 12/01/24
70959WAF0
400000
PA
USD
412666
0.1068582638
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
5.375000000000
N
N
N
N
N
N
SBA Communications Corporation
5299001HX8ZN8Y8QIT49
SBAC 4.875 07/15/22
78388JAT3
1500000
PA
USD
1521420
0.3939658215
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
4.875000000000
N
N
N
N
N
N
Group 1 Automotive, Inc.
549300US8QAZJLWYAF63
GPI 5 06/01/22
398905AK5
1000000
PA
USD
1016243
0.2631521922
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
5.000000000000
N
N
N
N
N
N
Guidestone Fds
5493004CCGXMXJDWX424
Guidestone Fds MONEY MKT INSTL
40171W793
14465136.96
NS
USD
14465136.96
3.7456912393
Long
STIV
RF
US
N
1
N
N
N
Bausch Health Companies Inc
B3BS7ACMDUWISF18KY76
BHCCN 7 03/15/24 144A
91911KAK8
2500000
PA
USD
2605212.5
0.6746096953
Long
DBT
CORP
CA
Y
2
2024-03-15
Fixed
7.000000000000
N
N
N
N
N
N
The AES Corporation
2NUNNB7D43COUIRE5295
AES 4.5 03/15/23
00130HCA1
500000
PA
USD
513542.5
0.1329798431
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.500000000000
N
N
N
N
N
N
Credit Acceptance Corporation of Michigan
N/A
CACC 5.125 12/31/24
225310AN1
250000
PA
USD
260240
0.0673881409
Long
DBT
CORP
US
Y
2
2024-12-31
Fixed
5.125000000000
N
N
N
N
N
N
CIT Group, Inc.
N8O96ZZJQRFYQUJY7K79
CIT 5 08/15/22
125581GQ5
500000
PA
USD
531246.5
0.1375642254
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.000000000000
N
N
N
N
N
N
Reynolds Group Issuer LLC.
N/A
REYNOL 5.75 10/15/20
761735AP4
484553.86
PA
USD
485765.24
0.1257870291
Long
DBT
CORP
US
N
2
2020-10-15
Fixed
5.750000000000
N
N
N
N
N
N
Lamar Media Corp.
N/A
LAMR 5 05/01/23
513075BE0
1000000
PA
USD
1019990
0.2641224634
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
5.000000000000
N
N
N
N
N
N
Berry Plastics Corporation
549300AP2Q7ERHX6RI89
BERY 5.5 05/15/22
085790AX1
542000
PA
USD
549448.71
0.1422776172
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
5.500000000000
N
N
N
N
N
N
Central Garden & Pet Company
5493004DVZLD37DJ0H83
CENT 6.125 11/15/23
153527AL0
300000
PA
USD
310624.5
0.0804350122
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
6.125000000000
N
N
N
N
N
N
Asurion
N/A
Asurion Second-lien Term Loan 600 2025-07-08
04649VAU4
3000000
PA
USD
3043875
0.7881996522
Long
LON
CORP
US
N
2
2025-07-08
Floating
7.300000000000
N
N
N
N
N
N
CFX Escrow Corp
635400OP2DYYYMOIYL17
CFX 6 02/15/24 144A
15723RAA2
500000
PA
USD
532292.5
0.1378350830
Long
DBT
CORP
US
Y
2
2024-02-15
Fixed
6.000000000000
N
N
N
N
N
N
Wolverine Escrow LLC
N/A
WAIR 8.5 11/15/24 144A
97789LAC0
1000000
PA
USD
1037085
0.2685491475
Long
DBT
CORP
US
Y
2
2024-11-15
Fixed
8.500000000000
N
N
N
N
N
N
Enterprise Products Operating LP
5493004LGN656HWLDA30
EPD 5.25 01/31/20
29379VAF0
1110000
PA
USD
1112534.79
0.2880865786
Long
DBT
CORP
US
N
2
2020-01-31
Fixed
5.250000000000
N
N
N
N
N
N
General Electric Company
3C7474T6CDKPR9K6YT90
GE 5.5 01/08/20 GMTN
36962G4J0
545000
PA
USD
545198.9
0.1411771454
Long
DBT
CORP
US
N
2
2020-01-08
Fixed
5.500000000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPM F 01/15/23
48128BAC5
1450000
PA
USD
1466196.81
0.3796659901
Long
DBT
CORP
US
N
2
2023-01-15
Floating
3.000880000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
T F 07/15/21
00206RDV1
1400000
PA
USD
1413685.4
0.3660683637
Long
DBT
CORP
US
N
2
2021-07-15
Floating
2.950880000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
C F 10/27/22 *
172967LR0
420000
PA
USD
423438.18
0.1096476781
Long
DBT
CORP
US
N
2
2022-10-27
Floating
2.625630000000
N
N
N
N
N
N
Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
GS F 02/23/23
38141GWU4
1005000
PA
USD
1011254.12
0.2618603411
Long
DBT
CORP
US
N
2
2023-02-23
Floating
2.659500000000
N
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
DAIGR F 02/22/21 144A
233851DC5
1250000
PA
USD
1250780.18
0.3238846874
Long
DBT
CORP
US
Y
2
2021-02-22
Floating
2.348750000000
N
N
N
N
N
N
Evergreen Credit Card Trust
5493002G9KVV6J3CNU15
EVGRN 2019-1 A
30023JAY4
1080000
PA
USD
1083034.8
0.2804476704
Long
ABS-O
CORP
CA
Y
2
2023-01-17
Floating
N/A
N
N
N
N
N
N
CAPITAL ONE PRIME AUTO RECEIVABLES TRUST
N/A
COPAR 2019-1 A2
14042WAB6
1085251.99
PA
USD
1089815.15
0.2822034158
Long
ABS-O
CORP
US
N
2
2022-04-15
Fixed
2.580000000000
N
N
N
N
N
N
John Deere Capital Corporation
E0KSF7PFQ210NWI8Z391
DE F 06/07/21 MTN
24422EUW7
355000
PA
USD
356341.49
0.0922732499
Long
DBT
CORP
US
N
2
2021-06-07
Floating
2.285000000000
N
N
N
N
N
N
United States Treasury Bills
254900HROIFWPRGM1V77
B 0 07/16/20
912796SZ3
15374000
PA
USD
15245829.96
3.9478486705
Long
DBT
UST
US
N
2
2020-07-16
None
N/A
N
N
N
N
N
N
U.S. Bank National Association
6BYL5QZYBDK8S7L73M02
USB F 12/09/22
90331HPG2
1100000
PA
USD
1102260.76
0.2854261583
Long
DBT
CORP
US
N
2
2022-12-09
Floating
2.285000000000
N
N
N
N
N
N
United States Treasury Bills
254900HROIFWPRGM1V77
B 0 12/03/20
912796TU3
10718000
PA
USD
10570082.06
2.7370818458
Long
DBT
UST
US
N
2
2020-12-03
None
N/A
N
N
N
N
N
N
Chase Issuance Trust
5493008SHVCX2Y068L12
CHAIT 2016-A3 A3
161571HD9
500000
PA
USD
503220.53
0.1303070089
Long
ABS-O
CORP
US
N
2
2023-06-15
Floating
2.315379500000
N
N
N
N
N
N
Citibank Credit Card Issuance Trust
R8AG6FXVDQAMDKCSJJ64
CCCIT 2016-A3 A3
17305EFY6
1125000
PA
USD
1132091.61
0.2931507415
Long
ABS-O
CORP
US
N
2
2023-12-07
Floating
2.259880000000
N
N
N
N
N
N
United States Treasury Notes
254900HROIFWPRGM1V77
TF 0 01/31/20
9128283T5
2500000
PA
USD
2499940.25
0.6473498536
Long
DBT
UST
US
N
2
2020-01-31
Floating
1.520000000000
N
N
N
N
N
N
United Health Group Incorporated
549300GHBMY8T5GXDE41
UNH F 06/15/21
91324PDG4
1000000
PA
USD
1001499.46
0.2593344096
Long
DBT
CORP
US
N
2
2021-06-15
Floating
2.153630000000
N
N
N
N
N
N
BMW US Capital, LLC
KK5MZM9DIXLXZL9DZL15
BMW F 08/13/21 144A
05565EBD6
500000
PA
USD
501410.17
0.1298382232
Long
DBT
CORP
US
Y
2
2021-08-13
Floating
2.404630000000
N
N
N
N
N
N
Florida Power & Light Company
A89MY1K3YLIGJMYWVX50
NEE F 05/06/22
341081FW2
900000
PA
USD
900036.51
0.2330609713
Long
DBT
CORP
US
N
2
2022-05-06
Floating
2.308250000000
N
N
N
N
N
N
BP Capital Markets plc
549300CRVT18MXX0AG93
BPLN F 11/24/20
05565QDT2
905000
PA
USD
906428.83
0.2347162379
Long
DBT
CORP
GB
N
2
2020-11-24
Floating
2.159500000000
N
N
N
N
N
N
Cigna Corporation
549300VIWYMSIGT1U456
CI F 09/17/21 WI
125523AB6
700000
PA
USD
700042.71
0.1812733508
Long
DBT
CORP
US
N
2
2021-09-17
Floating
2.549630000000
N
N
N
N
N
N
General Electric Company
3C7474T6CDKPR9K6YT90
GE F 04/15/20 NOTZ
36966THX3
139000
PA
USD
139183.75
0.0360410935
Long
DBT
CORP
US
N
2
2020-04-15
Floating
2.800880000000
N
N
N
N
N
N
American Honda Finance Corporation
B6Q2VFHD1797Q7NZ3E43
HNDA F 11/05/21 MTN
02665WBW0
1379000
PA
USD
1381525.27
0.3577406225
Long
DBT
CORP
US
N
2
2021-11-05
Floating
2.240500000000
N
N
N
N
N
N
VERIZON OWNER TRUST
N/A
VZOT 2019-B A1B
92349GAB7
525000
PA
USD
526637.9
0.1363708462
Long
ABS-O
CORP
US
N
2
2023-12-20
Floating
2.173630000000
N
N
N
N
N
N
USAA AUTO OWNER TRUST
N/A
USAOT 2019-1 A2
90290EAB5
500000
PA
USD
500824
0.1296864367
Long
ABS-O
CORP
US
N
2
2022-02-15
Fixed
2.260000000000
N
N
N
N
N
N
Connect Finco SARL/Connect US Finco LLC
2594001KNYIQ456J2792
ISATLN 6.75 10/01/26 144A
20752TAA2
2000000
PA
USD
2132500
0.5522026227
Long
DBT
CORP
LU
Y
2
2026-10-01
Fixed
6.750000000000
N
N
N
N
N
N
DBUBS 2011-LC1 MTG TR
N/A
DBUBS 2011-LC1A A3
233050AC7
279541.607
PA
USD
283732.77
0.0734715028
Long
ABS-O
CORP
US
Y
2
2046-11-13
Fixed
5.002000000000
N
N
N
N
N
N
Univision Commmunications Inc.
549300YQDE2JSGTL8V47
UVN 6.75 09/15/22 144A
914906AP7
400000
PA
USD
407124.8
0.1054233915
Long
DBT
CORP
US
Y
2
2022-09-15
Fixed
6.750000000000
N
N
N
N
N
N
National Australia Bank Limited
F8SB4JFBSYQFRQEH3Z21
NAB F 07/12/21 144A
6325C0DF5
1000000
PA
USD
1012393.57
0.2621553972
Long
DBT
CORP
AU
Y
2
2021-07-12
Floating
2.986130000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
C F 04/25/22 _
172967LH2
1080000
PA
USD
1094545.38
0.2834282905
Long
DBT
CORP
US
N
2
2022-04-25
Floating
2.899630000000
N
N
N
N
N
N
GlaxoSmithKline Capital plc
549300U0LV41VX7LEP38
GSK F 05/14/21
377373AF2
580000
PA
USD
581269.48
0.1505174825
Long
DBT
CORP
GB
N
2
2021-05-14
Floating
2.259250000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BAC F 06/25/22 MTN
06051GHJ1
505000
PA
USD
507854.56
0.1315069730
Long
DBT
CORP
US
N
2
2022-06-25
Floating
2.596630000000
N
N
N
N
N
N
APx Group/Vivint
N/A
APx Group/Vivint Term Loan B 500 2024-01-23
00213NAD4
990000
PA
USD
992781.9
0.2570770312
Long
LON
CORP
US
N
2
2024-01-23
Floating
7.340000000000
N
N
N
N
N
N
BMW US Capital, LLC
KK5MZM9DIXLXZL9DZL15
BMW F 08/14/20 144A
05565EBB0
800000
PA
USD
801107.49
0.2074436844
Long
DBT
CORP
US
Y
2
2020-08-14
Floating
2.279250000000
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
OXY F 08/13/21
674599CV5
980000
PA
USD
985293.17
0.2551378535
Long
DBT
CORP
US
N
2
2021-08-13
Floating
3.154630000000
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST
N/A
NSLT 2019-7A A1
64034WAA3
600000
PA
USD
600320.46
0.1554506600
Long
ABS-O
CORP
US
Y
2
2068-01-25
Floating
N/A
N
N
N
N
N
N
United States Treasury Notes
254900HROIFWPRGM1V77
T 2 11/30/20
912828A42
14434000
PA
USD
14482207.32
3.7501115429
Long
DBT
UST
US
N
2
2020-11-30
Fixed
2.000000000000
N
N
N
N
N
N
UBS Commercial Mor
N/A
UBSCM 2012-C1 AAB
90269GAD3
720491.51
PA
USD
724751.78
0.1876716688
Long
ABS-O
CORP
US
N
2
2045-05-12
Fixed
3.002000000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BAC F 01/20/23 MTN
06051GGH6
830000
PA
USD
842380.48
0.2181311655
Long
DBT
CORP
US
N
2
2023-01-20
Floating
3.125880000000
N
N
N
N
N
N
Capital One, National Association
207ALC1P1YM0OVDV0K75
COF F 01/30/23 BKNT
14042RFJ5
800000
PA
USD
809279.39
0.2095597663
Long
DBT
CORP
US
N
2
2023-01-30
Floating
3.085500000000
N
N
N
N
N
N
Capital One Financial Corporation
ZUE8T73ROZOF6FLBAR73
COF F 03/09/22
14040HBM6
535000
PA
USD
540677.21
0.1400062712
Long
DBT
CORP
US
N
2
2022-03-09
Floating
2.835000000000
N
N
N
N
N
N
Chase Issuance Trust
5493008SHVCX2Y068L12
CHAIT 2017-A2 A
161571HK3
1125000
PA
USD
1129353.86
0.2924418117
Long
ABS-O
CORP
US
N
2
2024-03-15
Floating
2.165380300000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MS F 07/22/22
61744YAJ7
1490000
PA
USD
1504399.44
0.3895584133
Long
DBT
CORP
US
N
2
2022-07-22
Floating
2.883250000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS F 03/09/21
126650DD9
1000000
PA
USD
1006365.89
0.2605945528
Long
DBT
CORP
US
N
2
2021-03-09
Floating
2.605000000000
N
N
N
N
N
N
Dominion Energy Gas Holdings LLC
549300BFOD6TDMVV4O24
D F 06/15/21 A
257375AM7
985000
PA
USD
989114.65
0.2561274110
Long
DBT
CORP
US
N
2
2021-06-15
Floating
2.493630000000
N
N
N
N
N
N
Caterpillar Financial Services Corporation
EDBQKYOPJUCJKLOJDE72
CAT F 09/07/21 MTN
14913Q2P3
1250000
PA
USD
1250617.38
0.3238425310
Long
DBT
CORP
US
Y
2
2021-09-07
Floating
2.165000000000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
NYLIFE F 07/12/22 144A
64952WDJ9
815000
PA
USD
818452.14
0.2119350144
Long
DBT
CORP
US
Y
2
2022-07-12
Floating
2.426130000000
N
N
N
N
N
N
Honeywell International Inc.
ISRPG12PN4EIEOEMW547
HON F 08/08/22
438516BV7
535000
PA
USD
538163.08
0.1393552470
Long
DBT
CORP
US
N
2
2022-08-08
Floating
2.274250000000
N
N
N
N
N
N
NISSAN AUTO RECEIVABLES OWNER TRUST
N/A
NAROT 2019-C A2B
65479JAC7
470000
PA
USD
470464.24
0.1218248944
Long
ABS-O
CORP
US
N
2
2022-09-15
Floating
2.005380000000
N
N
N
N
N
N
Capital One Multi Asset Execution Trust
R42WS16M9R97TJJKGU15
COMET 2016-A7 A7
14041NFJ5
791000
PA
USD
796388.05
0.2062216037
Long
ABS-O
CORP
US
N
2
2024-09-16
Floating
2.431250000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
RY F 02/01/22 GMTN
78012KZD2
1000000
PA
USD
1010448.27
0.2616516693
Long
DBT
CORP
CA
N
2
2022-02-01
Floating
2.639130000000
N
N
N
N
N
N
NBCUniversal Enterprise Inc
N/A
CMCSA F 04/01/21
63946CAG3
1275000
PA
USD
1278494.07
0.3310610920
Long
DBT
CORP
US
Y
2
2021-04-01
Floating
2.498630000000
N
N
N
N
N
N
Navient Private Education Loan Trust
N/A
NAVSL 2017-A A1
63939XAA9
24917.63
PA
USD
24914.61
0.0064515418
Long
ABS-O
CORP
US
Y
2
2058-12-16
Floating
62.860645200000
N
N
N
N
N
N
Northern Inst Fds
549300Y178DO5JBR1S04
Northern Inst Fds GOVT PTFL
665278404
36734
NS
USD
36734
0.0095121271
Long
STIV
RF
US
N
1
N
N
N
Northern Inst Fds
549300Y178DO5JBR1S04
Northern Inst Fds GOVT PTFL
665278404
43748.89
NS
USD
43748.89
0.0113286058
Long
STIV
RF
US
N
1
N
N
N
Northern Inst Fds
549300Y178DO5JBR1S04
Northern Inst Fds GOVT PTFL
665278404
2593525.65
NS
USD
2593525.65
0.6715834308
Long
STIV
RF
US
N
1
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 4583 ST
3137BPDJ5
1444135.1
PA
USD
263070.87
0.0681211838
Long
ABS-O
USGSE
US
N
2
2046-05-15
Floating
4.234620000000
N
N
N
N
N
N
ABN AMRO Bank N.V.
BFXS5XCH7N0Y05NIXW11
ABNANV F 08/27/21 144A
00084DAS9
500000
PA
USD
502157
0.1300316119
Long
DBT
CORP
NL
Y
2
2021-08-27
Floating
2.488630000000
N
N
N
N
N
N
CARDS II Trust
549300GWPYLNK6X47W76
CARD2 2019-1A A
14161GBV1
370000
PA
USD
370972.43
0.0960618752
Long
ABS-O
CORP
CA
Y
2
2024-05-15
Floating
N/A
N
N
N
N
N
N
FORD CREDIT AUTO LEASE TRUST
N/A
FORDL 2019-B A2B
34528DAC7
500000
PA
USD
499940.08
0.1294575491
Long
ABS-O
CORP
US
N
2
2022-02-15
Floating
2.092892600000
N
N
N
N
N
N
Golden Credit Card Trust
549300BEDPMEONLTJX58
GCCT 2019-2A A
380881FA5
380000
PA
USD
379766.83
0.0983391510
Long
ABS-O
CORP
CA
Y
2
2023-10-16
Floating
N/A
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2016-109 IH
38380ABR7
286150.13
PA
USD
37211.29
0.0096357195
Long
ABS-O
USGA
US
N
2
2045-10-20
Fixed
4.000000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2019-128 IO
38382AES0
1292914.88
PA
USD
211580.48
0.0547879465
Long
ABS-O
USGA
US
N
2
2049-10-20
Fixed
4.000000000000
N
N
N
N
N
N
Duke Energy Florida, LLC
7MOHLM3DKE63RX2ZCN83
DUK F 11/26/21 A
26444HAG6
350000
PA
USD
350325.26
0.0907153704
Long
DBT
CORP
US
N
2
2021-11-26
Floating
2.167250000000
N
N
N
N
N
N
Guidestone Fds
5493004CCGXMXJDWX424
Guidestone Fds MONEY MKT INSTL
40171W793
400484.09
NS
USD
400484.09
0.1037038053
Long
STIV
RF
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2019-110 SD
38381YXM1
787755.49
PA
USD
119630.48
0.0309778499
Long
ABS-O
USGA
US
N
2
2049-09-20
Floating
4.376370000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 4468 SY
3137BJMU4
585841.72
PA
USD
102905.5
0.0266469810
Long
ABS-O
USGSE
US
N
2
2045-05-15
Floating
4.334620000000
N
N
N
N
N
N
Guidestone Fds
5493004CCGXMXJDWX424
Guidestone Fds MONEY MKT INSTL
40171W793
4731035.6
NS
USD
4731035.6
1.2250833607
Long
STIV
RF
US
N
1
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BAC F 10/21/22 MTN
06051GFY0
170000
PA
USD
172529.36
0.0446758101
Long
DBT
CORP
US
N
2
2022-10-21
Floating
3.145880000000
N
N
N
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
WFC F 01/24/23
949746SL6
1400000
PA
USD
1418866.34
0.3674099481
Long
DBT
CORP
US
N
2
2023-01-24
Floating
3.046000000000
N
N
N
N
N
N
VERIZON OWNER TRUST
5493002I20BBOB4UPY82
VZOT 2017-3A A1A
92348RAA6
471208.87
PA
USD
471953
0.1222104030
Long
ABS-O
CORP
US
Y
2
2022-04-20
Fixed
2.060000000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
T F 02/15/23
00206RFY3
40000
PA
USD
40346.97
0.0104476917
Long
DBT
CORP
US
N
2
2023-02-15
Floating
2.799250000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST
N/A
FORDO 2019-A A2A
34533FAB7
384272.45
PA
USD
385617.23
0.0998540895
Long
ABS-O
CORP
US
N
2
2022-02-15
Fixed
2.780000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2012-115 DS
3136A9BU1
654039.4
PA
USD
113338.06
0.0293484520
Long
ABS-O
USGSE
US
N
2
2042-10-25
Floating
4.392000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 4936 ES
3137FQJA2
1048458.36
PA
USD
196192.51
0.0508032912
Long
ABS-O
USGSE
US
N
2
2049-12-25
Floating
4.230120000000
N
N
N
N
N
N
Mexico (United Mexican States)
254900EGTWEU67VP6075
MBONO 8.5 11/18/38 M 30
P6625CAM0
2135500
PA
128872.05
0.0333709186
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.500000000000
N
N
N
N
N
N
Russian Federation
5493004EHVGF71PDBU58
RFLB 7.25 05/10/34 6225
X5424XBV9
11660000
PA
202611.08
0.0524653551
Long
DBT
NUSS
RU
N
2
2034-05-10
Fixed
7.250000000000
N
N
N
N
N
N
VERIZON OWNER TRUST
549300AUOVO1I366IH69
VZOT 2019-A A1B
92347YAB0
605000
PA
USD
605464.04
0.1567825702
Long
ABS-O
CORP
US
N
2
2023-09-20
Floating
2.053630000000
N
N
N
N
N
N
United States Treasury Bills
254900HROIFWPRGM1V77
B 0 04/23/20
912796SM2
15408000
PA
USD
15334765.78
3.9708782569
Long
DBT
UST
US
N
2
2020-04-23
None
N/A
N
N
N
N
N
N
Bristol-Myers Squibb Company
HLYYNH7UQUORYSJQCN42
BMY F 05/16/22 144A
110122CF3
1000000
PA
USD
1003555.52
0.2598668184
Long
DBT
CORP
US
Y
2
2022-05-16
Floating
2.284130000000
N
N
N
N
N
N
United States Treasury Bills
254900HROIFWPRGM1V77
B 0 10/08/20
912796TN9
15377000
PA
USD
15196704.68
3.9351278694
Long
DBT
UST
US
N
2
2020-10-08
None
N/A
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2019-129 AI
38381Y7J7
1093662.73
PA
USD
195061.53
0.0505104284
Long
ABS-O
USGA
US
N
2
2049-10-20
Fixed
3.500000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNMA-30YR
01F030611
4000000
PA
USD
4057187.5
1.0505930028
Long
ABS-MBS
USGSE
US
N
2
2050-01-15
Fixed
3.000000000000
N
N
N
N
N
N
American Express Credit Account Master Trust
549300Y4SA5G3GIJTP18
AMXCA 2017-2 A
02587AAL8
1165000
PA
USD
1171158.95
0.3032670780
Long
ABS-O
CORP
US
N
2
2024-09-16
Floating
2.215380000000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
VZ F 03/16/22
92343VDX9
1400000
PA
USD
1423842.49
0.3686985029
Long
DBT
CORP
US
N
2
2022-03-16
Floating
2.893630000000
N
N
N
N
N
N
KGA ESCROW LLC
N/A
KGAUTO 7.5 08/15/23 144A
49377PAA4
1500000
PA
USD
1590622.5
0.4118855411
Long
DBT
CORP
US
Y
2
2023-08-15
Fixed
7.500000000000
N
N
N
N
N
N
Toyota Motor Credit Corporation
Z2VZBHUMB7PWWJ63I008
TOYOTA F 01/08/21
89236TFR1
1350000
PA
USD
1355819
0.3510840834
Long
DBT
CORP
US
N
2
2021-01-08
Floating
2.567000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2010-101 S
38377DKS4
294619.29
PA
USD
53025.99
0.0137308749
Long
ABS-O
USGA
US
N
2
2040-08-20
Floating
4.276370000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 405 S5
3136FGV87
630634.16
PA
USD
88160.76
0.0228288876
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
N/A
N
N
N
N
N
N
FHLMC Pc Prepay Prm 30
S6XOOCT0IEG5ABCC6L87
FHR 4286 SN
3137B6V32
349322.51
PA
USD
48869.71
0.0126546223
Long
ABS-O
USGSE
US
N
2
2043-12-15
Floating
4.234620000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2015-110 MS
38379MTQ7
2407781.78
PA
USD
369720.19
0.0957376125
Long
ABS-O
USGA
US
N
2
2045-08-20
Floating
3.986370000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 4320 SD
3137B8QW0
1686827.44
PA
USD
283063.22
0.0732981254
Long
ABS-O
USGSE
US
N
2
2039-07-15
Floating
4.334620000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 4792 SA
3137F5BA6
1671183.37
PA
USD
219605.53
0.0568660022
Long
ABS-O
USGSE
US
N
2
2048-05-15
Floating
4.434620000000
N
N
N
N
N
N
Navient Student Ln Tr 2019-1
N/A
NAVSL 2019-1A A1
63940XAA6
344531.77
PA
USD
344536.13
0.0892162976
Long
ABS-O
CORP
US
Y
2
2067-12-27
Floating
3.924523200000
N
N
N
N
N
N
Clear Channel Worldwide Holdings Inc.
N/A
CCO 9.25 02/15/24 144A
18451QAN8
638000
PA
USD
707915.23
0.1833119094
Long
DBT
CORP
US
Y
2
2024-02-15
Fixed
9.250000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2019-110 SE
38381YXT6
870024.91
PA
USD
124309.55
0.0321894769
Long
ABS-O
USGA
US
N
2
2049-09-20
Floating
4.376370000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 4936 PS
3137FQHS5
500000
PA
USD
97963.6
0.0253672951
Long
ABS-O
USGSE
US
N
2
2049-12-25
Floating
4.230120000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust 2019-B
N/A
FORDO 2019-B A2B
34532DAC1
343096.39
PA
USD
343212.43
0.0888735306
Long
ABS-O
CORP
US
N
2
2022-02-15
Floating
2.153500000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX F 09/09/21
55336VBG4
925000
PA
USD
927925.7
0.2402827692
Long
DBT
CORP
US
N
2
2021-09-09
Floating
2.785000000000
N
N
N
N
N
N
Mexico (United Mexican States)
254900EGTWEU67VP6075
MBONO 7.5 06/03/27 M 20
P4R086AF1
4131600
PA
227154.42
0.0588207580
Long
DBT
NUSS
MX
N
2
2027-06-03
Fixed
7.500000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 4248 S
3137B4VS2
588241.94
PA
USD
90469.76
0.0234267943
Long
ABS-O
USGSE
US
N
2
2043-09-15
Floating
4.234620000000
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2019-4A A1
63941WAA7
562399.31
PA
USD
561696.85
0.1454492257
Long
ABS-O
CORP
US
Y
2
2068-07-25
Floating
N/A
N
N
N
N
N
N
Northern Inst Fds
549300Y178DO5JBR1S04
Northern Inst Fds GOVT PTFL
665278404
59678727.95
NS
USD
59678727.95
15.4535756606
Long
STIV
RF
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2018-38 SG
3136B1T38
824026.89
PA
USD
124529.58
0.0322464528
Long
ABS-O
USGSE
US
N
2
2048-06-25
Floating
4.492000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2018-72 IB
38380WG86
1260234.06
PA
USD
196323.67
0.0508372546
Long
ABS-O
USGA
US
N
2
2046-04-20
Fixed
4.000000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2016-69 BS
3136ATA61
760282.82
PA
USD
119434.01
0.0309269747
Long
ABS-O
USGSE
US
N
2
2046-10-25
Floating
4.392000000000
N
N
N
N
N
N
Russian Federation
5493004EHVGF71PDBU58
RFLB 7.65 04/10/30 6228
X5424XCH9
106610000
PA
1897195.51
0.4912714356
Long
DBT
NUSS
RU
N
2
2030-04-10
Fixed
7.650000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2018-8 SA
3136B0WA0
713455.67
PA
USD
106759.4
0.0276449335
Long
ABS-O
USGSE
US
N
2
2048-02-25
Floating
4.442000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2015-34 LS
3136AN2A4
895156.15
PA
USD
170779.64
0.0442227269
Long
ABS-O
USGSE
US
N
2
2045-06-25
Floating
4.392000000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GNR 2010-85 SN
38374YSU8
243112.43
PA
USD
45532.65
0.0117905035
Long
ABS-O
USGA
US
N
2
2040-07-20
Floating
4.216370000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2015-57 AS
38379LKS4
1455464.18
PA
USD
207038.25
0.0536117537
Long
ABS-O
USGA
US
N
2
2045-04-20
Floating
3.876370000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2015-110 SE
38379MTL8
334372.63
PA
USD
50589.12
0.0130998569
Long
ABS-O
USGA
US
N
2
2045-08-20
Floating
3.976370000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2019-98 SC
38381YEC4
1287567.18
PA
USD
209598.23
0.0542746506
Long
ABS-O
USGA
US
N
2
2049-08-20
Floating
4.326370000000
N
N
N
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - AUD
000000000
-34148950.4
NC
USD
1298357.4
0.3362046244
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-34148950.4
USD
50483713
AUD
2020-01-22
1298357.4
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - AUD
000000000
-1162370.55
NC
USD
35665.95
0.0092355597
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-1162370.55
USD
1706232
AUD
2020-01-22
35665.95
N
N
N
ROYAL BANK OF CANADA LONDON
213800ODGVRDOVDV4N89
CURRENCY CONTRACT - AUD
000000000
-611306.75
NC
USD
13077.49
0.0033863654
N/A
DFE
CORP
XX
N
2
ROYAL BANK OF CANADA LONDON
213800ODGVRDOVDV4N89
-611306.75
USD
889242
AUD
2020-01-22
13077.49
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - AUD
000000000
-3428209.54
NC
USD
47018.38
0.0121752276
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-3428209.54
USD
4949386
AUD
2020-01-22
47018.38
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - AUD
000000000
-792708.5
NC
USD
24983.47
0.0064693729
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-792708.5
USD
1164549
AUD
2020-01-22
24983.47
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - AUD
000000000
-2030787.82
NC
USD
66437.49
0.0172037309
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-2030787.82
USD
2986848
AUD
2020-01-22
66437.49
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - AUD
000000000
-1943499.45
NC
USD
43070.7
0.0111529911
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-1943499.45
USD
2829254
AUD
2020-01-22
43070.7
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - AUD
000000000
-2880506
NC
USD
62936.26
0.0162971010
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-2880506
USD
4192022
AUD
2020-01-22
62936.26
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - AUD
000000000
-225788.25
NC
USD
4626.68
0.0011980609
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-225788.25
USD
328094.75
AUD
2020-01-29
4626.68
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - AUD
000000000
-393311.77
NC
USD
10483.2
0.0027145841
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-393311.77
USD
574295.14
AUD
2020-03-18
10483.2
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - AUD
000000000
-204253.55
NC
USD
2522.09
0.0006530854
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-204253.55
USD
294085.49
AUD
2020-03-18
2522.09
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - AUD
000000000
-203015.02
NC
USD
3011.97
0.0007799380
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-203015.02
USD
293020.73
AUD
2020-03-18
3011.97
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - AUD
000000000
-3766588.12
NC
-1933.64
-0.0005007086
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-3766588.12
NOK
607575.95
AUD
2020-03-18
-1933.64
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - AUD
000000000
-190710.58
NC
USD
3358.83
0.0008697560
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-190710.58
USD
276014.13
AUD
2020-03-18
3358.83
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - AUD
000000000
-171072.28
NC
192.33
0.0000498031
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-171072.28
EUR
274535.08
AUD
2020-03-18
192.33
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - AUD
000000000
-190680.06
NC
USD
637.82
0.0001651610
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-190680.06
USD
272100.78
AUD
2020-03-18
637.82
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - AUD
000000000
-249070.19
NC
-589.57
-0.0001526669
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-249070.19
CAD
272031.86
AUD
2020-03-18
-589.57
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - BRL
000000000
-3753197.35
NC
USD
95883.37
0.0248286276
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-3753197.35
USD
15493574
BRL
2020-01-22
95883.37
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - BRL
000000000
-3596006.17
NC
USD
80700.6
0.0208971081
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-3596006.17
USD
14799723
BRL
2020-01-22
80700.6
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - BRL
000000000
-201084.6
NC
USD
12416.32
0.0032151580
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-201084.6
USD
858924.83
BRL
2020-01-03
12416.32
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - BRL
000000000
-201964.17
NC
USD
11308.46
0.0029282820
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-201964.17
USD
858006.4
BRL
2020-01-03
11308.46
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - BRL
000000000
-202062.22
NC
USD
9543.48
0.0024712472
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-202062.22
USD
851300.26
BRL
2020-01-03
9543.48
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - BRL
000000000
-39910.65
NC
USD
1841.74
0.0004769114
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-39910.65
USD
167971.95
BRL
2020-01-03
1841.74
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - BRL
000000000
-201125.52
NC
USD
8873.42
0.0022977378
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-201125.52
USD
844836.19
BRL
2020-01-03
8873.42
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - BRL
000000000
-201056.03
NC
USD
8895.74
0.0023035174
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-201056.03
USD
844646.43
BRL
2020-01-03
8895.74
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - BRL
000000000
-201066.7
NC
USD
8807.26
0.0022806059
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-201066.7
USD
844333.36
BRL
2020-01-03
8807.26
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - BRL
000000000
-202124.49
NC
USD
6811.27
0.0017637520
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-202124.49
USD
840558.95
BRL
2020-01-03
6811.27
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - BRL
000000000
-201073.18
NC
USD
5006.04
0.0012962947
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-201073.18
USD
829066.95
BRL
2020-01-03
5006.04
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - BRL
000000000
-202032.59
NC
USD
2320.12
0.0006007861
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-202032.59
USD
822121.12
BRL
2020-01-03
2320.12
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - BRL
000000000
-164021.8
NC
USD
1514.06
0.0003920600
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-164021.8
USD
665959
BRL
2020-01-03
1514.06
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - BRL
000000000
-644412.93
NC
USD
5252.77
0.0013601845
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-644412.93
USD
2616284.29
BRL
2020-02-04
5252.77
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - BRL
000000000
-187793.43
NC
USD
3510.29
0.0009089760
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-187793.43
USD
770403.77
BRL
2020-02-04
3510.29
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - BRL
000000000
-189956.97
NC
USD
1402.63
0.0003632056
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-189956.97
USD
770628.83
BRL
2020-02-04
1402.63
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - CAD
000000000
-2440092.09
NC
USD
57730.62
0.0149491206
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-2440092.09
USD
3243163
CAD
2020-01-22
57730.62
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - CAD
000000000
-17281358.16
NC
USD
419111.58
0.1085273218
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-17281358.16
USD
22982219
CAD
2020-01-22
419111.58
N
N
N
STD CHARTERED LONDON
RILFO74KP1CM8P6PCT96
CURRENCY CONTRACT - CAD
000000000
-509237.88
NC
USD
12336.43
0.0031944708
N/A
DFE
CORP
XX
N
2
STD CHARTERED LONDON
RILFO74KP1CM8P6PCT96
-509237.88
USD
677210
CAD
2020-01-22
12336.43
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - CAD
000000000
-8874246.45
NC
USD
211700.41
0.0548190019
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-8874246.45
USD
11797157
CAD
2020-01-22
211700.41
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - CAD
000000000
-2379150.53
NC
USD
40878.5
0.0105853294
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-2379150.53
USD
3142156
CAD
2020-01-22
40878.5
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - CAD
000000000
-839164.12
NC
USD
5799.98
0.0015018824
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-839164.12
USD
1097098
CAD
2020-01-22
5799.98
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - CAD
000000000
-1127070.98
NC
USD
15893.11
0.0041154593
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-1127070.98
USD
1484020
CAD
2020-01-22
15893.11
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - CAD
000000000
-1486628.02
NC
USD
18484.45
0.0047864768
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-1486628.02
USD
1954232
CAD
2020-01-22
18484.45
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - CAD
000000000
-1393668.09
NC
USD
33272.54
0.0086157955
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-1393668.09
USD
1852734
CAD
2020-01-22
33272.54
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - CAD
000000000
-2173931.4
NC
USD
51358.12
0.0132989864
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-2173931.4
USD
2889307
CAD
2020-01-22
51358.12
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - CAD
000000000
-1146262.29
NC
USD
16644.87
0.0043101247
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-1146262.29
USD
1509914
CAD
2020-01-22
16644.87
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - CAD
000000000
-1400731.65
NC
USD
19201.87
0.0049722499
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-1400731.65
USD
1843636
CAD
2020-01-22
19201.87
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - CAD
000000000
-180932.78
NC
1336.84
0.0003461695
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-180932.78
EUR
266504.94
CAD
2020-03-18
1336.84
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - CAD
000000000
-409929.4
NC
USD
5704.68
0.0014772048
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-409929.4
USD
539573.67
CAD
2020-03-18
5704.68
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - CAD
000000000
-1823206.79
NC
-2744.56
-0.0007106932
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-1823206.79
NOK
266096.12
CAD
2020-03-18
-2744.56
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - CAD
000000000
-379086.87
NC
USD
3727.22
0.0009651492
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-379086.87
USD
496966.96
CAD
2020-03-18
3727.22
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - CAD
000000000
-378941.9
NC
USD
3789.15
0.0009811857
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-378941.9
USD
496859.15
CAD
2020-03-18
3789.15
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - CAD
000000000
-190000
NC
USD
2143.55
0.0005550640
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-190000
USD
249439.6
CAD
2020-03-18
2143.55
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - CAD
000000000
-184393.45
NC
220.07
0.0000569863
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-184393.45
CHF
249012.09
CAD
2020-03-18
220.07
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - CAD
000000000
-538000
NC
USD
6111.07
0.0015824379
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-538000
USD
706361.72
CAD
2020-03-18
6111.07
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - CAD
000000000
-341081.78
NC
612.66
0.0001586459
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-341081.78
EUR
499920.15
CAD
2020-03-18
612.66
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - CAD
000000000
-189873.07
NC
USD
2588.94
0.0006703960
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-189873.07
USD
249853.02
CAD
2020-03-18
2588.94
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - CHF
000000000
-11344369.47
NC
USD
208579.98
0.0540109787
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-11344369.47
USD
11162973
CHF
2020-01-22
208579.98
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - CHF
000000000
-1158644.13
NC
USD
18200.95
0.0047130656
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-1158644.13
USD
1137120
CHF
2020-01-22
18200.95
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - CHF
000000000
-1267940.1
NC
USD
24136.7
0.0062501051
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-1267940.1
USD
1248462
CHF
2020-01-22
24136.7
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - CHF
000000000
-235473.43
NC
USD
4896
0.0012678003
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-235473.43
USD
232009.85
CHF
2020-02-06
4896
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - CHF
000000000
-404051.44
NC
USD
6164.43
0.0015962553
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-404051.44
USD
394798.66
CHF
2020-03-18
6164.43
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - CHF
000000000
-583032.24
NC
5026.72
0.0013016497
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-583032.24
EUR
637346.94
CHF
2020-03-18
5026.72
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - CHF
000000000
-364125.92
NC
2799.25
0.0007248550
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-364125.92
EUR
397720.18
CHF
2020-03-18
2799.25
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - CHF
000000000
-594669.54
NC
2217.02
0.0005740887
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-594669.54
GBP
761865.64
CHF
2020-03-18
2217.02
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - CHF
000000000
-20743100
NC
1424.31
0.0003688196
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-20743100
JPY
185925.05
CHF
2020-03-18
1424.31
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - CLP
000000000
-57377.48
NC
USD
-2401.01
-0.0006217322
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-57377.48
USD
41327274
CLP
2020-01-22
-2401.01
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - CNH
000000000
-201920.26
NC
USD
3016.76
0.0007811783
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-201920.26
USD
1429175.25
CNY
2020-03-18
3016.76
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - CNH
000000000
-403114.27
NC
USD
4782.81
0.0012384901
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-403114.27
USD
2844563.75
CNY
2020-03-18
4782.81
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - CNH
000000000
-201996.82
NC
USD
529.22
0.0001370395
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-201996.82
USD
1412361.77
CNY
2020-03-18
529.22
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - CNH
000000000
-202015.96
NC
USD
689.18
0.0001784605
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-202015.96
USD
1413610.72
CNY
2020-03-18
689.18
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - CNH
000000000
-201862.51
NC
USD
663.18
0.0001717279
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-201862.51
USD
1412359.31
CNY
2020-03-18
663.18
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - CNH
000000000
-607009.43
NC
USD
4138.33
0.0010716045
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-607009.43
USD
4261978.92
CNY
2020-03-18
4138.33
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - CNH
000000000
-402146.36
NC
USD
-261.81
-0.0000677947
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-402146.36
USD
2802633.99
CNY
2020-03-18
-261.81
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - CNH
000000000
-405110.87
NC
USD
2360.52
0.0006112475
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-405110.87
USD
2841595.1
CNY
2020-03-18
2360.52
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - CNH
000000000
-297630.71
NC
USD
866.84
0.0002244649
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-297630.71
USD
2081641.09
CNY
2020-03-18
866.84
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - COP
000000000
-333777.64
NC
USD
8422.05
0.0021808573
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-333777.64
USD
1126379375.05
COP
2020-02-04
8422.05
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - COP
000000000
-225085.36
NC
USD
2531.16
0.0006554341
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-225085.36
USD
749219129.3
COP
2020-02-04
2531.16
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - COP
000000000
-151930.72
NC
USD
1908.37
0.0004941650
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-151930.72
USD
506374454.61
COP
2020-02-04
1908.37
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - CZK
000000000
-1724143.74
NC
USD
57337.91
0.0148474299
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-1724143.74
USD
40386343
CZK
2020-01-22
57337.91
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - CZK
000000000
-1167266.27
NC
USD
40157.18
0.0103985464
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-1167266.27
USD
27372394
CZK
2020-01-22
40157.18
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - CZK
000000000
-1139095.86
NC
USD
5120.82
0.0013260165
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-1139095.86
USD
25939491
CZK
2020-01-22
5120.82
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - CZK
000000000
-296324.39
NC
USD
4106.16
0.0010632742
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-296324.39
USD
6810782
CZK
2020-01-13
4106.16
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - CZK
000000000
-1750454.35
NC
USD
20185.47
0.0052269493
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-1750454.35
USD
40132666.81
CZK
2020-03-18
20185.47
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - CZK
000000000
-1677050.15
NC
USD
22150.66
0.0057358277
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-1677050.15
USD
38513456.8
CZK
2020-03-18
22150.66
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - CZK
000000000
-67025.44
NC
USD
418.5
0.0001083690
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-67025.44
USD
1528958.85
CZK
2020-01-13
418.5
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - EGP
000000000
-379000
NC
USD
71747.43
0.0185787194
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-379000
USD
7312805
EGP
2020-03-05
71747.43
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - EUR
000000000
-1143459.58
NC
USD
16082.97
0.0041646228
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-1143459.58
USD
1032279
EUR
2020-01-22
16082.97
N
N
N
CHASE MANHATTAN BANK LONDON
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - EUR
000000000
-32420504.92
NC
USD
481842.22
0.1247711783
N/A
DFE
CORP
XX
N
2
CHASE MANHATTAN BANK LONDON
7H6GLXDRUGQFU57RNE97
-32420504.92
USD
29291208
EUR
2020-01-22
481842.22
N
N
N
STD CHARTERED LONDON
RILFO74KP1CM8P6PCT96
CURRENCY CONTRACT - EUR
000000000
-8361778.53
NC
USD
136821.32
0.0354293513
N/A
DFE
CORP
XX
N
2
STD CHARTERED LONDON
RILFO74KP1CM8P6PCT96
-8361778.53
USD
7565851
EUR
2020-01-22
136821.32
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - EUR
000000000
-1770144.75
NC
USD
9329.29
0.0024157835
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-1770144.75
USD
1584171
EUR
2020-01-22
9329.29
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - EUR
000000000
-920490.5
NC
USD
3648.78
0.0009448375
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-920490.5
USD
822712
EUR
2020-01-22
3648.78
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - EUR
000000000
-554649.37
NC
USD
4400.12
0.0011393940
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-554649.37
USD
497692
EUR
2020-01-22
4400.12
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - EUR
000000000
-1277957.51
NC
USD
-325.23
-0.0000842170
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-1277957.51
USD
1137408
EUR
2020-01-22
-325.23
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - EUR
000000000
-2182256.78
NC
USD
2573.41
0.0006663746
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-2182256.78
USD
1945038
EUR
2020-01-22
2573.41
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - EUR
000000000
-2785351.27
NC
USD
23024.01
0.0059619783
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-2785351.27
USD
2500147
EUR
2020-01-22
23024.01
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - EUR
000000000
-2268021.57
NC
USD
19808.15
0.0051292438
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-2268021.57
USD
2036733
EUR
2020-01-22
19808.15
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - EUR
000000000
-978627.82
NC
USD
14377.76
0.0037230653
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-978627.82
USD
884020
EUR
2020-01-22
14377.76
N
N
N
STANDARD CHARTERED LONDON
N/A
CURRENCY CONTRACT - EUR
000000000
-2043769.58
NC
USD
21528.58
0.0055747425
N/A
DFE
CORP
XX
N
2
STANDARD CHARTERED LONDON
N/A
-2043769.58
USD
1838625
EUR
2020-01-22
21528.58
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - EUR
000000000
-1158455.77
NC
USD
10797.57
0.0027959890
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-1158455.77
USD
1040924
EUR
2020-01-22
10797.57
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - EUR
000000000
-1574062.46
NC
USD
14986.85
0.0038807868
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-1574062.46
USD
1414646
EUR
2020-01-22
14986.85
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - EUR
000000000
-580159.69
NC
USD
4100.79
0.0010618837
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-580159.69
USD
520136
EUR
2020-01-22
4100.79
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - EUR
000000000
-2391234.83
NC
USD
38711.68
0.0100242397
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-2391234.83
USD
2159399.54
EUR
2020-02-20
38711.68
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - EUR
000000000
-4641759.81
NC
-690.3
-0.0001787505
N/A
DFE
CORP
XX
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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2020-03-18
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MORGAN STANLEY & CO NEW YORK
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9R7GPTSO7KV3UQJZQ078
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2020-03-18
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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2020-03-18
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MORGAN STANLEY & CO NEW YORK
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9R7GPTSO7KV3UQJZQ078
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2020-03-18
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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2020-03-18
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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2020-03-18
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9R7GPTSO7KV3UQJZQ078
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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171082.48
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2020-03-18
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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GBP
170048.17
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2020-03-18
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - EUR
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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2020-03-18
57.23
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549300YVXI5VCEJ6PE67
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STATE STREET LONDON
549300YVXI5VCEJ6PE67
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436344.87
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CHASE MANHATTAN BANK LONDON
7H6GLXDRUGQFU57RNE97
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1577612.16
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ROYAL BANK OF CANADA LONDON
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0.1736832642
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ROYAL BANK OF CANADA LONDON
213800ODGVRDOVDV4N89
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2020-01-22
670731.26
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GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
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DFE
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GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
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448970
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2020-01-22
25191.91
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GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
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0.0116879220
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GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
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2020-01-22
45136.5
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STATE STREET LONDON
549300YVXI5VCEJ6PE67
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STATE STREET LONDON
549300YVXI5VCEJ6PE67
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2020-01-22
23227.82
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - GBP
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4988.62
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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152277.15
GBP
2020-02-12
4988.62
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - GBP
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0.0025644963
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DFE
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2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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302306
GBP
2020-02-12
9903.59
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - GBP
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USD
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DFE
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2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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USD
153070.84
GBP
2020-03-18
-3673.68
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - GBP
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DFE
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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156657.97
GBP
2020-03-18
-3873.03
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N
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - GBP
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DFE
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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EUR
152173.48
GBP
2020-03-18
-3056.5
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - GBP
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N/A
DFE
CORP
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2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-271212.03
CAD
154084.61
GBP
2020-03-18
-4373.69
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - GBP
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N/A
DFE
CORP
XX
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2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-201689.02
CHF
153048.63
GBP
2020-03-18
-6399.19
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - GBP
000000000
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NC
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N/A
DFE
CORP
XX
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2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-182017.75
EUR
153258.95
GBP
2020-03-18
-1730.01
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - GBP
000000000
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USD
653.8
0.0001692990
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DFE
CORP
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2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-201178
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152043.59
GBP
2020-03-18
653.8
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - GBP
000000000
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NC
USD
1016.58
0.0002632395
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-87739.14
USD
66923.72
GBP
2020-02-12
1016.58
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - HUF
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0.0115692133
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2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
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509971576
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2020-01-22
44678.07
N
N
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GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - HUF
000000000
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8789.5
0.0022760070
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DFE
CORP
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2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
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173707947
HUF
2020-01-22
8789.5
N
N
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - HUF
000000000
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USD
-199.01
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N/A
DFE
CORP
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2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-191309.52
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56351309.38
HUF
2020-01-13
-199.01
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - HUF
000000000
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USD
18519.9
0.0047956564
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-1677692.84
USD
498526426.49
HUF
2020-03-18
18519.9
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - HUF
000000000
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NC
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N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-181875.78
EUR
60139045.41
HUF
2020-03-18
-394.84
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - HUF
000000000
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NC
483.64
0.0001252367
N/A
DFE
CORP
XX
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2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-182954.42
EUR
60754589.02
HUF
2020-03-18
483.64
N
N
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - HUF
000000000
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NC
251.05
0.0000650084
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-94362.45
EUR
31335882.4
HUF
2020-03-18
251.05
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - HUF
000000000
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NC
-314.73
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DFE
CORP
XX
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2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-182065.99
EUR
60225608.83
HUF
2020-03-18
-314.73
N
N
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - IDR
000000000
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1010.54
0.0002616754
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DFE
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2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-95427.06
USD
1337887381.2
IDR
2020-01-21
1010.54
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N
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - ILS
000000000
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USD
1292.23
0.0003346180
N/A
DFE
CORP
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2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-200849.83
USD
695081.01
ILS
2020-03-18
1292.23
N
N
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - ILS
000000000
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NC
USD
2267.2
0.0005870827
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-201846.18
USD
701859.54
ILS
2020-03-18
2267.2
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - ILS
000000000
-128325.45
NC
USD
1508.56
0.0003906358
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-128325.45
USD
446444.24
ILS
2020-03-18
1508.56
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - INR
000000000
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USD
18626.05
0.0048231436
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-2235755.68
USD
161082172.53
INR
2020-02-03
18626.05
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - INR
000000000
-202136.88
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USD
1708.89
0.0004425105
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DFE
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XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-202136.88
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14565377.16
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2020-02-03
1708.89
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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000000000
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USD
1485.21
0.0003845894
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-201861.61
USD
14521187.43
INR
2020-01-21
1485.21
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - INR
000000000
-200892.54
NC
USD
777.72
0.0002013876
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-200892.54
USD
14401462.47
INR
2020-01-21
777.72
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - INR
000000000
-162661.89
NC
USD
295.8
0.0000765963
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-162661.89
USD
11636961.74
INR
2020-01-21
295.8
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - INR
000000000
-190211.82
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-809.58
-0.0002096376
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-190211.82
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13525391.88
INR
2020-01-21
-809.58
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - INR
000000000
-201894.09
NC
USD
-1181.97
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N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-201894.09
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14333040.89
INR
2020-01-21
-1181.97
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - JPY
000000000
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-50563.68
-0.0130932693
N/A
DFE
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XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-2614059.93
USD
278190349
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2020-01-22
-50563.68
N
N
N
STD CHARTERED LONDON
RILFO74KP1CM8P6PCT96
CURRENCY CONTRACT - JPY
000000000
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-162685.32
-0.0421267341
N/A
DFE
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XX
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2
STD CHARTERED LONDON
RILFO74KP1CM8P6PCT96
-7646331.96
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812124564
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2020-01-22
-162685.32
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - JPY
000000000
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-246247.87
-0.0637649330
N/A
DFE
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XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-11721052.26
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1245244592
JPY
2020-01-22
-246247.87
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - JPY
000000000
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NC
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-19472.09
-0.0050422224
N/A
DFE
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XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-1103118.75
USD
117597224
JPY
2020-01-22
-19472.09
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - JPY
000000000
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NC
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-56151.66
-0.0145402551
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-2598098.27
USD
275851785
JPY
2020-01-22
-56151.66
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - JPY
000000000
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-10070.74
-0.0026077792
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-1241780.39
USD
133665005
JPY
2020-01-22
-10070.74
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - JPY
000000000
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NC
USD
-4377.06
-0.0011334227
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-1067177.94
USD
115335042
JPY
2020-01-22
-4377.06
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - JPY
000000000
-1349725.55
NC
USD
-6807.05
-0.0017626593
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-1349725.55
USD
145733377
JPY
2020-01-22
-6807.05
N
N
N
ROYAL BANK OF CANADA LONDON
213800ODGVRDOVDV4N89
CURRENCY CONTRACT - JPY
000000000
-1037403.82
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-5913.52
-0.0015312831
N/A
DFE
CORP
XX
N
2
ROYAL BANK OF CANADA LONDON
213800ODGVRDOVDV4N89
-1037403.82
USD
111937221
JPY
2020-01-22
-5913.52
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - JPY
000000000
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NC
USD
-3382.37
-0.0008758516
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-1453122.99
USD
157325703
JPY
2020-01-22
-3382.37
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - JPY
000000000
-3398428.81
NC
USD
-7568.41
-0.0019598105
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-3398428.81
USD
367975822
JPY
2020-01-22
-7568.41
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - JPY
000000000
-2937669.71
NC
USD
3909.04
0.0010122308
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-2937669.71
USD
319219823
JPY
2020-01-22
3909.04
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - JPY
000000000
-1144984.35
NC
USD
-1829.5
-0.0004737419
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-1144984.35
USD
124055047
JPY
2020-01-22
-1829.5
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - JPY
000000000
-510893.77
NC
USD
-1369.96
-0.0003547458
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-510893.77
USD
55293471
JPY
2020-01-22
-1369.96
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - JPY
000000000
-1115633.44
NC
USD
-5970.86
-0.0015461311
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-1115633.44
USD
120420469
JPY
2020-01-22
-5970.86
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - JPY
000000000
-2005086.71
NC
USD
-866.5
-0.0002243768
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-2005086.71
USD
217497771
JPY
2020-01-22
-866.5
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - JPY
000000000
-1125517.48
NC
USD
-3494.13
-0.0009047914
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-1125517.48
USD
121761858
JPY
2020-01-22
-3494.13
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - JPY
000000000
-1617157.02
NC
USD
-3127.87
-0.0008099498
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-1617157.02
USD
175154277
JPY
2020-01-22
-3127.87
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - JPY
000000000
-1244513.94
NC
USD
8097.64
0.0020968525
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-1244513.94
USD
135933280
JPY
2020-01-22
8097.64
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - JPY
000000000
-105383.92
NC
USD
119.15
0.0000308534
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-105383.92
USD
11440110
JPY
2020-02-05
119.15
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - JPY
000000000
-1400361.78
NC
USD
-2350.67
-0.0006086969
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-1400361.78
USD
151224929
JPY
2020-03-18
-2350.67
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - JPY
000000000
-402959.19
NC
USD
-1020.63
-0.0002642882
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-402959.19
USD
43478289
JPY
2020-03-18
-1020.63
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - JPY
000000000
-182041.85
NC
-2693.67
-0.0006975154
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-182041.85
EUR
21905660
JPY
2020-03-18
-2693.67
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - JPY
000000000
-201877.03
NC
USD
1126.89
0.0002918038
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-201877.03
USD
21959234
JPY
2020-03-18
1126.89
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - JPY
000000000
-293946.14
NC
-3573.63
-0.0009253777
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-293946.14
AUD
21970063
JPY
2020-03-18
-3573.63
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - KRW
000000000
-1183009.43
NC
USD
3328.38
0.0008618711
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-1183009.43
USD
1370634721
KRW
2020-01-22
3328.38
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - KRW
000000000
-2265907.33
NC
USD
69526.74
0.0180036803
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-2265907.33
USD
2698242451
KRW
2020-01-22
69526.74
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - KRW
000000000
-49406.3
NC
USD
400.01
0.0001035810
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-49406.3
USD
57508939
KRW
2020-02-25
400.01
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - KRW
000000000
-272943.18
NC
USD
7937.42
0.0020553642
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-272943.18
USD
324319279
KRW
2020-02-25
7937.42
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - KRW
000000000
-250447.74
NC
USD
7455.89
0.0019306739
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-250447.74
USD
297788875
KRW
2020-02-25
7455.89
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - KRW
000000000
-202012.79
NC
USD
5940.21
0.0015381944
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-202012.79
USD
240113291
KRW
2020-02-25
5940.21
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - KRW
000000000
-404183.72
NC
USD
12462.5
0.0032271161
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-404183.72
USD
481081289
KRW
2020-02-25
12462.5
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - KRW
000000000
-201961.56
NC
USD
6248.57
0.0016180430
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-201961.56
USD
240410194
KRW
2020-02-25
6248.57
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - KRW
000000000
-201073.18
NC
USD
4142.53
0.0010726921
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-201073.18
USD
236952678
KRW
2020-02-25
4142.53
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - KRW
000000000
-189984.87
NC
USD
1732.31
0.0004485750
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-189984.87
USD
221366571
KRW
2020-02-25
1732.31
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - KRW
000000000
-190003.04
NC
USD
1574.5
0.0004077107
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-190003.04
USD
221205339
KRW
2020-02-25
1574.5
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - MXN
000000000
-2711499.67
NC
USD
128559.91
0.0332900912
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-2711499.67
USD
53885633
MXN
2020-01-22
128559.91
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - MXN
000000000
-2248766.27
NC
USD
52823.29
0.0136783865
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-2248766.27
USD
43669017
MXN
2020-01-22
52823.29
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - MXN
000000000
-1135220.91
NC
USD
22914.75
0.0059336858
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-1135220.91
USD
21973790
MXN
2020-01-22
22914.75
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - MXN
000000000
-1110378.44
NC
USD
39068.9
0.0101167405
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-1110378.44
USD
21808943
MXN
2020-01-22
39068.9
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - MXN
000000000
-1158620.43
NC
USD
39025.54
0.0101055126
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-1158620.43
USD
22909633.52
MXN
2020-03-18
39025.54
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - MXN
000000000
-1166074.55
NC
USD
31571.42
0.0081752970
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-1166074.55
USD
22909633.52
MXN
2020-03-18
31571.42
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - MXN
000000000
-202153.78
NC
USD
3442.14
0.0008913288
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-202153.78
USD
3932820.93
MXN
2020-03-18
3442.14
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - MXN
000000000
-189896.36
NC
USD
510.35
0.0001321532
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-189896.36
USD
3642268.2
MXN
2020-03-18
510.35
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - MXN
000000000
-167165.74
NC
USD
1092.31
0.0002828494
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-167165.74
USD
3218589.1
MXN
2020-03-18
1092.31
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - MXN
000000000
-189871.02
NC
USD
360.05
0.0000932336
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-189871.02
USD
3638908.48
MXN
2020-03-18
360.05
N
N
N
ROYAL BANK OF CANADA LONDON
213800ODGVRDOVDV4N89
CURRENCY CONTRACT - NOK
000000000
-6917171.01
NC
USD
277155.24
0.0717682769
N/A
DFE
CORP
XX
N
2
ROYAL BANK OF CANADA LONDON
213800ODGVRDOVDV4N89
-6917171.01
USD
63154553
NOK
2020-01-22
277155.24
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - NOK
000000000
-14453166.87
NC
USD
578919.31
0.1499089150
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-14453166.87
USD
131957413.5
NOK
2020-01-22
578919.31
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - NOK
000000000
-1177978.79
NC
USD
48725.34
0.0126172382
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-1177978.79
USD
10768479
NOK
2020-01-22
48725.34
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - NOK
000000000
-20838654.95
NC
USD
838487.21
0.2171230183
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-20838654.95
USD
190290261.5
NOK
2020-01-22
838487.21
N
N
N
ROYAL BANK OF CANADA LONDON
213800ODGVRDOVDV4N89
CURRENCY CONTRACT - NOK
000000000
-905951.74
NC
USD
36922.45
0.0095609255
N/A
DFE
CORP
XX
N
2
ROYAL BANK OF CANADA LONDON
213800ODGVRDOVDV4N89
-905951.74
USD
8276911
NOK
2020-01-22
36922.45
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - NOK
000000000
-871370.33
NC
USD
35398.92
0.0091664133
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-871370.33
USD
7959968
NOK
2020-01-22
35398.92
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - NOK
000000000
-995442.28
NC
USD
38080.61
0.0098608266
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-995442.28
USD
9072660
NOK
2020-01-22
38080.61
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - NOK
000000000
-815291.26
NC
USD
36566.4
0.0094687278
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-815291.26
USD
7477933
NOK
2020-01-22
36566.4
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - NOK
000000000
-496875.15
NC
USD
12551.12
0.0032500640
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-496875.15
USD
4471939
NOK
2020-01-22
12551.12
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - NOK
000000000
-60366.39
NC
USD
2747.66
0.0007114959
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-60366.39
USD
554000
NOK
2020-02-14
2747.66
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - NOK
000000000
-2567067.52
NC
USD
108946.85
0.0282113652
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-2567067.52
USD
23488154.35
NOK
2020-03-18
108946.85
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - NOK
000000000
-2175334.04
NC
USD
89706.94
0.0232292650
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-2175334.04
USD
19880921.67
NOK
2020-03-18
89706.94
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - NOK
000000000
-1952363.91
NC
64285.45
0.0166464685
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-1952363.91
EUR
19880921.67
NOK
2020-03-18
64285.45
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - NOK
000000000
-15065.58
NC
407.33
0.0001054765
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-15065.58
EUR
152633.91
NOK
2020-03-18
407.33
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - NOK
000000000
-78099.74
NC
USD
1705.04
0.0004415135
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-78099.74
USD
700507.16
NOK
2020-02-14
1705.04
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - NOK
000000000
-472674.58
NC
5482.65
0.0014197110
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-472674.58
EUR
4724760.57
NOK
2020-03-18
5482.65
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - NZD
000000000
-23617889.41
NC
USD
1491726.4
0.3862767787
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-23617889.41
USD
37286302
NZD
2020-01-22
1491726.4
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - NZD
000000000
-14532391.85
NC
USD
928129.84
0.2403356304
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-14532391.85
USD
22957965
NZD
2020-01-22
928129.84
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - NZD
000000000
-596344.71
NC
USD
36307.29
0.0094016322
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-596344.71
USD
939451
NZD
2020-01-22
36307.29
N
N
N
STD CHARTERED LONDON
RILFO74KP1CM8P6PCT96
CURRENCY CONTRACT - NZD
000000000
-656941.56
NC
USD
39382.33
0.0101979020
N/A
DFE
CORP
XX
N
2
STD CHARTERED LONDON
RILFO74KP1CM8P6PCT96
-656941.56
USD
1034000
NZD
2020-01-22
39382.33
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - NZD
000000000
-1431173.12
NC
USD
84870.12
0.0219767891
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-1431173.12
USD
2251235
NZD
2020-01-22
84870.12
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - NZD
000000000
-1343338.49
NC
USD
77756.88
0.0201348432
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-1343338.49
USD
2110243
NZD
2020-01-22
77756.88
N
N
N
STD CHARTERED LONDON
RILFO74KP1CM8P6PCT96
CURRENCY CONTRACT - NZD
000000000
-519299.15
NC
USD
32276.91
0.0083579809
N/A
DFE
CORP
XX
N
2
STD CHARTERED LONDON
RILFO74KP1CM8P6PCT96
-519299.15
USD
819058
NZD
2020-01-22
32276.91
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - NZD
000000000
-1428473.53
NC
USD
76161.17
0.0197216402
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-1428473.53
USD
2234294
NZD
2020-01-22
76161.17
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - NZD
000000000
-441089.75
NC
USD
-792.84
-0.0002053028
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-441089.75
USD
653815
NZD
2020-01-22
-792.84
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - NZD
000000000
-194335.92
NC
USD
11975.46
0.0031009990
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-194335.92
USD
306327.36
NZD
2020-01-29
11975.46
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - NZD
000000000
-402439.32
NC
USD
11294.82
0.0029247499
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-402439.32
USD
613881.65
NZD
2020-03-18
11294.82
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - NZD
000000000
-267832.97
NC
1354.33
0.0003506985
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-267832.97
CAD
308126.7
NZD
2020-03-18
1354.33
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - NZD
000000000
-189992.97
NC
USD
4131.56
0.0010698515
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-189992.97
USD
288033.97
NZD
2020-03-18
4131.56
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - NZD
000000000
-190446.7
NC
USD
3664.7
0.0009489599
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-190446.7
USD
288014.49
NZD
2020-03-18
3664.7
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - NZD
000000000
-190898.57
NC
USD
1147.79
0.0002972158
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-190898.57
USD
284950.46
NZD
2020-03-18
1147.79
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - NZD
000000000
-118687.41
NC
USD
185.91
0.0000481407
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-118687.41
USD
176379.32
NZD
2020-03-18
185.91
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - PLN
000000000
-1668630.21
NC
USD
64083.7
0.0165942261
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-1668630.21
USD
6573235
PLN
2020-01-22
64083.7
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - PLN
000000000
-366425.95
NC
USD
5102.89
0.0013213736
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-366425.95
USD
1409464
PLN
2020-01-16
5102.89
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - PLN
000000000
-1351244.14
NC
USD
27281.96
0.0070645580
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-1351244.14
USD
5228978.35
PLN
2020-03-18
27281.96
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - PLN
000000000
-1559116.13
NC
USD
23767.57
0.0061545203
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-1559116.13
USD
6004140.63
PLN
2020-03-18
23767.57
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - PLN
000000000
-211721.52
NC
USD
4519.13
0.0011702112
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-211721.52
USD
820236.69
PLN
2020-03-18
4519.13
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - PLN
000000000
-189994.37
NC
USD
2261
0.0005854772
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-189994.37
USD
729256.53
PLN
2020-03-18
2261
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - RUB
000000000
-3147354.56
NC
USD
99197.45
0.0256867958
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-3147354.56
USD
202198646.28
RUB
2020-01-27
99197.45
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - RUB
000000000
-201063.72
NC
USD
7286.65
0.0018868498
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-201063.72
USD
12976278.51
RUB
2020-01-27
7286.65
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - RUB
000000000
-201914.42
NC
USD
2253.04
0.0005834160
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-201914.42
USD
12715762.51
RUB
2020-01-27
2253.04
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - RUB
000000000
-189996.96
NC
USD
774.43
0.0002005357
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-189996.96
USD
11881440.89
RUB
2020-01-27
774.43
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - RUB
000000000
-21556.27
NC
USD
26.34
0.0000068206
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-21556.27
USD
1344187.56
RUB
2020-01-27
26.34
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - SEK
000000000
-36174789.7
NC
USD
1773054.8
0.4591256792
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-36174789.7
USD
355041091
SEK
2020-01-22
1773054.8
N
N
N
ROYAL BANK OF CANADA LONDON
213800ODGVRDOVDV4N89
CURRENCY CONTRACT - SEK
000000000
-10198587.58
NC
USD
515322.67
0.1334408112
N/A
DFE
CORP
XX
N
2
ROYAL BANK OF CANADA LONDON
213800ODGVRDOVDV4N89
-10198587.58
USD
100239643
SEK
2020-01-22
515322.67
N
N
N
STD CHARTERED LONDON
RILFO74KP1CM8P6PCT96
CURRENCY CONTRACT - SEK
000000000
-4852403.65
NC
USD
247454.28
0.0640773282
N/A
DFE
CORP
XX
N
2
STD CHARTERED LONDON
RILFO74KP1CM8P6PCT96
-4852403.65
USD
47714413
SEK
2020-01-22
247454.28
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - SEK
000000000
-812338.64
NC
USD
35031.54
0.0090712817
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-812338.64
USD
7928019
SEK
2020-01-22
35031.54
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - SEK
000000000
-1201988.45
NC
USD
39668.6
0.0102720305
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-1201988.45
USD
11616978
SEK
2020-01-22
39668.6
N
N
N
STD CHARTERED LONDON
RILFO74KP1CM8P6PCT96
CURRENCY CONTRACT - SEK
000000000
-1514683.41
NC
USD
45244.82
0.0117159711
N/A
DFE
CORP
XX
N
2
STD CHARTERED LONDON
RILFO74KP1CM8P6PCT96
-1514683.41
USD
14594732
SEK
2020-01-22
45244.82
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - SEK
000000000
-1122748.91
NC
USD
20061.71
0.0051949022
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-1122748.91
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10692168
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2020-01-22
20061.71
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W22LROWP2IHZNBB6K528
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000000000
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0.0059856537
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DFE
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2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-978272.13
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9369010
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2020-01-22
23115.44
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RILFO74KP1CM8P6PCT96
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000000000
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18466.4
0.0047818028
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2
STD CHARTERED LONDON
RILFO74KP1CM8P6PCT96
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2020-01-22
18466.4
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CITIBANK LONDON
31OGKFG0Y1795OV0AK56
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2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-1017474.45
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9538823
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2020-01-22
2063.23
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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0.0049922768
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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2020-02-14
19279.21
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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000000000
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0.0008493200
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2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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2020-03-18
3279.91
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N
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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1902178.93
SEK
2020-03-18
-6115.49
N
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N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - SEK
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-1843061.39
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1889985.73
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2020-03-18
-7433.26
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - SEK
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2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-182046.15
EUR
1904402.98
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2020-03-18
-1114.66
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - SEK
000000000
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-181916.24
EUR
1901725.09
SEK
2020-03-18
-1255.2
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - SEK
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2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-182049.2
EUR
1906255.38
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2020-03-18
-919.58
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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598.67
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-129557.36
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1216415.52
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2020-02-14
598.67
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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990623.66
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-521.13
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N
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - SEK
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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EUR
2279101.59
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2020-03-18
-50.2
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N
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MORGAN STANLEY & CO NEW YORK
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2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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103301.58
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2020-01-29
780.68
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N
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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000000000
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3340.76
0.0008650769
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2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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546114.89
SGD
2020-03-18
3340.76
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N
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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3322.45
0.0008603356
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DFE
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XX
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2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-404150.03
USD
547606.32
SGD
2020-03-18
3322.45
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - SGD
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2996.76
0.0007759994
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DFE
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2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-404150.03
USD
547168.62
SGD
2020-03-18
2996.76
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - TRY
000000000
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3817.58
0.0009885476
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DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-536220.19
USD
3231531
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2020-01-22
3817.58
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
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000000000
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2951.51
0.0007642821
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DFE
CORP
XX
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2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-550170.71
USD
3309827
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2020-01-22
2951.51
N
N
N
ROYAL BANK OF CANADA LONDON
213800ODGVRDOVDV4N89
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000000000
-557883.63
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DFE
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XX
N
2
ROYAL BANK OF CANADA LONDON
213800ODGVRDOVDV4N89
-557883.63
USD
3329840
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2020-01-22
-1416.93
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - TRY
000000000
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DFE
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XX
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2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-151019.13
USD
883326
TRY
2020-02-06
-3956.26
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - TRY
000000000
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DFE
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XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-2032777.32
USD
12027943.42
TRY
2020-03-18
-50371.09
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - USD
000000000
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NC
38832.21
0.0100554505
N/A
DFE
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XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-195484935
JPY
1840206.34
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2020-01-22
38832.21
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - USD
000000000
-1646870
NC
-42853.76
-0.0110968153
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-1646870
AUD
1113501.51
USD
2020-01-22
-42853.76
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - USD
000000000
-7388945
NC
-31138.07
-0.0080630827
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-7388945
NOK
810582.41
USD
2020-01-22
-31138.07
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
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NC
-18924.17
-0.0049003406
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DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-688360522
KRW
576878.71
USD
2020-01-22
-18924.17
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
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NC
-54449.63
-0.0140995210
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-617858
GBP
764499.8
USD
2020-01-22
-54449.63
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - USD
000000000
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NC
-166713.93
-0.0431699270
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-8715300
CHF
8853053.51
USD
2020-01-22
-166713.93
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - USD
000000000
-1878637
NC
-47188.25
-0.0122192147
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-1878637
AUD
1271903
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2020-01-22
-47188.25
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - USD
000000000
-682482511
NC
-17970.59
-0.0046534147
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-682482511
KRW
572744.64
USD
2020-01-22
-17970.59
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - USD
000000000
-37761183
NC
-665569.4
-0.1723466205
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-37761183
CAD
28417378.46
USD
2020-01-22
-665569.4
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - USD
000000000
-23218826
NC
-379489.96
-0.0982674566
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-23218826
EUR
25701847.25
USD
2020-01-22
-379489.96
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - USD
000000000
-63758526
NC
-276268.01
-0.0715385321
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-63758526
NOK
6986860.54
USD
2020-01-22
-276268.01
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - USD
000000000
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NC
-14411
-0.0037316727
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-173640910
HUF
574745.14
USD
2020-01-22
-14411
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - USD
000000000
-8384475
NC
-51475.32
-0.0133293349
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-8384475
ZAR
545356.54
USD
2020-01-22
-51475.32
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - USD
000000000
-10565210
NC
-424112.44
-0.1098222751
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-10565210
NZD
6690789.01
USD
2020-01-22
-424112.44
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-4050298
NC
-25065.63
-0.0064906479
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-4050298
BRL
981153.07
USD
2020-01-22
-25065.63
N
N
N
CHASE MANHATTAN BANK LONDON
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - USD
000000000
-56895728
NC
-252861.1
-0.0654774033
N/A
DFE
CORP
XX
N
2
CHASE MANHATTAN BANK LONDON
7H6GLXDRUGQFU57RNE97
-56895728
NOK
6228483.63
USD
2020-01-22
-252861.1
N
N
N
CHASE MANHATTAN BANK LONDON
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - USD
000000000
-4354462
NC
-78492.03
-0.0203252074
N/A
DFE
CORP
XX
N
2
CHASE MANHATTAN BANK LONDON
7H6GLXDRUGQFU57RNE97
-4354462
CHF
4428092.32
USD
2020-01-22
-78492.03
N
N
N
CHASE MANHATTAN BANK LONDON
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - USD
000000000
-22477696
NC
-579977.2
-0.1501828516
N/A
DFE
CORP
XX
N
2
CHASE MANHATTAN BANK LONDON
7H6GLXDRUGQFU57RNE97
-22477696
AUD
15202812.17
USD
2020-01-22
-579977.2
N
N
N
CHASE MANHATTAN BANK LONDON
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - USD
000000000
-526901776
NC
109452.48
0.0283422961
N/A
DFE
CORP
XX
N
2
CHASE MANHATTAN BANK LONDON
7H6GLXDRUGQFU57RNE97
-526901776
JPY
4964799.66
USD
2020-01-22
109452.48
N
N
N
CHASE MANHATTAN BANK LONDON
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - USD
000000000
-12315693
NC
-226465.99
-0.0586424917
N/A
DFE
CORP
XX
N
2
CHASE MANHATTAN BANK LONDON
7H6GLXDRUGQFU57RNE97
-12315693
CAD
9258847.47
USD
2020-01-22
-226465.99
N
N
N
CHASE MANHATTAN BANK LONDON
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - USD
000000000
-19544711
NC
-776987.42
-0.2011978857
N/A
DFE
CORP
XX
N
2
CHASE MANHATTAN BANK LONDON
7H6GLXDRUGQFU57RNE97
-19544711
NZD
12384955.65
USD
2020-01-22
-776987.42
N
N
N
CHASE MANHATTAN BANK LONDON
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - USD
000000000
-10954941
NC
-56384.33
-0.0146005041
N/A
DFE
CORP
XX
N
2
CHASE MANHATTAN BANK LONDON
7H6GLXDRUGQFU57RNE97
-10954941
SEK
1114512.25
USD
2020-01-22
-56384.33
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-41320643
NC
2311.55
0.0005985669
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-41320643
CLP
57279.2
USD
2020-01-22
2311.55
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-16933656
NC
-1690071.13
-0.4376373790
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-16933656
GBP
20754904.81
USD
2020-01-22
-1690071.13
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-7204374
NC
-118353.91
-0.0306472870
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-7204374
EUR
7974204.59
USD
2020-01-22
-118353.91
N
N
N
STD CHARTERED LONDON
RILFO74KP1CM8P6PCT96
CURRENCY CONTRACT - USD
000000000
-20628471
NC
-836429.97
-0.2165903040
N/A
DFE
CORP
XX
N
2
STD CHARTERED LONDON
RILFO74KP1CM8P6PCT96
-20628471
NZD
13055346.73
USD
2020-01-22
-836429.97
N
N
N
STD CHARTERED LONDON
RILFO74KP1CM8P6PCT96
CURRENCY CONTRACT - USD
000000000
-1484586
NC
-27678.13
-0.0071671447
N/A
DFE
CORP
XX
N
2
STD CHARTERED LONDON
RILFO74KP1CM8P6PCT96
-1484586
CHF
1508771.61
USD
2020-01-22
-27678.13
N
N
N
ROYAL BANK OF CANADA LONDON
213800ODGVRDOVDV4N89
CURRENCY CONTRACT - USD
000000000
-12183544
NC
-315716.35
-0.0817535271
N/A
DFE
CORP
XX
N
2
ROYAL BANK OF CANADA LONDON
213800ODGVRDOVDV4N89
-12183544
AUD
8238999.79
USD
2020-01-22
-315716.35
N
N
N
ROYAL BANK OF CANADA LONDON
213800ODGVRDOVDV4N89
CURRENCY CONTRACT - USD
000000000
-16379601
NC
-659661.52
-0.1708167979
N/A
DFE
CORP
XX
N
2
ROYAL BANK OF CANADA LONDON
213800ODGVRDOVDV4N89
-16379601
NZD
10370809.89
USD
2020-01-22
-659661.52
N
N
N
ROYAL BANK OF CANADA LONDON
213800ODGVRDOVDV4N89
CURRENCY CONTRACT - USD
000000000
-1974908
NC
-33855.97
-0.0087668724
N/A
DFE
CORP
XX
N
2
ROYAL BANK OF CANADA LONDON
213800ODGVRDOVDV4N89
-1974908
EUR
2184526.71
USD
2020-01-22
-33855.97
N
N
N
ROYAL BANK OF CANADA LONDON
213800ODGVRDOVDV4N89
CURRENCY CONTRACT - USD
000000000
-1638406
NC
-29667.28
-0.0076822274
N/A
DFE
CORP
XX
N
2
ROYAL BANK OF CANADA LONDON
213800ODGVRDOVDV4N89
-1638406
CAD
1232201.99
USD
2020-01-22
-29667.28
N
N
N
ROYAL BANK OF CANADA LONDON
213800ODGVRDOVDV4N89
CURRENCY CONTRACT - USD
000000000
-3846969
NC
-68496.6
-0.0177369295
N/A
DFE
CORP
XX
N
2
ROYAL BANK OF CANADA LONDON
213800ODGVRDOVDV4N89
-3846969
CHF
3912865.57
USD
2020-01-22
-68496.6
N
N
N
ROYAL BANK OF CANADA LONDON
213800ODGVRDOVDV4N89
CURRENCY CONTRACT - USD
000000000
-1040188090
NC
210953.68
0.0546256391
N/A
DFE
CORP
XX
N
2
ROYAL BANK OF CANADA LONDON
213800ODGVRDOVDV4N89
-1040188090
JPY
9796182.91
USD
2020-01-22
210953.68
N
N
N
STD CHARTERED LONDON
RILFO74KP1CM8P6PCT96
CURRENCY CONTRACT - USD
000000000
-54009083
NC
-240540.71
-0.0622870860
N/A
DFE
CORP
XX
N
2
STD CHARTERED LONDON
RILFO74KP1CM8P6PCT96
-54009083
NOK
5911968.41
USD
2020-01-22
-240540.71
N
N
N
STD CHARTERED LONDON
RILFO74KP1CM8P6PCT96
CURRENCY CONTRACT - USD
000000000
-4411753
NC
-443625.8
-0.1148751842
N/A
DFE
CORP
XX
N
2
STD CHARTERED LONDON
RILFO74KP1CM8P6PCT96
-4411753
GBP
5404000.37
USD
2020-01-22
-443625.8
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-129889055
NC
-302644.75
-0.0783686869
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-129889055
MXN
6543199.59
USD
2020-01-22
-302644.75
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-510055302
NC
-46133.02
-0.0119459670
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-510055302
HUF
1684462.69
USD
2020-01-22
-46133.02
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-9209052
NC
-240387.04
-0.0622472938
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-9209052
AUD
6225779.6
USD
2020-01-22
-240387.04
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-127363982
NC
-654401.17
-0.1694546506
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-127363982
SEK
12958638.86
USD
2020-01-22
-654401.17
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-5575172
NC
-560335.16
-0.1450966213
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-5575172
GBP
6829362.69
USD
2020-01-22
-560335.16
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-12477085
NC
-229379.51
-0.0593969365
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-12477085
EUR
13785931.22
USD
2020-01-22
-229379.51
N
N
N
STD CHARTERED LONDON
RILFO74KP1CM8P6PCT96
CURRENCY CONTRACT - USD
000000000
-6584843
NC
-172479.05
-0.0446627825
N/A
DFE
CORP
XX
N
2
STD CHARTERED LONDON
RILFO74KP1CM8P6PCT96
-6584843
AUD
4451090.47
USD
2020-01-22
-172479.05
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-1575936
NC
-63999.17
-0.0165723374
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-1575936
NZD
997279.25
USD
2020-01-22
-63999.17
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-1019560
NC
-17425.06
-0.0045121519
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-1019560
EUR
1127830.44
USD
2020-01-22
-17425.06
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-15168777
NC
-36976.1
-0.0095748180
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-15168777
MXN
762499.16
USD
2020-01-22
-36976.1
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-6572869
NC
-64588.25
-0.0167248774
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-6572869
PLN
1668029.18
USD
2020-01-22
-64588.25
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-332407187
NC
-1690052.57
-0.4376325729
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-332407187
SEK
33838613.16
USD
2020-01-22
-1690052.57
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-251088
NC
-4455.38
-0.0011537034
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-251088
CHF
255404.33
USD
2020-01-22
-4455.38
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-656929
NC
-953.3
-0.0002468533
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-656929
CZK
28024.49
USD
2020-01-22
-953.3
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-909684
NC
-23406.05
-0.0060609061
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-909684
CHF
918057.6
USD
2020-01-22
-23406.05
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - USD
000000000
-2056571
NC
-29026.57
-0.0075163180
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-2056571
EUR
2281086.86
USD
2020-01-22
-29026.57
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-958479
NC
-12751.67
-0.0033019956
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-958479
EUR
1063892.52
USD
2020-01-22
-12751.67
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-990345
NC
-13253.85
-0.0034320332
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-990345
EUR
1099184.91
USD
2020-01-22
-13253.85
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-16653076
NC
-61097.83
-0.0158210466
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-16653076
SEK
1718832.31
USD
2020-01-22
-61097.83
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-1661627
NC
-30562.87
-0.0079141369
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-1661627
AUD
1136154.08
USD
2020-01-22
-30562.87
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-489125
NC
-2222.62
-0.0005755388
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-489125
EUR
547203.7
USD
2020-01-22
-2222.62
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-565698
NC
-9305.34
-0.0024095818
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-565698
CHF
576155.22
USD
2020-01-22
-9305.34
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-20704882
NC
-27532.1
-0.0071293308
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-20704882
MXN
1063725.35
USD
2020-01-22
-27532.1
N
N
N
ROYAL BANK OF CANADA LONDON
213800ODGVRDOVDV4N89
CURRENCY CONTRACT - USD
000000000
-973318
NC
-29963.94
-0.0077590463
N/A
DFE
CORP
XX
N
2
ROYAL BANK OF CANADA LONDON
213800ODGVRDOVDV4N89
-973318
NZD
625495.03
USD
2020-01-22
-29963.94
N
N
N
ROYAL BANK OF CANADA LONDON
213800ODGVRDOVDV4N89
CURRENCY CONTRACT - USD
000000000
-1768867
NC
-11652.19
-0.0030172895
N/A
DFE
CORP
XX
N
2
ROYAL BANK OF CANADA LONDON
213800ODGVRDOVDV4N89
-1768867
CAD
1350695.67
USD
2020-01-22
-11652.19
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - USD
000000000
-8755507
NC
-24319.02
-0.0062973161
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-8755507
SEK
911495.53
USD
2020-01-22
-24319.02
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - USD
000000000
-1694889
NC
-29735.72
-0.0076999496
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-1694889
AUD
1160336.26
USD
2020-01-22
-29735.72
N
N
N
STD CHARTERED LONDON
RILFO74KP1CM8P6PCT96
CURRENCY CONTRACT - USD
000000000
-593674
NC
-14021.5
-0.0036308132
N/A
DFE
CORP
XX
N
2
STD CHARTERED LONDON
RILFO74KP1CM8P6PCT96
-593674
CHF
600392.39
USD
2020-01-22
-14021.5
N
N
N
STD CHARTERED LONDON
RILFO74KP1CM8P6PCT96
CURRENCY CONTRACT - USD
000000000
-1087551
NC
-19188.03
-0.0049686661
N/A
DFE
CORP
XX
N
2
STD CHARTERED LONDON
RILFO74KP1CM8P6PCT96
-1087551
AUD
744439.54
USD
2020-01-22
-19188.03
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-1651732
NC
-26747.06
-0.0069260477
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-1651732
AUD
1133022.08
USD
2020-01-22
-26747.06
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-1522487
NC
-6510.28
-0.0016858118
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-1522487
CAD
1166080.37
USD
2020-01-22
-6510.28
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-34428886
NC
-132353.79
-0.0342725017
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-34428886
ZAR
2318396.67
USD
2020-01-22
-132353.79
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-113103502
NC
2119.1
0.0005487327
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-113103502
JPY
1044356.56
USD
2020-01-22
2119.1
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - USD
000000000
-1295637
NC
-8284.38
-0.0021452081
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-1295637
EUR
1447084.01
USD
2020-01-22
-8284.38
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-1442461
NC
-27607.55
-0.0071488682
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-1442461
CHF
1465245.57
USD
2020-01-22
-27607.55
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-798307
NC
-12116.98
-0.0031376451
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-798307
AUD
548416.95
USD
2020-01-22
-12116.98
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-777604
NC
-26691.6
-0.0069116865
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-777604
GBP
1003995.63
USD
2020-01-22
-26691.6
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - USD
000000000
-9312153
NC
-45665.83
-0.0118249900
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-9312153
NOK
1015139.19
USD
2020-01-22
-45665.83
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-1648061
NC
-19545.74
-0.0050612937
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-1648061
AUD
1137645.8
USD
2020-01-22
-19545.74
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-1015806
NC
-2635.06
-0.0006823386
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-1015806
EUR
1138403.63
USD
2020-01-22
-2635.06
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-999405
NC
-3576.93
-0.0009262322
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-999405
EUR
1119038.78
USD
2020-01-22
-3576.93
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-367843329
NC
20991.09
0.0054355615
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-367843329
JPY
3410630.58
USD
2020-01-22
20991.09
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-1886954
NC
-53263.72
-0.0137924342
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-1886954
NZD
1217462.72
USD
2020-01-22
-53263.72
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - USD
000000000
-9463093
NC
-36347.28
-0.0094119875
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-9463093
NOK
1041652.25
USD
2020-01-22
-36347.28
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-2664523220
NC
3135.1
0.0008118220
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-2664523220
KRW
2309383.86
USD
2020-01-22
3135.1
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-1091256
NC
-5225.33
-0.0013530790
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-1091256
EUR
1220565.14
USD
2020-01-22
-5225.33
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-980699
NC
-31715.26
-0.0082125438
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-980699
GBP
1268167.38
USD
2020-01-22
-31715.26
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-720697
NC
-5860.09
-0.0015174476
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-720697
CAD
549207.09
USD
2020-01-22
-5860.09
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-2467448
NC
-21820.49
-0.0056503314
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-2467448
AUD
1710706.37
USD
2020-01-22
-21820.49
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-17346243
NC
-67948.57
-0.0175950193
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-17346243
ZAR
1166808.58
USD
2020-01-22
-67948.57
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-565861
NC
-11232.72
-0.0029086694
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-565861
CHF
574396.53
USD
2020-01-22
-11232.72
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - USD
000000000
-26963992
NC
-65149.69
-0.0168702601
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-26963992
SEK
2816841.72
USD
2020-01-22
-65149.69
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-2306467
NC
-51768.06
-0.0134051388
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-2306467
CHF
2335274.95
USD
2020-01-22
-51768.06
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-3080049
NC
-15045.27
-0.0038959144
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-3080049
BRL
750133.71
USD
2020-01-22
-15045.27
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-1120872
NC
-28189.94
-0.0072996759
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-1120872
CHF
1131839.52
USD
2020-01-22
-28189.94
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-1276808
NC
-21285.98
-0.0055119221
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-1276808
CHF
1300127.08
USD
2020-01-22
-21285.98
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-1657769
NC
-19732.99
-0.0051097814
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-1657769
AUD
1144275.05
USD
2020-01-22
-19732.99
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-14739392
NC
-10577.44
-0.0027389872
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-14739392
CZK
639591.76
USD
2020-01-22
-10577.44
N
N
N
STD CHARTERED LONDON
RILFO74KP1CM8P6PCT96
CURRENCY CONTRACT - USD
000000000
-636213
NC
-9697.07
-0.0025110188
N/A
DFE
CORP
XX
N
2
STD CHARTERED LONDON
RILFO74KP1CM8P6PCT96
-636213
CAD
480302.13
USD
2020-01-22
-9697.07
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - USD
000000000
-13343163
NC
-61122.81
-0.0158275151
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-13343163
NOK
1458879.52
USD
2020-01-22
-61122.81
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - USD
000000000
-2587391
NC
-62114.69
-0.0160843586
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-2587391
CHF
2615666.35
USD
2020-01-22
-62114.69
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-11017879
NC
-42532.1
-0.0110135227
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-11017879
SEK
1135091.48
USD
2020-01-22
-42532.1
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-824262
NC
-12375.33
-0.0032045438
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-824262
CAD
622455.65
USD
2020-01-22
-12375.33
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-140253697
NC
4336.45
0.0011229069
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-140253697
JPY
1296760.24
USD
2020-01-22
4336.45
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-4476697
NC
-18097.5
-0.0046862776
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-4476697
NOK
491870.78
USD
2020-01-22
-18097.5
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-591286
NC
-6648.65
-0.0017216422
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-591286
EUR
657533.49
USD
2020-01-22
-6648.65
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-2602433
NC
-50443.85
-0.0130622398
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-2602433
AUD
1776863.18
USD
2020-01-22
-50443.85
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-1154119
NC
-36559.44
-0.0094669255
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-1154119
NZD
740655.87
USD
2020-01-22
-36559.44
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-1752646
NC
-55939.82
-0.0144853999
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-1752646
NZD
1124339.94
USD
2020-01-22
-55939.82
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-760047
NC
-26556.46
-0.0068766926
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-760047
GBP
980859.58
USD
2020-01-22
-26556.46
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-551646
NC
-15528.33
-0.0040210010
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-551646
CHF
555389.32
USD
2020-01-22
-15528.33
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-648389
NC
-11174.38
-0.0028935625
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-648389
EUR
717150.65
USD
2020-01-22
-11174.38
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-7453395
NC
-19772.24
-0.0051199450
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-7453395
SEK
776868.72
USD
2020-01-22
-19772.24
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - USD
000000000
-3106979
NC
-63467.37
-0.0164346299
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-3106979
NZD
2028857.29
USD
2020-01-22
-63467.37
N
N
N
STANDARD CHARTERED LONDON
N/A
CURRENCY CONTRACT - USD
000000000
-973616
NC
-19507.47
-0.0050513839
N/A
DFE
CORP
XX
N
2
STANDARD CHARTERED LONDON
N/A
-973616
CHF
988121.63
USD
2020-01-22
-19507.47
N
N
N
STANDARD CHARTERED LONDON
N/A
CURRENCY CONTRACT - USD
000000000
-5283382
NC
-25748.56
-0.0066674900
N/A
DFE
CORP
XX
N
2
STANDARD CHARTERED LONDON
N/A
-5283382
NOK
576114.2
USD
2020-01-22
-25748.56
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-4028660
NC
-66808.64
-0.0172998388
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-4028660
AUD
2761928.44
USD
2020-01-22
-66808.64
N
N
N
STANDARD CHARTERED LONDON
N/A
CURRENCY CONTRACT - USD
000000000
-5913681
NC
-10200.89
-0.0026414810
N/A
DFE
CORP
XX
N
2
STANDARD CHARTERED LONDON
N/A
-5913681
SEK
621870.87
USD
2020-01-22
-10200.89
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-26141815
NC
-17281.52
-0.0044749827
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-26141815
CZK
1135859.87
USD
2020-01-22
-17281.52
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - USD
000000000
-135450836
NC
1388.62
0.0003595778
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-135450836
JPY
1249554.53
USD
2020-01-22
1388.62
N
N
N
STATE STREET LONDON
549300YVXI5VCEJ6PE67
CURRENCY CONTRACT - USD
000000000
-26220703
NC
-14902.9
-0.0038590483
N/A
DFE
CORP
XX
N
2
STATE STREET LONDON
549300YVXI5VCEJ6PE67
-26220703
CZK
1141718.32
USD
2020-01-22
-14902.9
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-1384607223
NC
-34015.42
-0.0088081614
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-1384607223
KRW
1164416.13
USD
2020-01-22
-34015.42
N
N
N
STANDARD CHARTERED LONDON
N/A
CURRENCY CONTRACT - USD
000000000
-9852541
NC
-19304.63
-0.0049988592
N/A
DFE
CORP
XX
N
2
STANDARD CHARTERED LONDON
N/A
-9852541
MXN
499976.71
USD
2020-01-22
-19304.63
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-1638400
NC
-29753.93
-0.0077046650
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-1638400
NZD
1073589.45
USD
2020-01-22
-29753.93
N
N
N
ROYAL BANK OF CANADA LONDON
213800ODGVRDOVDV4N89
CURRENCY CONTRACT - USD
000000000
-9870378
NC
31633.43
0.0081913543
N/A
DFE
CORP
XX
N
2
ROYAL BANK OF CANADA LONDON
213800ODGVRDOVDV4N89
-9870378
TRY
1681123.09
USD
2020-01-22
31633.43
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-1301890
NC
-16298.63
-0.0042204672
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-1301890
CAD
986392.39
USD
2020-01-22
-16298.63
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-2914646
NC
-47267.85
-0.0122398268
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-2914646
NZD
1915534.5
USD
2020-01-22
-47267.85
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-14122678
NC
-10012.21
-0.0025926230
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-14122678
SEK
1499461.49
USD
2020-01-22
-10012.21
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-13600170
NC
-63173.96
-0.0163586525
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-13600170
NOK
1486105.63
USD
2020-01-22
-63173.96
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-563680
NC
-9330.61
-0.0024161254
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-563680
CHF
574041.45
USD
2020-01-22
-9330.61
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-1826127
NC
-22018.27
-0.0057015458
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-1826127
NZD
1207745.61
USD
2020-01-22
-22018.27
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-398713
NC
-1352.46
-0.0003502143
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-398713
EUR
446515.5
USD
2020-01-22
-1352.46
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-1112623
NC
-16672.2
-0.0043172017
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-1112623
CHF
1134820.08
USD
2020-01-22
-16672.2
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-1115187
NC
-19049.27
-0.0049327348
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-1115187
CHF
1135096.59
USD
2020-01-22
-19049.27
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-724246
NC
-11577.4
-0.0029979229
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-724246
GBP
948385.65
USD
2020-01-22
-11577.4
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-649795
NC
-5366.58
-0.0013896551
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-649795
CAD
495093.22
USD
2020-01-22
-5366.58
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-3361068
NC
-42724.86
-0.0110634372
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-3361068
CHF
3435761.45
USD
2020-01-22
-42724.86
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
-24257392
NC
-74693.82
-0.0193416756
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-24257392
NOK
2688615.93
USD
2020-01-22
-74693.82
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - USD
000000000
-4172412
NC
-101.05
-0.0000261665
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-4172412
NOK
475204.24
USD
2020-01-22
-101.05
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - USD
000000000
-7312805
NC
-57268.55
-0.0148294694
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-7312805
EGP
393478.88
USD
2020-03-05
-57268.55
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - USD
000000000
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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9R7GPTSO7KV3UQJZQ078
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
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2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-4674981
JPY
42936.38
USD
2020-02-05
-177.27
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - USD
000000000
-2616284.29
NC
-5124.05
-0.0013268529
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-2616284.29
BRL
645199.58
USD
2020-01-03
-5124.05
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - USD
000000000
-770920.11
NC
-1529.08
-0.0003959493
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-770920.11
BRL
189902.85
USD
2020-02-04
-1529.08
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - USD
000000000
-20007850.79
NC
108.87
0.0000281915
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-20007850.79
INR
280287.95
USD
2020-01-21
108.87
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - USD
000000000
-540980.37
NC
-1047.68
-0.0002712927
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-540980.37
BRL
133422.54
USD
2020-01-03
-1047.68
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - USD
000000000
-120545.67
NC
-2419
-0.0006263907
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-120545.67
GBP
157600.57
USD
2020-03-18
-2419
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - USD
000000000
-3640615.25
NC
-350.5
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N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-3640615.25
MXN
189969.79
USD
2020-03-18
-350.5
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - USD
000000000
-658163.82
NC
-1314.23
-0.0003403148
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-658163.82
ILS
190091.65
USD
2020-03-18
-1314.23
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - USD
000000000
-104253.84
NC
-827.68
-0.0002143245
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-104253.84
EUR
116689.97
USD
2020-03-18
-827.68
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - USD
000000000
-142487764
NC
464.24
0.0001202132
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-142487764
CLP
190009.02
USD
2020-01-21
464.24
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - USD
000000000
-774335.5
NC
-2280.03
-0.0005904049
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-774335.5
BRL
190000
USD
2020-02-04
-2280.03
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - USD
000000000
-142095617
NC
946.67
0.0002451365
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-142095617
CLP
189969.79
USD
2020-01-21
946.67
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - USD
000000000
-5699364.42
NC
-1251.61
-0.0003240996
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-5699364.42
TWD
190096.04
USD
2020-02-24
-1251.61
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - USD
000000000
-969213.17
NC
287.11
0.0000743460
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-969213.17
TRY
160029.65
USD
2020-03-18
287.11
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - USD
000000000
-145917.72
NC
-3893.1
-0.0010081032
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-145917.72
GBP
189806.85
USD
2020-03-18
-3893.1
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - USD
000000000
-656839.29
NC
-1005.9
-0.0002604739
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-656839.29
ILS
190014.78
USD
2020-03-18
-1005.9
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - USD
000000000
-13567010.47
NC
40.36
0.0000104511
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-13567010.47
INR
190025.41
USD
2020-01-21
40.36
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - USD
000000000
-171118.1
NC
-2336.47
-0.0006050199
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-171118.1
EUR
190552.32
USD
2020-03-18
-2336.47
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - USD
000000000
-772636.16
NC
-1935.76
-0.0005012576
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-772636.16
BRL
189922.29
USD
2020-02-04
-1935.76
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - USD
000000000
-1153936.05
NC
-152.05
-0.0000393728
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-1153936.05
TRY
190035.91
USD
2020-03-18
-152.05
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - USD
000000000
-171083.28
NC
-791.11
-0.0002048549
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-171083.28
EUR
192058.43
USD
2020-03-18
-791.11
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - USD
000000000
-3619484.69
NC
701.03
0.0001815290
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-3619484.69
MXN
189916.68
USD
2020-03-18
701.03
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - USD
000000000
-220138089
NC
-656.26
-0.0001699360
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-220138089
KRW
189996.97
USD
2020-02-25
-656.26
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - USD
000000000
-141396013
NC
37.32
0.0000096639
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-141396013
KRW
122495.03
USD
2020-02-25
37.32
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - USD
000000000
-618898369.04
NC
561.19
0.0001453180
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-618898369.04
COP
188585.61
USD
2020-02-04
561.19
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - USD
000000000
-219408605
NC
-18.51
-0.0000047931
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-219408605
KRW
190002.95
USD
2020-02-25
-18.51
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - USD
000000000
-360599.54
NC
136.37
0.0000353125
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-360599.54
BRL
89679.07
USD
2020-02-04
136.37
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - USD
000000000
-95923.26
NC
-1095.45
-0.0002836625
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-95923.26
GBP
126238.85
USD
2020-03-18
-1095.45
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - USD
000000000
-24838548
NC
318.71
0.0000825287
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-24838548
CLP
33360.26
USD
2020-01-21
318.71
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - USD
000000000
-41014.56
NC
-477.82
-0.0001237296
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-41014.56
GBP
53967.37
USD
2020-03-18
-477.82
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - USD
000000000
-767517.08
NC
-715.52
-0.0001852811
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-767517.08
BRL
189871.38
USD
2020-02-04
-715.52
N
N
N
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
CURRENCY CONTRACT - ZAR
000000000
-1098768.74
NC
USD
108302.15
0.0280444226
N/A
DFE
CORP
XX
N
2
CITIBANK LONDON
31OGKFG0Y1795OV0AK56
-1098768.74
USD
16957298
ZAR
2020-01-22
108302.15
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - ZAR
000000000
-577379.94
NC
USD
58332.56
0.0151049907
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-577379.94
USD
8930682
ZAR
2020-01-22
58332.56
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - ZAR
000000000
-1125550.62
NC
USD
78613.51
0.0203566642
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-1125550.62
USD
16916463
ZAR
2020-01-22
78613.51
N
N
N
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - ZAR
000000000
-1158932.19
NC
USD
76795.47
0.0198858898
N/A
DFE
CORP
XX
N
2
GOLDMAN SACHS INTL LTD LONDON
W22LROWP2IHZNBB6K528
-1158932.19
USD
17359877
ZAR
2020-01-22
76795.47
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - ZAR
000000000
-150861.26
NC
USD
9647.78
0.0024982553
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-150861.26
USD
2257048.76
ZAR
2020-01-29
9647.78
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - ZAR
000000000
-190000
NC
USD
3131.21
0.0008108147
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-190000
USD
2733074
ZAR
2020-03-18
3131.21
N
N
N
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
CURRENCY CONTRACT - ZAR
000000000
-114396.79
NC
USD
661.38
0.0001712618
N/A
DFE
CORP
XX
N
2
MORGAN STANLEY & CO NEW YORK
9R7GPTSO7KV3UQJZQ078
-114396.79
USD
1628232.39
ZAR
2020-03-18
661.38
N
N
N
ASX Trade24
N/A
FUT. AUST 10Y SFE MAR20
000000000
6
NC
601925.36
0.1558662427
N/A
DIR
CORP
AU
N
2
ASX Trade24
N/A
Long
Aust 10yr 6%
BBG00Q98VZZ5
2020-03-16
857748.99
AUD
-3275.72
N
N
N
ASX Trade24
N/A
FUT. AUST 3YR SFE MAR20
000000000
9
NC
726397.64
0.1880978579
N/A
DIR
CORP
AU
N
2
ASX Trade24
N/A
Long
Aust 3yr 6%
BBG00Q98W018
2020-03-16
1035123.11
AUD
-1235.21
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
MAR 20 10 YR MAR 20
000000000
195
NC
USD
25042265.63
6.4845977775
N/A
DIR
CORP
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US 10yr 6%
BBG00PF52FG3
2020-03-20
25042265.63
USD
-136258.98
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
MAR 20 CBT 5Y MAR 20
000000000
46
NC
USD
5456031.25
1.4128181787
N/A
DIR
CORP
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US 5yr 6%
BBG00PH2B3Q4
2020-03-31
5456031.25
USD
8217.12
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
MAR 20 CBT UL MAR 20
000000000
52
NC
USD
9446125
2.4460375146
N/A
DIR
CORP
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US 30yr 6.00%
BBG00PF52G53
2020-03-20
9446125
USD
-281027.29
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
MAR 20 CBT ULT MAR 20
000000000
-61
NC
USD
-8582890.63
-2.2225063150
N/A
DIR
CORP
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US 10yr 6%
BBG00PF52GM4
2020-03-20
-8582890.63
USD
127269.93
N
N
N
Eurex
N/A
MAR 20 EURX MAR 20
000000000
-1
NC
-149892.78
-0.0388141553
N/A
DIR
CORP
DE
N
1
Eurex
N/A
Short
Euro-Bobl 5yr 6%
BBG00PD5Z8T1
2020-03-06
-133630
EUR
382.24
N
N
N
ICE Futures Europe Financials
549300UF4R84F48NCH34
MAR 20 LIF LONG MAR 20
000000000
5
NC
870129.85
0.2253167575
N/A
DIR
CORP
GB
N
1
ICE Futures Europe Financials
549300UF4R84F48NCH34
Long
UK 10yr 4.0 %
BBG00PKRMST5
2020-03-27
656900
GBP
-4748.08
N
N
N
Osaka Exchange
N/A
MAR 20 OSE 10Y JGBMAR 20
000000000
3
NC
4201739.45
1.0880241709
N/A
DIR
CORP
JP
N
1
Osaka Exchange
N/A
Long
Jpn 10yr 6%
BBG00PG1HVX1
2020-03-13
456540000
JPY
-1233.39
N
N
N
Moscow Exchange - RTSX
N/A
MAR 20 U.S. MAR 20
000000000
6
NC
USD
935437.5
0.2422279207
N/A
DIR
CORP
US
N
1
Moscow Exchange - RTSX
N/A
Long
Solactive US Large Cap
SOLUSLCP
2020-03-20
935437.5
USD
-15413.57
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
MAR 20 US 2YR MAR 20
000000000
-208
NC
USD
-44824000
-11.6070013421
N/A
DIR
CORP
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US 2yr 6%
BBG00PH2B4H2
2020-03-31
-44824000
USD
27333.62
N
N
N
THE OPTIONS CLEARING CORPORATION
549300CII6SLYGKNHA04
OPT. S&P 5 P 3105 15/1/20
000000000
-16
NC
USD
-9280
-0.0024030201
N/A
DE
CORP
US
N
1
Chicago Board Options Exchange
N/A
Put
Written
S&P 500 Index
BBG00QSGCN39
100
3105.000000000000
USD
2020-01-15
XXXX
11344
N
N
N
THE OPTIONS CLEARING CORPORATION
549300CII6SLYGKNHA04
OPT. S&P 5 P 3110 1/27/20
000000000
-21
NC
USD
-25305
-0.0065526318
N/A
DE
CORP
US
N
1
Chicago Board Options Exchange
N/A
Put
Written
S&P 500 Index
BBG00QSGCN57
100
3110.000000000000
USD
2020-01-27
XXXX
7644
N
N
N
THE OPTIONS CLEARING CORPORATION
549300CII6SLYGKNHA04
OPT. S&P 5 P 3110 13/1/20
000000000
-19
NC
USD
-8740
-0.0022631892
N/A
DE
CORP
US
N
1
Chicago Board Options Exchange
N/A
Put
Written
S&P 500 Index
BBG00QSGCN57
100
3110.000000000000
USD
2020-01-13
XXXX
14326
N
N
N
THE OPTIONS CLEARING CORPORATION
549300CII6SLYGKNHA04
OPT. S&P 5 P 3125 1/22/20
000000000
-19
NC
USD
-20615
-0.0053381745
N/A
DE
CORP
US
N
1
Chicago Board Options Exchange
N/A
Put
Written
S&P 500 Index
BBG00QSGCNC9
100
3125.000000000000
USD
2020-01-22
XXXX
5339
N
N
N
THE OPTIONS CLEARING CORPORATION
549300CII6SLYGKNHA04
OPT. S&P 5 P 3130 21/1/20
000000000
-18
NC
USD
-18630
-0.0048241664
N/A
DE
CORP
US
N
1
Chicago Board Options Exchange
N/A
Put
Written
S&P 500 Index
BBG00QSGCNF6
100
3130.000000000000
USD
2020-01-21
XXXX
5292
N
N
N
THE OPTIONS CLEARING CORPORATION
549300CII6SLYGKNHA04
OPT. S&P 50 P 3015 8/1/20
000000000
-21
NC
USD
-2562
-0.0006634200
N/A
DE
CORP
US
N
1
Chicago Board Options Exchange
N/A
Put
Written
S&P 500 Index
BBG00QSGCLX0
100
3015.000000000000
USD
2020-01-08
XXXX
34167
N
N
N
THE OPTIONS CLEARING CORPORATION
549300CII6SLYGKNHA04
S&P WEEKLY INDEX OPTION P
000000000
-19
NC
USD
-25935
-0.0067157679
N/A
DE
CORP
US
N
1
Chicago Mercantile Exchange
N/A
Put
Written
SP500 Wed Week OP Mar20
BBG00K8HG519
100
3135.000000000000
USD
2020-01-24
XXXX
1121
N
N
N
THE OPTIONS CLEARING CORPORATION
549300CII6SLYGKNHA04
S&P WEEKLY INDEX OPTION P
000000000
-20
NC
USD
-5950
-0.0015407295
N/A
DE
CORP
US
N
1
Chicago Mercantile Exchange
N/A
Put
Written
SP500 Wed Week OP Mar20
BBG00K8HG519
100
3080.000000000000
USD
2020-01-10
XXXX
21630
N
N
N
THE OPTIONS CLEARING CORPORATION
549300CII6SLYGKNHA04
S&P WEEKLY INDEX OPTION P
000000000
-17
NC
USD
-16235
-0.0042039904
N/A
DE
CORP
US
N
1
Chicago Mercantile Exchange
N/A
Put
Written
SP500 Wed Week OP Mar20
BBG00K8HG519
100
3135.000000000000
USD
2020-01-17
XXXX
6868
N
N
N
OPT. DISCO C 32.5 1/17/20
N/A
OPT. DISCO C 32.5 1/17/20
000000000
-241
NC
USD
-20967
-0.0054293235
N/A
DE
CORP
US
N
1
Chicago Board Options Exchange
N/A
Call
Written
Discovery Inc
DISCA
100
32.500000000000
USD
2020-01-17
XXXX
4207.61
N
N
N
THE OPTIONS CLEARING CORPORATION
549300CII6SLYGKNHA04
OPT. ENVISTA C 29 1/17/20
000000000
-98
NC
USD
-11515
-0.0029817647
N/A
DE
CORP
US
N
1
Chicago Board Options Exchange
N/A
Call
Written
Envista Holdings Corp
NVST
100
29.000000000000
USD
2020-01-17
XXXX
-2013
N
N
N
THE OPTIONS CLEARING CORPORATION
549300CII6SLYGKNHA04
OPT. MARAT C 62.5 17/1/20
000000000
-52
NC
USD
-3900
-0.0010098899
N/A
DE
CORP
US
N
1
Chicago Board Options Exchange
N/A
Call
Written
Marathon Petroleum Corp
MPC
100
62.500000000000
USD
2020-01-17
XXXX
5041.79
N
N
N
THE OPTIONS CLEARING CORPORATION
549300CII6SLYGKNHA04
OPT. NIKE C 100 17/1/20
000000000
-111
NC
USD
-25918.5
-0.0067114953
N/A
DE
CORP
US
N
1
Chicago Board Options Exchange
N/A
Call
Written
NIKE Inc
NKE
100
100.000000000000
USD
2020-01-17
XXXX
2215.16
N
N
N
THE OPTIONS CLEARING CORPORATION
549300CII6SLYGKNHA04
OPT. PAYPAL C 105 1/17/20
000000000
-83
NC
USD
-34445
-0.0089193995
N/A
DE
CORP
US
N
1
Chicago Board Options Exchange
N/A
Call
Written
PayPal Holdings Inc
PYPL
100
105.000000000000
USD
2020-01-17
XXXX
1173.54
N
N
N
THE OPTIONS CLEARING CORPORATION
549300CII6SLYGKNHA04
OPT. QUALCOM C 90 1/17/20
000000000
-273
NC
USD
-32214
-0.0083416906
N/A
DE
CORP
US
N
1
Chicago Board Options Exchange
N/A
Call
Written
QUALCOMM Inc
QCOM
100
90.000000000000
USD
2020-01-17
XXXX
9778.35
N
N
N
THE OPTIONS CLEARING CORPORATION
549300CII6SLYGKNHA04
OPT. WALGREE C 65 4/17/20
000000000
75
NC
USD
8100
0.0020974637
N/A
DE
CORP
US
N
1
Chicago Board Options Exchange
N/A
Call
Purchased
Walgreens Boots Alliance Inc
WBA
100
65.000000000000
USD
2020-04-17
XXXX
-8085.06
N
N
N
THE OPTIONS CLEARING CORPORATION
549300CII6SLYGKNHA04
OPT. WALGREE C 75 4/17/20
000000000
-75
NC
USD
-450
-0.0001165258
N/A
DE
CORP
US
N
1
Chicago Board Options Exchange
N/A
Call
Written
Walgreens Boots Alliance Inc
WBA
100
75.000000000000
USD
2020-04-17
XXXX
871.63
N
N
N
EQS RCV AIRBUS SE PAY EURIB 1M 05-11-20
N/A
EQS RCV AIRBUS SE PAY EURIB 1M 05-11-20
000000000
970
OU
NOTIONAL
2936.03
0.0007602736
N/A
DE
CORP
XX
N
2
CITIBANK N.A. NEW YORK
E57ODZWZ7FF32TWEFA76
Y
2020-11-05
0.000000000000
EUR
0.000000000000
EUR
970
EUR
2936.03
N
N
N
EQS RCV AIRBUS SE PAY EURIB 1M 05-11-20
N/A
EQS RCV AIRBUS SE PAY LIBOR 1M 05-11-20
000000000
1095
OU
NOTIONAL
13097.04
0.0033914278
N/A
DE
CORP
XX
N
2
CITIBANK N.A. NEW YORK
E57ODZWZ7FF32TWEFA76
Y
2020-11-05
0.000000000000
EUR
0.000000000000
EUR
1095
EUR
13097.04
N
N
N
EQS RCV LIBOR 1M PAY PEUGEOT SA 05-11-20
N/A
EQS RCV LIBOR 1M PAY PEUGEOT SA 05-11-20
000000000
12530
OU
NOTIONAL
22085.21
0.0057188797
N/A
DE
CORP
XX
N
2
CITIBANK N.A. NEW YORK
E57ODZWZ7FF32TWEFA76
Y
2020-11-05
0.000000000000
EUR
0.000000000000
EUR
12530
EUR
22085.21
N
N
N
EQS RCV AIRBUS SE PAY EURIB 1M 05-11-20
N/A
EQS RCV AIRBUS SE PAY LIBOR 1M 05-11-20
000000000
1071
OU
NOTIONAL
10170.43
0.0026335935
N/A
DE
CORP
XX
N
2
CITIBANK N.A. NEW YORK
E57ODZWZ7FF32TWEFA76
Y
2020-11-05
0.000000000000
EUR
0.000000000000
EUR
1071
EUR
10170.43
N
N
N
EQS RCV AIRBUS SE PAY EURIB 1M 05-11-20
N/A
EQS RCV AIRBUS SE PAY LIBOR 1M 05-11-20
000000000
2762
OU
NOTIONAL
28455.83
0.0073685271
N/A
DE
CORP
XX
N
2
CITIBANK N.A. NEW YORK
E57ODZWZ7FF32TWEFA76
Y
2020-11-05
0.000000000000
EUR
0.000000000000
EUR
2762
EUR
28455.83
N
N
N
IRS_CCP PLN RCV WIBOR6M PAY 1.75% 17-JUN-2030
N/A
IRS_CCP PLN RCV WIBOR6M PAY 1.75% 17-JUN-2030
000000000
6230000
OU
NOTIONAL
18969.75
0.0049121434
N/A
DIR
CORP
PL
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2030-06-17
-7466.590000000000
PLN
0.000000000000
PLN
6230000
PLN
26383.83
N
N
N
OIS_CCP USD RCV FFUND1D PAY 1.33304% 15-NOV-2026
N/A
OIS_CCP USD RCV FFUND1D PAY 1.33304% 15-NOV-2026
000000000
20020000
OU
NOTIONAL
USD
288138.05
0.0746122330
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2026-11-15
-19034.630000000000
USD
6551.700000000000
USD
20020000
USD
300421.56
N
N
N
IRS_CCP NOK RCV NIBOR6M PAY 2% 18-MAR-2030
N/A
IRS_CCP NOK RCV NIBOR6M PAY 2% 18-MAR-2030
000000000
34230000
OU
NOTIONAL
25196.61
0.0065245647
N/A
DIR
CORP
NO
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2030-03-18
-11983.550000000000
NOK
0.000000000000
NOK
34230000
NOK
37098.11
N
N
N
IRS_CCP CZK RCV PRBOR6M PAY 1.5% 17-JUN-2030
N/A
IRS_CCP CZK RCV PRBOR6M PAY 1.5% 17-JUN-2030
000000000
53040000
OU
NOTIONAL
43026.02
0.0111414214
N/A
DIR
CORP
CZ
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2030-06-17
-17081.840000000000
CZK
0.000000000000
CZK
53040000
CZK
59978.59
N
N
N
OIS_CCP BRL RCV BZDIO1D PAY 6.26% 02-JAN-2025
N/A
OIS_CCP BRL RCV BZDIO1D PAY 6.26% 02-JAN-2025
000000000
6656254.37
OU
NOTIONAL
865.44
0.0002241023
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2025-01-02
0.000000000000
BRL
1251.790000000000
BRL
6656254.37
BRL
-367.56
N
N
N
IRS_CCP USD RCV LIBOR3M PAY 1.75% 18-MAR-2022
N/A
IRS_CCP USD RCV LIBOR3M PAY 1.75% 18-MAR-2022
000000000
21510000
OU
NOTIONAL
USD
-42049.68
-0.0108886019
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2022-03-18
-71619.160000000000
USD
0.000000000000
USD
21510000
USD
27375.92
N
N
N
IRS_CCP SEK RCV STBOR3M PAY 0.5% 18-MAR-2030
N/A
IRS_CCP SEK RCV STBOR3M PAY 0.5% 18-MAR-2030
000000000
40510000
OU
NOTIONAL
89439.16
0.0231599244
N/A
DIR
CORP
SE
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2030-03-18
0.000000000000
SEK
35983.720000000000
SEK
40510000
SEK
53726.25
N
N
N
IRS_CCP KRW RCV KWCDC3M PAY 1.5% 18-MAR-2030
N/A
IRS_CCP KRW RCV KWCDC3M PAY 1.5% 18-MAR-2030
000000000
1247270000
OU
NOTIONAL
-11576.26
-0.0029976277
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2030-03-18
-15767.490000000000
KRW
0.000000000000
KRW
1247270000
KRW
4070.33
N
N
N
IRS_CCP NOK RCV NIBOR6M PAY 2% 18-MAR-2025
N/A
IRS_CCP NOK RCV NIBOR6M PAY 2% 18-MAR-2025
000000000
85730000
OU
NOTIONAL
3313.36
0.0008579818
N/A
DIR
CORP
NO
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2025-03-18
-25376.490000000000
NOK
0.000000000000
NOK
85730000
NOK
28360.21
N
N
N
IRS_CCP HKD RCV HIBOR3M PAY 1.75% 18-MAR-2030
N/A
IRS_CCP HKD RCV HIBOR3M PAY 1.75% 18-MAR-2030
000000000
6790000
OU
NOTIONAL
22714.4
0.0058818060
N/A
DIR
CORP
HK
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2030-03-18
0.000000000000
HKD
8815.350000000000
HKD
6790000
HKD
13965.1
N
N
N
IRS_CCP USD RCV LIBOR3M PAY 1.5% 18-MAR-2022
N/A
IRS_CCP USD RCV LIBOR3M PAY 1.5% 18-MAR-2022
000000000
6780000
OU
NOTIONAL
USD
19917.4
0.0051575337
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2022-03-18
0.000000000000
USD
9601.590000000000
USD
6780000
USD
10581.88
N
N
N
OIS_CCP COP RCV COOVI1D PAY 4.5% 18-MAR-2022
N/A
OIS_CCP COP RCV COOVI1D PAY 4.5% 18-MAR-2022
000000000
21848990000
OU
NOTIONAL
-2923.18
-0.0007569461
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2022-03-18
-545.060000000000
COP
2088.790000000000
COP
21848990000
COP
-4421.18
N
N
N
IRS_CCP USD RCV LIBOR3M PAY 2% 18-MAR-2030
N/A
IRS_CCP USD RCV LIBOR3M PAY 2% 18-MAR-2030
000000000
480000
OU
NOTIONAL
USD
-4419.92
-0.0011445212
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2030-03-18
-9792.760000000000
USD
0.000000000000
USD
480000
USD
5331
N
N
N
IRS_CCP USD RCV LIBOR3M PAY 1.75% 18-MAR-2025
N/A
IRS_CCP USD RCV LIBOR3M PAY 1.75% 18-MAR-2025
000000000
10180000
OU
NOTIONAL
USD
-10455.27
-0.0027073517
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2025-03-18
-50745.980000000000
USD
0.000000000000
USD
10180000
USD
39820.8
N
N
N
IRS_CCP MXN RCV TIIE28D PAY 6.7% 06-MAR-2030
N/A
IRS_CCP MXN RCV TIIE28D PAY 6.7% 06-MAR-2030
000000000
20580000
OU
NOTIONAL
7805.45
0.0020211911
N/A
DIR
CORP
MX
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2030-03-06
0.000000000000
MXN
1659.160000000000
MXN
20580000
MXN
6154.8
N
N
N
IRS_CCP AUD RCV BBSW6M PAY 0.78% 17-JUN-2021
N/A
IRS_CCP AUD RCV BBSW6M PAY 0.78% 17-JUN-2021
000000000
73770000
OU
NOTIONAL
105471.28
0.0273113798
N/A
DIR
CORP
AU
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2021-06-17
0.000000000000
AUD
36682.750000000000
AUD
73770000
AUD
69606.93
N
N
N
IRS_CCP MXN RCV TIIE28D PAY 8.360000% 18-MAR-2020
N/A
IRS_CCP MXN RCV TIIE28D PAY 8.360000% 18-MAR-2020
000000000
202000000
OU
NOTIONAL
-17288.29
-0.0044767358
N/A
DIR
CORP
MX
N
2
MORGAN STANLEY AND CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
Y
2020-03-18
-1615.350000000000
MXN
0.000000000000
MXN
202000000
MXN
-18297.86
N
N
N
IRS_CCP USD RCV LIBOR3M PAY 3.0% 19-JUN-2029
N/A
IRS_CCP USD RCV LIBOR3M PAY 3.0% 19-JUN-2029
000000000
2440000
OU
NOTIONAL
USD
-104851.12
-0.0271507918
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV55
Y
2029-06-19
-130598.810000000000
USD
0.000000000000
USD
2440000
USD
23628.68
N
N
N
IRS_CCP CZK RCV PRBOR6M PAY 2% 18-MAR-2022
N/A
IRS_CCP CZK RCV PRBOR6M PAY 2% 18-MAR-2022
000000000
134100000
OU
NOTIONAL
30585.5
0.0079199969
N/A
DIR
CORP
CZ
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2022-03-18
-1052.260000000000
CZK
3027.130000000000
CZK
134100000
CZK
28790.96
N
N
N
IRS_CCP CZK RCV PRBOR6M PAY 1.505% 16-SEP-2026
N/A
IRS_CCP CZK RCV PRBOR6M PAY 1.505% 16-SEP-2026
000000000
30350000
OU
NOTIONAL
28351.62
0.0073415423
N/A
DIR
CORP
CZ
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV57
Y
2026-09-16
-1590.730000000000
CZK
47.900000000000
CZK
30350000
CZK
29856.5
N
N
N
IRS_CCP USD RCV LIBOR3M PAY 1.84219% 15-MAY-2045
N/A
IRS_CCP USD RCV LIBOR3M PAY 1.84219% 15-MAY-2045
000000000
9410000
OU
NOTIONAL
USD
464853.72
0.1203720719
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2045-05-15
0.000000000000
USD
20034.220000000000
USD
9410000
USD
444894.89
N
N
N
OIS_CCP BRL RCV 5.75% PAY BZDIO1D 02-JAN-2023
N/A
OIS_CCP BRL RCV 5.75% PAY BZDIO1D 02-JAN-2023
000000000
12529341.06
OU
NOTIONAL
4391.17
0.0011370765
N/A
DIR
CORP
BR
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2023-01-02
-3591.120000000000
BRL
0.000000000000
BRL
12529341.06
BRL
7929.75
N
N
N
EQS RCV AIRBUS SE PAY EURIB 1M 05-11-20
N/A
EQS RCV AIRBUS SE PAY EURIB 1M 05-11-20
000000000
1449
OU
NOTIONAL
4001.98
0.0010362972
N/A
DE
CORP
XX
N
2
CITIBANK N.A. NEW YORK
E57ODZWZ7FF32TWEFA76
Y
2020-11-05
0.000000000000
EUR
0.000000000000
EUR
1449
EUR
4001.98
N
N
N
IRS_CCP MXN RCV 6.49% PAY TIIE28D 15-MAR-2023
N/A
IRS_CCP MXN RCV 6.49% PAY TIIE28D 15-MAR-2023
000000000
54850000
OU
NOTIONAL
-1586.89
-0.0004109190
N/A
DIR
CORP
MX
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2023-03-15
-3353.370000000000
MXN
0.000000000000
MXN
54850000
MXN
1732.41
N
N
N
IRS_CCP HUF RCV 1.5% PAY BUBOR6M 17-JUN-2030
N/A
IRS_CCP HUF RCV 1.5% PAY BUBOR6M 17-JUN-2030
000000000
168840000
OU
NOTIONAL
-9246.57
-0.0023943635
N/A
DIR
CORP
HU
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2030-06-17
0.000000000000
HUF
7087.880000000000
HUF
168840000
HUF
-16284.77
N
N
N
IRS_CCP HUF RCV 0.5% PAY BUBOR6M 18-MAR-2022
N/A
IRS_CCP HUF RCV 0.5% PAY BUBOR6M 18-MAR-2022
000000000
1255600000
OU
NOTIONAL
-3607.86
-0.0009342414
N/A
DIR
CORP
HU
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2022-03-18
0.000000000000
HUF
6090.920000000000
HUF
1255600000
HUF
-9501.91
N
N
N
IRS ILS RCV 1.02% PAY TELBO3M 18-MAR-2030
N/A
IRS ILS RCV 1.02% PAY TELBO3M 18-MAR-2030
000000000
2230000
OU
NOTIONAL
6653.98
0.0017230224
N/A
DIR
CORP
IL
N
2
CITIBANK N.A. NEW YORK
E57ODZWZ7FF32TWEFA76
Y
2030-03-18
0.000000000000
ILS
9843.080000000000
ILS
2230000
ILS
-3112.9
N
N
N
IRS_CCP CAD RCV 1.75% PAY CDOR3M 18-MAR-2022
N/A
IRS_CCP CAD RCV 1.75% PAY CDOR3M 18-MAR-2022
000000000
30550000
OU
NOTIONAL
-107360.12
-0.0278004876
N/A
DIR
CORP
CA
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2022-03-18
-99971.330000000000
CAD
0.000000000000
CAD
30550000
CAD
-10110.17
N
N
N
IRS_CCP ZAR RCV 8% PAY JIBAR3M 17-JUN-2030
N/A
IRS_CCP ZAR RCV 8% PAY JIBAR3M 17-JUN-2030
000000000
11230000
OU
NOTIONAL
11285.5
0.0029223366
N/A
DIR
CORP
ZA
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2030-06-17
0.000000000000
ZAR
0.000000000000
ZAR
11230000
ZAR
11285.5
N
N
N
IRS_CCP CNY RCV 3% PAY CNRR07D 18-MAR-2025
N/A
IRS_CCP CNY RCV 3% PAY CNRR07D 18-MAR-2025
000000000
15150000
OU
NOTIONAL
3804.3
0.0009851088
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2025-03-18
0.000000000000
CNY
3310.260000000000
CNY
15150000
CNY
542.45
N
N
N
IRS_CCP MXN RCV 6.6% PAY TIIE28D 16-MAR-2022
N/A
IRS_CCP MXN RCV 6.6% PAY TIIE28D 16-MAR-2022
000000000
99330000
OU
NOTIONAL
5348.67
0.0013850174
N/A
DIR
CORP
MX
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2022-03-16
-1752.140000000000
MXN
0.000000000000
MXN
99330000
MXN
7025.34
N
N
N
IRS_CCP AUD RCV 1.75% PAY BBSW6M 18-MAR-2030
N/A
IRS_CCP AUD RCV 1.75% PAY BBSW6M 18-MAR-2030
000000000
2390000
OU
NOTIONAL
31575.85
0.0081764442
N/A
DIR
CORP
AU
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2030-03-18
0.000000000000
AUD
68655.370000000000
AUD
2390000
AUD
-36597.52
N
N
N
IRS_CCP EUR RCV 0% PAY EURIB6M 18-MAR-2025
N/A
IRS_CCP EUR RCV 0% PAY EURIB6M 18-MAR-2025
000000000
5510000
OU
NOTIONAL
33293.84
0.0086213110
N/A
DIR
CORP
XX
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2025-03-18
0.000000000000
EUR
48314.990000000000
EUR
5510000
EUR
-14528.27
N
N
N
IRS_CCP AUD RCV 1.5% PAY BBSW6M 18-MAR-2025
N/A
IRS_CCP AUD RCV 1.5% PAY BBSW6M 18-MAR-2025
000000000
11380000
OU
NOTIONAL
114848.16
0.0297394866
N/A
DIR
CORP
AU
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2025-03-18
0.000000000000
AUD
169079.290000000000
AUD
11380000
AUD
-52799.87
N
N
N
IRS_CCP NZD RCV 1.5% PAY BBR3M 18-MAR-2025
N/A
IRS_CCP NZD RCV 1.5% PAY BBR3M 18-MAR-2025
000000000
3610000
OU
NOTIONAL
3956.59
0.0010245437
N/A
DIR
CORP
NZ
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2025-03-18
0.000000000000
NZD
11897.890000000000
NZD
3610000
NZD
-7797.03
N
N
N
IRS_CCP EUR RCV 0.5% PAY EURIB6M 18-MAR-2030
N/A
IRS_CCP EUR RCV 0.5% PAY EURIB6M 18-MAR-2030
000000000
4480000
OU
NOTIONAL
144045.68
0.0373000714
N/A
DIR
CORP
XX
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2030-03-18
0.000000000000
EUR
183992.970000000000
EUR
4480000
EUR
-38876.4
N
N
N
IRS_CCP CAD RCV 1.75% PAY CDOR3M 18-MAR-2025
N/A
IRS_CCP CAD RCV 1.75% PAY CDOR3M 18-MAR-2025
000000000
6760000
OU
NOTIONAL
-76795.59
-0.0198859209
N/A
DIR
CORP
CA
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2025-03-18
-51570.500000000000
CAD
0.000000000000
CAD
6760000
CAD
-25819.13
N
N
N
IRS_CCP CAD RCV 2% PAY CDOR3M 18-MAR-2030
N/A
IRS_CCP CAD RCV 2% PAY CDOR3M 18-MAR-2030
000000000
3520000
OU
NOTIONAL
-43153.16
-0.0111743438
N/A
DIR
CORP
CA
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2030-03-18
-13123.500000000000
CAD
0.000000000000
CAD
3520000
CAD
-30107.25
N
N
N
OIS_CCP COP RCV 5.6% PAY COOVI1D 18-MAR-2030
N/A
OIS_CCP COP RCV 5.6% PAY COOVI1D 18-MAR-2030
000000000
1630380000
OU
NOTIONAL
1469.68
0.0003805679
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2030-03-18
-564.670000000000
COP
0.000000000000
COP
1630380000
COP
2031.93
N
N
N
OIS_CCP CLP RCV 1.8% PAY CLICP1D 18-MAR-2022
N/A
OIS_CCP CLP RCV 1.8% PAY CLICP1D 18-MAR-2022
000000000
523250000
OU
NOTIONAL
420.96
0.0001090060
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2022-03-18
0.000000000000
CLP
463.940000000000
CLP
523250000
CLP
-33.86
N
N
N
IRS_CCP AUD RCV 1.2% PAY BBSW6M 17-JUN-2027
N/A
IRS_CCP AUD RCV 1.2% PAY BBSW6M 17-JUN-2027
000000000
9430000
OU
NOTIONAL
-80009.05
-0.0207180339
N/A
DIR
CORP
AU
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2027-06-17
-35627.950000000000
AUD
0.000000000000
AUD
9430000
AUD
-44539.99
N
N
N
IRS THB RCV 1.5% PAY THBFX6M 18-MAR-2025
N/A
IRS THB RCV 1.5% PAY THBFX6M 18-MAR-2025
000000000
17130000
OU
NOTIONAL
6506.7
0.0016848848
N/A
DIR
CORP
US
N
2
DEUTSCHE BANK FRANKFURT
7LTWFZYICNSX8D621K86
Y
2025-03-18
0.000000000000
THB
4974.710000000000
THB
17130000
THB
1571.02
N
N
N
IRS THB RCV 1.25% PAY THBFX6M 18-JUN-2021
N/A
IRS THB RCV 1.25% PAY THBFX6M 18-JUN-2021
000000000
126010000
OU
NOTIONAL
6809.12
0.0017631953
N/A
DIR
CORP
US
N
2
CITIBANK N.A. NEW YORK
N/A
Y
2021-06-18
0.000000000000
THB
1685.090000000000
THB
126010000
THB
5528.01
N
N
N
IRS_CCP BRL RCV 7.250000% PAY BZDIO1D 02-JAN-2020
N/A
IRS_CCP BRL RCV 7.250000% PAY BZDIO1D 02-JAN-2020
000000000
15471421.35
OU
NOTIONAL
50756.85
0.0131432899
N/A
DIR
CORP
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Y
2020-01-02
0.000000000000
BRL
10965.840000000000
BRL
15471421.35
BRL
50056.6
N
N
N
IRS THB RCV 1.75% PAY THBFX6M 20-MAR-2021
N/A
IRS THB RCV 1.75% PAY THBFX6M 20-MAR-2021
000000000
42490000
OU
NOTIONAL
9616.83
0.0024902409
N/A
DIR
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
Y
2021-03-20
-45.550000000000
THB
0.000000000000
THB
42490000
THB
10969.22
N
N
N
IRS_CCP CLP RCV 3.600000% PAY CLICP6M 20-MAR-2021
N/A
IRS_CCP CLP RCV 3.600000% PAY CLICP6M 20-MAR-2021
000000000
1566750000
OU
NOTIONAL
58571.07
0.0151667519
N/A
DIR
CORP
CL
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2021-03-20
0.000000000000
CLP
6094.530000000000
CLP
1566750000
CLP
53458.06
N
N
N
IRS THB RCV 1.75% PAY THBFX6M 20-MAR-2021
N/A
IRS THB RCV 1.75% PAY THBFX6M 20-MAR-2021
000000000
59540000
OU
NOTIONAL
13475.78
0.0034895011
N/A
DIR
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
Y
2021-03-20
0.000000000000
THB
350.240000000000
THB
59540000
THB
15138.61
N
N
N
IRS THB RCV 1.75% PAY THBFX6M 20-MAR-2021
N/A
IRS THB RCV 1.75% PAY THBFX6M 20-MAR-2021
000000000
78320000
OU
NOTIONAL
17726.29
0.0045901542
N/A
DIR
CORP
US
N
2
BNP PARIBAS LONDON BRANCH
CGKPTUL0E6IIWC1NOM75
Y
2021-03-20
0.000000000000
THB
1167.260000000000
THB
78320000
THB
19518.25
N
N
N
IRS THB RCV 1.75% PAY THBFX6M 19-JUN-2021
N/A
IRS THB RCV 1.75% PAY THBFX6M 19-JUN-2021
000000000
55250000
OU
NOTIONAL
16298.98
0.0042205578
N/A
DIR
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
Y
2021-06-19
0.000000000000
THB
341.050000000000
THB
55250000
THB
16461.03
N
N
N
IRS_CCP CAD RCV 3% PAY CDOR3M 19-JUN-2029
N/A
IRS_CCP CAD RCV 3% PAY CDOR3M 19-JUN-2029
000000000
3170000
OU
NOTIONAL
79916.01
0.0206939415
N/A
DIR
CORP
CA
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2029-06-19
0.000000000000
CAD
97569.640000000000
CAD
3170000
CAD
-16364.74
N
N
N
IRS_CCP THB RCV 1.750000% PAY THBFX6M 20-MAR-2021
N/A
IRS_CCP THB RCV 1.750000% PAY THBFX6M 20-MAR-2021
000000000
52420000
OU
NOTIONAL
11864.3
0.0030722146
N/A
DIR
CORP
TH
N
2
BNP PARIBAS LONDON BRANCH
CGKPTUL0E6IIWC1NOM75
Y
2021-03-20
0.000000000000
THB
345.000000000000
THB
52420000
THB
13292.4
N
N
N
IRS THB RCV 1.75% PAY THBFX6M 19-JUN-2021
N/A
IRS THB RCV 1.75% PAY THBFX6M 19-JUN-2021
000000000
161200000
OU
NOTIONAL
47554.67
0.0123140978
N/A
DIR
CORP
US
N
2
BNP PARIBAS LONDON BRANCH
CGKPTUL0E6IIWC1NOM75
Y
2021-06-19
0.000000000000
THB
4001.550000000000
THB
161200000
THB
46096.92
N
N
N
IRS THB RCV 1.75% PAY THBFX6M 19-JUN-2021
N/A
IRS THB RCV 1.75% PAY THBFX6M 19-JUN-2021
000000000
62980000
OU
NOTIONAL
18579.36
0.0048110534
N/A
DIR
CORP
US
N
2
BNP PARIBAS LONDON BRANCH
CGKPTUL0E6IIWC1NOM75
Y
2021-06-19
0.000000000000
THB
638.720000000000
THB
62980000
THB
18600.75
N
N
N
IRS THB RCV 1.75% PAY THBFX6M 19-JUN-2021
N/A
IRS THB RCV 1.75% PAY THBFX6M 19-JUN-2021
000000000
55870000
OU
NOTIONAL
16481.88
0.0042679190
N/A
DIR
CORP
TH
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Y
2021-06-19
0.000000000000
THB
0.000000000000
THB
55870000
THB
16866.72
N
N
N
IRS THB RCV 1.75% PAY THBFX6M 20-JUN-2021
N/A
IRS THB RCV 1.75% PAY THBFX6M 20-JUN-2021
000000000
49950000
OU
NOTIONAL
14727.48
0.0038136240
N/A
DIR
CORP
TH
N
2
MORGAN STANLEY AND CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
Y
2021-06-20
-139.390000000000
THB
0.000000000000
THB
49950000
THB
15144.15
N
N
N
IRS THB RCV 1.75% PAY THBFX6M 19-JUN-2024
N/A
IRS THB RCV 1.75% PAY THBFX6M 19-JUN-2024
000000000
5460000
OU
NOTIONAL
4077.56
0.0010558684
N/A
DIR
CORP
US
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
Y
2024-06-19
-346.430000000000
THB
0.000000000000
THB
5460000
THB
4418.55
N
N
N
OIS_CCP BRL RCV 5.56% PAY BZDIO1D 04-JAN-2021
N/A
OIS_CCP BRL RCV 5.56% PAY BZDIO1D 04-JAN-2021
000000000
3931276.2
OU
NOTIONAL
10355.56
0.0026815322
N/A
DIR
CORP
BR
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2021-01-04
0.000000000000
BRL
0.000000000000
BRL
3931276.2
BRL
10355.56
N
N
N
OIS_CCP BRL RCV 6.66% PAY BZDIO1D 02-JAN-2023
N/A
OIS_CCP BRL RCV 6.66% PAY BZDIO1D 02-JAN-2023
000000000
9927725.23
OU
NOTIONAL
84172.37
0.0217961095
N/A
DIR
CORP
BR
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2023-01-02
0.000000000000
BRL
38989.490000000000
BRL
9927725.23
BRL
47731.95
N
N
N
IRS ILS RCV 1.405% PAY TELBO3M 18-DEC-2029
N/A
IRS ILS RCV 1.405% PAY TELBO3M 18-DEC-2029
000000000
3165000
OU
NOTIONAL
46812.4
0.0121218898
N/A
DIR
CORP
IL
N
2
DEUTSCHE BANK FRANKFURT
7LTWFZYICNSX8D621K86
Y
2029-12-18
0.000000000000
ILS
0.000000000000
ILS
3165000
ILS
47245.14
N
N
N
IRS ILS RCV 1.342% PAY TELBO3M 18-DEC-2029
N/A
IRS ILS RCV 1.342% PAY TELBO3M 18-DEC-2029
000000000
2560000
OU
NOTIONAL
33357.33
0.0086377515
N/A
DIR
CORP
IL
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Y
2029-12-18
0.000000000000
ILS
0.000000000000
ILS
2560000
ILS
33689.45
N
N
N
IRS_CCP NOK RCV 2% PAY NIBOR6M 19-MAR-2030
N/A
IRS_CCP NOK RCV 2% PAY NIBOR6M 19-MAR-2030
000000000
16820000
OU
NOTIONAL
-11737.12
-0.0030392818
N/A
DIR
CORP
NO
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2030-03-19
-1254.680000000000
NOK
4586.640000000000
NOK
16820000
NOK
-14963.21
N
N
N
IRS THB RCV 1.5% PAY THBFX6M 18-DEC-2024
N/A
IRS THB RCV 1.5% PAY THBFX6M 18-DEC-2024
000000000
15780000
OU
NOTIONAL
6386.71
0.0016538138
N/A
DIR
CORP
US
N
2
DEUTSCHE BANK FRANKFURT
7LTWFZYICNSX8D621K86
Y
2024-12-18
0.000000000000
THB
1300.190000000000
THB
15780000
THB
5257.37
N
N
N
IRS_CCP JPY RCV 0.25% PAY LIBOR6M 19-MAR-2030
N/A
IRS_CCP JPY RCV 0.25% PAY LIBOR6M 19-MAR-2030
000000000
146410000
OU
NOTIONAL
1547.48
0.0004007140
N/A
DIR
CORP
JP
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV55
Y
2030-03-19
0.000000000000
JPY
4120.610000000000
JPY
146410000
JPY
-2527.21
N
N
N
OIS_CCP BRL RCV 5.44% PAY BZDIO1D 03-JAN-2022
N/A
OIS_CCP BRL RCV 5.44% PAY BZDIO1D 03-JAN-2022
000000000
14189026.52
OU
NOTIONAL
17679.62
0.0045780692
N/A
DIR
CORP
BR
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2022-01-03
0.000000000000
BRL
10148.090000000000
BRL
14189026.52
BRL
7718.36
N
N
N
IRS ILS RCV 1.02% PAY TELBO3M 18-MAR-2030
N/A
IRS ILS RCV 1.02% PAY TELBO3M 18-MAR-2030
000000000
2080000
OU
NOTIONAL
6206.4
0.0016071233
N/A
DIR
CORP
IL
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
Y
2030-03-18
0.000000000000
ILS
0.000000000000
ILS
2080000
ILS
6206.4
N
N
N
IRS ILS RCV 1.02% PAY TELBO3M 18-MAR-2030
N/A
IRS ILS RCV 1.02% PAY TELBO3M 18-MAR-2030
000000000
2080000
OU
NOTIONAL
6206.4
0.0016071233
N/A
DIR
CORP
IL
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
Y
2030-03-18
0.000000000000
ILS
0.000000000000
ILS
2080000
ILS
6206.4
N
N
N
IRS_CCP CZK RCV 1.85% PAY PRBOR6M 16-SEP-2022
N/A
IRS_CCP CZK RCV 1.85% PAY PRBOR6M 16-SEP-2022
000000000
89275000
OU
NOTIONAL
-28025.91
-0.0072572009
N/A
DIR
CORP
CZ
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV56
Y
2022-09-16
0.000000000000
CZK
945.100000000000
CZK
89275000
CZK
-28915.45
N
N
N
IRS ILS RCV 1.02% PAY TELBO3M 18-MAR-2030
N/A
IRS ILS RCV 1.02% PAY TELBO3M 18-MAR-2030
000000000
1725000
OU
NOTIONAL
5147.14
0.0013328320
N/A
DIR
CORP
IL
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
Y
2030-03-18
0.000000000000
ILS
239.500000000000
ILS
1725000
ILS
4911.73
N
N
N
IRS THB RCV 1.5% PAY THBFX6M 18-MAR-2025
N/A
IRS THB RCV 1.5% PAY THBFX6M 18-MAR-2025
000000000
14520000
OU
NOTIONAL
5515.31
0.0014281682
N/A
DIR
CORP
US
N
2
CITIBANK N.A. NEW YORK
E57ODZWZ7FF32TWEFA76
Y
2025-03-18
0.000000000000
THB
2128.250000000000
THB
14520000
THB
3438.45
N
N
N
IRS ILS RCV 1.02% PAY TELBO3M 18-MAR-2030
N/A
IRS ILS RCV 1.02% PAY TELBO3M 18-MAR-2030
000000000
2060000
OU
NOTIONAL
6146.73
0.0015916719
N/A
DIR
CORP
IL
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
Y
2030-03-18
0.000000000000
ILS
1758.980000000000
ILS
2060000
ILS
4414.98
N
N
N
OIS_CCP USD RCV 1.25883% PAY FFUND1D 15-DEC-2021
N/A
OIS_CCP USD RCV 1.25883% PAY FFUND1D 15-DEC-2021
000000000
16890000
OU
NOTIONAL
USD
-50090.67
-0.0129707852
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2021-12-15
-3167.410000000000
USD
0.000000000000
USD
16890000
USD
-47095.27
N
N
N
IRS_CCP KRW RCV 1.5% PAY KWCDC3M 18-MAR-2022
N/A
IRS_CCP KRW RCV 1.5% PAY KWCDC3M 18-MAR-2022
000000000
29551260000
OU
NOTIONAL
98826.08
0.0255906310
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2022-03-18
0.000000000000
KRW
88814.110000000000
KRW
29551260000
KRW
12734.43
N
N
N
IRS_CCP USD RCV 1.65387% PAY LIBOR3M 15-AUG-2029
N/A
IRS_CCP USD RCV 1.65387% PAY LIBOR3M 15-AUG-2029
000000000
7540000
OU
NOTIONAL
USD
-147335.52
-0.0381519628
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & CO INC. NEW YORK
I7331LVCZKQKX5T7XV54
Y
2029-08-15
-5279.120000000000
USD
0.000000000000
USD
7540000
USD
-142108.46
N
N
N
IRS THB RCV 1.5% PAY THBFX6M 18-MAR-2025
N/A
IRS THB RCV 1.5% PAY THBFX6M 18-MAR-2025
000000000
14510000
OU
NOTIONAL
5511.51
0.0014271842
N/A
DIR
CORP
US
N
2
CITIBANK N.A. NEW YORK
E57ODZWZ7FF32TWEFA76
Y
2025-03-18
0.000000000000
THB
4257.130000000000
THB
14510000
THB
1335.76
N
N
N
BASIS_CCP USD LIBOR3M
N/A
BASIS_CCP USD LIBOR3M
000000000
40700000
OU
NOTIONAL
USD
444.85
0.0001151922
N/A
DIR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
Y
2024-07-25
0.000000000000
USD
650.770000000000
USD
40700000
USD
-205.92
N
N
N
CCSW RCV USD LIBOR3M PAY TRY 18.6% 18-DEC-2024
N/A
CCSW RCV USD LIBOR3M PAY TRY 11.3% 17-JUN-2025
000000000
540000
OU
NOTIONAL
USD
4987.98
0.0012916181
N/A
DFE
CORP
XX
N
2
Bank of America
N/A
Y
2025-06-17
0.000000000000
USD
0.000000000000
TRY
540000
TRY
4987.98
N
N
N
2020-01-29
Guidestone Funds
Patrick Pattison
Patrick Pattison
Vice President & Treasurer