NPORT-P false 0000052136 XXXXXXXX S000023548 C000128763 C000069271 C000069270 C000069269 Natixis Funds Trust II 811-00242 0000052136 R4B5ZXLI2IMIOWT67V76 888 BOYLSTON STREET Suite 800 BOSTON 02199-8197 617-449-2822 AlphaSimplex Global Alternatives Fund S000023548 549300O2NJFJ5NLVRI47 2020-12-31 2020-12-31 N 535314763.63 11708515.89 523606247.74 0.00000000 16909459.09000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 59431903.45000000 AUD CAD EUR GBP USD N FirstCash Inc 549300V2X3UU7K0DG350 33767D105 15451.00000000 NS USD 1082188.04000000 0.206679741632 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 328097.28000000 OU Notional Amount USD 4713.32000000 0.000900164965 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Equitrans Midstream Corp Equitrans Midstream Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 328097.27000000 USD 4713.32000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1173772.33000000 OU Notional Amount USD 43095.54000000 0.008230524403 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Liberty Media Corp-Liberty Formula One Liberty Media Corp-Liberty Formula One Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 1173772.33000000 USD 43095.54000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 990836.70000000 OU Notional Amount USD -109850.69000000 -0.02097963698 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Banc of California Inc Banc of California Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 990836.70000000 USD -109850.69000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -258.00000000 NC USD 162601.44000000 0.031054144350 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US Treasury Long Bond USH1 Comdty 2021-03-22 -44844976.44000000 USD 162601.44000000 N N N Masonite International Corp 549300H0H07ZFT4JYM32 575385109 6345.00000000 NS USD 623967.30000000 0.119167275542 Long EC CORP CA N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 606661.38000000 OU Notional Amount USD 9231.69000000 0.001763097755 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Barrick Gold Corp Barrick Gold Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 606661.38000000 USD 9231.69000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 5.00000000 NC -1578.78000000 -0.00030152046 N/A DE AU N 2 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long S&P ASX Share Price Index 200 XPH1 Index 2021-03-18 819875.00000000 AUD -1578.78000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 916203.44000000 OU Notional Amount USD -318935.00000000 -0.06091122888 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Trinseo SA Trinseo SA Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 916203.44000000 USD -318935.00000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 189666.90000000 OU Notional Amount USD -30087.19000000 -0.00574614801 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Alcoa Corp Alcoa Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 189666.90000000 USD -30087.19000000 N N N OVERSEA CHINESE BANKING 5493007O3QFXCPOGWK22 69033MSB4 10000000.00000000 PA USD 9999515.90000000 1.909739607416 Long STIV CORP GB N 2 2021-02-16 Fixed 0.19000000 N N N N N N Open Text Corp 549300HP7ONDQODZJV16 683715106 43497.00000000 NS USD 1977373.62000000 0.377645153879 Long EC CORP CA N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 208395.20000000 OU Notional Amount USD -32269.31000000 -0.00616289628 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Phillips 66 Phillips 66 Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 208395.21000000 USD -32269.31000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 646432.32000000 OU Notional Amount USD -63219.73000000 -0.01207390673 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Tapestry Inc Tapestry Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 646432.32000000 USD -63219.73000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 73.00000000 NC USD 136083.50000000 0.025989663146 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long Zinc LXH1 Comdty 2021-03-15 4881443.75000000 USD 136083.50000000 N N N LANDESBK HESSEN-THUR DIZES5CFO5K3I5R58746 51500VTT6 10000000.00000000 PA USD 10000693.50000000 1.909964509240 Long STIV CORP DE N 2 2021-02-18 Fixed 0.21000000 N N N N N N Hawaiian Electric Industries Inc JJ8FWOCWCV22X7GUPJ23 419870100 9642.00000000 NS USD 341230.38000000 0.065169272038 Long EC CORP US N 1 N N N Dollar General Corp OPX52SQVOZI8IVSWYU66 256677105 6030.00000000 NS USD 1268109.00000000 0.242187522680 Long EC CORP US N 1 N N N Accenture PLC N/A 000000000 7313.00000000 NS USD 1910228.73000000 0.364821607504 Long EC CORP IE N 1 N N N AMETEK Inc 549300WZDEF9KKE40E98 031100100 7041.00000000 NS USD 851538.54000000 0.162629560605 Long EC CORP US N 1 N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 025537101 14960.00000000 NS USD 1245719.20000000 0.237911446889 Long EC CORP US N 1 N N N Evolent Health Inc 549300CZOCFHQ2BBTR11 30050B101 35535.00000000 NS USD 569626.05000000 0.108789009386 Long EC CORP US N 1 N N N Alnylam Pharmaceuticals Inc 529900S3ZI14OWRJII50 02043Q107 1980.00000000 NS USD 257340.60000000 0.049147732883 Long EC CORP US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -569.00000000 NC USD -1280187.50000000 -0.24449431333 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Corn C H1 Comdty 2021-03-12 -12489612.50000000 USD -1280187.50000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1394553.60000000 OU Notional Amount USD 202897.86000000 0.038750083841 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 EQT Corp EQT Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 1394553.60000000 USD 202897.86000000 N N N Hain Celestial Group Inc/The 5493000S8QXWHLIXDP75 405217100 23786.00000000 NS USD 955007.90000000 0.182390470725 Long EC CORP US N 1 N N N Expeditors International of Washington Inc 984500B055A804AB6E40 302130109 28626.00000000 NS USD 2722618.86000000 0.519974479248 Long EC CORP US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 46188.22000000 0.008821174346 N/A DFE NZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 3048618.30000000 USD 4300000.00000000 NZD 2021-03-17 46188.22000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 237.00000000 NC USD 219952.50000000 0.042007233670 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long Aluminum LAH21 Comdty 2021-03-15 11496735.00000000 USD 219952.50000000 N N N Chipotle Mexican Grill Inc N/A 169656105 70.00000000 NS USD 97069.70000000 0.018538682534 Long EC CORP US N 1 N N N Magellan Midstream Partners LP MZF5TI8NFVZZNUSKDL39 559080106 25109.00000000 NS USD 1065625.96000000 0.203516662491 Long EC CORP US N 1 N N N ICE Futures Europe - Financial Products Division N/A 000000000 148.00000000 NC 1487.16000000 0.000284022584 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Long 90 Day Sterling (LIBOR) L H1 Comdty 2021-03-17 18497062.50000000 GBP 1487.16000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 6819.12000000 0.001302337401 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 4000000.00000000 CHF 4534612.70000000 USD 2021-03-17 6819.12000000 N N N Progressive Corp/The 529900TACNVLY9DCR586 743315103 10593.00000000 NS USD 1047435.84000000 0.200042655052 Long EC CORP US N 1 N N N Jack Henry & Associates Inc 529900X1QS8C54W0JB21 426281101 3856.00000000 NS USD 624633.44000000 0.119294497095 Long EC CORP US N 1 N N N American Water Works Co Inc 549300DXHIJQMD5WFW18 030420103 6465.00000000 NS USD 992183.55000000 0.189490395556 Long EC CORP US N 1 N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746U109 4169.00000000 NS USD 313508.80000000 0.059874915808 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 669758.35000000 OU Notional Amount USD 26532.70000000 0.005067300116 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 United Airlines Holdings Inc United Airlines Holdings Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 669758.35000000 USD 26532.70000000 N N N Mondelez International Inc 549300DV9GIB88LZ5P30 609207105 32555.00000000 NS USD 1903490.85000000 0.363534785579 Long EC CORP US N 1 N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 4903.00000000 NS USD 1020902.66000000 0.194975263264 Long EC CORP US N 1 N N N Toro Co/The YJKE4YIT6BWQHVEW0D14 891092108 16670.00000000 NS USD 1580982.80000000 0.301941164152 Long EC CORP US N 1 N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 5023.00000000 NS USD 790519.74000000 0.150975994540 Long EC CORP US N 1 N N N McDonald's Corp UE2136O97NLB5BYP9H04 580135101 6421.00000000 NS USD 1377818.18000000 0.263140133630 Long EC CORP US N 1 N N N South African Futures Exchange N/A 000000000 26.00000000 NC -3891.80000000 -0.00074326844 N/A DE ZA N 2 South African Futures Exchange N/A Long FTSE/JSE TOP 40 AIH1 Index 2021-03-18 14242940.00000000 ZAR -3891.80000000 N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 3353.00000000 NS USD 1175830.04000000 0.224563791030 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 309428.48000000 OU Notional Amount USD -6038.09000000 -0.00115317378 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Tandem Diabetes Care Inc Tandem Diabetes Care Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 309428.48000000 USD -6038.09000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 394586.82000000 OU Notional Amount USD -8685.26000000 -0.00165873880 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Targa Resources Corp Targa Resources Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 394586.82000000 USD -8685.26000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 593905.90000000 OU Notional Amount USD -88057.61000000 -0.01681752469 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Golden Entertainment Inc Golden Entertainment Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 593905.90000000 USD -88057.61000000 N N N Clorox Co/The 54930044KVSC06Z79I06 189054109 1742.00000000 NS USD 351744.64000000 0.067177319124 Long EC CORP US N 1 N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172109 9364.00000000 NS USD 775245.56000000 0.148058882671 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 9127964F3 2000000.00000000 PA USD 1999770.56000000 0.381922593290 Long STIV UST US N 2 2021-03-04 None 0.00000000 N N N N N N United Rentals Inc 5323X5O7RN0NKFCDRY08 911363109 4906.00000000 NS USD 1137750.46000000 0.217291230750 Long EC CORP US N 1 N N N Howard Hughes Corp/The 549300BVHY25JZC1KI49 44267D107 5786.00000000 NS USD 456688.98000000 0.087219925654 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 471445.50000000 OU Notional Amount USD -12790.84000000 -0.00244283563 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Veeco Instruments Inc Veeco Instruments Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 471445.50000000 USD -12790.84000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 655462.77000000 OU Notional Amount USD 34043.00000000 0.006501641289 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Royal Caribbean Cruises Ltd Royal Caribbean Cruises Ltd Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 655462.77000000 USD 34043.00000000 N N N Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 000000000 136.00000000 NC USD 50760.00000000 0.009694307548 N/A DFE SG N 1 Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 Long SGX INR/USD Currency Future XIDF1 Curncy 2021-01-27 3663400.00000000 USD 50760.00000000 N N N AMERISAFE Inc N/A 03071H100 19355.00000000 NS USD 1111557.65000000 0.212288843916 Long EC CORP US N 1 N N N BANK OF MONTREAL N/A 06367C5M5 10000000.00000000 PA USD 9999130.40000000 1.909665983390 Long STIV CORP CA N 2 2021-06-23 Fixed 0.24000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 596467.50000000 OU Notional Amount USD -73381.51000000 -0.01401463605 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Wynn Resorts Ltd Wynn Resorts Ltd Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 596467.50000000 USD -73381.51000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1114466.38000000 OU Notional Amount USD -18802.49000000 -0.00359095982 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Colony Capital Inc Colony Capital Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 1114466.38000000 USD -18802.49000000 N N N Amphenol Corp 549300D3L3G0R4U4VT04 032095101 8368.00000000 NS USD 1094283.36000000 0.208989744626 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 254839.64000000 OU Notional Amount USD 5779.38000000 0.001103764522 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 NMI Holdings Inc NMI Holdings Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 254839.64000000 USD 5779.38000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 189726.95000000 OU Notional Amount USD -19696.27000000 -0.00376165679 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Wells Fargo & Co Wells Fargo & Co Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 189726.95000000 USD -19696.27000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1003594.00000000 OU Notional Amount USD -171923.70000000 -0.03283453945 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 API Group Corp API Group Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 1003594.00000000 USD -171923.70000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 804443.08000000 OU Notional Amount USD -53250.06000000 -0.01016986719 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 First American Financial Corp First American Financial Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 804443.08000000 USD -53250.06000000 N N N NextEra Energy Inc N/A 65339F101 4692.00000000 NS USD 361987.80000000 0.069133590663 Long EC CORP US N 1 N N N Hilton Worldwide Holdings Inc 549300HVGPK36ICB0B89 43300A203 9135.00000000 NS USD 1016360.10000000 0.194107710591 Long EC CORP US N 1 N N N AGNC Investment Corp 5TRACI5HRMELWV32OF39 00123Q104 115143.00000000 NS USD 1796230.80000000 0.343049917328 Long EC US N 1 N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334104 5892.00000000 NS USD 346449.60000000 0.066166055408 Long EC CORP US N 1 N N N Paychex Inc 529900K900DW6SUBM174 704326107 12178.00000000 NS USD 1134746.04000000 0.216717436985 Long EC CORP US N 1 N N N Walker & Dunlop Inc N/A 93148P102 14483.00000000 NS USD 1332725.66000000 0.254528219583 Long EC CORP US N 1 N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670108 5.00000000 NS USD 1739075.00000000 0.332134119389 Long EC CORP US N 1 N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 464.00000000 NC 194940.69000000 0.037230398002 N/A DIR CA N 1 The Montreal Exchange / Bourse De Montreal N/A Long 10 Year Canadian Bond CNH1 Comdty 2021-03-22 68934260.00000000 CAD 194940.69000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 247449.93000000 OU Notional Amount USD 4056.96000000 0.000774811228 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Pebblebrook Hotel Trust Pebblebrook Hotel Trust Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 247449.93000000 USD 4056.96000000 N N N ICE Futures Europe - Financial Products Division N/A 000000000 49.00000000 NC 809.34000000 0.000154570348 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Long Euribor 3 Month ERH1 Comdty 2021-03-15 12316100.00000000 EUR 809.34000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 245724.44000000 OU Notional Amount USD -11638.79000000 -0.00222281343 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Goodyear Tire & Rubber Co/The Goodyear Tire & Rubber Co/The Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 245724.44000000 USD -11638.79000000 N N N Check Point Software Technologies Ltd 2549003ZVBH73EPNS513 000000000 21750.00000000 NS USD 2890792.50000000 0.552092820220 Long EC CORP IL N 1 N N N NATIONAL BANK OF KUWAIT SAKP N/A 63376DJR7 15000000.00000000 PA USD 15000166.65000000 2.864779920931 Long STIV CORP KW N 2 2021-01-04 Fixed 0.21000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 490735.40000000 OU Notional Amount USD 40045.33000000 0.007647985518 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Toll Brothers Inc Toll Brothers Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 490735.40000000 USD 40045.33000000 N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 1695.00000000 NS USD 638642.10000000 0.121969915897 Long EC CORP US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -15379.21000000 -0.00293717083 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 6000000.00000000 NOK 684217.06000000 USD 2021-03-17 -15379.21000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1354866.92000000 OU Notional Amount USD 46919.15000000 0.008960769700 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 JetBlue Airways Corp JetBlue Airways Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 1354866.92000000 USD 46919.15000000 N N N Nomad Foods Ltd 5493000ZZ1837DS2SI43 000000000 25140.00000000 NS USD 639058.80000000 0.122049498599 Long EC CORP VG N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 406380.58000000 OU Notional Amount USD -27325.94000000 -0.00521879563 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Darden Restaurants Inc Darden Restaurants Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 406380.58000000 USD -27325.94000000 N N N Donaldson Co Inc OZE6KXY9QQPR8EJ8WL20 257651109 18618.00000000 NS USD 1040373.84000000 0.198693931650 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 870652.55000000 OU Notional Amount USD -357986.73000000 -0.06836945348 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 RealReal Inc/The RealReal Inc/The Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 870652.55000000 USD -357986.73000000 N N N Brown-Forman Corp 549300873K3LXF7ARU34 115637209 5413.00000000 NS USD 429954.59000000 0.082114106135 Long EC CORP US N 1 N N N Teradyne Inc C3X4YJ278QNZHRJULN75 880770102 2286.00000000 NS USD 274068.54000000 0.052342488498 Long EC CORP US N 1 N N N KKR Real Estate Finance Trust Inc 549300K23AYZDZ2REL62 48251K100 48187.00000000 NS USD 863511.04000000 0.164916107041 Long EC US N 1 N N N Commodities Exchange Center N/A 000000000 -18.00000000 NC USD -164080.00000000 -0.03133652447 N/A DCO US N 1 Commodities Exchange Center N/A Short Silver SIH1 Comdty 2021-03-29 -2213000.00000000 USD -164080.00000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 2656370.72000000 OU Notional Amount USD -80579.66000000 -0.01538936182 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Huntington Bancshares Inc/OH Huntington Bancshares Inc/OH Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 2656370.72000000 USD -80579.66000000 N N N Teladoc Health Inc 549300I2PVFBC9MFAC61 87918A105 1161.00000000 NS USD 232153.56000000 0.044337431228 Long EC CORP US N 1 N N N eBay Inc OML71K8X303XQONU6T67 278642103 23505.00000000 NS USD 1181126.25000000 0.225575278197 Long EC CORP US N 1 N N N WEC Energy Group Inc 549300IGLYTZUK3PVP70 92939U106 3618.00000000 NS USD 332964.54000000 0.063590635412 Long EC CORP US N 1 N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 13.00000000 NC -24347.55000000 -0.00464997316 N/A DE CA N 1 The Montreal Exchange / Bourse De Montreal N/A Long S&P/TSX 60 Index PTH1 Index 2021-03-18 2706132.00000000 CAD -24347.55000000 N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106103 5612.00000000 NS USD 793929.64000000 0.151627228175 Long EC CORP US N 1 N N N Agilent Technologies Inc QUIX8Y7A2WP0XRMW7G29 00846U101 15751.00000000 NS USD 1866335.99000000 0.356438831288 Long EC CORP US N 1 N N N Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 000000000 24.00000000 NC USD 45060.00000000 0.008605703273 N/A DE SG N 1 Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 Long FTSE Taiwan Index TWTF1 Index 2021-01-28 1179660.00000000 USD 45060.00000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 963429.84000000 OU Notional Amount USD -87200.87000000 -0.01665390173 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Granite Construction Inc Granite Construction Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 963429.84000000 USD -87200.87000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 223838.38000000 OU Notional Amount USD -46894.17000000 -0.00895599894 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Blucora Inc Blucora Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 223838.39000000 USD -46894.17000000 N N N KBR Inc 254900OFQDXZRKRCV808 48242W106 25006.00000000 NS USD 773435.58000000 0.147713206887 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 963426.18000000 OU Notional Amount USD 29841.40000000 0.005699206250 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Chevron Corp Chevron Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 963426.18000000 USD 29841.40000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 238978.48000000 OU Notional Amount USD -28974.21000000 -0.00553358752 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 DuPont de Nemours Inc DuPont de Nemours Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 238978.48000000 USD -28974.21000000 N N N Merit Medical Systems Inc 549300OYTY138SP2CE83 589889104 14818.00000000 NS USD 822547.18000000 0.157092697719 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -556.00000000 NC USD -1528997.50000000 -0.29201284488 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short E-mini S&P 500 Index ESH1 Index 2021-03-19 -102687642.50000000 USD -1528997.50000000 N N N CVR Energy Inc 529900SOYZIXZBTXB558 12662P108 34441.00000000 NS USD 513170.90000000 0.098007023830 Long EC CORP US N 1 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967424 13759.00000000 NS USD 848379.94000000 0.162026321049 Long EC CORP US N 1 N N N Easterly Government Properties Inc 549300ERMCEFC6S8HL77 27616P103 21666.00000000 NS USD 490734.90000000 0.093722124615 Long EC US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 24102.25000000 0.004603124982 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 6500000.00000000 CHF 7381766.81000000 USD 2021-03-17 24102.25000000 N N N NYSE Euronext Liffe N/A 000000000 142.00000000 NC -154005.83000000 -0.02941252719 N/A DE GB N 2 NYSE Euronext Liffe N/A Long FTSE 100 Index Z H1 Index 2021-03-19 9211525.00000000 GBP -154005.83000000 N N N SUMITOMO MITSUI BKG CORP 549300MS3WYYVQ4HXM15 86565CRY7 15000000.00000000 PA USD 15000899.40000000 2.864919863876 Long STIV CORP JP N 2 2021-02-16 Fixed 0.20000000 N N N N N N US Foods Holding Corp 549300UGOZSO64CFPR97 912008109 1885.00000000 NS USD 62789.35000000 0.011991711380 Long EC CORP US N 1 N N N Black Knight Inc 549300TUSNXS3BFFML48 09215C105 6928.00000000 NS USD 612088.80000000 0.116898681526 Long EC CORP US N 1 N N N GCP Applied Technologies Inc 5493007G654QKQVEKV09 36164Y101 33819.00000000 NS USD 799819.35000000 0.152752063874 Long EC CORP US N 1 N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389B100 4780.00000000 NS USD 318682.60000000 0.060863024720 Long EC CORP US N 1 N N N Broadmark Realty Capital Inc N/A 11135B100 77508.00000000 NS USD 790581.60000000 0.150987808761 Long EC US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 226531.40000000 OU Notional Amount USD -17735.88000000 -0.00338725522 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Euronet Worldwide Inc Euronet Worldwide Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 226531.40000000 USD -17735.88000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 2129379.18000000 OU Notional Amount USD -294154.64000000 -0.05617859627 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Pioneer Natural Resources Co Pioneer Natural Resources Co Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 2129379.18000000 USD -294154.64000000 N N N DaVita Inc M2XHYMU3TZNEZURC6H66 23918K108 10134.00000000 NS USD 1189731.60000000 0.227218755531 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 258269.40000000 OU Notional Amount USD -37586.35000000 -0.00717836163 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 PROS Holdings Inc PROS Holdings Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 258269.40000000 USD -37586.35000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 735.00000000 NC USD 2371416.00000000 0.452900631005 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Soybean Oil BOH1 Comdty 2021-03-12 16326984.00000000 USD 2371416.00000000 N N N Dime Community Bancshares Inc N/A 253922108 92292.00000000 NS USD 1455444.84000000 0.277965522046 Long EC CORP US N 1 N N N Cheniere Energy Inc MIHC87W9WTYSYZWV1J40 16411R208 15974.00000000 NS USD 958919.22000000 0.183137467159 Long EC CORP US N 1 N N N iShares iBoxx High Yield Corporate Bond ETF 549300WY6QQ9HGWLNX87 464288513 41081.00000000 NS USD 3586371.30000000 0.684936689636 Long EC RF US N 1 N N N Allegion PLC N/A 000000000 10588.00000000 NS USD 1232231.44000000 0.235335511239 Long EC CORP IE N 1 N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 39229.00000000 NS USD 2055599.60000000 0.392585002350 Long EC CORP US N 1 N N N Inphi Corp 549300DCMERAAZFGT726 45772F107 16548.00000000 NS USD 2655457.56000000 0.507147798839 Long EC CORP US N 1 N N N Qorvo Inc 254900YAUJV2EUEVBR11 74736K101 1839.00000000 NS USD 305770.53000000 0.058397036192 Long EC CORP US N 1 N N N Amdocs Ltd N/A 000000000 22833.00000000 NS USD 1619544.69000000 0.309305837543 Long EC CORP GG N 1 N N N Invesco Ltd ECPGFXU8A2SHKVVGJI15 000000000 38170.00000000 NS USD 665303.10000000 0.127061719158 Long EC CORP BM N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 978131.23000000 OU Notional Amount USD -123720.78000000 -0.02362859124 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Sunnova Energy International Inc Sunnova Energy International Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 978131.23000000 USD -123720.78000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1027092.10000000 OU Notional Amount USD -172502.54000000 -0.03294508817 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Farfetch Ltd Farfetch Ltd Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 1027092.10000000 USD -172502.54000000 N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 049560105 12982.00000000 NS USD 1238872.26000000 0.236603796334 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 677599.07000000 OU Notional Amount USD -43284.70000000 -0.00826665078 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Expedia Group Inc Expedia Group Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 677599.07000000 USD -43284.70000000 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 -210.00000000 NC USD -34040.00000000 -0.00650106834 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Short NYMEX Henry Hub Natural Gas NGG21 Comdty 2021-01-27 -5297860.00000000 USD -34040.00000000 N N N Buckle Inc/The 5299007IU0461T3GDL34 118440106 34663.00000000 NS USD 1012159.60000000 0.193305485633 Long EC CORP US N 1 N N N CubeSmart N/A 229663109 10601.00000000 NS USD 356299.61000000 0.068047241899 Long EC US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 483872.13000000 OU Notional Amount USD -63112.99000000 -0.01205352118 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Devon Energy Corp Devon Energy Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 483872.13000000 USD -63112.99000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -52.00000000 NC USD 16640.00000000 0.003177960551 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short Brazilian Real Currency Future BRG1 Curncy 2021-01-29 -1016340.00000000 USD 16640.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -4796.85000000 -0.00091611779 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 4125000.00000000 CHF 4664490.28000000 USD 2021-03-17 -4796.85000000 N N N Freedom Holding Corp/NV 254900RKI81EPUJ3RW71 356390104 17574.00000000 NS USD 901721.94000000 0.172213747236 Long EC CORP US N 1 N N N Exelon Corp 3SOUA6IRML7435B56G12 30161N101 19432.00000000 NS USD 820419.04000000 0.156686258718 Long EC CORP US N 1 N N N Hostess Brands Inc N/A 44109J106 54408.00000000 NS USD 796533.12000000 0.152124449132 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 158773.74000000 OU Notional Amount USD -517.99000000 -0.00009892739 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Herbalife Nutrition Ltd Herbalife Nutrition Ltd Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 158773.74000000 USD -517.99000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 221948.64000000 OU Notional Amount USD 4540.94000000 0.000867243280 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Hexcel Corp Hexcel Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 221948.64000000 USD 4540.94000000 N N N Horizon Therapeutics Plc 529900P0GSQ79OOZEV53 000000000 3301.00000000 NS USD 241468.15000000 0.046116361491 Long EC CORP IE N 1 N N N Seagen Inc N/A 81181C104 1280.00000000 NS USD 224179.20000000 0.042814462388 Long EC CORP US N 1 N N N Cintas Corp N/A 172908105 3259.00000000 NS USD 1151926.14000000 0.219998547567 Long EC CORP US N 1 N N N Exponent Inc 529900NY3F5Q2NWPUZ42 30214U102 12968.00000000 NS USD 1167509.04000000 0.222974619771 Long EC CORP US N 1 N N N Medtronic PLC 549300GX3ZBSQWUXY261 000000000 6648.00000000 NS USD 778746.72000000 0.148727545433 Long EC CORP IE N 1 N N N Madison Square Garden Sports Corp N/A 55825T103 4307.00000000 NS USD 792918.70000000 0.151434155612 Long EC CORP US N 1 N N N Corteva Inc 549300WZN9I2QKLS0O94 22052L104 23946.00000000 NS USD 927189.12000000 0.177077550927 Long EC CORP US N 1 N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448108 16462.00000000 NS USD 2441314.60000000 0.466250089745 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 243234.40000000 OU Notional Amount USD 34591.07000000 0.006606313455 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 H&R Block Inc H&R Block Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 243234.40000000 USD 34591.07000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1617128.53000000 OU Notional Amount USD -33591.01000000 -0.00641531879 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Diamondback Energy Inc Diamondback Energy Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 1617128.53000000 USD -33591.01000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 656455.04000000 OU Notional Amount USD 15387.29000000 0.002938713979 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Schlumberger NV Schlumberger NV Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 656455.04000000 USD 15387.29000000 N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508104 4818.00000000 NS USD 790778.34000000 0.151025382797 Long EC CORP US N 1 N N N MGIC Investment Corp 254900S8483WM4M98R28 552848103 109286.00000000 NS USD 1371539.30000000 0.261940972996 Long EC CORP US N 1 N N N Lincoln Electric Holdings Inc BIMGBY40SIN95O01BN93 533900106 9479.00000000 NS USD 1101933.75000000 0.210450840637 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1130114.88000000 OU Notional Amount USD -93855.35000000 -0.01792479566 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Sunrun Inc Sunrun Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 1130114.88000000 USD -93855.35000000 N N N MAXIMUS Inc 549300DQCDS8HJ7QF202 577933104 8412.00000000 NS USD 615674.28000000 0.117583447993 Long EC CORP US N 1 N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 409.00000000 NS USD 716829.76000000 0.136902445892 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 416518.62000000 OU Notional Amount USD 10627.49000000 0.002029672114 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 NVIDIA Corp NVIDIA Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 416518.62000000 USD 10627.49000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -201.00000000 NC USD -221060.00000000 -0.04221874757 N/A DCO US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short Live Cattle LCG1 Comdty 2021-02-26 -9026950.00000000 USD -221060.00000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 840371.33000000 OU Notional Amount USD -44047.16000000 -0.00841226784 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Valero Energy Corp Valero Energy Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 840371.33000000 USD -44047.16000000 N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 518439104 7333.00000000 NS USD 1951971.27000000 0.372793731630 Long EC CORP US N 1 N N N Euronext Eqf, Equities And Indices Derivatives N/A 000000000 7.00000000 NC 12832.63000000 0.002450816821 N/A DE NL N 2 Euronext Eqf, Equities And Indices Derivatives N/A Long Amsterdam Index EOF1 Index 2021-01-15 862610.00000000 EUR 12832.63000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 271907.28000000 OU Notional Amount USD -27007.20000000 -0.00515792164 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Occidental Petroleum Corp Occidental Petroleum Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 271907.28000000 USD -27007.20000000 N N N Asbury Automotive Group Inc 549300JH4DTA7U42GL91 043436104 7906.00000000 NS USD 1152220.44000000 0.220054753924 Long EC CORP US N 1 N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826C839 5659.00000000 NS USD 1237793.07000000 0.236397689168 Long EC CORP US N 1 N N N BMC Stock Holdings Inc 549300GHSZDJ1FJEJG18 05591B109 52197.00000000 NS USD 2801934.96000000 0.535122522333 Long EC CORP US N 1 N N N Southern Co/The 549300FC3G3YU2FBZD92 842587107 5589.00000000 NS USD 343332.27000000 0.065570697729 Long EC CORP US N 1 N N N Quidel Corp 549300X2FQ6S98OQLQ46 74838J101 1246.00000000 NS USD 223843.90000000 0.042750425718 Long EC CORP US N 1 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 97.00000000 NC -4740.00000000 -0.00090526039 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-Schatz Futures (FGBS) DUH1 Comdty 2021-03-08 10894555.00000000 EUR -4740.00000000 N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978V103 5004.00000000 NS USD 828162.00000000 0.158165034045 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 111678.09000000 OU Notional Amount USD -3129.32000000 -0.00059764756 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Microchip Technology Inc Microchip Technology Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 111678.09000000 USD -3129.32000000 N N N MEDNAX Inc N/A 58502B106 26725.00000000 NS USD 655831.50000000 0.125252802622 Long EC CORP US N 1 N N N Leidos Holdings Inc 549300IUTGTP6EJP8124 525327102 2209.00000000 NS USD 232210.08000000 0.044348225599 Long EC CORP US N 1 N N N CBRE Group Inc 52990016II9MJ2OSWA10 12504L109 11647.00000000 NS USD 730499.84000000 0.139513201600 Long EC CORP US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 12948.92000000 0.002473026258 N/A DFE NO N 2 UBS AG BFM8T61CT2L1QCEMIK50 919846.11000000 USD 8000000.00000000 NOK 2021-03-17 12948.92000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1087339.23000000 OU Notional Amount USD -27523.06000000 -0.00525644224 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Kornit Digital Ltd Kornit Digital Ltd Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 1087339.23000000 USD -27523.06000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 215667.86000000 OU Notional Amount USD -54183.87000000 -0.01034820921 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 LiveRamp Holdings Inc LiveRamp Holdings Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 215667.86000000 USD -54183.87000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 251178.05000000 OU Notional Amount USD 3257.16000000 0.000622062860 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 SITE Centers Corp SITE Centers Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 251178.05000000 USD 3257.16000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 971203.15000000 OU Notional Amount USD -57257.13000000 -0.01093515026 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Capstead Mortgage Corp Capstead Mortgage Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 971203.15000000 USD -57257.13000000 N N N Kennedy-Wilson Holdings Inc 549300MOI1T78144X610 489398107 46618.00000000 NS USD 833996.02000000 0.159279233889 Long EC CORP US N 1 N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 19598.00000000 NS USD 2726865.72000000 0.520785558187 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1648313.08000000 OU Notional Amount USD -254813.75000000 -0.04866514696 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Capital One Financial Corp Capital One Financial Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 1648313.08000000 USD -254813.75000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 208222.15000000 OU Notional Amount USD 11438.01000000 0.002184467822 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Cabot Oil & Gas Corp Cabot Oil & Gas Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 208222.15000000 USD 11438.01000000 N N N TCF Financial Corp 549300UK6KFVK4A0D603 872307103 72150.00000000 NS USD 2670993.00000000 0.510114806981 Long EC CORP US N 1 N N N Terreno Realty Corp N/A 88146M101 5865.00000000 NS USD 343161.15000000 0.065538016683 Long EC US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -10231.42000000 -0.00195402939 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 3875000.00000000 CHF 4376068.61000000 USD 2021-03-17 -10231.42000000 N N N Generac Holdings Inc 529900S2H2AHJHSFFI84 368736104 5376.00000000 NS USD 1222556.16000000 0.233487695243 Long EC CORP US N 1 N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830109 2187.00000000 NS USD 776341.26000000 0.148268142970 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 429073.30000000 OU Notional Amount USD 45515.82000000 0.008692757238 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Beyond Meat Inc Beyond Meat Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 429073.30000000 USD 45515.82000000 N N N Dolby Laboratories Inc 549300X04FB2QPCJ5J24 25659T107 8642.00000000 NS USD 839397.46000000 0.160310818219 Long EC CORP US N 1 N N N KBC BANK N.V. N/A 4823TCRC9 10000000.00000000 PA USD 10000000.00000000 1.909832062386 Long STIV CORP BE N 2 2021-01-07 Fixed 0.11000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661107 4697.00000000 NS USD 753915.47000000 0.143985193693 Long EC CORP US N 1 N N N Old Dominion Freight Line Inc 5299009TWK32WE417T96 679580100 5851.00000000 NS USD 1141998.18000000 0.218102473935 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 436846.24000000 OU Notional Amount USD 5288.31000000 0.001009978399 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 RH RH Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 436846.24000000 USD 5288.31000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 806601.27000000 OU Notional Amount USD 162640.50000000 0.031061604154 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Overstock.com Inc Overstock.com Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 806601.27000000 USD 162640.50000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 711390.00000000 OU Notional Amount USD -33189.57000000 -0.00633865049 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Applied Materials Inc Applied Materials Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 711390.00000000 USD -33189.57000000 N N N Pegasystems Inc 549300FMCOKPL06FYN26 705573103 7164.00000000 NS USD 954674.64000000 0.182326823661 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 654.00000000 NC USD 2109182.50000000 0.402818436392 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long E-mini Russell 2000 Index RTYH1 Index 2021-03-19 62466777.50000000 USD 2109182.50000000 N N N Rent-A-Center Inc/TX 529900QUHE15UQNCCJ63 76009N100 21624.00000000 NS USD 827982.96000000 0.158130840411 Long EC CORP US N 1 N N N CDW Corp/DE 9845001B052ABF0B6755 12514G108 8618.00000000 NS USD 1135766.22000000 0.216912274233 Long EC CORP US N 1 N N N Mizuho Bank Ltd/New York NY RB0PEZSDGCO3JS6CEU02 60710AV82 19000000.00000000 PA USD 19000121.60000000 3.628704142093 Long STIV CORP JP N 2 2021-02-02 Fixed 0.15000000 N N N N N N Tyler Technologies Inc N/A 902252105 4884.00000000 NS USD 2131963.68000000 0.407169259190 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1097421.06000000 OU Notional Amount USD 46425.19000000 0.008866431636 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Carvana Co Carvana Co Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 1097421.06000000 USD 46425.19000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -28837.15000000 -0.00550741136 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1900000.00000000 NZD 1338635.50000000 USD 2021-03-17 -28837.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -4092.74000000 -0.00078164460 N/A DFE ZA N 2 UBS AG BFM8T61CT2L1QCEMIK50 712133.96000000 USD 10500000.00000000 ZAR 2021-03-17 -4092.74000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 368987.68000000 OU Notional Amount USD -46872.31000000 -0.00895182404 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Marathon Oil Corp Marathon Oil Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 368987.68000000 USD -46872.31000000 N N N Insulet Corp 549300TZTYD2PYN92D43 45784P101 1072.00000000 NS USD 274035.36000000 0.052336151675 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 800254.38000000 OU Notional Amount USD -272.31000000 -0.00005200663 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Energy Transfer LP Energy Transfer LP Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 800254.38000000 USD -272.31000000 N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887109 3255.00000000 NS USD 814466.10000000 0.155549347150 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 196506.90000000 OU Notional Amount USD -20244.59000000 -0.00386637670 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 TripAdvisor Inc TripAdvisor Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 196506.90000000 USD -20244.59000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1070961.11000000 OU Notional Amount USD -61572.34000000 -0.01175928290 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 General Electric Co General Electric Co Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 1070961.11000000 USD -61572.34000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 238644.78000000 OU Notional Amount USD -16979.31000000 -0.00324276306 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Xerox Holdings Corp Xerox Holdings Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 238644.78000000 USD -16979.31000000 N N N Lions Gate Entertainment Corp 5493000JSMHPHZURLM72 535919401 75105.00000000 NS USD 853943.85000000 0.163088934420 Long EC CORP CA N 1 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 40.00000000 NC USD 31340.00000000 0.005985413683 N/A DCO US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long Cocoa CCH1 Comdty 2021-03-16 1009860.00000000 USD 31340.00000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 234171.11000000 OU Notional Amount USD 5457.05000000 0.001042204905 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Coty Inc Coty Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 234171.11000000 USD 5457.05000000 N N N Nelnet Inc 549300T6B0Q52I6OM558 64031N108 13863.00000000 NS USD 987600.12000000 0.188615037399 Long EC CORP US N 1 N N N Service Corp International/US 549300RKVM2ME20JHZ15 817565104 15853.00000000 NS USD 778382.30000000 0.148657947333 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 328883.52000000 OU Notional Amount USD -89055.91000000 -0.01700818322 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Tenet Healthcare Corp Tenet Healthcare Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 328883.52000000 USD -89055.91000000 N N N Houlihan Lokey Inc 549300S3CNGTQ1QZVY46 441593100 33773.00000000 NS USD 2270558.79000000 0.433638597667 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 220048.00000000 OU Notional Amount USD 8662.32000000 0.001654357647 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 ViaSat Inc ViaSat Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 220048.00000000 USD 8662.32000000 N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866F104 4680.00000000 NS USD 539557.20000000 0.103046364005 Long EC CORP US N 1 N N N Fisker Inc N/A 33813J106 78559.00000000 NS USD 1150889.35000000 0.219800538088 Long EC CORP US N 1 N N N Trade Desk Inc/The 549300GXPD31VT3E0P46 88339J105 251.00000000 NS USD 201051.00000000 0.038397364597 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1141083.80000000 OU Notional Amount USD -96727.12000000 -0.01847325550 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 PDC Energy Inc PDC Energy Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 1141083.80000000 USD -96727.12000000 N N N Kellogg Co LONOZNOJYIBXOHXWDB86 487836108 5189.00000000 NS USD 322911.47000000 0.061670667871 Long EC CORP US N 1 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 41.00000000 NC USD 109800.00000000 0.020969956045 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long Nickel LNH1 Comdty 2021-03-15 3975768.00000000 USD 109800.00000000 N N N Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 000000000 8.00000000 NC 51643.85000000 0.009863108055 N/A DE HK N 2 Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 Long Hang Seng Index HIF1 Index 2021-01-28 10467600.00000000 HKD 51643.85000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 963424.22000000 OU Notional Amount USD 72193.97000000 0.013787835861 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Fluor Corp Fluor Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 963424.22000000 USD 72193.97000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 146985.78000000 OU Notional Amount USD -18745.87000000 -0.00358014635 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Snap Inc Snap Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 146985.78000000 USD -18745.87000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 847936.08000000 OU Notional Amount USD -59462.62000000 -0.01135636181 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Carlyle Group Inc/The Carlyle Group Inc/The Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 847936.08000000 USD -59462.62000000 N N N Coupa Software Inc 549300Q95ICR2GFL2K37 22266L106 753.00000000 NS USD 255199.23000000 0.048738767175 Long EC CORP US N 1 N N N Trane Technologies PLC 549300BURLR9SLYY2705 000000000 4536.00000000 NS USD 658445.76000000 0.125752082379 Long EC CORP IE N 1 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 -35.00000000 NC USD -472618.75000000 -0.09026224420 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short Copper LPH21 Comdty 2021-03-15 -6323287.50000000 USD -472618.75000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 391136.06000000 OU Notional Amount USD -27692.91000000 -0.00528888074 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Agnico Eagle Mines Ltd Agnico Eagle Mines Ltd Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 391136.06000000 USD -27692.91000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 778028.16000000 OU Notional Amount USD -116740.59000000 -0.02229549217 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 AES Corp/The AES Corp/The Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 778028.16000000 USD -116740.59000000 N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271109 2161.00000000 NS USD 385133.42000000 0.073554015381 Long EC US N 1 N N N Pinnacle West Capital Corp TWSEY0NEDUDCKS27AH81 723484101 3987.00000000 NS USD 318760.65000000 0.060877930959 Long EC CORP US N 1 N N N AECOM 0EEB8GF0W0NPCIHZX097 00766T100 17934.00000000 NS USD 892754.52000000 0.170501120613 Long EC CORP US N 1 N N N Nuance Communications Inc AEMSOT3SS15TNMJCE605 67020Y100 23246.00000000 NS USD 1024916.14000000 0.195741770542 Long EC CORP US N 1 N N N Best Buy Co Inc HL5XPTVRV0O8TUN5LL90 086516101 9167.00000000 NS USD 914774.93000000 0.174706649118 Long EC CORP US N 1 N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 000000000 16712.00000000 NS USD 778612.08000000 0.148701831454 Long EC CORP IE N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 76891.88000000 0.014685057776 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 142000000.00000000 SEK 17349306.91000000 USD 2021-03-17 76891.88000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 246920.85000000 OU Notional Amount USD -40471.22000000 -0.00772932335 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Nutanix Inc Nutanix Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 246920.85000000 USD -40471.22000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 273811.32000000 OU Notional Amount USD 4352.27000000 0.000831210479 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Millicom International Cellular SA Millicom International Cellular SA Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 273811.31000000 USD 4352.27000000 N N N CIBC 549300TDJKVQJ41VN031 000000000 14200000.00000000 PA USD 14200000.00000000 2.711961528589 Long STIV CORP US N 2 2021-01-04 Fixed 0.08000000 N N N N N N Perspecta Inc 549300XIT2GJKMZC0O65 715347100 34234.00000000 NS USD 824354.72000000 0.157437907503 Long EC CORP US N 1 N N N Waste Management Inc 549300YX8JIID70NFS41 94106L109 3067.00000000 NS USD 361691.31000000 0.069076966052 Long EC CORP US N 1 N N N Spire Inc 549300NXSY15DRY2R511 84857L101 6753.00000000 NS USD 432462.12000000 0.082593002254 Long EC CORP US N 1 N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29364G103 3252.00000000 NS USD 324679.68000000 0.062008366286 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 242172.99000000 OU Notional Amount USD -6045.63000000 -0.00115461380 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Teradata Corp Teradata Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 242172.99000000 USD -6045.63000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1128895.34000000 OU Notional Amount USD -14619.44000000 -0.00279206752 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 iStar Inc iStar Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 1128895.34000000 USD -14619.44000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 425279.98000000 OU Notional Amount USD 17607.25000000 0.003362689058 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 L Brands Inc L Brands Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 425279.98000000 USD 17607.25000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 343846.16000000 OU Notional Amount USD -31192.24000000 -0.00595719400 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 MKS Instruments Inc MKS Instruments Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 343846.16000000 USD -31192.24000000 N N N Citrix Systems Inc HCTKJGUQOPZ5NBK7NP58 177376100 5912.00000000 NS USD 769151.20000000 0.146894962258 Long EC CORP US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -17977.40000000 -0.00343338149 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1800000.00000000 NZD 1277523.00000000 USD 2021-03-17 -17977.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -9198.05000000 -0.00175667308 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 6375000.00000000 CHF 7206972.96000000 USD 2021-03-17 -9198.05000000 N N N Resideo Technologies Inc 5493006TKFPYISY2DS54 76118Y104 25845.00000000 NS USD 549464.70000000 0.104938530120 Long EC CORP US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 636.00000000 NC USD 223594.07000000 0.042702712384 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 5 Year US Treasury Note FVH1 Comdty 2021-03-31 80016750.00000000 USD 223594.07000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 366838.02000000 OU Notional Amount USD -283692.87000000 -0.05418057389 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 TG Therapeutics Inc TG Therapeutics Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 366838.02000000 USD -283692.87000000 N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851109 3500.00000000 NS USD 445935.00000000 0.085166096074 Long EC CORP US N 1 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 50.00000000 NC 610.83000000 0.000116658271 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-Bobl (FGBM) OEH1 Comdty 2021-03-08 6758500.00000000 EUR 610.83000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 691531.82000000 OU Notional Amount USD -4264.52000000 -0.00081445170 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Southwest Airlines Co Southwest Airlines Co Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 691531.82000000 USD -4264.52000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 552498.66000000 OU Notional Amount USD -72657.74000000 -0.01387640814 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 TechnipFMC PLC TechnipFMC PLC Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 552498.66000000 USD -72657.74000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 1062.00000000 NC USD 892774.40000000 0.170504917359 N/A DCO US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long Sugar SBH1 Comdty 2021-02-26 17531651.20000000 USD 892774.40000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 938156.58000000 OU Notional Amount USD -115744.38000000 -0.02210523279 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Cannae Holdings Inc Cannae Holdings Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 938156.58000000 USD -115744.38000000 N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687106 5647.00000000 NS USD 1023123.46000000 0.195399398768 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 216771.84000000 OU Notional Amount USD 9627.14000000 0.001838622064 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Helmerich & Payne Inc Helmerich & Payne Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 216771.84000000 USD 9627.14000000 N N N Garmin Ltd 2549001E0HIPIJQ0W046 000000000 12945.00000000 NS USD 1548998.70000000 0.295832738185 Long EC CORP CH N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -24422.50000000 -0.00466428735 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 36000000.00000000 SEK 4354499.62000000 USD 2021-03-17 -24422.50000000 N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748102 13487.00000000 NS USD 1577979.00000000 0.301367488797 Long EC CORP US N 1 N N N Walmart Inc Y87794H0US1R65VBXU25 931142103 9348.00000000 NS USD 1347514.20000000 0.257352582368 Long EC CORP US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -3321.81000000 -0.00063440992 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1375000.00000000 CHF 1553107.23000000 USD 2021-03-17 -3321.81000000 N N N Box Inc 549300KQUCPD8687YS68 10316T104 49054.00000000 NS USD 885424.70000000 0.169101248088 Long EC CORP US N 1 N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216100 30703.00000000 NS USD 1683752.52000000 0.321568454782 Long EC CORP US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -5378.95000000 -0.00102728911 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 10000000.00000000 SEK 1210988.31000000 USD 2021-03-17 -5378.95000000 N N N Public Storage 549300LMZF40TKJ6DM64 74460D109 1514.00000000 NS USD 349628.02000000 0.066773080250 Long EC US N 1 N N N PACCAR Inc KDTEY8BWE486IKZ3CC07 693718108 9116.00000000 NS USD 786528.48000000 0.150213730908 Long EC CORP US N 1 N N N Paya Holdings Inc N/A 70434P103 114719.00000000 NS USD 1557884.02000000 0.297529685087 Long EC CORP US N 1 N N N RingCentral Inc 549300C8EH0H1614VE84 76680R206 761.00000000 NS USD 288396.17000000 0.055078825213 Long EC CORP US N 1 N N N CMS Energy Corp 549300IA9XFBAGNIBW29 125896100 17132.00000000 NS USD 1045223.32000000 0.199620100889 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1491633.00000000 OU Notional Amount USD -71828.82000000 -0.01371809834 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Mosaic Co/The Mosaic Co/The Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 1491633.00000000 USD -71828.82000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 223320.30000000 OU Notional Amount USD -14269.75000000 -0.00272528260 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 SL Green Realty Corp SL Green Realty Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 223320.30000000 USD -14269.75000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 -9.00000000 NC USD 35505.00000000 0.006780858737 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short Nickel LNH1 Comdty 2021-03-15 -932337.00000000 USD 35505.00000000 N N N Eagle Materials Inc 529900KRXRGXL61SG039 26969P108 7548.00000000 NS USD 764989.80000000 0.146100204743 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 942650.94000000 OU Notional Amount USD 42227.24000000 0.008064693685 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 NexPoint Residential Trust Inc NexPoint Residential Trust Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 942650.94000000 USD 42227.24000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 89890.56000000 OU Notional Amount USD -5764.35000000 -0.00110089404 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Marathon Petroleum Corp Marathon Petroleum Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 89890.56000000 USD -5764.35000000 N N N PJT Partners Inc 549300W3WBEQUBKYTN87 69343T107 12654.00000000 NS USD 952213.50000000 0.181856787253 Long EC CORP US N 1 N N N McCormick & Co Inc/MD 549300JQQA6MQ4OJP259 579780206 3822.00000000 NS USD 365383.20000000 0.069782055041 Long EC CORP US N 1 N N N Consolidated Edison Inc 54930033SBW53OO8T749 209115104 17543.00000000 NS USD 1267832.61000000 0.242134736831 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 264081.11000000 OU Notional Amount USD 7814.52000000 0.001492442084 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Allegheny Technologies Inc Allegheny Technologies Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 264081.11000000 USD 7814.52000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 965541.80000000 OU Notional Amount USD -247762.75000000 -0.04731852438 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Anterix Inc Anterix Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 965541.80000000 USD -247762.75000000 N N N United States Treasury 254900HROIFWPRGM1V77 9127963T4 8300000.00000000 PA USD 8299979.25000000 1.585156648879 Long STIV UST US N 2 2021-01-07 None 0.00000000 N N N N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 -140.00000000 NC USD -244840.00000000 -0.04676032821 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Short NYMEX WTI Light Sweet Crude Oil CLG1 Comdty 2021-01-20 -6547960.00000000 USD -244840.00000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 647183.00000000 OU Notional Amount USD -181109.22000000 -0.03458881951 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Alexion Pharmaceuticals Inc Alexion Pharmaceuticals Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 647183.00000000 USD -181109.22000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -660.00000000 NC -64112.20000000 -0.01224435351 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Euro-Bund (FGBL) RXH1 Comdty 2021-03-08 -117189920.00000000 EUR -64112.20000000 N N N Heartland Express Inc 5299005V45FZIQGLOG39 422347104 41669.00000000 NS USD 754208.90000000 0.144041233895 Long EC CORP US N 1 N N N Post Holdings Inc JM1I5YUAURL6DC8N1468 737446104 7790.00000000 NS USD 786867.90000000 0.150278554428 Long EC CORP US N 1 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 226.00000000 NC USD 3687731.25000000 0.704294737871 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long Copper LPH21 Comdty 2021-03-15 40194406.25000000 USD 3687731.25000000 N N N NewMarket Corp 54930082CG88ERDREQ47 651587107 3699.00000000 NS USD 1473274.71000000 0.281370727786 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 2562884.28000000 OU Notional Amount USD -233799.29000000 -0.04465173802 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Builders FirstSource Inc Builders FirstSource Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 2562884.28000000 USD -233799.29000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 389214.72000000 OU Notional Amount USD -4849.88000000 -0.00092624563 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Cloudflare Inc Cloudflare Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 389214.72000000 USD -4849.88000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 650394.55000000 OU Notional Amount USD -77793.12000000 -0.01485717948 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Live Nation Entertainment Inc Live Nation Entertainment Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 650394.55000000 USD -77793.12000000 N N N Life Storage Inc W9EE01AFDDF9DQCQZC68 53223X107 3116.00000000 NS USD 372019.24000000 0.071049427237 Long EC US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 946905.95000000 OU Notional Amount USD -42360.21000000 -0.00809008872 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Ares Management Corp Ares Management Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 946905.95000000 USD -42360.21000000 N N N Janus Henderson Group PLC 2138009WPYMWJN3RVF44 000000000 26180.00000000 NS USD 851111.80000000 0.162548060431 Long EC CORP JE N 1 N N N Cerner Corp 549300L4UJ40IEVVI304 156782104 29497.00000000 NS USD 2314924.56000000 0.442111714669 Long EC CORP US N 1 N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 427866108 2326.00000000 NS USD 354319.58000000 0.067669089421 Long EC CORP US N 1 N N N Callaway Golf Co 5493005UB0KFRKBPCU72 131193104 23114.00000000 NS USD 554967.14000000 0.105989403754 Long EC CORP US N 1 N N N Immatics NV 984500DC691EZ96AF394 000000000 85236.00000000 NS USD 919696.44000000 0.175646574877 Long EC CORP NL N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 571.00000000 NC USD 600988.75000000 0.114778758388 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long Euro Foreign Exchange Currency Future ECH1 Curncy 2021-03-15 86804836.25000000 USD 600988.75000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 -11.00000000 NC USD -4481.25000000 -0.00085584349 N/A DCO US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Short Coffee KCH1 Comdty 2021-03-19 -524550.00000000 USD -4481.25000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 233045.26000000 OU Notional Amount USD -3784.40000000 -0.00072275684 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Boeing Co/The Boeing Co/The Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 233045.26000000 USD -3784.40000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 318018.18000000 OU Notional Amount USD -113210.91000000 -0.02162138257 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Hecla Mining Co Hecla Mining Co Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 318018.18000000 USD -113210.91000000 N N N OGE Energy Corp CE5OG6JPOZMDSA0LAQ19 670837103 12803.00000000 NS USD 407903.58000000 0.077902733544 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 216315.00000000 OU Notional Amount USD -5331.86000000 -0.00101829571 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Kirby Corp Kirby Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 216315.01000000 USD -5331.86000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 684889.50000000 OU Notional Amount USD -13182.05000000 -0.00251755017 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Chemours Co/The Chemours Co/The Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 684889.50000000 USD -13182.05000000 N N N Atlantica Sustainable Infrastructure PLC 549300ITBBGKJ651R879 000000000 32572.00000000 NS USD 1237084.56000000 0.236262375657 Long EC CORP GB N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1779433.89000000 OU Notional Amount USD -50963.21000000 -0.00973311724 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Marvell Technology Group Ltd Marvell Technology Group Ltd Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 1779433.90000000 USD -50963.21000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 729666.28000000 OU Notional Amount USD 2004.11000000 0.000382751353 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 salesforce.com Inc salesforce.com Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 729666.28000000 USD 2004.11000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 503539.92000000 OU Notional Amount USD -53130.22000000 -0.01014697976 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 HollyFrontier Corp HollyFrontier Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 503539.92000000 USD -53130.22000000 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 -56.00000000 NC USD -237484.80000000 -0.04535560853 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Short Gasoline XBG1 Comdty 2021-01-29 -3079070.40000000 USD -237484.80000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 745440.57000000 OU Notional Amount USD -99365.83000000 -0.01897720480 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Scotts Miracle-Gro Co/The Scotts Miracle-Gro Co/The Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 745440.57000000 USD -99365.83000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 25708.05000000 0.004909805815 N/A DFE NZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 1989514.80000000 USD 2800000.00000000 NZD 2021-03-17 25708.05000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1034440.51000000 OU Notional Amount USD -203272.23000000 -0.03882158222 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Boston Omaha Corp Boston Omaha Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 1034440.51000000 USD -203272.23000000 N N N Maxim Integrated Products Inc SO0H5YEO14Y4PVKQH532 57772K101 26865.00000000 NS USD 2381582.25000000 0.454842214026 Long EC CORP US N 1 N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 760759100 13344.00000000 NS USD 1285027.20000000 0.245418614759 Long EC CORP US N 1 N N N AT&T Inc 549300Z40J86GGSTL398 00206R102 24873.00000000 NS USD 715347.48000000 0.136619355305 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 287377.44000000 OU Notional Amount USD 4238.29000000 0.000809442213 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 American International Group Inc American International Group Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 287377.44000000 USD 4238.29000000 N N N Booz Allen Hamilton Holding Corp 529900JPV47PIUWMA015 099502106 21289.00000000 NS USD 1855975.02000000 0.354460060018 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 354535.72000000 OU Notional Amount USD -101105.04000000 -0.01930936470 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Enphase Energy Inc Enphase Energy Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 354535.72000000 USD -101105.04000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 195745.44000000 OU Notional Amount USD -1119.37000000 -0.00021378087 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Reinsurance Group of America Inc Reinsurance Group of America Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 195745.44000000 USD -1119.37000000 N N N SolarEdge Technologies Inc 5493000K6Y58XXPDF853 83417M104 817.00000000 NS USD 260721.04000000 0.049793340153 Long EC CORP US N 1 N N N SEB TIME DEPOSIT F3JS33DEI6XQ4ZBPTN86 000000000 13400000.00000000 PA USD 13400000.00000000 2.559174963598 Long STIV CORP US N 2 2021-01-04 Fixed 0.04000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1056294.00000000 OU Notional Amount USD -209800.95000000 -0.04006845810 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Advanced Drainage Systems Inc Advanced Drainage Systems Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 1056294.00000000 USD -209800.95000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -1058.00000000 NC USD -95350.00000000 -0.01821024871 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short Mexican Peso Future PEH1 Curncy 2021-03-15 -26217110.00000000 USD -95350.00000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 249813.30000000 OU Notional Amount USD -18327.71000000 -0.00350028481 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Brink's Co/The Brink's Co/The Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 249813.30000000 USD -18327.71000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 270625.06000000 OU Notional Amount USD -7139.17000000 -0.00136346157 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Welltower Inc Welltower Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 270625.06000000 USD -7139.17000000 N N N Hormel Foods Corp MSD54751OJP1FS2ND863 440452100 6875.00000000 NS USD 320443.75000000 0.061199374794 Long EC CORP US N 1 N N N Tesla Inc 54930043XZGB27CTOV49 88160R101 380.00000000 NS USD 268154.60000000 0.051213025275 Long EC CORP US N 1 N N N Campbell Soup Co 5493007JDSMX8Z5Z1902 134429109 7398.00000000 NS USD 357693.30000000 0.068313413284 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 721582.07000000 OU Notional Amount USD -10996.68000000 -0.00210018120 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Alaska Air Group Inc Alaska Air Group Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 721582.07000000 USD -10996.68000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -87.00000000 NC USD -6525.00000000 -0.00124616542 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short Eurodollar Time Deposit EDM1 Comdty 2021-06-14 -21707587.50000000 USD -6525.00000000 N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 2311.00000000 NS USD 613847.82000000 0.117234624806 Long EC CORP US N 1 N N N Alliant Energy Corp 5493009ML300G373MZ12 018802108 7513.00000000 NS USD 387144.89000000 0.073938172371 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1098981.50000000 OU Notional Amount USD -127194.48000000 -0.02429200960 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 MGM Resorts International MGM Resorts International Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 1098981.51000000 USD -127194.48000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 467.00000000 NC USD -374763.00000000 -0.07157343931 N/A DFE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long Dollar Index DXH1 Curncy 2021-03-15 42355261.00000000 USD -374763.00000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 228583.83000000 OU Notional Amount USD 15200.57000000 0.002903053595 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 CenterPoint Energy Inc CenterPoint Energy Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 228583.83000000 USD 15200.57000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 688546.92000000 OU Notional Amount USD -12759.72000000 -0.00243689223 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Newmont Corp Newmont Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 688546.92000000 USD -12759.72000000 N N N WD-40 Co 549300UZHTN0CNKBOB19 929236107 5918.00000000 NS USD 1572294.24000000 0.300281795105 Long EC CORP US N 1 N N N Green Dot Corp N/A 39304D102 11075.00000000 NS USD 617985.00000000 0.118024756707 Long EC CORP US N 1 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 50.00000000 NC 9773.20000000 0.001866517071 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Short-Term Euro-BTP Futures (FBTS) BTSH1 Comdty 2021-03-08 5654000.00000000 EUR 9773.20000000 N N N Camden Property Trust 5493002MYX22OHYJBD89 133131102 3790.00000000 NS USD 378696.80000000 0.072324729056 Long EC US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 402946.81000000 OU Notional Amount USD -70758.55000000 -0.01351369474 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 DXC Technology Co DXC Technology Co Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 402946.81000000 USD -70758.55000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 753304.88000000 OU Notional Amount USD 100393.58000000 0.019173487794 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Insmed Inc Insmed Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 753304.88000000 USD 100393.58000000 N N N Silgan Holdings Inc KAF673KJXD92C8KSLU49 827048109 22473.00000000 NS USD 833298.84000000 0.159146084218 Long EC CORP US N 1 N N N Conagra Brands Inc 54930035UDEIH090K650 205887102 40177.00000000 NS USD 1456818.02000000 0.278227776365 Long EC CORP US N 1 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 145.00000000 NC USD 317550.00000000 0.060646717141 N/A DE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long MSCI Emerging Markets MESH1 Index 2021-03-19 9021900.00000000 USD 317550.00000000 N N N Holly Energy Partners LP 529900NVV7ODCT0QCG29 435763107 84867.00000000 NS USD 1205111.40000000 0.230156039046 Long EC CORP US N 1 N N N Parsley Energy Inc 549300DMRA8DSL66G562 701877102 153331.00000000 NS USD 2177300.20000000 0.415827773140 Long EC CORP US N 1 N N N AptarGroup Inc VNPEQDQFAA7IY1T2PX43 038336103 2851.00000000 NS USD 390273.39000000 0.074535663331 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 921140.69000000 OU Notional Amount USD 162469.92000000 0.031029026238 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 REX American Resources Corp REX American Resources Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 921140.69000000 USD 162469.92000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -17162.93000000 -0.00327783139 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 14375000.00000000 CHF 16254595.24000000 USD 2021-03-17 -17162.93000000 N N N Concho Resources Inc SYHS7HRDXLL4I0IQ8776 20605P101 43071.00000000 NS USD 2513192.85000000 0.479977628389 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 724253.72000000 OU Notional Amount USD -119216.53000000 -0.02276835513 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Twitter Inc Twitter Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 724253.72000000 USD -119216.53000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 -302.00000000 NC USD 59817.50000000 0.011424137939 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short Aluminum LAH21 Comdty 2021-03-15 -14989942.50000000 USD 59817.50000000 N N N SunOpta Inc 54930010CP0KEPPRPA40 8676EP108 62742.00000000 NS USD 732199.14000000 0.139837739362 Long EC CORP CA N 1 N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165B103 12927.00000000 NS USD 448696.17000000 0.085693433173 Long EC CORP US N 1 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 -333.00000000 NC USD -450450.00000000 -0.08602838525 N/A DCO GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Short Low Sulfur Gas Oil QSG1 Comdty 2021-02-11 -13635450.00000000 USD -450450.00000000 N N N Primo Water Corp 5493005TMUI9D3MY9I37 74167P108 50849.00000000 NS USD 797312.32000000 0.152273263247 Long EC CORP CA N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 376.00000000 NC USD 178820.00000000 0.034151616939 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long Japanese Yen Currency Future JYH1 Curncy 2021-03-15 45359480.00000000 USD 178820.00000000 N N N CSX Corp 549300JVQR4N1MMP3Q88 126408103 9687.00000000 NS USD 879095.25000000 0.167892429434 Long EC CORP US N 1 N N N Flex Ltd 549300EAQH74YHD07T53 000000000 37090.00000000 NS USD 666878.20000000 0.127362536806 Long EC CORP SG N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 595282.24000000 OU Notional Amount USD -38169.58000000 -0.00728974876 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 EOG Resources Inc EOG Resources Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 595282.24000000 USD -38169.58000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 589359.75000000 OU Notional Amount USD -123845.82000000 -0.02365247178 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Ralph Lauren Corp Ralph Lauren Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 589359.75000000 USD -123845.82000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 272197.64000000 OU Notional Amount USD -11916.58000000 -0.00227586665 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Portland General Electric Co Portland General Electric Co Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 272197.64000000 USD -11916.58000000 N N N Rollins Inc 549300F2A0BXT4SGWD84 775711104 15610.00000000 NS USD 609882.70000000 0.116477353475 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 258315.47000000 OU Notional Amount USD -22019.64000000 -0.00420538144 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 SeaWorld Entertainment Inc SeaWorld Entertainment Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 258315.47000000 USD -22019.64000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 871613.75000000 OU Notional Amount USD 569.61000000 0.000108785944 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Delta Air Lines Inc Delta Air Lines Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 871613.75000000 USD 569.61000000 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 8.00000000 NC 90312.06000000 0.017248086780 N/A DE JP N 2 Osaka Exchange 3538001249AILNPRUX57 Long Nikkei 225 Index NKH1 Index 2021-03-11 210690000.00000000 JPY 90312.06000000 N N N IAA Inc 549300PZCOPC5178W747 449253103 11258.00000000 NS USD 731544.84000000 0.139712779050 Long EC CORP US N 1 N N N ServiceNow Inc 549300HJTQM36M0E1G39 81762P102 1414.00000000 NS USD 778308.02000000 0.148643761100 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 219201.40000000 OU Notional Amount USD -17892.03000000 -0.00341707725 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Foot Locker Inc Foot Locker Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 219201.40000000 USD -17892.03000000 N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829107 1862.00000000 NS USD 138272.12000000 0.026407652811 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 474532.33000000 OU Notional Amount USD -14487.29000000 -0.00276682909 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 TransDigm Group Inc TransDigm Group Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 474532.33000000 USD -14487.29000000 N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 31620M106 7479.00000000 NS USD 1057979.34000000 0.202056286487 Long EC CORP US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 679853.11000000 0.129840526719 N/A DFE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 27053320.31000000 USD 228000000.00000000 SEK 2021-03-17 679853.11000000 N N N Erie Indemnity Co 549300WA5KP94KRUFZ80 29530P102 3833.00000000 NS USD 941384.80000000 0.179788687408 Long EC CORP US N 1 N N N Watsco Inc 549300F1Y3LN5BX5WN75 942622200 5556.00000000 NS USD 1258711.80000000 0.240392815294 Long EC CORP US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -24359.91000000 -0.00465233371 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 18560014.87000000 USD 16375000.00000000 CHF 2021-03-17 -24359.91000000 N N N Trinity Industries Inc R1JB4KXN77XFCXOQKV49 896522109 34784.00000000 NS USD 917949.76000000 0.175312988330 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 594349.45000000 OU Notional Amount USD -60680.37000000 -0.01158893161 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Scientific Games Corp Scientific Games Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 594349.45000000 USD -60680.37000000 N N N DexCom Inc 549300YSK3QDSFR5EU59 252131107 665.00000000 NS USD 245863.80000000 0.046955856822 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 454567.40000000 OU Notional Amount USD -120008.01000000 -0.02291951452 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Kohl's Corp Kohl's Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 454567.40000000 USD -120008.01000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 153931.26000000 OU Notional Amount USD -4368.67000000 -0.00083434260 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Kinross Gold Corp Kinross Gold Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 153931.26000000 USD -4368.67000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 2613372.45000000 OU Notional Amount USD -25096.53000000 -0.00479301576 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 ConocoPhillips ConocoPhillips Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 2613372.45000000 USD -25096.53000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 408601.97000000 OU Notional Amount USD -31876.05000000 -0.00608779023 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Marriott Vacations Worldwide Corp Marriott Vacations Worldwide Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 408601.97000000 USD -31876.05000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -63280.64000000 -0.01208553952 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 27125000.00000000 CHF 30640819.56000000 USD 2021-03-17 -63280.64000000 N N N Open Lending Corp N/A 68373J104 57448.00000000 NS USD 2008382.08000000 0.383567248990 Long EC CORP US N 1 N N N NiSource Inc 549300D8GOWWH0SJB189 65473P105 14499.00000000 NS USD 332607.06000000 0.063522362736 Long EC CORP US N 1 N N N ROYAL BANK OF CANADA NY N/A 78012UWK7 5000000.00000000 PA USD 5002365.90000000 0.955367878361 Long STIV CORP CA N 2 2021-06-11 Floating 0.33000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 226584.00000000 OU Notional Amount USD -27797.10000000 -0.00530877928 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Steven Madden Ltd Steven Madden Ltd Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 226584.00000000 USD -27797.10000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 812729.92000000 OU Notional Amount USD -43346.63000000 -0.00827847837 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Universal Health Services Inc Universal Health Services Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 812729.92000000 USD -43346.63000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 963390.42000000 OU Notional Amount USD -30847.90000000 -0.00589143084 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Hyatt Hotels Corp Hyatt Hotels Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 963390.42000000 USD -30847.90000000 N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040W108 3783.00000000 NS USD 327267.33000000 0.062502563980 Long EC CORP US N 1 N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441C204 10921.00000000 NS USD 999926.76000000 0.190969218628 Long EC CORP US N 1 N N N Facebook Inc BQ4BKCS1HXDV9HN80Z93 30303M102 3774.00000000 NS USD 1030905.84000000 0.196885702653 Long EC CORP US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 5006.67000000 0.000956189889 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 1975903.02000000 USD 1750000.00000000 CHF 2021-03-17 5006.67000000 N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081103 19649.00000000 NS USD 723279.69000000 0.138134274203 Long EC CORP US N 1 N N N QEP Resources Inc Q6JQDZPXKEDQKVK58165 74733V100 700524.00000000 NS USD 1674252.36000000 0.319754083765 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 839739.69000000 OU Notional Amount USD -204425.66000000 -0.03904186798 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 New Fortress Energy Inc New Fortress Energy Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 839739.69000000 USD -204425.66000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 29.00000000 NC -390.93000000 -0.00007466106 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Long-Term Euro-BTP (FBTP) IKH1 Comdty 2021-03-08 4408610.00000000 EUR -390.93000000 N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 023608102 4337.00000000 NS USD 338546.22000000 0.064656642555 Long EC CORP US N 1 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 128.00000000 NC 80127.98000000 0.015303098529 N/A DE DE N 2 Eurex Deutschland 529900LN3S50JPU47S06 Long EURO STOXX 50 Index VGH1 Index 2021-03-19 4487040.00000000 EUR 80127.98000000 N N N Chemed Corp 54930020031IDJT2IM79 16359R103 1190.00000000 NS USD 633805.90000000 0.121046282915 Long EC CORP US N 1 N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343V104 35617.00000000 NS USD 2092498.75000000 0.399632120325 Long EC CORP US N 1 N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389X105 12295.00000000 NS USD 795363.55000000 0.151901080904 Long EC CORP US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -98.00000000 NC USD -147830.00000000 -0.02823304737 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Soybean Meal SMH1 Comdty 2021-03-12 -4060290.00000000 USD -147830.00000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 927.00000000 NC 297130.08000000 0.056746855348 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long 10 Year Commonwealth Treasury Bond XMH1 Comdty 2021-03-15 136096876.44000000 AUD 297130.08000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 694629.81000000 OU Notional Amount USD -31380.60000000 -0.00599316760 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Blackbaud Inc Blackbaud Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 694629.81000000 USD -31380.60000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 257078.37000000 OU Notional Amount USD 10285.51000000 0.001964359677 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Vornado Realty Trust Vornado Realty Trust Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 257078.37000000 USD 10285.51000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 2541571.14000000 OU Notional Amount USD 25192.71000000 0.004811384529 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Advanced Micro Devices Inc Advanced Micro Devices Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 2541571.14000000 USD 25192.71000000 N N N Avery Dennison Corp 549300PW7VPFCYKLIV37 053611109 6335.00000000 NS USD 982621.85000000 0.187664271433 Long EC CORP US N 1 N N N Brown & Brown Inc 549300PC8KTJ71XKFY89 115236101 7606.00000000 NS USD 360600.46000000 0.068868632021 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 418863.27000000 OU Notional Amount USD 529.30000000 0.000101087411 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Biogen Inc Biogen Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 418863.27000000 USD 529.30000000 N N N Bloomin' Brands Inc E1UJ2GO305B5FXGV7N04 094235108 26036.00000000 NS USD 505619.12000000 0.096564760673 Long EC CORP US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 39127.00000000 0.007472599910 N/A DFE NZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 6726264.00000000 USD 9400000.00000000 NZD 2021-03-17 39127.00000000 N N N Crowdstrike Holdings Inc 549300YBY08K9KM4HX32 22788C105 1478.00000000 NS USD 313069.96000000 0.059791104737 Long EC CORP US N 1 N N N Aon PLC 635400FALWQYX5E6QC64 000000000 3653.00000000 NS USD 771769.31000000 0.147394977300 Long EC CORP IE N 1 N N N Blackstone Group Inc/The 5299004LW4QWGZUB8Y96 09260D107 5116.00000000 NS USD 331567.96000000 0.063323912086 Long EC CORP US N 1 N N N NortonLifeLock Inc YF6ZV0M6AU4FY94MK914 668771108 61312.00000000 NS USD 1274063.36000000 0.243324705444 Long EC CORP US N 1 N N N Jacobs Engineering Group Inc 549300CZ8QS1GE53O776 469814107 7034.00000000 NS USD 766424.64000000 0.146374235087 Long EC CORP US N 1 N N N Flowers Foods Inc 7YNCQQNDK8FBM9BBTK25 343498101 14492.00000000 NS USD 327953.96000000 0.062633698779 Long EC CORP US N 1 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 116.00000000 NC USD 323490.00000000 0.061781157386 N/A DCO GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Long Brent Crude Oil COH1 Comdty 2021-01-29 5685310.00000000 USD 323490.00000000 N N N Landstar System Inc 254900CUQXQRL09MEI52 515098101 7198.00000000 NS USD 969282.68000000 0.185116713978 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 405299.25000000 OU Notional Amount USD -68488.41000000 -0.01308013613 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Pan American Silver Corp Pan American Silver Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 405299.25000000 USD -68488.41000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 377007.12000000 OU Notional Amount USD -44373.97000000 -0.00847468306 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 XPO Logistics Inc XPO Logistics Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 377007.12000000 USD -44373.97000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 931326.88000000 OU Notional Amount USD -143911.57000000 -0.02748469305 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Live Oak Bancshares Inc Live Oak Bancshares Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 931326.88000000 USD -143911.57000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 179439.78000000 OU Notional Amount USD -14602.60000000 -0.00278885136 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Exxon Mobil Corp Exxon Mobil Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 179439.78000000 USD -14602.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -429771.93000000 -0.08207922114 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 27600000.00000000 NZD 19434567.60000000 USD 2021-03-17 -429771.93000000 N N N Advance Auto Parts Inc 529900UCNQ5H9FSL0Y70 00751Y106 5434.00000000 NS USD 855909.34000000 0.163464310002 Long EC CORP US N 1 N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776696106 1504.00000000 NS USD 648359.36000000 0.123825749367 Long EC CORP US N 1 N N N LKQ Corp DS830JTTZQN6GK0I2E41 501889208 19992.00000000 NS USD 704518.08000000 0.134551121771 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 963427.08000000 OU Notional Amount USD -17798.71000000 -0.00339925470 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 ArcBest Corp ArcBest Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 963427.08000000 USD -17798.71000000 N N N Radware Ltd N/A 000000000 59933.00000000 NS USD 1663140.75000000 0.317631952861 Long EC CORP IL N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 460779.79000000 OU Notional Amount USD -23905.70000000 -0.00456558723 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Clean Harbors Inc Clean Harbors Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 460779.79000000 USD -23905.70000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 52952.68000000 0.010113072605 N/A DFE NZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 4265382.00000000 USD 6000000.00000000 NZD 2021-03-17 52952.68000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 62.00000000 NC 900721.16000000 0.172022615063 N/A DE DE N 2 Eurex Deutschland 529900LN3S50JPU47S06 Long DAX Index GXH1 Index 2021-03-19 20570825.00000000 EUR 900721.16000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 670722.27000000 OU Notional Amount USD -171538.68000000 -0.03276100710 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Lyft Inc Lyft Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 670722.27000000 USD -171538.68000000 N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244109 10169.00000000 NS USD 1087879.62000000 0.207766737829 Long EC CORP US N 1 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 260.00000000 NC USD 321130.00000000 0.061330437019 N/A DCO US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long Cotton CTH1 Comdty 2021-03-09 9834470.00000000 USD 321130.00000000 N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 291011104 14084.00000000 NS USD 1131931.08000000 0.216179826899 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 577.00000000 NC USD -42090.00000000 -0.00803848315 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long Canadian Dollar Currency Future CDH1 Curncy 2021-03-16 45244270.00000000 USD -42090.00000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 334694.36000000 OU Notional Amount USD -86516.01000000 -0.01652310498 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Allakos Inc Allakos Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 334694.36000000 USD -86516.01000000 N N N DG BANK NY BRANCH N/A 23328AT20 10000000.00000000 PA USD 10000120.10000000 1.909854999470 Long STIV CORP DE N 2 2021-03-03 Fixed 0.19000000 N N N N N N Yum! Brands Inc 549300JE8XHZZ7OHN517 988498101 7083.00000000 NS USD 768930.48000000 0.146852808445 Long EC CORP US N 1 N N N Orion Engineered Carbons SA N/A 000000000 73800.00000000 NS USD 1264932.00000000 0.241580769033 Long EC CORP LU N 1 N N N Nielsen Holdings PLC 549300ZVCBHQE0XHG367 000000000 42212.00000000 NS USD 880964.44000000 0.168249413333 Long EC CORP GB N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1120070.48000000 OU Notional Amount USD -44647.74000000 -0.00852696853 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Virtus Investment Partners Inc Virtus Investment Partners Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 1120070.48000000 USD -44647.74000000 N N N Zoom Video Communications Inc 549300T9GCHU0ODOM055 98980L101 503.00000000 NS USD 169671.96000000 0.032404494929 Long EC CORP US N 1 N N N Seagate Technology PLC 396PBGKP6TE3O062MS44 000000000 16824.00000000 NS USD 1045779.84000000 0.199726386862 Long EC CORP IE N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 21668.42000000 0.004138304325 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 6204047.75000000 USD 5500000.00000000 CHF 2021-03-17 21668.42000000 N N N Datadog Inc 549300F6JNO0KRPO1K63 23804L103 2290.00000000 NS USD 225427.60000000 0.043052885822 Long EC CORP US N 1 N N N DocuSign Inc 549300Q7PVDWRZ39JG09 256163106 994.00000000 NS USD 220966.20000000 0.042200833346 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 2324861.28000000 OU Notional Amount USD -145384.50000000 -0.02776599794 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Analog Devices Inc Analog Devices Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 2324861.28000000 USD -145384.50000000 N N N ICE Futures Europe - Financial Products Division N/A 000000000 -19.00000000 NC 1299.13000000 0.000248112012 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Short United Kingdom Gilt G H1 Comdty 2021-03-29 -2576210.00000000 GBP 1299.13000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 980564.94000000 OU Notional Amount USD -102728.46000000 -0.01961941066 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Beacon Roofing Supply Inc Beacon Roofing Supply Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 980564.94000000 USD -102728.46000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1137907.44000000 OU Notional Amount USD 22193.41000000 0.004238568599 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 BRP Group Inc BRP Group Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 1137907.44000000 USD 22193.41000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 769579.19000000 OU Notional Amount USD -54356.64000000 -0.01038120538 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 FirstEnergy Corp FirstEnergy Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 769579.19000000 USD -54356.64000000 N N N United States Treasury 254900HROIFWPRGM1V77 9127963W7 9800000.00000000 PA USD 9799535.87000000 1.871546780103 Long STIV UST US N 2 2021-02-04 None 0.00000000 N N N N N N Enviva Partners LP 549300WH5VXDEFM5KR81 29414J107 32727.00000000 NS USD 1486460.34000000 0.283888961679 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 285677.56000000 OU Notional Amount USD 4327.00000000 0.000826384333 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Ultra Clean Holdings Inc Ultra Clean Holdings Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 285677.56000000 USD 4327.00000000 N N N PTC Inc 54930050SSMU8SKDJ030 69370C100 9319.00000000 NS USD 1114645.59000000 0.212878588598 Long EC CORP US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 470.00000000 NC USD 1016975.00000000 0.194225146164 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Wheat W H1 Comdty 2021-03-12 14034775.00000000 USD 1016975.00000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 713988.52000000 OU Notional Amount USD 79896.90000000 0.015258966130 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Wayfair Inc Wayfair Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 713988.52000000 USD 79896.90000000 N N N Credit Acceptance Corp N/A 225310101 3982.00000000 NS USD 1378329.48000000 0.263237783343 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 5.00000000 NC USD 51983.00000000 0.009927880009 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long NASDAQ 100 Stock Index NQH1 Index 2021-03-19 1236567.00000000 USD 51983.00000000 N N N Slack Technologies Inc 549300VIZRB02KN4IJ45 83088V102 43197.00000000 NS USD 1824641.28000000 0.348475841889 Long EC CORP US N 1 N N N IDACORP Inc N134NUJDWN8UEFA8B673 451107106 3768.00000000 NS USD 361841.04000000 0.069105561967 Long EC CORP US N 1 N N N Monolithic Power Systems Inc 529900TB7O85LSZ1XU31 609839105 173.00000000 NS USD 63357.79000000 0.012100273874 Long EC CORP US N 1 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 8.00000000 NC USD 13600.00000000 0.002597371604 N/A DE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long MSCI EAFE MFSH1 Index 2021-03-19 838720.00000000 USD 13600.00000000 N N N Gentex Corp 549300S3UD8XV1MN0287 371901109 22561.00000000 NS USD 765494.73000000 0.146196637894 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 288731.30000000 OU Notional Amount USD 234.61000000 0.000044806570 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Lam Research Corp Lam Research Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 288731.30000000 USD 234.61000000 N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332102 1184.00000000 NS USD 1403560.96000000 0.268056572292 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1016506.08000000 OU Notional Amount USD 1785.15000000 0.000340933670 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Third Point Reinsurance Ltd Third Point Reinsurance Ltd Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 1016506.08000000 USD 1785.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 24920.00000000 0.004759301499 N/A DFE NZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 1270580.40000000 USD 1800000.00000000 NZD 2021-03-17 24920.00000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 249817.20000000 OU Notional Amount USD -38105.65000000 -0.00727753921 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Cincinnati Financial Corp Cincinnati Financial Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 249817.20000000 USD -38105.65000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 -133.00000000 NC USD 31294.00000000 0.005976628456 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short Zinc LXH1 Comdty 2021-03-15 -9172816.25000000 USD 31294.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 48744.21000000 0.009309325511 N/A DFE SG N 2 UBS AG BFM8T61CT2L1QCEMIK50 3923998.50000000 USD 5250000.00000000 SGD 2021-03-17 48744.21000000 N N N Copart Inc 549300KVYX3JWMYEHU61 217204106 7317.00000000 NS USD 931088.25000000 0.177822219276 Long EC CORP US N 1 N N N White Mountains Insurance Group Ltd 549300N3FL068JERBG02 000000000 754.00000000 NS USD 754497.64000000 0.144096378386 Long EC CORP BM N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 238934.43000000 OU Notional Amount USD 12340.69000000 0.002356864543 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Middleby Corp/The Middleby Corp/The Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 238934.43000000 USD 12340.69000000 N N N Magellan Health Inc N/A 559079207 8063.00000000 NS USD 667938.92000000 0.127565116513 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 692408.96000000 OU Notional Amount USD 34511.19000000 0.006591057717 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 General Motors Co General Motors Co Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 692408.96000000 USD 34511.19000000 N N N Nasdaq Nordic N/A 000000000 80.00000000 NC -8901.68000000 -0.00170007138 N/A DE SE N 2 Nasdaq Nordic N/A Long OMXS30 Index QCF1 Index 2021-01-15 15134800.00000000 SEK -8901.68000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 239524.56000000 OU Notional Amount USD -56173.37000000 -0.01072817030 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Western Digital Corp Western Digital Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 239524.56000000 USD -56173.37000000 N N N Verisk Analytics Inc 549300I1YSWNIRKBWP67 92345Y106 11787.00000000 NS USD 2446863.33000000 0.467309803991 Long EC CORP US N 1 N N N Humana Inc 529900YLDW34GJAO4J06 444859102 2572.00000000 NS USD 1055214.44000000 0.201528237020 Long EC CORP US N 1 N N N Commodities Exchange Center N/A 000000000 25.00000000 NC USD 191950.00000000 0.036659226437 N/A DCO US N 1 Commodities Exchange Center N/A Long Copper HGH1 Comdty 2021-03-29 2007425.00000000 USD 191950.00000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 544.00000000 NC USD 131804.72000000 0.025172488022 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 10 Year US Treasury Note TYH1 Comdty 2021-03-22 74982695.28000000 USD 131804.72000000 N N N LANDESBANK BADEN-WUR B81CK4ESI35472RHJ606 51501GT92 8500000.00000000 PA USD 8500348.67000000 1.623423843143 Long STIV CORP DE N 2 2021-02-08 Fixed 0.25000000 N N N N N N International Monetary Market N/A 000000000 199.00000000 NC USD 280506.25000000 0.053571982994 N/A DFE US N 1 International Monetary Market N/A Long British Pound Currency Future BPH1 Curncy 2021-03-15 16707875.00000000 USD 280506.25000000 N N N Commodities Exchange Center N/A 000000000 75.00000000 NC USD 65040.00000000 0.012421547733 N/A DCO US N 1 Commodities Exchange Center N/A Long Gold (100 oz) GCG1 Comdty 2021-02-24 14148210.00000000 USD 65040.00000000 N N N Church & Dwight Co Inc POOXSI30AWAQGYJZC921 171340102 15004.00000000 NS USD 1308798.92000000 0.249958614063 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 718813.45000000 OU Notional Amount USD -91198.40000000 -0.01741736283 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Mattel Inc Mattel Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 718813.45000000 USD -91198.40000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 925660.96000000 OU Notional Amount USD -76891.16000000 -0.01468492026 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Clarivate PLC Clarivate PLC Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 925660.96000000 USD -76891.16000000 N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851102 12000.00000000 NS USD 2665680.00000000 0.509100113206 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -205.00000000 NC USD -367425.00000000 -0.07017200455 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short Australian Dollar Currency Future ADH1 Curncy 2021-03-15 -15417575.00000000 USD -367425.00000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 3154.00000000 NC USD 820329.45000000 0.156669148533 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 2 Year US Treasury Note TUH1 Comdty 2021-03-31 696139747.10000000 USD 820329.45000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 821047.84000000 OU Notional Amount USD 8739.82000000 0.001669158845 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Dollar Tree Inc Dollar Tree Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 821047.84000000 USD 8739.82000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 38.00000000 NC USD 38937.50000000 0.007436408592 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Soybean S H1 Comdty 2021-03-12 2451962.50000000 USD 38937.50000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 378806.58000000 OU Notional Amount USD 33624.28000000 0.006421672801 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Harley-Davidson Inc Harley-Davidson Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 378806.58000000 USD 33624.28000000 N N N Regeneron Pharmaceuticals Inc 549300RCBFWIRX3HYQ56 75886F107 447.00000000 NS USD 215950.17000000 0.041242855854 Long EC CORP US N 1 N N N Credicorp Ltd 529900UYAEYQCQ2BKB17 000000000 5520.00000000 NS USD 905390.40000000 0.172914361489 Long EC CORP BM N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 788924.99000000 OU Notional Amount USD -116804.66000000 -0.02230772847 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 CNX Resources Corp CNX Resources Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 788924.99000000 USD -116804.66000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 23207.71000000 0.004432282865 N/A DFE NZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 1920042.90000000 USD 2700000.00000000 NZD 2021-03-17 23207.71000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -12296.71000000 -0.00234846510 N/A DFE PL N 2 UBS AG BFM8T61CT2L1QCEMIK50 815620.33000000 USD 3000000.00000000 PLN 2021-03-17 -12296.71000000 N N N Avangrid Inc 549300OX0Q38NLSKPB49 05351W103 6945.00000000 NS USD 315650.25000000 0.060283896795 Long EC CORP US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 484.66000000 0.000092561920 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1250000.00000000 CHF 1415420.15000000 USD 2021-03-17 484.66000000 N N N Howmet Aerospace Inc 549300HO5WFZUT5N2T22 443201108 23627.00000000 NS USD 674314.58000000 0.128782760501 Long EC CORP US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 11720.25000000 0.002238370922 N/A DFE NO N 2 UBS AG BFM8T61CT2L1QCEMIK50 687876.02000000 USD 6000000.00000000 NOK 2021-03-17 11720.25000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 406551.82000000 OU Notional Amount USD -15499.24000000 -0.00296009454 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Plains All American Pipeline LP Plains All American Pipeline LP Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 406551.82000000 USD -15499.24000000 N N N Mid-America Apartment Communities Inc 549300FQZKFR5YNSHZ21 59522J103 3028.00000000 NS USD 383617.32000000 0.073264465742 Long EC US N 1 N N N CoreSite Realty Corp 549300H0YYORITFM2B74 21870Q105 3838.00000000 NS USD 480824.64000000 0.091829431385 Long EC US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 271822.32000000 OU Notional Amount USD -11069.62000000 -0.00211411151 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Terminix Global Holdings Inc Terminix Global Holdings Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 271822.32000000 USD -11069.62000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 913199.27000000 OU Notional Amount USD -35117.70000000 -0.00670689094 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Pilgrim's Pride Corp Pilgrim's Pride Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 913199.27000000 USD -35117.70000000 N N N Nasdaq Inc 549300L8X1Q78ERXFD06 631103108 10077.00000000 NS USD 1337620.98000000 0.255463143492 Long EC CORP US N 1 N N N Uniti Group Inc 549300V3NU625PJUVA84 91325V108 53001.00000000 NS USD 621701.73000000 0.118734589719 Long EC US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 277105.61000000 OU Notional Amount USD -12602.21000000 -0.00240681047 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Assured Guaranty Ltd Assured Guaranty Ltd Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 277105.61000000 USD -12602.21000000 N N N CommVault Systems Inc 65T5VRP62VXG39YFML83 204166102 19373.00000000 NS USD 1072683.01000000 0.204864440527 Long EC CORP US N 1 N N N Xilinx Inc 6EY4K7ZMF9UX1CU6KC79 983919101 17608.00000000 NS USD 2496286.16000000 0.476748734526 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 208422.89000000 OU Notional Amount USD -34768.28000000 -0.00664015758 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 ABIOMED Inc ABIOMED Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 208422.89000000 USD -34768.28000000 N N N Columbia Financial Inc 254900B9UDXFOJAZKN61 197641103 124574.00000000 NS USD 1938371.44000000 0.370196392492 Long EC CORP US N 1 N N N WW Grainger Inc 549300TWZSP6O1IH2V34 384802104 2290.00000000 NS USD 935098.60000000 0.178588128777 Long EC CORP US N 1 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 9.00000000 NC 15832.59000000 0.003023758801 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-Buxl (FGBX) UBH1 Comdty 2021-03-08 2014200.00000000 EUR 15832.59000000 N N N Westamerica BanCorp N/A 957090103 14456.00000000 NS USD 799272.24000000 0.152647575052 Long EC CORP US N 1 N N N T-Mobile US Inc 549300QHIJYOHPACPG31 872590104 12966.00000000 NS USD 1748465.10000000 0.333927470794 Long EC CORP US N 1 N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368103 2592.00000000 NS USD 349479.36000000 0.066744688687 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 858639.25000000 OU Notional Amount USD -74735.78000000 -0.01427327888 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Century Aluminum Co Century Aluminum Co Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 858639.25000000 USD -74735.78000000 N N N Medifast Inc 5299000YHQJ21T5KKI80 58470H101 3399.00000000 NS USD 667359.66000000 0.127454487581 Long EC CORP US N 1 N N N Installed Building Products Inc 549300I95Y9P9YM5FI86 45780R101 8774.00000000 NS USD 894333.82000000 0.170802740391 Long EC CORP US N 1 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 230.00000000 NC 11065.48000000 0.002113320848 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long 3 Year Commonwealth Treasury Bond YMH1 Comdty 2021-03-15 26996412.25000000 AUD 11065.48000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 270741.79000000 OU Notional Amount USD -1491.00000000 -0.00028475596 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Liberty Broadband Corp Liberty Broadband Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 270741.79000000 USD -1491.00000000 N N N Charter Communications Inc 0J0XRGZE3PBRFEZ7MV65 16119P108 3652.00000000 NS USD 2415980.60000000 0.461411721198 Long EC CORP US N 1 N N N Ritchie Bros Auctioneers Inc 5493002H8U24DJXQ4886 767744105 9219.00000000 NS USD 641181.45000000 0.122454889101 Long EC CORP CA N 1 N N N Encompass Health Corp 549300FVRPM9DRQZRG64 29261A100 13240.00000000 NS USD 1094815.60000000 0.209091393528 Long EC CORP US N 1 N N N Extra Space Storage Inc N/A 30225T102 3027.00000000 NS USD 350708.22000000 0.066979380309 Long EC US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 998863.63000000 OU Notional Amount USD -152836.27000000 -0.02918916087 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Mr Cooper Group Inc Mr Cooper Group Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 998863.63000000 USD -152836.27000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 444314.15000000 OU Notional Amount USD 11019.41000000 0.002104522252 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Axon Enterprise Inc Axon Enterprise Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 444314.15000000 USD 11019.41000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 221000.99000000 OU Notional Amount USD 14055.60000000 0.002684383553 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 At Home Group Inc At Home Group Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 221000.99000000 USD 14055.60000000 N N N TORONTO-DOMINION N/A 89114NV51 15000000.00000000 PA USD 14999790.60000000 2.864708101697 Long STIV CORP CA N 2 2021-02-19 Fixed 0.20000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -313.00000000 NC -266735.08000000 -0.05094192079 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Euro-OAT OATH1 Comdty 2021-03-08 -52321840.00000000 EUR -266735.08000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1029697.50000000 OU Notional Amount USD -313374.88000000 -0.05984933933 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Peloton Interactive Inc Peloton Interactive Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 1029697.50000000 USD -313374.88000000 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 92.00000000 NC USD 45242.40000000 0.008640538609 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Long NY Harb Ultra Low Sulfur Diesel HOG1 Comdty 2021-01-29 5688933.60000000 USD 45242.40000000 N N N Acushnet Holdings Corp 529900W5FI106H543E43 005098108 18446.00000000 NS USD 747800.84000000 0.142817402051 Long EC CORP US N 1 N N N Elanco Animal Health Inc 549300SHPNDCE059M934 28414H103 29076.00000000 NS USD 891760.92000000 0.170311359699 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 158306.01000000 OU Notional Amount USD 450.06000000 0.000085953901 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Wendy's Co/The Wendy's Co/The Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 158306.01000000 USD 450.06000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 256671.54000000 OU Notional Amount USD 2910.72000000 0.000555898638 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 KAR Auction Services Inc KAR Auction Services Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 256671.54000000 USD 2910.72000000 N N N Utz Brands Inc N/A 918090101 68810.00000000 NS USD 1517948.60000000 0.289902690533 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 255154.44000000 OU Notional Amount USD -24206.45000000 -0.00462302543 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 GrafTech International Ltd GrafTech International Ltd Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 255154.44000000 USD -24206.45000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 570738.20000000 OU Notional Amount USD -103586.21000000 -0.01978322650 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 PVH Corp PVH Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 570738.20000000 USD -103586.21000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 388798.16000000 OU Notional Amount USD -11404.49000000 -0.00217806606 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 MPLX LP MPLX LP Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 388798.16000000 USD -11404.49000000 N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 49271V100 26028.00000000 NS USD 832896.00000000 0.159069148543 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 980537.04000000 OU Notional Amount USD -62034.11000000 -0.01184747322 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 ViacomCBS Inc ViacomCBS Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 980537.04000000 USD -62034.11000000 N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 5376.00000000 NS USD 439756.80000000 0.083986163629 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 361688.88000000 OU Notional Amount USD -52446.04000000 -0.01001631287 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 WPX Energy Inc WPX Energy Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 361688.88000000 USD -52446.04000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 637227.96000000 OU Notional Amount USD -70507.99000000 -0.01346584199 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Align Technology Inc Align Technology Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 637227.96000000 USD -70507.99000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 702368.97000000 OU Notional Amount USD 27004.74000000 0.005157451828 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Gap Inc/The Gap Inc/The Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 702368.97000000 USD 27004.74000000 N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 194162103 11831.00000000 NS USD 1011668.81000000 0.193211752985 Long EC CORP US N 1 N N N Broadridge Financial Solutions Inc N/A 11133T103 11258.00000000 NS USD 1724725.60000000 0.329393624969 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 415266.31000000 OU Notional Amount USD -4302.55000000 -0.00082171479 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 PROG Holdings Inc PROG Holdings Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 415266.31000000 USD -4302.55000000 N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834L100 12699.00000000 NS USD 1513339.83000000 0.289022492862 Long EC CORP US N 1 N N N STERIS PLC N/A 000000000 2252.00000000 NS USD 426844.08000000 0.081520050962 Long EC CORP IE N 1 N N N Morningstar Inc 529900YGNQPOVAXQ7F29 617700109 4388.00000000 NS USD 1016129.16000000 0.194063604929 Long EC CORP US N 1 N N N COOPERATIEVE CENTRALE N/A 21684XKE5 10000000.00000000 PA USD 10000049.90000000 1.909841592448 Long STIV CORP NL N 2 2021-07-20 Fixed 0.23000000 N N N N N N Eli Lilly and Co FRDRIPF3EKNDJ2CQJL29 532457108 4442.00000000 NS USD 749987.28000000 0.143234975372 Long EC CORP US N 1 N N N Arthur J Gallagher & Co 54930049QLLMPART6V29 363576109 3129.00000000 NS USD 387088.59000000 0.073927420016 Long EC CORP US N 1 N N N Wix.com Ltd 5493008P6N29Q1AG9464 000000000 2107.00000000 NS USD 526665.72000000 0.100584307821 Long EC CORP IL N 1 N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 637.00000000 NS USD 2074664.41000000 0.396226060891 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 193318.68000000 OU Notional Amount USD -12716.24000000 -0.00242858828 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Lincoln National Corp Lincoln National Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 193318.68000000 USD -12716.24000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1064743.29000000 OU Notional Amount USD -12791.22000000 -0.00244290820 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Cousins Properties Inc Cousins Properties Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 1064743.29000000 USD -12791.22000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 237194.28000000 0.045300124095 N/A DFE NZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 16964172.20000000 USD 23900000.00000000 NZD 2021-03-17 237194.28000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 328108.02000000 OU Notional Amount USD -82027.31000000 -0.01566583866 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 MongoDB Inc MongoDB Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 328108.02000000 USD -82027.31000000 N N N Altice USA Inc 54930064K3612MGCER95 02156K103 29224.00000000 NS USD 1106712.88000000 0.211363574208 Long EC CORP US N 1 N N N DTE Energy Co 549300IX8SD6XXD71I78 233331107 3623.00000000 NS USD 439868.43000000 0.084007483084 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 477070.66000000 OU Notional Amount USD -58352.32000000 -0.01114431316 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Olin Corp Olin Corp Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 477070.66000000 USD -58352.32000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1320652.08000000 OU Notional Amount USD -110510.33000000 -0.02110561714 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Bridge Bancorp Inc Bridge Bancorp Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 1320652.08000000 USD -110510.33000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1032101.11000000 OU Notional Amount USD -89121.89000000 -0.01702078429 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Andersons Inc/The Andersons Inc/The Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 1032101.11000000 USD -89121.89000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 881290.76000000 OU Notional Amount USD -46627.73000000 -0.00890511337 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Coeur Mining Inc Coeur Mining Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 881290.76000000 USD -46627.73000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 174841.60000000 OU Notional Amount USD -18783.97000000 -0.00358742281 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Etsy Inc Etsy Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 174841.60000000 USD -18783.97000000 N N N Reliance Steel & Aluminum Co 549300E287ZOFT3C5Z56 759509102 6417.00000000 NS USD 768435.75000000 0.146758323323 Long EC CORP US N 1 N N N Baxter International Inc J5OIVXX3P24RJRW5CK77 071813109 9553.00000000 NS USD 766532.72000000 0.146394876552 Long EC CORP US N 1 N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 12156.00000000 NS USD 754036.68000000 0.144008342767 Long EC CORP US N 1 N N N CH Robinson Worldwide Inc 529900WNWN5L0OVDHA79 12541W209 8685.00000000 NS USD 815260.95000000 0.155701150152 Long EC CORP US N 1 N N N Public Service Enterprise Group Inc PUSS41EMO3E6XXNV3U28 744573106 5868.00000000 NS USD 342104.40000000 0.065336195180 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 278460.60000000 OU Notional Amount USD -10733.95000000 -0.00205000418 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Shake Shack Inc Shake Shack Inc Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 278460.60000000 USD -10733.95000000 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 27.00000000 NC 135431.80000000 0.025865199390 N/A DE JP N 2 Osaka Exchange 3538001249AILNPRUX57 Long TOPIX Index TPH1 Index 2021-03-11 474330000.00000000 JPY 135431.80000000 N N N Equity Commonwealth 549300YPGVU9PR4L0606 294628102 47889.00000000 NS USD 1306411.92000000 0.249502737150 Long EC US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 961850.37000000 OU Notional Amount USD -109595.07000000 -0.02093081785 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Bunge Ltd Bunge Ltd Y equity-performance leg 2021-05-19 0.00000000 USD 0.00000000 USD 961850.37000000 USD -109595.07000000 N N N SEI Investments Co 5LJTIFADGZ6XH1RVOC11 784117103 22274.00000000 NS USD 1280086.78000000 0.244475077508 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 7.00000000 NC USD 42955.00000000 0.008203683623 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long E-mini S&P MidCap 400 Index FAH1 Index 2021-03-19 1569495.00000000 USD 42955.00000000 N N N 2021-01-29 Natixis Funds Trust II John Sgroi John Sgroi Assistant Treasurer