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LLC 9R7GPTSO7KV3UQJZQ078 000000000 44040.52000000 OU Notional Amount USD -3726.94000000 -0.00157151534 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Trade Desk, Inc. Trade Desk, Inc. Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 44040.52000000 USD -3726.94000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 56737.08000000 OU Notional Amount USD -9020.85000000 -0.00380376508 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 DoorDash, Inc. DoorDash, Inc. Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 56737.08000000 USD -9020.85000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 144836.39000000 OU Notional Amount USD 18289.87000000 0.007712174447 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 CBRE Group Inc CBRE Group Inc Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 144836.39000000 USD 18289.87000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -153781.92000000 -0.06484425498 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 7750000.00000000 CHF 8387863.47000000 USD 2023-06-21 -153781.92000000 N N N Seagate Technology Holdings PLC 635400RUXIFEZSRU8X70 000000000 1651.00000000 NS USD 109164.12000000 0.046030547882 Long EC CORP IE N 1 N N N Southern Copper Corp 2549007U6NAP46Q9TU15 84265V105 2136.00000000 NS USD 162870.00000000 0.068676368514 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 62624.76000000 OU Notional Amount USD 29222.10000000 0.012321899111 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 iHeartMedia Inc iHeartMedia Inc Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 62624.76000000 USD 29222.10000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 259489.64000000 OU Notional Amount USD 15172.02000000 0.006397490247 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Kosmos Energy Ltd Kosmos Energy Ltd Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 259489.64000000 USD 15172.02000000 N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556102 433.00000000 NS USD 249568.21000000 0.105233857428 Long EC CORP US N 1 N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 184.00000000 NS USD 91424.08000000 0.038550216793 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 231308.91000000 OU Notional Amount USD -3718.91000000 -0.00156812938 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Comcast Corp Comcast Corp Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 231308.91000000 USD -3718.91000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1208362.50000000 OU Notional Amount USD 220426.54000000 0.092945872729 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Provident Financial Services, Inc. Provident Financial Services, Inc. Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 1208362.50000000 USD 220426.54000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 67362.30000000 OU Notional Amount USD 3606.95000000 0.001520919920 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 DocuSign, Inc. DocuSign, Inc. Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 67362.30000000 USD 3606.95000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 133571.13000000 OU Notional Amount USD 13867.69000000 0.005847501620 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Generac Holdings Inc Generac Holdings Inc Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 133571.13000000 USD 13867.69000000 N N N Great Southern Bancorp Inc 5493000ZL7DLNMN1AB26 390905107 1501.00000000 NS USD 76070.68000000 0.032076245182 Long EC CORP US N 1 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 -20.00000000 NC 6901.41000000 0.002910074147 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short SFE 10 Year Australian Bond Futures XMM3 Comdty 2023-06-15 -2468053.10000000 AUD 6901.41000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 175908.18000000 OU Notional Amount USD -7050.35000000 -0.00297287674 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Ford Motor Co Ford Motor Co Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 175908.18000000 USD -7050.35000000 N N N WEC Energy Group Inc 549300IGLYTZUK3PVP70 92939U106 388.00000000 NS USD 36778.52000000 0.015508167206 Long EC CORP US N 1 N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875P101 408.00000000 NS USD 46769.04000000 0.019720806938 Long EC CORP US N 1 N N N 3M Co LUZQVYP4VS22CLWDAR65 88579Y101 1963.00000000 NS USD 206330.93000000 0.087002265516 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 188471.24000000 OU Notional Amount USD 26926.04000000 0.011353733933 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Marqeta, Inc. Marqeta, Inc. Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 188471.24000000 USD 26926.04000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 69079.84000000 OU Notional Amount USD 8443.99000000 0.003560524154 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Fiverr International Ltd. Fiverr International Ltd. Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 69079.84000000 USD 8443.99000000 N N N Lakeland Bancorp Inc 549300NF90LR9ETZDR73 511637100 62345.00000000 NS USD 975075.80000000 0.411154079758 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 113798.96000000 OU Notional Amount USD 12059.94000000 0.005085239047 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Designer Brands Inc Designer Brands Inc Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 113798.96000000 USD 12059.94000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 274967.00000000 OU Notional Amount USD 65003.06000000 0.027409431467 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Enviva, Inc. Enviva, Inc. Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 274967.00000000 USD 65003.06000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 151377.91000000 OU Notional Amount USD 848.98000000 0.000357984056 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 DigitalBridge Group Inc DigitalBridge Group Inc Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 151377.91000000 USD 848.98000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 81.00000000 NC USD 288396.27000000 0.121606241276 N/A DE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long ICE U.S. mini MSCI EAFE Index Futures MFSM3 Index 2023-06-16 8202428.73000000 USD 288396.27000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 58785.93000000 OU Notional Amount USD -2059.39000000 -0.00086837002 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Crocs, Inc. Crocs, Inc. Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 58785.93000000 USD -2059.39000000 N N N CNA Financial Corp 549300YX2GSZD7YG1R84 126117100 780.00000000 NS USD 30443.40000000 0.012836877001 Long EC CORP US N 1 N N N Olin Corp 549300GKK294V7W57P06 680665205 2003.00000000 NS USD 111166.50000000 0.046874878863 Long EC CORP US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -35192.13000000 -0.01483924411 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 20000000.00000000 ZAR 1080492.36000000 USD 2023-06-21 -35192.13000000 N N N CVR Energy Inc 529900SOYZIXZBTXB558 12662P108 1703.00000000 NS USD 55824.34000000 0.023539098335 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 49439.04000000 OU Notional Amount USD -4922.29000000 -0.00207555106 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Southern Co. Southern Co. Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 49439.04000000 USD -4922.29000000 N N N Easterly Government Properties Inc 549300ERMCEFC6S8HL77 27616P103 5966.00000000 NS USD 81972.84000000 0.034564971867 Long EC US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 197557.85000000 OU Notional Amount USD 5502.09000000 0.002320031684 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Annaly Capital Management, Inc. Annaly Capital Management, Inc. Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 197557.85000000 USD 5502.09000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 141319.99000000 OU Notional Amount USD 9988.57000000 0.004211817487 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 RCI Hospitality Holdings Inc RCI Hospitality Holdings Inc Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 141319.99000000 USD 9988.57000000 N N N United States Treasury 254900HROIFWPRGM1V77 912796YN3 2500000.00000000 PA USD 2499038.03000000 1.053753648184 Long STIV UST US N 2 2023-04-06 None 0.00000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 143502.06000000 OU Notional Amount USD 13803.32000000 0.005820359127 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Norwegian Cruise Line Holdings Ltd. Norwegian Cruise Line Holdings Ltd. Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 143502.06000000 USD 13803.32000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 162819.36000000 OU Notional Amount USD 44162.61000000 0.018621769993 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Montrose Environmental Group, Inc. Montrose Environmental Group, Inc. Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 162819.36000000 USD 44162.61000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -11580.37000000 -0.00488302178 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 750000.00000000 CHF 815030.47000000 USD 2023-06-21 -11580.37000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 53335.35000000 OU Notional Amount USD -2298.13000000 -0.00096903802 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Neogen Corp. Neogen Corp. Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 53335.35000000 USD -2298.13000000 N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550108 516.00000000 NS USD 117756.36000000 0.049653583681 Long EC CORP US N 1 N N N US Foods Holding Corp 549300UGOZSO64CFPR97 912008109 3108.00000000 NS USD 114809.52000000 0.048411008193 Long EC CORP US N 1 N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389B100 668.00000000 NS USD 45049.92000000 0.018995916420 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 182518.44000000 OU Notional Amount USD 595.53000000 0.000251113389 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 IPG Photonics Corp IPG Photonics Corp Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 182518.44000000 USD 595.53000000 N N N SUMITOMO MITSUI TRUST NY N/A 86564ME95 5000000.00000000 PA USD 4999161.90000000 2.107965155692 Long STIV CORP JP N 2 2023-05-17 Fixed 4.87000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 14.00000000 NC USD -1524.25000000 -0.00064272091 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME Japanese Yen Currency Futures JYM3 Curncy 2023-06-16 1335461.75000000 USD -1524.25000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -1805.03000000 -0.00076111564 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 500000.00000000 CHF 549268.87000000 USD 2023-06-21 -1805.03000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1054010.20000000 OU Notional Amount USD -17011.66000000 -0.00717319967 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Xylem, Inc. Xylem, Inc. Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 1054010.20000000 USD -17011.66000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 246772.98000000 OU Notional Amount USD 19173.77000000 0.008084883000 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Carpenter Technology Corp Carpenter Technology Corp Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 246772.98000000 USD 19173.77000000 N N N Amdocs Ltd 549300HQV672RJ7RQV66 000000000 2466.00000000 NS USD 236809.98000000 0.099854174828 Long EC CORP GG N 1 N N N Invesco Ltd ECPGFXU8A2SHKVVGJI15 000000000 5071.00000000 NS USD 83164.40000000 0.035067409477 Long EC CORP BM N 1 N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 571903202 928.00000000 NS USD 154085.12000000 0.064972103418 Long EC CORP US N 1 N N N NextEra Energy Partners LP 5493008F4ZOQFNG3WN54 65341B106 1382.00000000 NS USD 83956.50000000 0.035401409303 Long EC CORP US N 1 N N N ZIM Integrated Shipping Services Ltd 21380089EIJRELKAIL21 000000000 5930.00000000 NS USD 139829.40000000 0.058960983628 Long EC CORP IL N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 233718.43000000 OU Notional Amount USD -4039.70000000 -0.00170339489 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Expedia Group, Inc. Expedia Group, Inc. Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 233718.43000000 USD -4039.70000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 59920.77000000 OU Notional Amount USD 9602.24000000 0.004048916146 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Ovintiv, Inc. Ovintiv, Inc. Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 59920.77000000 USD 9602.24000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 31959.28000000 OU Notional Amount USD 738.15000000 0.000311251067 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Vistra Corp. Vistra Corp. Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 31959.28000000 USD 738.15000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 209223.20000000 OU Notional Amount USD -15340.98000000 -0.00646873454 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 NextEra Energy, Inc. NextEra Energy, Inc. Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 209223.20000000 USD -15340.98000000 N N N PPL Corp 9N3UAJSNOUXFKQLF3V18 69351T106 1371.00000000 NS USD 38100.09000000 0.016065425316 Long EC CORP US N 1 N N N Exelon Corp 3SOUA6IRML7435B56G12 30161N101 811.00000000 NS USD 33972.79000000 0.014325092684 Long EC CORP US N 1 N N N Nucor Corp 549300GGJCRSI2TIEJ46 670346105 355.00000000 NS USD 54836.85000000 0.023122709638 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 57120.18000000 OU Notional Amount USD 1786.62000000 0.000753352818 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 WideOpenWest, Inc. WideOpenWest, Inc. Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 57120.18000000 USD 1786.62000000 N N N Cintas Corp N/A 172908105 398.00000000 NS USD 184146.64000000 0.077647955481 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 73034.10000000 OU Notional Amount USD -2111.98000000 -0.00089054532 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Adaptive Biotechnologies Corp Adaptive Biotechnologies Corp Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 73034.10000000 USD -2111.98000000 N N N Exponent Inc 529900NY3F5Q2NWPUZ42 30214U102 1463.00000000 NS USD 145846.47000000 0.061498163690 Long EC CORP US N 1 N N N California Resources Corp 5493003Q8F0T4F4YMR48 13057Q305 1774.00000000 NS USD 68299.00000000 0.028799209757 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 56593.85000000 OU Notional Amount USD -11035.25000000 -0.00465316446 N/A DE US N 1 Morgan Stanley & Co. 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Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 133981.25000000 USD 299.35000000 N N N Coterra Energy Inc FCNMH6O7VWU7LHXMK351 127097103 195.00000000 NS USD 4785.30000000 0.002017787353 Long EC CORP US N 1 N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448108 943.00000000 NS USD 171908.90000000 0.072487744626 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 105157.01000000 OU Notional Amount USD 168.20000000 0.000070923836 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 H&R Block, Inc. H&R Block, Inc. 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Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 42198.24000000 USD -4328.43000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -1285.36000000 -0.00054198966 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 26000000.00000000 NOK 2490775.99000000 USD 2023-06-21 -1285.36000000 N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661107 650.00000000 NS USD 129980.50000000 0.054808059910 Long EC CORP US N 1 N N N Old Dominion Freight Line Inc 5299009TWK32WE417T96 679580100 448.00000000 NS USD 152696.32000000 0.064386496857 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 191127.60000000 OU Notional Amount USD 5719.98000000 0.002411907990 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Williams-Sonoma Inc Williams-Sonoma Inc Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 191127.60000000 USD 5719.98000000 N N N Ironwood Pharmaceuticals Inc 549300PC8MR6QHH6P296 46333X108 10510.00000000 NS USD 110565.20000000 0.046621332474 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 147012.84000000 OU Notional Amount USD 9463.53000000 0.003990427173 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Xenia Hotels & Resorts Inc Xenia Hotels & Resorts Inc Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 147012.84000000 USD 9463.53000000 N N N Physicians Realty Trust 549300ITOVH0OY7PZC34 71943U104 6143.00000000 NS USD 91714.99000000 0.038672882983 Long EC US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 51800.58000000 OU Notional Amount USD 6100.70000000 0.002572443798 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Douglas Emmett, Inc. 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Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 653.90000000 USD 33.44000000 N N N CANADIAN IMPERIAL BK N/A 13606KRR9 5000000.00000000 PA USD 4994598.15000000 2.106040787934 Long STIV CORP CA N 2 2023-09-21 Fixed 5.20000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 30731.54000000 OU Notional Amount USD -1476.76000000 -0.00062269610 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Essent Group Ltd. Essent Group Ltd. Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 30731.54000000 USD -1476.76000000 N N N Sealed Air Corp Q0M0CZB4YN6JZ65WXI09 81211K100 3216.00000000 NS USD 147646.56000000 0.062257196318 Long EC CORP US N 1 N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 1415.00000000 NS USD 407944.50000000 0.172015391511 Long EC CORP US N 1 N N N Insulet Corp 549300TZTYD2PYN92D43 45784P101 3.00000000 NS USD 956.88000000 0.000403481571 Long EC CORP US N 1 N N N Targa Resources Corp 5493003QENHHS261UR94 87612G101 789.00000000 NS USD 57557.55000000 0.024269930095 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 59958.75000000 OU Notional Amount USD 3237.79000000 0.001365258544 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Maravai LifeSciences Holdings, Inc. Maravai LifeSciences Holdings, Inc. Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 59958.75000000 USD 3237.79000000 N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494103 1242.00000000 NS USD 73675.44000000 0.031066259396 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 333255.54000000 OU Notional Amount USD 28400.99000000 0.011975666822 N/A DE US N 1 Morgan Stanley & Co. 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LLC 9R7GPTSO7KV3UQJZQ078 Snap Inc Snap Inc Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 176518.65000000 USD -17758.25000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 06052TS68 5000000.00000000 PA USD 5000106.40000000 2.108363417067 Long STIV CORP US N 2 2023-04-12 Fixed 5.05000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 1.00000000 NC 17106.26000000 0.007213089062 N/A DE DE N 2 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex DAX Index Futures GXM3 Index 2023-06-16 379806.61000000 EUR 17106.26000000 N N N Trane Technologies PLC 549300BURLR9SLYY2705 000000000 846.00000000 NS USD 155647.08000000 0.065630725267 Long EC CORP IE N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 50172.70000000 OU Notional Amount USD -5192.40000000 -0.00218944664 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Agnico Eagle Mines Ltd Agnico Eagle Mines Ltd Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 50172.70000000 USD -5192.40000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 119429.27000000 OU Notional Amount USD -4519.65000000 -0.00190577238 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 AES Corp. AES Corp. Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 119429.27000000 USD -4519.65000000 N N N Pinnacle West Capital Corp TWSEY0NEDUDCKS27AH81 723484101 374.00000000 NS USD 29635.76000000 0.012496324522 Long EC CORP US N 1 N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036P108 453.00000000 NS USD 102328.17000000 0.043148075841 Long EC CORP US N 1 N N N AECOM 0EEB8GF0W0NPCIHZX097 00766T100 3246.00000000 NS USD 273702.72000000 0.115410504464 Long EC CORP US N 1 N N N Willis Towers Watson PLC 549300WHC56FF48KL350 000000000 723.00000000 NS USD 168010.74000000 0.070844032017 Long EC CORP IE N 1 N N N NorthWestern Corp 3BPWMBHR1R9SHUN7J795 668074305 545.00000000 NS USD 31533.70000000 0.013296616944 Long EC CORP US N 1 N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 000000000 2755.00000000 NS USD 165906.10000000 0.069956581705 Long EC CORP IE N 1 N N N Wendy's Co/The 529900M0JIUCMWVKHG76 95058W100 6741.00000000 NS USD 146818.98000000 0.061908235865 Long EC CORP US N 1 N N N Adobe Inc FU4LY2G4933NH2E1CP29 00724F101 79.00000000 NS USD 30444.23000000 0.012837226982 Long EC CORP US N 1 N N N Morgan Stanley & Co. 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LLC 9R7GPTSO7KV3UQJZQ078 Sleep Number Corp Sleep Number Corp Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 81633.28000000 USD 19666.32000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -122.00000000 NC -490549.90000000 -0.20684709097 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 10 Year Euro BUND Futures RXM3 Comdty 2023-06-08 -16120151.79000000 EUR -490549.90000000 N N N Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 000000000 36.00000000 NC USD 5904.00000000 0.002489502546 N/A DFE SG N 1 Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 Long SGX INR/USD Future XIDJ3 Curncy 2023-04-26 868680.00000000 USD 5904.00000000 N N N Resideo Technologies Inc 5493006TKFPYISY2DS54 76118Y104 4861.00000000 NS USD 88859.08000000 0.037468649376 Long EC CORP US N 1 N N N Morgan Stanley & Co. 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Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 39686.40000000 USD 2398.20000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 45582.48000000 OU Notional Amount USD 969.86000000 0.000408954766 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Range Resources Corp. Range Resources Corp. 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Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 41711.16000000 USD 3833.38000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 57321.77000000 OU Notional Amount USD 1561.32000000 0.000658351984 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Bright Horizons Family Solutions Inc Bright Horizons Family Solutions Inc Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 57321.77000000 USD 1561.32000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 257291.82000000 OU Notional Amount USD 35630.25000000 0.015023983417 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Vornado Realty Trust Vornado Realty Trust Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 257291.83000000 USD 35630.25000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 286335.18000000 OU Notional Amount USD 24466.57000000 0.010316664687 N/A DE US N 1 Morgan Stanley & Co. 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Cleveland-Cliffs, Inc. Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 76212.09000000 USD 11010.96000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -165.00000000 NC USD -532868.65000000 -0.22469137212 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year U.S. Treasury Notes TYM3 Comdty 2023-06-21 -18429240.73000000 USD -532868.65000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -23.00000000 NC USD -94825.76000000 -0.03998458180 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Ultra 10-Year U.S. Treasury Notes Futures UXYM3 Comdty 2023-06-21 -2691408.62000000 USD -94825.76000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 62985.18000000 OU Notional Amount USD 556.41000000 0.000234617905 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Intellia Therapeutics, Inc. Intellia Therapeutics, Inc. Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 62985.18000000 USD 556.41000000 N N N International Flavors & Fragrances Inc BZLRL03D3GPGMOGFO832 459506101 1323.00000000 NS USD 121663.08000000 0.051300905732 Long EC CORP US N 1 N N N Laboratory Corp of America Holdings OZ7UA8IXAIFILY2VZH07 50540R409 591.00000000 NS USD 135587.22000000 0.057172210269 Long EC CORP US N 1 N N N PTC Inc 54930050SSMU8SKDJ030 69370C100 1019.00000000 NS USD 130666.37000000 0.055097266399 Long EC CORP US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -1261.52000000 -0.00053193720 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 965640.84000000 USD 875000.00000000 CHF 2023-06-21 -1261.52000000 N N N RH 5493008MTS3OGGMHGK69 74967X103 319.00000000 NS USD 77692.45000000 0.032760086737 Long EC CORP US N 1 N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 723787107 301.00000000 NS USD 61476.24000000 0.025922299460 Long EC CORP US N 1 N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123101 579.00000000 NS USD 132498.36000000 0.055869750100 Long EC CORP US N 1 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 -5.00000000 NC USD 33.05000000 0.000013935985 N/A DCO US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Short NYBOT CSC C Coffee Futures KCN3 Comdty 2023-07-19 -318220.55000000 USD 33.05000000 N N N United States Treasury 254900HROIFWPRGM1V77 912796ZQ5 7500000.00000000 PA USD 7423354.20000000 3.130159075657 Long STIV UST US N 2 2023-06-22 None 0.00000000 N N N N N N IDACORP Inc N134NUJDWN8UEFA8B673 451107106 388.00000000 NS USD 42032.04000000 0.017723385942 Long EC CORP US N 1 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 27.00000000 NC -5656.48000000 -0.00238513234 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SFE 3 Year Australian Bond Futures YMM3 Comdty 2023-06-15 2946484.90000000 AUD -5656.48000000 N N N HealthStream Inc 529900OJ88H8635JNH64 42222N103 4074.00000000 NS USD 110405.40000000 0.046553950613 Long EC CORP US N 1 N N N Gentex Corp 549300S3UD8XV1MN0287 371901109 4250.00000000 NS USD 119127.50000000 0.050231743661 Long EC CORP US N 1 N N N John B Sanfilippo & Son Inc 5299007IBEYVXKYDUX28 800422107 1121.00000000 NS USD 108647.32000000 0.045812632077 Long EC CORP US N 1 N N N Morgan Stanley & Co. 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Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 147526.31000000 USD -2299.55000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 63848.70000000 OU Notional Amount USD -9264.09000000 -0.00390633056 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Spotify Technology SA Spotify Technology SA Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 63848.70000000 USD -9264.09000000 N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851102 462.00000000 NS USD 116442.48000000 0.049099568166 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 164138.04000000 OU Notional Amount USD 6674.39000000 0.002814348052 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Kite Realty Group Trust Kite Realty Group Trust Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 164138.04000000 USD 6674.39000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 1053.35000000 0.000444159469 N/A DFE NZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 499178.40000000 USD 800000.00000000 NZD 2023-06-21 1053.35000000 N N N Cboe Global Markets Inc 529900RLNSGA90UPEH54 12503M108 1114.00000000 NS USD 149543.36000000 0.063057008044 Long EC CORP US N 1 N N N Builders FirstSource Inc 549300W0SKP6L3H7DP63 12008R107 775.00000000 NS USD 68804.50000000 0.029012360762 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 179602.40000000 OU Notional Amount USD -3544.89000000 -0.00149475147 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Celsius Holdings Inc Celsius Holdings Inc Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 179602.40000000 USD -3544.89000000 N N N Morgan Stanley & Co. 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Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 183800.06000000 USD 651.20000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 107.00000000 NC USD 124012.46000000 0.052291554020 N/A DCO US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long NYBOT CSC Number 11 World Sugar Futures SBN3 Comdty 2023-06-30 2492094.74000000 USD 124012.46000000 N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 989.00000000 NS USD 105219.71000000 0.044367333326 Long EC CORP US N 1 N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167735 1140.00000000 NS USD 86685.60000000 0.036552171735 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 160036.01000000 OU Notional Amount USD 37147.04000000 0.015663558717 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Gap, Inc. Gap, Inc. Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 160036.01000000 USD 37147.04000000 N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 194162103 6146.00000000 NS USD 461871.90000000 0.194754619087 Long EC CORP US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 147264.60000000 OU Notional Amount USD 4220.72000000 0.001779724455 N/A DE US N 1 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Americold Realty Trust Inc Americold Realty Trust Inc Y equity-performance leg 2023-05-19 0.00000000 USD 0.00000000 USD 147264.60000000 USD 4220.72000000 N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834L100 749.00000000 NS USD 105968.52000000 0.044683079329 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912796CR8 7500000.00000000 PA USD 7333298.78000000 3.092185973117 Long DBT UST US N 2 2023-09-21 None 0.00000000 N N N N N N Morgan Stanley & Co. 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