0001752724-20-191738.txt : 20200924
0001752724-20-191738.hdr.sgml : 20200924
20200924093801
ACCESSION NUMBER: 0001752724-20-191738
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200731
FILED AS OF DATE: 20200924
PERIOD START: 20200731
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PACE SELECT ADVISORS TRUST
CENTRAL INDEX KEY: 0000930007
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0731
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-08764
FILM NUMBER: 201193724
BUSINESS ADDRESS:
STREET 1: C/O UBS ASSET MANAGEMENT (AMERICAS) INC.
STREET 2: 12TH FLOOR 1285 AVENUE OF THE AMERICAS
CITY: NEW YORK
STATE: NY
ZIP: 10019
BUSINESS PHONE: 212-821-3000
MAIL ADDRESS:
STREET 1: C/O UBS ASSET MANAGEMENT (AMERICAS) INC.
STREET 2: 12TH FLOOR 1285 AVENUE OF THE AMERICAS
CITY: NEW YORK
STATE: NY
ZIP: 10019
FORMER COMPANY:
FORMER CONFORMED NAME: UBS PACE SELECT ADVISORS TRUST
DATE OF NAME CHANGE: 20020716
FORMER COMPANY:
FORMER CONFORMED NAME: PAINEWEBBER PACE SELECT ADVISORS TRUST
DATE OF NAME CHANGE: 19980212
FORMER COMPANY:
FORMER CONFORMED NAME: MANAGED ACCOUNTS SERVICES PORTFOLIO TRUST
DATE OF NAME CHANGE: 19941212
0000930007
S000006035
PACE Alternative Strategies Investments
C000016591
Class A
PASIX
C000016594
Class Y
PASYX
C000016595
Class P
PASPX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000930007
XXXXXXXX
S000006035
C000016594
C000016595
C000016591
PACE SELECT ADVISORS TRUST
811-08764
0000930007
549300TPB2UX3QR3SC50
C/O UBS ASSET MANAGEMENT (AMERICAS) INC.
12TH FLOOR 1285 AVENUE OF THE AMERICAS
NEW YORK
10019
212-821-3000
PACE Alternative Strategies Investments
S000006035
549300303QV2ZI4ZA416
2020-07-31
2020-07-31
N
1470249979.18
1012458491.33
457791487.85
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
177545.41000000
0.00000000
0.00000000
53173587.64000000
EUR
GBP
USD
CNY
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SAV5U1FU4 IRS CNY R F .02254 CCP LCH / Short: SAV5U1FU4 IRS CNY P V 03MCNRR CNRR007-CCP LCH
000000000
29000000.00000000
OU
Notional Amount
-64751.50000000
-0.01414432153
N/A
DIR
CN
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-06-17
0.00000000
CNY
0.00000000
CNY
29000000.00000000
CNY
-64751.50000000
N
N
N
Intercept Pharmaceuticals Inc
N/A
Intercept Pharmaceuticals Inc
45845P108
-5560.00000000
NS
USD
-253758.40000000
-0.05543100008
Short
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
8267.23000000
0.001805894215
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
221403.11000000
USD
194480.00000000
EUR
2020-11-30
8267.23000000
N
N
N
Toshiba Corp
549300LBHTST91VKHO68
Toshiba Corp
000000000
-1800.00000000
NS
-55046.08000000
-0.01202426900
Short
EC
CORP
JP
N
2
N
N
N
Tryg A/S
213800ZRS8AC4LSTCE39
Tryg A/S
000000000
-15647.00000000
NS
-460431.51000000
-0.10057668659
Short
EC
CORP
DK
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
UNILEVER NV
000000000
2001665.06000000
OU
Notional Amount
191019.31000000
0.041726269506
N/A
DE
NL
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Unilever NV
Unilever NV
Y
equity-performance leg
2021-06-16
0.00000000
EUR
0.00000000
EUR
2001665.06000000
EUR
191019.31000000
N
N
N
OPEN TEXT HOLDINGS INC
N/A
Open Text Holdings Inc
683720AA4
25000.00000000
PA
USD
26250.00000000
0.005734051570
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.13000000
N
N
N
N
N
N
STAAR Surgical Co
5299006LRHI7OJ8BY308
STAAR Surgical Co
852312305
585.00000000
NS
USD
34041.15000000
0.007435950843
Long
EC
CORP
US
N
1
N
N
N
Alstom SA
96950032TUYMW11FB530
Alstom SA
000000000
368.00000000
NS
20506.11000000
0.004479355895
Long
EC
CORP
FR
N
2
N
N
N
Dentsu Group Inc
5299007PBBE83ZLJZG91
Dentsu Group Inc
000000000
-36800.00000000
NS
-821014.67000000
-0.17934249364
Short
EC
CORP
JP
N
2
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AM3
5000.00000000
PA
USD
5612.50000000
0.001225994835
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.75000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GAY3
70000.00000000
PA
USD
73850.00000000
0.016131798419
Long
DBT
CORP
AU
N
2
2023-03-15
Fixed
5.13000000
N
N
N
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
Rogers Communications Inc
000000000
-24360.00000000
NS
-994805.33000000
-0.21730533581
Short
EC
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
NORWEGIAN CRUISE LINE HOLDINGS JUN21 10 PUT
000000000
100.00000000
NC
USD
33000.00000000
0.007208521974
N/A
DE
BM
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
Norwegian Cruise Line Holdings Ltd
Norwegian Cruise Line Holdings Ltd
100.00000000
10.00000000
USD
2021-06-18
XXXX
3361.12000000
N
N
N
Deciphera Pharmaceuticals Inc
529900QR4WAPYY0CBF25
Deciphera Pharmaceuticals Inc
24344T101
613.00000000
NS
USD
28424.81000000
0.006209117197
Long
EC
CORP
US
N
1
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAU0
20000.00000000
PA
USD
24225.00000000
0.005291710449
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.38000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
16395.76000000
0.003581490795
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
373861.95000000
USD
331000.00000000
EUR
2020-09-16
16395.76000000
N
N
N
TransAlta Corp
GJZNVO2UY6DNFNIYH321
TransAlta Corp
000000000
168484.00000000
NS
1101884.98000000
0.240695820967
Long
EC
CORP
CA
N
1
N
N
N
Veracyte Inc
529900ESWZRHXOW27Z37
Veracyte Inc
92337F107
1468.00000000
NS
USD
52363.56000000
0.011438299179
Long
EC
CORP
US
N
1
N
N
N
Amdocs Ltd
N/A
Amdocs Ltd
000000000
596.00000000
NS
USD
37011.60000000
0.008084816118
Long
EC
CORP
GG
N
1
N
N
N
Reliance Industries Ltd
5493003UOETFYRONLG31
Reliance Industries Ltd
000000000
7321.00000000
NS
202466.51000000
0.044226796559
Long
EC
CORP
IN
N
2
N
N
N
Shockwave Medical Inc
549300LDXO56IC5Y1538
Shockwave Medical Inc
82489T104
775.00000000
NS
USD
38223.00000000
0.008349434407
Long
EC
CORP
US
N
1
N
N
N
Bureau Veritas SA
969500TPU5T3HA5D1F11
Bureau Veritas SA
000000000
557.00000000
NS
12253.89000000
0.002676740464
Long
EC
CORP
FR
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-4359.31000000
-0.00095224793
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
52600.00000000
GBP
64499.69000000
USD
2020-08-19
-4359.31000000
N
N
N
Texas Roadhouse Inc
5299002Y1CNRPDGXTQ75
Texas Roadhouse Inc
882681109
4686.00000000
NS
USD
263306.34000000
0.057516652665
Long
EC
CORP
US
N
1
N
N
N
Aegon NV
O4QK7KMMK83ITNTHUG69
Aegon NV
000000000
3440.00000000
NS
10080.54000000
0.002201993760
Long
EC
CORP
NL
N
2
N
N
N
DexCom Inc
549300YSK3QDSFR5EU59
DexCom Inc
252131107
1597.00000000
NS
USD
695557.38000000
0.151937595709
Long
EC
CORP
US
N
1
N
N
N
Amundi SA
96950010FL2T1TJKR531
Amundi SA
000000000
429.00000000
NS
32639.35000000
0.007129741567
Long
EC
CORP
FR
N
2
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCE8
20000.00000000
PA
USD
21550.00000000
0.004707383289
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
8.13000000
N
N
N
N
N
N
Nissan Motor Co Ltd
353800DRBDH1LUTNAY26
Nissan Motor Co Ltd
000000000
-309200.00000000
NS
-1057638.15000000
-0.23103054077
Short
EC
CORP
JP
N
2
N
N
N
NUANCE COMMUNICATIONS
AEMSOT3SS15TNMJCE605
Nuance Communications Inc
67020YAK6
440000.00000000
PA
USD
550554.40000000
0.120263136080
Long
DBT
CORP
US
N
2
2035-12-15
Fixed
1.00000000
N
N
N
N
N
NUANCE COMMUNICATIONS
Nuance Communications Inc
USD
XXXX
N
N
N
Brenntag AG
NNROIXVWJ7CPSR27SV97
Brenntag AG
000000000
296.00000000
NS
18267.05000000
0.003990255495
Long
EC
CORP
DE
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-52020.11000000
-0.01136327594
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
788011.00000000
GBP
979726.67000000
USD
2020-09-16
-52020.11000000
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
000000000
909.00000000
NS
7549.98000000
0.001649218082
Long
EC
CORP
NL
N
2
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
AVADEL PHARMACEUTICALS PLC SEP20 5 PUT
000000000
815.00000000
NC
USD
8150.00000000
0.001780286487
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
Avadel Pharmaceuticals PLC
Avadel Pharmaceuticals PLC
100.00000000
5.00000000
USD
2020-09-18
XXXX
-90281.88000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
2049.76000000
0.000447749697
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
28914572.00000000
JPY
275340.51000000
USD
2020-09-16
2049.76000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-9381.33000000
-0.00204925828
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
196225.00000000
EUR
222813.49000000
USD
2021-02-26
-9381.33000000
N
N
N
Eiger BioPharmaceuticals Inc
549300GO4VMIHDKJNU46
Eiger BioPharmaceuticals Inc
28249U105
4712.00000000
NS
USD
47355.60000000
0.010344360097
Long
EC
CORP
US
N
1
N
N
N
Crescent Point Energy Corp
549300FTKUHZK8OC7N74
Crescent Point Energy Corp
000000000
-151920.00000000
NS
-234778.75000000
-0.05128508419
Short
EC
CORP
CA
N
1
N
N
N
Essity AB
549300G8E6YUVJ1DA153
Essity AB
000000000
36239.00000000
NS
1195684.09000000
0.261185304168
Long
EC
CORP
SE
N
2
N
N
N
Harley-Davidson Inc
ZDNAWZWXIKMWI51R2A08
Harley-Davidson Inc
412822108
18531.00000000
NS
USD
482361.93000000
0.105367168853
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-14.11000000
-0.00000308218
N/A
DFE
AU
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
227203.47000000
USD
317943.00000000
AUD
2020-09-16
-14.11000000
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
-12910.00000000
NS
USD
-419187.70000000
-0.09156738627
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-9976.21000000
-0.00217920390
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
3142204.00000000
NOK
335313.82000000
USD
2020-09-16
-9976.21000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
AVADEL PHARMACEUTICALS PLC SEP20 7.5 PUT
000000000
-20.00000000
NC
USD
-1500.00000000
-0.00032766008
N/A
DE
IE
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
Avadel Pharmaceuticals PLC
Avadel Pharmaceuticals PLC
100.00000000
7.50000000
USD
2020-09-18
XXXX
-227.78000000
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
000000000
752.00000000
NS
129231.01000000
0.028229229557
Long
EC
CORP
FR
N
2
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
INTERCEPT PHARMACEUTICALS INC SEP20 25 PUT
000000000
100.00000000
NC
USD
1500.00000000
0.000327660089
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
Intercept Pharmaceuticals Inc
Intercept Pharmaceuticals Inc
100.00000000
25.00000000
USD
2020-09-18
XXXX
-28638.88000000
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156109
-5060.00000000
NS
USD
-486367.20000000
-0.10624208027
Short
EC
CORP
US
N
1
N
N
N
Rio Tinto Ltd
529900X2VMAQT2PE0V24
Rio Tinto Ltd
000000000
5609.00000000
NS
410515.12000000
0.089672947377
Long
EC
CORP
AU
N
2
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
115047789.82000000
NS
USD
115047789.82000000
25.13104609269
Long
STIV
RF
US
N
2
N
N
N
Sierra Wireless Inc
549300E33RZ5BJ726L53
Sierra Wireless Inc
000000000
-42990.00000000
NS
-571937.59000000
-0.12493408138
Short
EC
CORP
CA
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
21430.37000000
0.004681251305
N/A
DFE
XX
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
764018.10000000
USD
666583.00000000
EUR
2020-08-19
21430.37000000
N
N
N
Koninklijke Vopak NV
724500UL634GFV1KYF10
Koninklijke Vopak NV
000000000
2191.00000000
NS
119777.12000000
0.026164121260
Long
EC
CORP
NL
N
2
N
N
N
ViaSat Inc
UFC8NYMNFSYIHNSM2I38
ViaSat Inc
92552VAL4
25000.00000000
PA
USD
26492.50000000
0.005787023285
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.63000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
4716.52000000
0.001030276911
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
7841333.00000000
SEK
898179.51000000
USD
2020-09-16
4716.52000000
N
N
N
Jack in the Box Inc
5493002OJW26P0SUUP68
Jack in the Box Inc
466367109
9437.00000000
NS
USD
774872.07000000
0.169263101338
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: 99FC38612 TRS USD R V 01MFEDL0 FEDL01 -30 BPS / Short: 99FC38612 TRS USD P E IXI INDEX
000000000
3242192.62000000
OU
Notional Amount
USD
-231445.60000000
-0.05055699071
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Industrial Select Sector Index
IXI Index
Y
equity-performance leg
2099-12-31
0.00000000
USD
0.00000000
USD
3242192.62000000
USD
-231445.60000000
N
N
N
JOSEPH T RYERSON & SON I
54930086XMNNXPXPWJ34
Joseph T Ryerson & Son Inc
48088LAB3
10000.00000000
PA
USD
10700.00000000
0.002337308640
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-13312.53000000
-0.00290798984
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
638336.00000000
AUD
442816.87000000
USD
2020-09-16
-13312.53000000
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
000000000
6862.00000000
NS
14760.49000000
0.003224282318
Long
EC
CORP
ES
N
2
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-2133.33000000
-0.00046600473
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
34000.00000000
GBP
42383.04000000
USD
2020-09-16
-2133.33000000
N
N
N
Alcon Inc
549300LDT5AP8S0NBM78
Alcon Inc
000000000
38198.00000000
NS
USD
2291116.04000000
0.500471524876
Long
EC
CORP
CH
N
1
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
000000000
52173.00000000
NS
478840.60000000
0.104597969317
Long
EC
CORP
IT
N
2
N
N
N
Quidel Corp
549300X2FQ6S98OQLQ46
Quidel Corp
74838J101
1656.00000000
NS
USD
467770.32000000
0.102179776691
Long
EC
CORP
US
N
1
N
N
N
Kura Oncology Inc
5493005QORQTZCZYOP39
Kura Oncology Inc
50127T109
2164.00000000
NS
USD
35576.16000000
0.007771258519
Long
EC
CORP
US
N
1
N
N
N
Hardwoods Distribution Inc
N/A
Hardwoods Distribution Inc
000000000
52080.00000000
NS
670708.13000000
0.146509524052
Long
EC
CORP
CA
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BAV5X8404 IRS USD R V 12MUSCPI BAV5X8404_INF CCPINFLATIONZERO / Short: BAV5X8404 IRS USD P F 1.82750 BAV5X8404_FIX CCPINFLATIONZERO
000000000
487831.00000000
OU
Notional Amount
USD
-54099.68000000
-0.01181753733
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2050-07-28
0.00000000
USD
0.00000000
USD
487831.00000000
USD
-54099.68000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: SWBMYFGN9 TRS USD R E CLNX/D SM/ ES0605066929 / Short: SWBMYFGN9 TRS USD P V 01MFEDL0 FEDL01
000000000
0.01000000
OU
Notional Amount
USD
128880.87000000
0.028152744954
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Cellnex Telecom SA
Cellnex Telecom SA
Y
equity-performance leg
2022-12-21
0.00000000
USD
0.00000000
USD
0.01000000
USD
128880.87000000
N
N
N
PennyMac Financial Services Inc
549300W1D516HBDEU871
PennyMac Financial Services Inc
70932M107
7600.00000000
NS
USD
366776.00000000
0.080118571387
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
1280.77000000
0.000279771475
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
164068.38000000
USD
221455.00000000
CAD
2020-09-16
1280.77000000
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212BAJ2
55000.00000000
PA
USD
54243.75000000
0.011849007995
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.25000000
N
N
N
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
4506.00000000
NS
USD
883491.42000000
0.192989918652
Long
EC
CORP
US
N
1
N
N
N
Meredith Corp
549300YC8BC386CCTS24
Meredith Corp
589433AB7
60000.00000000
PA
USD
52122.00000000
0.011385532798
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.88000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAW3
25000.00000000
PA
USD
25955.25000000
0.005669666363
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.13000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-17951.46000000
-0.00392131799
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
16007941.00000000
SEK
1806037.25000000
USD
2020-09-16
-17951.46000000
N
N
N
MSC Industrial Direct Co Inc
0XVKH0LN6YGOWO2EGO17
MSC Industrial Direct Co Inc
553530106
505.00000000
NS
USD
33335.05000000
0.007281710316
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
418.92000000
0.000091508909
N/A
DFE
SG
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
123855.86000000
USD
170741.00000000
SGD
2020-09-16
418.92000000
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
15027.00000000
NS
USD
945799.38000000
0.206600473163
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-45690.81000000
-0.00998070327
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
12982274.00000000
SEK
1433545.11000000
USD
2020-09-16
-45690.81000000
N
N
N
World Wrestling Entertainment Inc
549300WZVLSCS3L4L698
World Wrestling Entertainment Inc
98156Q108
-34750.00000000
NS
USD
-1619697.50000000
-0.35380681882
Short
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P 500 ANNL DIV DEC22 XCME 20221216
000000000
50.00000000
NC
USD
2500.00000000
0.000546100149
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
S&P 500 Annual Dividend Index
ASDZ22 Index
2022-12-16
631250.00000000
USD
2500.00000000
N
N
N
Choice Properties Real Estate Investment Trust
N/A
Choice Properties Real Estate Investment Trust
000000000
-52520.00000000
NS
-497184.37000000
-0.10860498353
Short
EC
CA
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
3449.48000000
0.000753504617
N/A
DFE
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
124706.61000000
USD
97881.00000000
GBP
2020-09-16
3449.48000000
N
N
N
Eiffage SA
969500OQXKE5WDM9M994
Eiffage SA
000000000
191.00000000
NS
16692.04000000
0.003646210216
Long
EC
CORP
FR
N
2
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
S+P 500 INDEX SEP20 3000 PUT
000000000
-10.00000000
NC
USD
-37500.00000000
-0.00819150224
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
S&P 500 Index
SPX Index
100.00000000
3000.00000000
USD
2020-09-18
XXXX
22153.00000000
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
14746.00000000
NS
USD
478802.62000000
0.104589672964
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
UNITED STATES STEEL CORP JAN22 3 PUT
000000000
265.00000000
NC
USD
15635.00000000
0.003415310335
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
United States Steel Corp
United States Steel Corp
100.00000000
3.00000000
USD
2022-01-21
XXXX
-5983.04000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
1488.71000000
0.000325193901
N/A
DFE
AU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
374890.78000000
USD
526729.00000000
AUD
2020-09-16
1488.71000000
N
N
N
Smurfit Kappa Group PLC
635400CPLP8H5ITDVT56
Smurfit Kappa Group PLC
000000000
424.00000000
NS
14324.04000000
0.003128944154
Long
EC
CORP
IE
N
2
N
N
N
Burlington Stores Inc
5299003Z37DVGKKC1W09
Burlington Stores Inc
122017106
1095.00000000
NS
USD
205860.00000000
0.044968070718
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: BAV5RTYX0 TRS USD R V 01MLIBOR US0001M+3BPS / Short: BAV5RTYX0 TRS USD P E PHILADELPHIA SESI
000000000
1282468.35000000
OU
Notional Amount
USD
-110472.27000000
-0.02413156926
N/A
DE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
iShares PHLX Semiconductor ETF
iShares PHLX Semiconductor ETF
Y
equity-performance leg
2020-11-04
0.00000000
USD
0.00000000
USD
1282468.35000000
USD
-110472.27000000
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia OYJ
654902204
196031.00000000
NS
USD
937028.18000000
0.204684491710
Long
EC
CORP
FI
N
1
N
N
N
Argenx SE
7245009C5FZE6G9ODQ71
Argenx SE
000000000
82.00000000
NS
18921.63000000
0.004133241989
Long
EC
CORP
NL
N
2
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456B101
34901.00000000
NS
USD
492104.10000000
0.107495249051
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
BROOKFIELD RENEWABLE COR W/I
000000000
0.00000000
OU
Notional Amount
USD
-93385.32000000
-0.02039909488
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Brookfield Renewable Corp
Brookfield Renewable Corp
Y
equity-performance leg
2021-08-03
0.00000000
USD
0.00000000
USD
0.00000000
USD
-93385.32000000
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc
23331A109
16690.00000000
NS
USD
1104210.40000000
0.241203785851
Long
EC
CORP
US
N
1
N
N
N
J M Smucker Co/The
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696405
-2570.00000000
NS
USD
-281029.50000000
-0.06138810079
Short
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-31700.86000000
-0.00692473775
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
12566601.00000000
SEK
1400172.13000000
USD
2020-09-16
-31700.86000000
N
N
N
Lancaster Colony Corp
529900X4O13HED1ZAS58
Lancaster Colony Corp
513847103
237.00000000
NS
USD
37585.83000000
0.008210250954
Long
EC
CORP
US
N
1
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834107
23293.00000000
NS
USD
1016506.52000000
0.222045745056
Long
EC
CORP
US
N
1
N
N
N
NWS Holdings Ltd
2549002WHK9XGQC01O62
NWS Holdings Ltd
000000000
273000.00000000
NS
211613.80000000
0.046224931134
Long
EC
CORP
BM
N
2
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BR9
25000.00000000
PA
USD
28187.50000000
0.006157279186
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.38000000
N
N
N
N
N
N
Renault SA
969500F7JLTX36OUI695
Renault SA
000000000
396.00000000
NS
9411.04000000
0.002055748140
Long
EC
CORP
FR
N
2
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
6405.06000000
0.001399121689
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
449878.13000000
USD
387000.00000000
EUR
2020-09-16
6405.06000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-1986.57000000
-0.00043394646
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1545316.00000000
NOK
167824.88000000
USD
2020-09-16
-1986.57000000
N
N
N
Coloplast A/S
529900NN7SOJ5QG82X67
Coloplast A/S
000000000
9752.00000000
NS
1664639.46000000
0.363623943253
Long
EC
CORP
DK
N
2
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
000000000
567.00000000
NS
12691.30000000
0.002772288331
Long
EC
CORP
AT
N
2
N
N
N
Schneider National Inc
529900V6GZ6G6E3BLV72
Schneider National Inc
80689H102
1488.00000000
NS
USD
37393.44000000
0.008168225271
Long
EC
CORP
US
N
1
N
N
N
F5 Networks Inc
N/A
F5 Networks Inc
315616102
261.00000000
NS
USD
35469.90000000
0.007748047078
Long
EC
CORP
US
N
1
N
N
N
Grifols SA
959800HSSNXWRKBK4N60
Grifols SA
000000000
4568.00000000
NS
133090.71000000
0.029072342656
Long
EC
CORP
ES
N
2
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAR9
60000.00000000
PA
USD
61650.00000000
0.013466829689
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.00000000
N
N
N
N
N
N
SYNNEX Corp
5493004HI6PFLF46NS53
SYNNEX Corp
87162W100
2450.00000000
NS
USD
305613.00000000
0.066758122007
Long
EC
CORP
US
N
1
N
N
N
Kobe Bussan Co Ltd
353800CJIFNHN2DXRD59
Kobe Bussan Co Ltd
000000000
21700.00000000
NS
1346780.10000000
0.294190725634
Long
EC
CORP
JP
N
2
N
N
N
Covetrus Inc
5493009S30DUFCF75V87
Covetrus Inc
22304C100
18242.00000000
NS
USD
404242.72000000
0.088302803946
Long
EC
CORP
US
N
1
N
N
N
Kone OYJ
2138001CNF45JP5XZK38
Kone OYJ
000000000
5601.00000000
NS
444768.25000000
0.097155203144
Long
EC
CORP
FI
N
2
N
N
N
Krystal Biotech Inc
549300YONUY68210OE41
Krystal Biotech Inc
501147102
869.00000000
NS
USD
35881.01000000
0.007837849971
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BAV5HBJK5 IRS USD R V 12MUSCPI BAV5HBJK5_INF CCPINFLATIONZERO / Short: BAV5HBJK5 IRS USD P F 1.80750 BAV5HBJK5_FIX CCPINFLATIONZERO
000000000
3282137.00000000
OU
Notional Amount
USD
-84417.61000000
-0.01844018777
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-01-14
0.00000000
USD
0.00000000
USD
3282137.00000000
USD
-84417.61000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
3288.43000000
0.000718324845
N/A
DFE
JP
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
258683.51000000
USD
27717025.00000000
JPY
2020-09-16
3288.43000000
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360105
118.00000000
NS
USD
36190.60000000
0.007905476829
Long
EC
CORP
US
N
1
N
N
N
NeoPhotonics Corp
5493001EHDO3GEGZ6930
NeoPhotonics Corp
64051T100
35727.00000000
NS
USD
325472.97000000
0.071096335042
Long
EC
CORP
US
N
1
N
N
N
MOSS CREEK RESOURCES HLD
54930037SLMSPWKYIX36
Moss Creek Resources Holdings Inc
61965RAA3
55000.00000000
PA
USD
32037.50000000
0.006998273417
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.50000000
N
N
N
N
N
N
IWG PLC
2138003LWDII27UTAG52
IWG PLC
000000000
-8218.00000000
NS
-24705.63000000
-0.00539669929
Short
EC
CORP
JE
N
2
N
N
N
PDC Energy Inc
5493008W8H2T511J5Y59
PDC Energy Inc
69327RAG6
25000.00000000
PA
USD
25303.50000000
0.005527298054
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
6.13000000
N
N
N
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
1873.00000000
NS
117876.13000000
0.025748868890
Long
EC
CORP
ES
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-4221.14000000
-0.00092206607
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
394644.00000000
SGD
283022.68000000
USD
2020-09-16
-4221.14000000
N
N
N
West Pharmaceutical Services Inc
5493007NKRGM1RJQ1P16
West Pharmaceutical Services Inc
955306105
163.00000000
NS
USD
43825.81000000
0.009573312558
Long
EC
CORP
US
N
1
N
N
N
Red Electrica Corp SA
5493009HMD0C90GUV498
Red Electrica Corp SA
000000000
7096.00000000
NS
138335.04000000
0.030217914415
Long
EC
CORP
ES
N
2
N
N
N
Dorman Products Inc
N/A
Dorman Products Inc
258278100
537.00000000
NS
USD
43899.75000000
0.009589464016
Long
EC
CORP
US
N
1
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
000000000
7751.00000000
NS
USD
238343.25000000
0.052063713792
Long
EC
CORP
BM
N
1
N
N
N
Enerplus Corp
549300OEXJU0X6FYBQ42
Enerplus Corp
000000000
-85700.00000000
NS
-211778.72000000
-0.04626095626
Short
EC
CORP
CA
N
1
N
N
N
Lattice Semiconductor Corp
549300LRBBPZDQ2II567
Lattice Semiconductor Corp
518415104
-7873.00000000
NS
USD
-244771.57000000
-0.05346791639
Short
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
2923.00000000
NS
USD
234541.52000000
0.051233263663
Long
EC
CORP
US
N
1
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BT3
60000.00000000
PA
USD
63406.20000000
0.013850454122
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
POWDR CORP
549300XIF5ZPMVRIGO50
Powdr Corp
73900LAA9
5000.00000000
PA
USD
5112.50000000
0.001116774805
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
6.00000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-5375.30000000
-0.00117418085
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
123220.00000000
EUR
139904.32000000
USD
2020-09-16
-5375.30000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
15810.73000000
0.003453696807
N/A
DFE
GB
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
246047.66000000
USD
199998.00000000
GBP
2020-09-16
15810.73000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-1206.44000000
-0.00026353482
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
120068.00000000
SGD
86185.72000000
USD
2020-09-16
-1206.44000000
N
N
N
DocuSign Inc
549300Q7PVDWRZ39JG09
DocuSign Inc
256163106
420.00000000
NS
USD
91068.60000000
0.019893030433
Long
EC
CORP
US
N
1
N
N
N
Sodexo SA
969500LCBOG12HXPYM84
Sodexo SA
000000000
163.00000000
NS
11249.30000000
0.002457297765
Long
EC
CORP
FR
N
2
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
Monolithic Power Systems Inc
609839105
156.00000000
NS
USD
41341.56000000
0.009030652840
Long
EC
CORP
US
N
1
N
N
N
Spirit Airlines Inc
549300DCAFIXFNFR3304
Spirit Airlines Inc
848577102
36100.00000000
NS
USD
570741.00000000
0.124672698192
Long
EC
CORP
US
N
1
N
N
N
Zynga Inc
N/A
Zynga Inc
98986T108
3756.00000000
NS
USD
36921.48000000
0.008065130300
Long
EC
CORP
US
N
1
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAV0
25000.00000000
PA
USD
27386.25000000
0.005982254088
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796TD1
12000000.00000000
PA
USD
11999610.00000000
2.621195526451
Long
DBT
UST
US
N
2
2020-08-13
None
0.00000000
N
N
N
N
N
N
New Relic Inc
549300AB8FY2HQILL804
New Relic Inc
64829B100
-3832.00000000
NS
USD
-271727.12000000
-0.05935608835
Short
EC
CORP
US
N
1
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAC5
20000.00000000
PA
USD
21450.00000000
0.004685539283
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.25000000
N
N
N
N
N
N
voestalpine AG
529900ZAXBMQDIWPNB72
voestalpine AG
000000000
-22500.00000000
NS
-498894.56000000
-0.10897855754
Short
EC
CORP
AT
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
AON PLC
000000000
894636.70000000
OU
Notional Amount
USD
-3145324.22000000
-0.68706481083
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Aon PLC
Aon PLC
Y
equity-performance leg
2021-04-01
0.00000000
USD
0.00000000
USD
894636.70000000
USD
-3145324.22000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)SEP20 XCBT 20200921
000000000
487.00000000
NC
USD
1062800.90000000
0.232158292193
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
10 Year US Treasury Note
TYU0 Comdty
2020-09-21
67155245.98000000
USD
1062800.90000000
N
N
N
VirnetX Holding Corp
529900GEQQ3ACACKKD25
VirnetX Holding Corp
92823T108
5654.00000000
NS
USD
29231.18000000
0.006385260708
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
1617.85000000
0.000353403250
N/A
DFE
SG
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
127036.44000000
USD
176758.00000000
SGD
2020-09-16
1617.85000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
13417.57000000
0.002930934793
N/A
DFE
SG
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
478380.58000000
USD
675681.00000000
SGD
2020-09-16
13417.57000000
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
000000000
1747.00000000
NS
116932.43000000
0.025542727006
Long
EC
CORP
FR
N
2
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
000000000
1907.00000000
NS
12957.85000000
0.002830513529
Long
EC
CORP
NL
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-3479.74000000
-0.00076011461
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
181638.00000000
AUD
126311.52000000
USD
2020-09-16
-3479.74000000
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077M108
-26010.00000000
NS
USD
-847665.90000000
-0.18516418991
Short
EC
CORP
CA
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
107638.36000000
0.023512529799
N/A
DFE
AU
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
3271382.43000000
USD
4728813.00000000
AUD
2020-09-16
107638.36000000
N
N
N
GOLDMAN SACHS PRIME BROKER JPY
N/A
GOLDMAN SACHS PRIME BROKER JPY
927HZJ905
5.00000000
NS
0.05000000
0.000000010922
Long
STIV
CORP
JP
N
1
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co
311900104
856.00000000
NS
USD
40266.24000000
0.008795759875
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-13906.30000000
-0.00303769300
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
166679036.00000000
JPY
1561487.54000000
USD
2020-09-16
-13906.30000000
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAP0
70000.00000000
PA
USD
73790.50000000
0.016118801235
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.50000000
N
N
N
N
N
N
LEG Immobilien AG
391200SO40AKONBO0Z96
LEG Immobilien AG
000000000
132.00000000
NS
18405.62000000
0.004020524734
Long
EC
CORP
DE
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
54422.78000000
0.011888115319
N/A
DFE
SE
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
854731.16000000
USD
7979042.00000000
SEK
2020-09-16
54422.78000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-110592.53000000
-0.02415783887
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1803706.00000000
GBP
2251008.85000000
USD
2020-09-16
-110592.53000000
N
N
N
Prysmian SpA
529900X0H1IO3RS1A464
Prysmian SpA
000000000
513.00000000
NS
13118.29000000
0.002865560052
Long
EC
CORP
IT
N
2
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CU7
10000.00000000
PA
USD
9923.00000000
0.002167580713
Long
DBT
CORP
US
N
2
2021-08-13
Fixed
2.60000000
N
N
N
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings Inc
46266C105
2309.00000000
NS
USD
365722.51000000
0.079888446969
Long
EC
CORP
US
N
1
N
N
N
Madrigal Pharmaceuticals Inc
549300CHIMT2EUSNJB60
Madrigal Pharmaceuticals Inc
558868105
-2848.00000000
NS
USD
-292233.28000000
-0.06383545517
Short
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
BROOKFIELD RENEWABLE PARTNER
000000000
320662.62000000
OU
Notional Amount
USD
-37587.64000000
-0.00821064633
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Brookfield Renewable Partners LP
Brookfield Renewable Partners LP
Y
equity-performance leg
2021-08-03
0.00000000
USD
0.00000000
USD
320662.62000000
USD
-37587.64000000
N
N
N
Sartorius AG
529900EQV2DY4FOAMU38
Sartorius AG
000000000
336.00000000
NS
129279.93000000
0.028239915645
Long
EP
CORP
DE
N
2
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
579.00000000
NS
USD
257261.28000000
0.056196169397
Long
EC
CORP
US
N
1
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental LLC / Avis Budget Finance Inc
053773BC0
20000.00000000
PA
USD
18700.00000000
0.004084829118
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.75000000
N
N
N
N
N
N
Donaldson Co Inc
OZE6KXY9QQPR8EJ8WL20
Donaldson Co Inc
257651109
783.00000000
NS
USD
37850.22000000
0.008268004321
Long
EC
CORP
US
N
1
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146103
-7600.00000000
NS
USD
-264404.00000000
-0.05775642558
Short
EC
CORP
US
N
1
N
N
N
Tactile Systems Technology Inc
54930069VDTITHOTKJ98
Tactile Systems Technology Inc
87357P100
870.00000000
NS
USD
35652.60000000
0.007787956077
Long
EC
CORP
US
N
1
N
N
N
Enagas SA
213800OU3FQKGM4M2U23
Enagas SA
000000000
451.00000000
NS
11378.44000000
0.002485507114
Long
EC
CORP
ES
N
2
N
N
N
Vonage Holdings Corp
529900W7N0N4WLN1JY21
Vonage Holdings Corp
92886T201
54288.00000000
NS
USD
648741.60000000
0.141711153924
Long
EC
CORP
US
N
1
N
N
N
Cloudflare Inc
5493007DY18BGNLDWU14
Cloudflare Inc
18915M107
1023.00000000
NS
USD
42577.26000000
0.009300579222
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: SW2087807 TRS USD R E BDX US/US0758871091 / Short: SW2087807 TRS USD P V 01MFEDL0 FEDL01+40 BPS
000000000
2480354.53000000
OU
Notional Amount
USD
531671.50000000
0.116138354274
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Becton Dickinson and Co
Becton Dickinson and Co
Y
equity-performance leg
2023-02-07
0.00000000
USD
-0.01000000
USD
2480354.53000000
USD
531671.51000000
N
N
N
Signify NV
549300072P3J1X8NZO35
Signify NV
000000000
8020.00000000
NS
240626.03000000
0.052562364392
Long
EC
CORP
NL
N
2
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED AUD / SOLD JPY
000000000
1.00000000
NC
N/A
6715.47000000
0.001466927668
N/A
DFE
AU
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
81898629.00000000
JPY
1092427.00000000
AUD
2020-08-19
6715.47000000
N
N
N
VIASAT INC
UFC8NYMNFSYIHNSM2I38
ViaSat Inc
92552VAN0
15000.00000000
PA
USD
15408.00000000
0.003365724442
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.50000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
1896.00000000
NS
USD
784849.20000000
0.171442506213
Long
EC
CORP
US
N
1
N
N
N
Franco-Nevada Corp
N/A
Franco-Nevada Corp
000000000
-5190.00000000
NS
-829578.56000000
-0.18121319028
Short
EC
CORP
CA
N
1
N
N
N
Amedisys Inc
5299001RBS9GK9STN379
Amedisys Inc
023436108
182.00000000
NS
USD
42617.12000000
0.009309286242
Long
EC
CORP
US
N
1
N
N
N
Unibail-Rodamco-Westfield
N/A
Unibail-Rodamco-Westfield
000000000
265.00000000
NS
13897.23000000
0.003035711752
Long
EC
XX
N
2
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
4879.00000000
NS
USD
842554.51000000
0.184047657582
Long
EC
CORP
US
N
1
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AG2
15000.00000000
PA
USD
16200.00000000
0.003538728969
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.38000000
N
N
N
N
N
N
Advantage Oil & Gas Ltd
549300WK5YRPOB2DTT64
Advantage Oil & Gas Ltd
000000000
295080.00000000
NS
352479.00000000
0.076995533852
Long
EC
CORP
CA
N
1
N
N
N
Lennox International Inc
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107107
639.00000000
NS
USD
171341.46000000
0.037427838775
Long
EC
CORP
US
N
1
N
N
N
Waste Connections Inc
549300HDLRTPBQU69P29
Waste Connections Inc
94106B101
3783.00000000
NS
USD
387265.71000000
0.084594344866
Long
EC
CORP
CA
N
1
N
N
N
UCB SA
2138008J191VLSGY5A09
UCB SA
000000000
994.00000000
NS
127720.81000000
0.027899341379
Long
EC
CORP
BE
N
2
N
N
N
Brown & Brown Inc
549300PC8KTJ71XKFY89
Brown & Brown Inc
115236101
2341.00000000
NS
USD
106445.27000000
0.023251911148
Long
EC
CORP
US
N
1
N
N
N
Beiersdorf AG
L47NHHI0Z9X22DV46U41
Beiersdorf AG
000000000
1095.00000000
NS
130749.05000000
0.028560830305
Long
EC
CORP
DE
N
2
N
N
N
Principia Biopharma Inc
549300WHPKRLU16IRE69
Principia Biopharma Inc
74257L108
638.00000000
NS
USD
53336.80000000
0.011650893783
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-92645.43000000
-0.02023747327
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
8356801.00000000
CAD
6146951.61000000
USD
2020-09-16
-92645.43000000
N
N
N
Match Group Inc
15OMOPB0A8K0EFUVD031
Match Group Inc
57667L107
6997.00000000
NS
USD
718591.90000000
0.156969257636
Long
EC
CORP
US
N
1
N
N
N
Repligen Corp
54930006QJ0T5AUO1E71
Repligen Corp
759916109
301.00000000
NS
USD
45423.91000000
0.009922401618
Long
EC
CORP
US
N
1
N
N
N
Invitation Homes Inc
N/A
Invitation Homes Inc
46187W107
37980.00000000
NS
USD
1132563.60000000
0.247397260556
Long
EC
US
N
1
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229BB1
5000.00000000
PA
USD
5437.50000000
0.001187767825
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.88000000
N
N
N
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
308.00000000
NS
109505.59000000
0.023920407632
Long
EC
CORP
NL
N
2
N
N
N
CANTEL MEDICAL CORP
549300ZFW3JXCDHTGW91
Cantel Medical Corp
138098AA6
1030000.00000000
PA
USD
1392972.00000000
0.304280887034
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.25000000
N
N
N
N
Y
Cantel Medical Corp
Cantel Medical Corp
USD
XXXX
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284V101
-39430.00000000
NS
USD
-1111531.70000000
-0.24280305106
Short
EC
US
N
1
N
N
N
Varian Medical Systems Inc
TK3LAKL7I0QNTCVWSY07
Varian Medical Systems Inc
92220P105
298.00000000
NS
USD
42530.56000000
0.009290378071
Long
EC
CORP
US
N
1
N
N
N
New York Times Co/The
529900J1WEMMIW7BOH57
New York Times Co/The
650111107
851.00000000
NS
USD
39265.14000000
0.008577079531
Long
EC
CORP
US
N
1
N
N
N
Plastipak Holdings Inc
N/A
Plastipak Holdings Inc
727610AN7
55000.00000000
PA
USD
54931.25000000
0.011999185537
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
6.25000000
N
N
N
N
N
N
Xilinx Inc
6EY4K7ZMF9UX1CU6KC79
Xilinx Inc
983919101
390.00000000
NS
USD
41866.50000000
0.009145320765
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
UNILEVER PLC
000000000
1794955.95000000
OU
Notional Amount
-193847.56000000
-0.04234407260
N/A
DE
GB
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Unilever PLC
Unilever PLC
Y
equity-performance leg
2021-06-16
0.00000000
GBP
0.00000000
GBP
1794955.95000000
GBP
-193847.56000000
N
N
N
GOLDMAN SACHS PRIME BROKER HKD
N/A
GOLDMAN SACHS PRIME BROKER HKD
000000000
-29980.43000000
NS
-3868.29000000
-0.00084498949
Short
STIV
CORP
HK
N
1
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
000000000
56970.00000000
NS
896157.30000000
0.195756654237
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-11527.01000000
-0.00251796075
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
693959.00000000
CAD
506616.78000000
USD
2020-09-16
-11527.01000000
N
N
N
Verscend Escrow Corp
N/A
Verscend Escrow Corp
92535WAA8
30000.00000000
PA
USD
33218.70000000
0.007256294815
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.75000000
N
N
N
N
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
000000000
2416.00000000
NS
256945.77000000
0.056127249374
Long
EC
CORP
FR
N
2
N
N
N
Nuance Communications Inc
AEMSOT3SS15TNMJCE605
Nuance Communications Inc
67020Y100
-12770.00000000
NS
USD
-349259.50000000
-0.07629226607
Short
EC
CORP
US
N
1
N
N
N
Cara Therapeutics Inc
549300COVOY41P0GZ881
Cara Therapeutics Inc
140755109
-14480.00000000
NS
USD
-238051.20000000
-0.05199991837
Short
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
3082.94000000
0.000673437598
N/A
DFE
NZ
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
380114.05000000
USD
577774.00000000
NZD
2020-09-16
3082.94000000
N
N
N
LANXESS AG
529900PTLRE72EMYIJ77
LANXESS AG
000000000
157.00000000
NS
8142.91000000
0.001778737747
Long
EC
CORP
DE
N
2
N
N
N
Magnite Inc
54930018FR2YX1HHSB02
Magnite Inc
55955D100
78135.00000000
NS
USD
469200.68000000
0.102492224615
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
000000000
9730.00000000
NS
USD
473948.30000000
0.103529295012
Long
EC
CORP
LR
N
1
N
N
N
Win Semiconductors Corp
529900G3R9LZ0M2UBM97
Win Semiconductors Corp
000000000
30000.00000000
NS
323510.76000000
0.070667709773
Long
EC
CORP
TW
N
2
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CE0
70000.00000000
PA
USD
76938.40000000
0.016806428699
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
Cintas Corp
N/A
Cintas Corp
172908105
4446.00000000
NS
USD
1342114.02000000
0.293171466840
Long
EC
CORP
US
N
1
N
N
N
Norwegian Cruise Line Holdings Ltd
N/A
Norwegian Cruise Line Holdings Ltd
000000000
-104975.00000000
NS
USD
-1431859.00000000
-0.31277536564
Short
EC
CORP
BM
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
S+P 500 INDEX OCT20 3000 PUT
000000000
-10.00000000
NC
USD
-68660.00000000
-0.01499809450
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
S&P 500 Index
SPX Index
100.00000000
3000.00000000
USD
2020-10-16
XXXX
19323.20000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-28265.45000000
-0.00617430658
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
445893.00000000
GBP
555544.51000000
USD
2020-09-16
-28265.45000000
N
N
N
Ingenico Group SA
969500C1KK5OLNWK1S69
Ingenico Group SA
000000000
116.00000000
NS
18772.68000000
0.004100705342
Long
EC
CORP
FR
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-9784.49000000
-0.00213732458
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
213593.00000000
EUR
242962.04000000
USD
2021-02-26
-9784.49000000
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
Acadia Healthcare Co Inc
00404AAN9
5000.00000000
PA
USD
5268.75000000
0.001150906065
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.50000000
N
N
N
N
N
N
Nevro Corp
254900SH91I4BOYKUE38
Nevro Corp
64157F103
304.00000000
NS
USD
40419.84000000
0.008829312268
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-70496.45000000
-0.01539924875
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
10762732.00000000
SEK
1155838.76000000
USD
2020-09-16
-70496.45000000
N
N
N
Bouygues SA
969500MOCLNQFNZN0D63
Bouygues SA
000000000
10748.00000000
NS
379690.03000000
0.082939512873
Long
EC
CORP
FR
N
2
N
N
N
Global Blood Therapeutics Inc
549300U4G0QKK99GRT15
Global Blood Therapeutics Inc
37890U108
540.00000000
NS
USD
36439.20000000
0.007959781028
Long
EC
CORP
US
N
1
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
Arthur J Gallagher & Co
363576109
5462.00000000
NS
USD
587110.38000000
0.128248426539
Long
EC
CORP
US
N
1
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain
000000000
8613.00000000
NS
318638.23000000
0.069603354028
Long
EC
CORP
FR
N
2
N
N
N
Novagold Resources Inc
529900587LVZTJ2BHS60
Novagold Resources Inc
66987E206
4075.00000000
NS
USD
37164.00000000
0.008118106383
Long
EC
CORP
CA
N
1
N
N
N
Blackline Inc
529900P9N7PK9LV5EK56
Blackline Inc
09239B109
434.00000000
NS
USD
38586.94000000
0.008428933482
Long
EC
CORP
US
N
1
N
N
N
LeMaitre Vascular Inc
549300FZUBUB7MHY8R17
LeMaitre Vascular Inc
525558201
1382.00000000
NS
USD
40534.06000000
0.008854262491
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
QIAGEN N.V.
000000000
1449418.36000000
OU
Notional Amount
369052.22000000
0.080615789020
N/A
DE
DE
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
QIAGEN NV
QIAGEN NV
Y
equity-performance leg
2021-03-05
0.00000000
EUR
0.00000000
EUR
1449418.36000000
EUR
369052.22000000
N
N
N
Laurentian Bank of Canada
HO0K6ZULL3QE6S6SFW60
Laurentian Bank of Canada
000000000
-16530.00000000
NS
-327650.53000000
-0.07157200137
Short
EC
CORP
CA
N
1
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBN1
70000.00000000
PA
USD
78968.40000000
0.017249862021
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.88000000
N
N
N
N
N
N
NORBORD INC
549300VL705RQ5PHI407
Norbord Inc
65548PAF3
55000.00000000
PA
USD
58575.00000000
0.012795126505
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
5.75000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
11864.19000000
0.002591614373
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
185372.63000000
USD
1794892.00000000
NOK
2020-09-16
11864.19000000
N
N
N
Boston Beer Co Inc/The
529900Q02MQ0DCQNRM58
Boston Beer Co Inc/The
100557107
66.00000000
NS
USD
53489.04000000
0.011684149098
Long
EC
CORP
US
N
1
N
N
N
Insulet Corp
549300TZTYD2PYN92D43
Insulet Corp
45784P101
192.00000000
NS
USD
39045.12000000
0.008529018349
Long
EC
CORP
US
N
1
N
N
N
Kingspan Group PLC
635400HM7V74SUB9OG75
Kingspan Group PLC
000000000
6740.00000000
NS
483527.43000000
0.105621760743
Long
EC
CORP
IE
N
2
N
N
N
Ionis Pharmaceuticals Inc
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals Inc
462222100
604.00000000
NS
USD
34766.24000000
0.007594339545
Long
EC
CORP
US
N
1
N
N
N
Mylan NV
549300A0CD4KNFGIIS89
Mylan NV
000000000
30224.00000000
NS
USD
486908.64000000
0.106360352458
Long
EC
CORP
NL
N
1
N
N
N
Halozyme Therapeutics Inc
529900242I3SV9AGM753
Halozyme Therapeutics Inc
40637H109
1391.00000000
NS
USD
37821.29000000
0.008261684850
Long
EC
CORP
US
N
1
N
N
N
Descartes Systems Group Inc/The
875500NEPA7JI5EOMN45
Descartes Systems Group Inc/The
000000000
18140.00000000
NS
1021267.98000000
0.223085838663
Long
EC
CORP
CA
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
10903.50000000
0.002381761192
N/A
DFE
AU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
522742.80000000
USD
746818.00000000
AUD
2020-09-16
10903.50000000
N
N
N
Mattel Inc
549300VELLG24KHTJ564
Mattel Inc
577081BB7
25000.00000000
PA
USD
26776.75000000
0.005849114872
Long
DBT
CORP
US
N
2
2025-12-31
Fixed
6.75000000
N
N
N
N
N
N
STERIS PLC
N/A
STERIS PLC
000000000
240.00000000
NS
USD
38311.20000000
0.008368700820
Long
EC
CORP
IE
N
1
N
N
N
FORWARDS MORGAN STANLEY COC SWAP CASH COLLATERALRALD
N/A
FORWARDS MORGAN STANLEY COC SWAP CASH COLLATERALRALD
000000000
6480000.00000000
NS
USD
6480000.00000000
1.415491587760
Long
STIV
CORP
US
N
1
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAK1
5000.00000000
PA
USD
5256.20000000
0.001148164642
Long
DBT
US
N
2
2025-06-15
Fixed
4.63000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
6169.00000000
NS
USD
1257242.20000000
0.274632061400
Long
EC
CORP
US
N
1
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAE5
25000.00000000
PA
USD
25843.75000000
0.005645310296
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
6.75000000
N
N
N
N
N
N
Monro Inc
N/A
Monro Inc
610236101
-5120.00000000
NS
USD
-288256.00000000
-0.06296665788
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
828.53000000
0.000180984142
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
65274.55000000
USD
88533.00000000
CAD
2020-09-16
828.53000000
N
N
N
CryoPort Inc
N/A
CryoPort Inc
229050307
1241.00000000
NS
USD
41126.74000000
0.008983727546
Long
EC
CORP
US
N
1
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAJ9
15000.00000000
PA
USD
15937.95000000
0.003481486751
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.38000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137107
43260.00000000
NS
USD
1668538.20000000
0.364475584252
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-1215.20000000
-0.00026544836
N/A
DFE
AU
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
747354.50000000
USD
1044194.00000000
AUD
2020-09-16
-1215.20000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-8830.80000000
-0.00192900048
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
774425.00000000
SGD
554838.71000000
USD
2020-09-16
-8830.80000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
128.87000000
0.000028150370
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
145941.00000000
CAD
109095.57000000
USD
2020-09-16
128.87000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-10100.65000000
-0.00220638659
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
114927.00000000
EUR
125982.98000000
USD
2021-03-31
-10100.65000000
N
N
N
Pershing Square Tontine Holdings Ltd
549300ZDVEYEVCF35B08
Pershing Square Tontine Holdings Ltd
71531R208
28261.00000000
NS
USD
594611.44000000
0.129886958534
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
8004.03000000
0.001748400792
N/A
DFE
NZ
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
512520.02000000
USD
784832.00000000
NZD
2020-09-16
8004.03000000
N
N
N
Whitecap Resources Inc
5493004AMPGZA0JO5Q37
Whitecap Resources Inc
000000000
-309080.00000000
NS
-509960.66000000
-0.11139583708
Short
EC
CORP
CA
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
S+P 500 INDEX SEP20 2550 PUT
000000000
8.00000000
NC
USD
5840.00000000
0.001275689949
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Purchased
S&P 500 Index
SPX Index
100.00000000
2550.00000000
USD
2020-09-18
XXXX
-5373.44000000
N
N
N
Battle North Gold Corp
N/A
Battle North Gold Corp
07160B106
118190.00000000
NS
175593.04000000
0.038356554165
Long
EC
CORP
CA
N
1
N
N
N
Mercury Systems Inc
549300P3B84SGK7HH679
Mercury Systems Inc
589378108
460.00000000
NS
USD
35617.80000000
0.007780354363
Long
EC
CORP
US
N
1
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
669556.00000000
NS
1006241.16000000
0.219803379203
Long
EC
CORP
GB
N
2
N
N
N
JB Hunt Transport Services Inc
549300XCD1MPI1C5GK90
JB Hunt Transport Services Inc
445658107
6110.00000000
NS
USD
790634.00000000
0.172706138271
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
503.56000000
0.000109997676
N/A
DFE
GB
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
13020.25000000
USD
10329.00000000
GBP
2020-09-16
503.56000000
N
N
N
Fortescue Metals Group Ltd
529900VEJFORCO6I4826
Fortescue Metals Group Ltd
000000000
56950.00000000
NS
708868.45000000
0.154845266636
Long
EC
CORP
AU
N
2
N
N
N
Anglo American PLC
549300S9XF92D1X8ME43
Anglo American PLC
000000000
20423.00000000
NS
494401.54000000
0.107997101982
Long
EC
CORP
GB
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
9875.08000000
0.002157113066
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
304726.52000000
USD
266398.00000000
EUR
2020-11-30
9875.08000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-4452.41000000
-0.00097258470
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
128226.00000000
EUR
146729.42000000
USD
2020-09-16
-4452.41000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
37885.48000000
0.008275706518
N/A
DFE
SE
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
602030.18000000
USD
5616116.00000000
SEK
2020-09-16
37885.48000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CNY / SOLD USD
000000000
1.00000000
NC
483.37000000
0.000105587371
N/A
DFE
CN
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1061858.61000000
USD
7450000.00000000
CNY
2020-10-15
483.37000000
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653101
3123.00000000
NS
USD
257522.58000000
0.056253247785
Long
EC
CORP
US
N
1
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
468.00000000
NS
45549.01000000
0.009949728470
Long
EC
CORP
NL
N
2
N
N
N
Logitech International SA
549300SN6PRK6IJJC215
Logitech International SA
000000000
20255.00000000
NS
1477569.18000000
0.322760300096
Long
EC
CORP
CH
N
2
N
N
N
Getlink SE
9695007ZEQ7M0OE74G82
Getlink SE
000000000
836.00000000
NS
12578.00000000
0.002747539072
Long
EC
CORP
FR
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
52319.52000000
0.011428679079
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2854865.84000000
USD
4383375.00000000
NZD
2020-09-16
52319.52000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-13895.97000000
-0.00303543651
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
207832.00000000
GBP
258219.52000000
USD
2020-09-16
-13895.97000000
N
N
N
Liberty Media Corp
549300ZKUTPIBZLWLL89
Liberty Media Corp
531229AB8
1228000.00000000
PA
USD
1350849.12000000
0.295079562607
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
1.38000000
N
N
N
N
Y
Liberty Media Corp-Liberty Braves
Liberty Media Corp-Liberty Braves
USD
XXXX
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: 99FC38661 TRS USD R V 01MFEDL0 FEDL01 -30 BPS / Short: 99FC38661 TRS USD P E IXV INDEX
000000000
1354362.70000000
OU
Notional Amount
USD
-183916.06000000
-0.04017463515
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Health Care Select Sector Index
IXV Index
Y
equity-performance leg
2022-10-27
0.01000000
USD
0.00000000
USD
1354362.70000000
USD
-183916.07000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
MAXIM INTEGRATED PRODUCTS
000000000
3631334.24000000
OU
Notional Amount
USD
-106587.30000000
-0.02328293619
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Maxim Integrated Products Inc
Maxim Integrated Products Inc
Y
equity-performance leg
2021-07-15
0.00000000
USD
0.00000000
USD
3631334.24000000
USD
-106587.30000000
N
N
N
Teradyne Inc
C3X4YJ278QNZHRJULN75
Teradyne Inc
880770102
5643.00000000
NS
USD
502001.28000000
0.109657189642
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
ADVANCED DISPOSAL SERVICES I
000000000
1902507.54000000
OU
Notional Amount
USD
-165864.58000000
-0.03623146878
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Advanced Disposal Services Inc
Advanced Disposal Services Inc
Y
equity-performance leg
2021-02-22
0.00000000
USD
0.00000000
USD
1902507.54000000
USD
-165864.58000000
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AH4
5000.00000000
PA
USD
5337.50000000
0.001165923819
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.75000000
N
N
N
N
N
N
TECSYS Inc
549300YOTEBVOTQEP762
TECSYS Inc
878950104
9070.00000000
NS
202127.37000000
0.044152714798
Long
EC
CORP
CA
N
1
N
N
N
Camping World Holdings Inc
549300E828QQI7MWI432
Camping World Holdings Inc
13462K109
-6467.00000000
NS
USD
-236821.54000000
-0.05173131136
Short
EC
CORP
US
N
1
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAP4
60000.00000000
PA
USD
65293.80000000
0.014262781579
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
6.13000000
N
N
N
N
N
N
ViacomCBS Inc
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556H206
-13862.00000000
NS
USD
-361382.34000000
-0.07894037997
Short
EC
CORP
US
N
1
N
N
N
PARSLEY ENERGY LLC/FINAN
N/A
Parsley Energy LLC / Parsley Finance Corp
701885AH8
60000.00000000
PA
USD
62850.00000000
0.013728957760
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.63000000
N
N
N
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
4623.00000000
NS
USD
1257456.00000000
0.274678763885
Long
EC
CORP
US
N
1
N
N
N
Fox Factory Holding Corp
529900GE1HSV0617R721
Fox Factory Holding Corp
35138V102
440.00000000
NS
USD
39160.00000000
0.008554112743
Long
EC
CORP
US
N
1
N
N
N
Gap Inc/The
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760108
-10100.00000000
NS
USD
-135037.00000000
-0.02949749036
Short
EC
CORP
US
N
1
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC Inc
69370CAC4
55000.00000000
PA
USD
57769.25000000
0.012619118426
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: SW2369174 TRS USD R V 01MFEDL0 GILD.O FEDL01-30BPS / Short: SW2369174 TRS USD P E 2369174/GILD.O
000000000
233486.80000000
OU
Notional Amount
USD
18291.45000000
0.003995585432
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Gilead Sciences Inc
Gilead Sciences Inc
Y
equity-performance leg
2022-10-31
0.00000000
USD
0.00000000
USD
233486.80000000
USD
18291.45000000
N
N
N
FinecoBank Banca Fineco SpA
549300L7YCATGO57ZE10
FinecoBank Banca Fineco SpA
000000000
1165.00000000
NS
16983.09000000
0.003709787195
Long
EC
CORP
IT
N
2
N
N
N
AMN Healthcare Services Inc
529900W3ARRTCNFH2I39
AMN Healthcare Services Inc
001744101
20341.00000000
NS
USD
1117534.54000000
0.244114311790
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
2620.00000000
NS
USD
1112425.80000000
0.242998358319
Long
EC
CORP
US
N
1
N
N
N
ADIENT US LLC
213800SOTRCDGZUHL712
Adient US LLC
00688JAB3
3000.00000000
PA
USD
3341.25000000
0.000729862849
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.00000000
N
N
N
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
Zalando SE
000000000
6529.00000000
NS
471329.91000000
0.102957333744
Long
EC
CORP
DE
N
2
N
N
N
Kinaxis Inc
5299009VAZ14K7PFUQ15
Kinaxis Inc
000000000
3120.00000000
NS
473782.52000000
0.103493082019
Long
EC
CORP
CA
N
1
N
N
N
Inter Pipeline Ltd
QQTTPMZD0WKQL0H5S472
Inter Pipeline Ltd
000000000
-62200.00000000
NS
-582783.98000000
-0.12730336746
Short
EC
CORP
CA
N
1
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654105
5111.00000000
NS
USD
586998.35000000
0.128223954699
Long
EC
CORP
US
N
1
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBA4
55000.00000000
PA
USD
59845.50000000
0.013072654601
Long
DBT
CORP
AU
N
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
AI inside Inc
N/A
AI inside Inc
000000000
1500.00000000
NS
454601.37000000
0.099303150465
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-2148.18000000
-0.00046924856
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
259746.00000000
GBP
337903.57000000
USD
2020-08-28
-2148.18000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT SEP20 XCME 20200918
000000000
53.00000000
NC
USD
438392.75000000
0.095762538543
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
E-mini S&P 500 Index
ESU0 Index
2020-09-18
8209882.25000000
USD
438392.75000000
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452E101
38568.00000000
NS
USD
789101.28000000
0.172371330822
Long
EC
CORP
US
N
1
N
N
N
NUANCE COMMUNICATIONS
AEMSOT3SS15TNMJCE605
Nuance Communications Inc
67020YAQ3
60000.00000000
PA
USD
63975.00000000
0.013974702828
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.63000000
N
N
N
N
N
N
Rite Aid Corp
529900W353T1JY1DKT44
Rite Aid Corp
767754872
13089.00000000
NS
USD
198429.24000000
0.043344895059
Long
EC
CORP
US
N
1
N
N
N
Tootsie Roll Industries Inc
529900SBKOV9XX4M4Q35
Tootsie Roll Industries Inc
890516107
1069.00000000
NS
USD
33887.30000000
0.007402343839
Long
EC
CORP
US
N
1
N
N
N
Constellation Software Inc/Canada
549300B6PYHMCTDWQV29
Constellation Software Inc/Canada
000000000
100.00000000
NS
118285.12000000
0.025838208690
Long
EC
CORP
CA
N
1
N
N
N
Restaurant Brands International Inc
5299009RXTX9DN9AKJ98
Restaurant Brands International Inc
000000000
13020.00000000
NS
735348.84000000
0.160629644612
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
4441.33000000
0.000970164390
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
141664.24000000
USD
220294.00000000
NZD
2020-09-16
4441.33000000
N
N
N
Lasertec Corp
N/A
Lasertec Corp
000000000
11000.00000000
NS
971239.88000000
0.212157697505
Long
EC
CORP
JP
N
2
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
Old Dominion Freight Line Inc
679580100
218.00000000
NS
USD
39854.76000000
0.008705876159
Long
EC
CORP
US
N
1
N
N
N
Nektar Therapeutics
5299005I24806IOIYE03
Nektar Therapeutics
640268108
-1600.00000000
NS
USD
-35456.00000000
-0.00774501076
Short
EC
CORP
US
N
1
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc
00971TAJ0
3625000.00000000
PA
USD
4681288.75000000
1.022580994676
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.13000000
N
N
N
N
Y
Akamai Technologies Inc
Akamai Technologies Inc
USD
XXXX
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
000000000
493.00000000
NS
USD
39799.89000000
0.008693890353
Long
EC
CORP
BM
N
1
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAB1
10000.00000000
PA
USD
10312.50000000
0.002252663117
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.13000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599162
-1971.75000000
NS
USD
-11041.80000000
-0.00241197145
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
Occidental Petroleum Corp
Occidental Petroleum Corp
1.00000000
22.00000000
USD
2027-08-03
XXXX
-11041.80000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BURLINGTON STORES INC JAN21 135 PUT
000000000
15.00000000
NC
USD
7800.00000000
0.001703832466
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
Burlington Stores Inc
Burlington Stores Inc
100.00000000
135.00000000
USD
2021-01-15
XXXX
-3770.83000000
N
N
N
DiaSorin SpA
8156002878BDF0EE4348
DiaSorin SpA
000000000
5096.00000000
NS
1005188.99000000
0.219573543125
Long
EC
CORP
IT
N
2
N
N
N
EW Scripps Co/The
549300U1OW41QPKYW028
EW Scripps Co/The
811054402
-4108.00000000
NS
USD
-46749.04000000
-0.01021186309
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
62194.24000000
0.013585713507
N/A
DFE
JP
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2344675.85000000
USD
254650474.00000000
JPY
2020-09-16
62194.24000000
N
N
N
Remy Cointreau SA
5493004V6A3Z027YT216
Remy Cointreau SA
000000000
835.00000000
NS
133915.67000000
0.029252546968
Long
EC
CORP
FR
N
2
N
N
N
Davide Campari-Milano NV
213800ED5AN2J56N6Z02
Davide Campari-Milano NV
000000000
932.00000000
NS
9408.88000000
0.002055276310
Long
EC
CORP
NL
N
2
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories Inc
45168D104
109.00000000
NS
USD
43354.75000000
0.009470414184
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CARNIVAL CORP JAN21 5 PUT
000000000
100.00000000
NC
USD
3500.00000000
0.000764540209
N/A
DE
PA
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
Carnival Corp
Carnival Corp
100.00000000
5.00000000
USD
2021-01-15
XXXX
-10138.88000000
N
N
N
Singapore Airlines Ltd
549300ZG62N2599PWR15
Singapore Airlines Ltd
000000000
-218700.00000000
NS
-545560.04000000
-0.11917216778
Short
EC
CORP
SG
N
2
N
N
N
Isetan Mitsukoshi Holdings Ltd
529900SY5RZO92EFG035
Isetan Mitsukoshi Holdings Ltd
000000000
-182800.00000000
NS
-834118.81000000
-0.18220496276
Short
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-15380.71000000
-0.00335976321
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
191443.00000000
GBP
235376.58000000
USD
2020-11-30
-15380.71000000
N
N
N
Cantel Medical Corp
549300ZFW3JXCDHTGW91
Cantel Medical Corp
138098108
-20155.00000000
NS
USD
-952323.75000000
-0.20802565693
Short
EC
CORP
US
N
1
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc
00971T101
342.00000000
NS
USD
38454.48000000
0.008399998912
Long
EC
CORP
US
N
1
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741108
21335.00000000
NS
USD
659038.15000000
0.143960332922
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-3146.74000000
-0.00068737407
N/A
DFE
NZ
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
450321.54000000
USD
674238.00000000
NZD
2020-09-16
-3146.74000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
108876.08000000
0.023782897430
N/A
DFE
SE
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1661304.77000000
USD
15535705.00000000
SEK
2020-09-16
108876.08000000
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
Long: BAV5HTDY2 TRS USD R V 01MLIBOR US0001M LIBOR 01M RV / Short: BAV5HTDY2 TRS USD P E US0001M PE
000000000
134489.45000000
OU
Notional Amount
USD
-60573.67000000
-0.01323171609
N/A
DE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
Netflix Inc
Netflix Inc
Y
equity-performance leg
2021-01-15
0.00000000
USD
0.00000000
USD
134489.45000000
USD
-60573.67000000
N
N
N
Fortis Inc/Canada
549300MQYQ9Y065XPR71
Fortis Inc/Canada
000000000
-24900.00000000
NS
-1014069.21000000
-0.22151333891
Short
EC
CORP
CA
N
1
N
N
N
Peugeot SA
969500TZ5950IT5FPQ42
Peugeot SA
000000000
35077.00000000
NS
563852.86000000
0.123168052479
Long
EC
CORP
FR
N
2
N
N
N
Datadog Inc
549300F6JNO0KRPO1K63
Datadog Inc
23804L103
429.00000000
NS
USD
40265.94000000
0.008795694343
Long
EC
CORP
US
N
1
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
000000000
1503.00000000
NS
118623.66000000
0.025912159388
Long
EC
CORP
NL
N
2
N
N
N
GARDA WORLD SECURITY
N/A
Garda World Security Corp
36485MAK5
25000.00000000
PA
USD
25685.50000000
0.005610742157
Long
DBT
CORP
CA
N
2
2027-02-15
Fixed
4.63000000
N
N
N
N
N
N
G1 Therapeutics Inc
529900TC35UPZQYRKW13
G1 Therapeutics Inc
3621LQ109
-18967.00000000
NS
USD
-278245.89000000
-0.06078004886
Short
EC
CORP
US
N
1
N
N
N
Hexcel Corp
S6Q7LW43WUBUHXY2QP69
Hexcel Corp
428291108
-6194.00000000
NS
USD
-231036.20000000
-0.05046756135
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
41279.95000000
0.009017194748
N/A
DFE
GB
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1191841.88000000
USD
941814.00000000
GBP
2020-09-16
41279.95000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
3055.32000000
0.000667404283
N/A
DFE
JP
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
283097.76000000
USD
30275426.00000000
JPY
2020-09-16
3055.32000000
N
N
N
Ambarella Inc
254900XN7F4DG0CEKC02
Ambarella Inc
000000000
808.00000000
NS
USD
36586.24000000
0.007991900454
Long
EC
CORP
KY
N
1
N
N
N
BURLINGTON COAT FACTORY
549300SIFDMGE3Y2SW49
Burlington Coat Factory Warehouse Corp
121579AH9
5000.00000000
PA
USD
5350.00000000
0.001168654320
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.25000000
N
N
N
N
N
N
SELECT MEDICAL CORP
N/A
Select Medical Corp
816196AT6
50000.00000000
PA
USD
53875.00000000
0.011768458223
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.25000000
N
N
N
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
000000000
4540.00000000
NS
120300.45000000
0.026278437496
Long
EC
CORP
ES
N
2
N
N
N
Watsco Inc
549300F1Y3LN5BX5WN75
Watsco Inc
942622200
840.00000000
NS
USD
198298.80000000
0.043316401738
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CNY
000000000
1.00000000
NC
-2500.85000000
-0.00054628582
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
9000000.00000000
CNY
1280865.30000000
USD
2020-10-15
-2500.85000000
N
N
N
EXOR NV
5493002ENHZ6NYET7405
EXOR NV
000000000
217.00000000
NS
12186.24000000
0.002661962994
Long
EC
CORP
NL
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
50040.07000000
0.010930755885
N/A
DFE
GB
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1084543.46000000
USD
866554.00000000
GBP
2020-09-16
50040.07000000
N
N
N
Allakos Inc
549300S6ZD1W6BPMDY37
Allakos Inc
01671P100
493.00000000
NS
USD
37009.51000000
0.008084359579
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-14960.42000000
-0.00326795504
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
285000.00000000
EUR
320860.95000000
USD
2020-08-19
-14960.42000000
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
Franklin Resources Inc
354613101
-12640.00000000
NS
USD
-266072.00000000
-0.05812078360
Short
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
4763.87000000
0.001040620047
N/A
DFE
JP
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
484919.62000000
USD
51809249.00000000
JPY
2020-09-16
4763.87000000
N
N
N
London Stock Exchange Group PLC
213800QAUUUP6I445N30
London Stock Exchange Group PLC
000000000
1221.00000000
NS
134870.25000000
0.029461065480
Long
EC
CORP
GB
N
2
N
N
N
SUMMIT MATERIALS LLC/FIN
N/A
Summit Materials LLC / Summit Materials Finance Corp
86614RAM9
25000.00000000
PA
USD
27540.50000000
0.006015948468
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
6.50000000
N
N
N
N
N
N
Toro Co/The
YJKE4YIT6BWQHVEW0D14
Toro Co/The
891092108
542.00000000
NS
USD
38671.70000000
0.008447448462
Long
EC
CORP
US
N
1
N
N
N
Just Eat Takeaway.com NV
724500FVZIBSSQ7SHI95
Just Eat Takeaway.com NV
000000000
1118.00000000
NS
120651.44000000
0.026355107773
Long
EC
CORP
NL
N
2
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
42626.00000000
NS
USD
1640248.48000000
0.358295976122
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
37763.36000000
0.008249030618
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
725076.11000000
USD
647008.00000000
EUR
2020-09-16
37763.36000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-173753.64000000
-0.03795475551
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
3464000.00000000
EUR
3910393.56000000
USD
2020-09-16
-173753.64000000
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
000000000
9614.00000000
NS
469873.10000000
0.102639108081
Long
EC
CORP
KR
N
2
N
N
N
J Sainsbury PLC
213800VGZAAJIKJ9Y484
J Sainsbury PLC
000000000
496605.00000000
NS
1210394.32000000
0.264398607690
Long
EC
CORP
GB
N
2
N
N
N
Pan American Silver Corp
549300MKTF5851TYIB83
Pan American Silver Corp
000000000
18100.00000000
NS
676326.10000000
0.147736713755
Long
EC
CORP
CA
N
1
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
Bio-Rad Laboratories Inc
090572207
2276.00000000
NS
USD
1194649.64000000
0.260959338848
Long
EC
CORP
US
N
1
N
N
N
International Petroleum Corp/Sweden
N/A
International Petroleum Corp/Sweden
000000000
-1.00100000
NS
-1.95000000
-0.00000042595
Short
EC
CORP
CA
N
2
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
SWISS MARKET INDEX OCT20 10800 CALL
000000000
-7.00000000
NC
-2824.34000000
-0.00061694899
N/A
DE
DE
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Swiss Market Index
SMI Index
10.00000000
10800.00000000
CHF
2020-10-16
XXXX
4666.91000000
N
N
N
GOLDMAN SACHS PRIME BROKER CAD
N/A
GOLDMAN SACHS PRIME BROKER CAD
927HZH909
-2309.83000000
NS
-1724.46000000
-0.00037669114
Short
STIV
CORP
CA
N
1
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc
23331A109
-7630.00000000
NS
USD
-504800.80000000
-0.11026871695
Short
EC
CORP
US
N
1
N
N
N
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
MSCI INDUSTRIALS SEP20 IFLL 20200918
000000000
-61.00000000
NC
USD
-82049.30000000
-0.01792285400
N/A
DE
GB
N
1
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
Short
MSCI Industrials Index
MWYU0 Index
2020-09-18
-2044941.40000000
USD
-82049.30000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
WILLIS TOWERS WATSON PLC
000000000
3187494.38000000
OU
Notional Amount
USD
781694.62000000
0.170753419569
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Willis Towers Watson PLC
Willis Towers Watson PLC
Y
equity-performance leg
2021-03-11
0.00000000
USD
0.00000000
USD
3187494.38000000
USD
781694.62000000
N
N
N
Teradata Corp
549300JU9SOUHV4U4R71
Teradata Corp
88076W103
-7800.00000000
NS
USD
-163800.00000000
-0.03578048180
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-596.03000000
-0.00013019682
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
5186968.00000000
JPY
48429.44000000
USD
2020-09-16
-596.03000000
N
N
N
Brinker International Inc
52990067JY6PBGJNTG76
Brinker International Inc
109641100
-5110.00000000
NS
USD
-137407.90000000
-0.03001538989
Short
EC
CORP
US
N
1
N
N
N
Videotron Ltd
549300LW4GNJRBECSD81
Videotron Ltd
92660FAG9
25000.00000000
PA
USD
27125.00000000
0.005925186623
Long
DBT
CORP
CA
N
2
2024-06-15
Fixed
5.38000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAG1
25000.00000000
PA
USD
28062.50000000
0.006129974179
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
5.75000000
N
N
N
N
N
N
Alarm.com Holdings Inc
549300HIH92U1EKIHZ32
Alarm.com Holdings Inc
011642105
563.00000000
NS
USD
39432.52000000
0.008613642028
Long
EC
CORP
US
N
1
N
N
N
Masimo Corp
549300Q4A8JK0PIYCU29
Masimo Corp
574795100
163.00000000
NS
USD
35879.56000000
0.007837533233
Long
EC
CORP
US
N
1
N
N
N
Slack Technologies Inc
549300VIZRB02KN4IJ45
Slack Technologies Inc
83088V102
-16060.00000000
NS
USD
-474573.00000000
-0.10366575451
Short
EC
CORP
US
N
1
N
N
N
Okta Inc
549300N8J06I8MRHU620
Okta Inc
679295105
180.00000000
NS
USD
39776.40000000
0.008688759196
Long
EC
CORP
US
N
1
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
70000.00000000
PA
USD
64400.00000000
0.014067539853
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
Long: BAV5HTD22 TRS USD R V 01MLIBOR US0001M LIBOR 01M RV / Short: BAV5HTD22 TRS USD P E US0001M PE
000000000
133193.42000000
OU
Notional Amount
USD
34580.07000000
0.007553672560
N/A
DE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
CenturyLink Inc
CenturyLink Inc
Y
equity-performance leg
2021-01-15
0.00000000
USD
0.00000000
USD
133193.42000000
USD
34580.07000000
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
12169.00000000
NS
USD
580826.37000000
0.126875747019
Long
EC
CORP
US
N
1
N
N
N
ResMed Inc
529900T3QE5253CCXF22
ResMed Inc
761152107
191.00000000
NS
USD
38679.41000000
0.008449132634
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-75999.87000000
-0.01660141615
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
10207388.00000000
CAD
7545336.08000000
USD
2020-09-16
-75999.87000000
N
N
N
Kesko OYJ
743700OX6HSVMCAHPB95
Kesko OYJ
000000000
517.00000000
NS
10962.48000000
0.002394644787
Long
EC
CORP
FI
N
2
N
N
N
Genmab A/S
529900MTJPDPE4MHJ122
Genmab A/S
000000000
224.00000000
NS
77102.24000000
0.016842217919
Long
EC
CORP
DK
N
2
N
N
N
ERO Copper Corp
549300KL8A21SEIO8I47
ERO Copper Corp
000000000
12980.00000000
NS
156211.58000000
0.034122866882
Long
EC
CORP
CA
N
1
N
N
N
Well Health Technologies Corp
254900HK2IQLCK4I7B82
Well Health Technologies Corp
000000000
151090.00000000
NS
419616.11000000
0.091660968178
Long
EC
CORP
CA
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-15084.25000000
-0.00329500447
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
223426.00000000
GBP
277565.25000000
USD
2020-11-30
-15084.25000000
N
N
N
Galp Energia SGPS SA
2138003319Y7NM75FG53
Galp Energia SGPS SA
000000000
938.00000000
NS
9821.61000000
0.002145433076
Long
EC
CORP
PT
N
2
N
N
N
Valeo SA
5493006IH2N2WMIBB742
Valeo SA
000000000
427.00000000
NS
10957.84000000
0.002393631225
Long
EC
CORP
FR
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-7841.73000000
-0.00171294797
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
434560.00000000
NZD
280371.46000000
USD
2020-09-16
-7841.73000000
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
3027.00000000
NS
USD
933920.31000000
0.204005608401
Long
EC
CORP
US
N
1
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AC0
35000.00000000
PA
USD
36564.15000000
0.007987075113
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
3.88000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-4877.69000000
-0.00106548289
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
234455.00000000
GBP
302095.43000000
USD
2020-09-16
-4877.69000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-21149.74000000
-0.00461995047
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
700143.00000000
AUD
479144.47000000
USD
2020-09-16
-21149.74000000
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BR1
25000.00000000
PA
USD
24031.25000000
0.005249387688
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
N
Relia Inc
N/A
Relia Inc
000000000
26800.00000000
NS
283673.62000000
0.061965682527
Long
EC
CORP
JP
N
2
N
N
N
Allied Universal
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AA5
25000.00000000
PA
USD
26750.00000000
0.005843271600
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.63000000
N
N
N
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
-2280.00000000
NS
USD
-322893.60000000
-0.07053289730
Short
EC
CORP
US
N
1
N
N
N
Klepierre SA
969500PB4U31KEFHZ621
Klepierre SA
000000000
40862.00000000
NS
707678.95000000
0.154585432185
Long
EC
FR
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
42981.71000000
0.009388927304
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
836141.59000000
USD
745635.00000000
EUR
2020-09-16
42981.71000000
N
N
N
Stora Enso OYJ
7437000ZP669LKUTZ738
Stora Enso OYJ
000000000
1171.00000000
NS
14686.34000000
0.003208084988
Long
EC
CORP
FI
N
2
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAE5
55000.00000000
PA
USD
55660.00000000
0.012158373730
Long
DBT
US
N
2
2030-08-15
Fixed
4.13000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: 99GP5V7C4 TRS USD R V 01MFEDL0 FEDL01 -30 BPS / Short: 99GP5V7C4 TRS USD P E DJUSRE INDEX
000000000
224738.64000000
OU
Notional Amount
USD
26915.76000000
0.005879480225
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Dow Jones U.S. Real Estate Index
DJUSRE Index
Y
equity-performance leg
2099-12-31
0.00000000
USD
0.00000000
USD
224738.64000000
USD
26915.76000000
N
N
N
Oyster Point Pharma Inc
N/A
Oyster Point Pharma Inc
69242L106
1258.00000000
NS
USD
28141.46000000
0.006147222206
Long
EC
CORP
US
N
1
N
N
N
Parsley Energy Inc
549300DMRA8DSL66G562
Parsley Energy Inc
701877102
23341.00000000
NS
USD
256284.18000000
0.055982731615
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-9957.16000000
-0.00217504262
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
250000.00000000
CHF
263517.94000000
USD
2020-08-19
-9957.16000000
N
N
N
iShares S&P/TSX 60 Index ETF
5493008RYO4S47ZRDF66
iShares S&P/TSX 60 Index ETF
000000000
-265587.00000000
NS
-4861841.23000000
-1.06202088921
Short
EC
RF
CA
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-32934.06000000
-0.00719411803
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
653794.00000000
GBP
823081.73000000
USD
2020-09-16
-32934.06000000
N
N
N
Puma SE
529900GRZ2BQY5ZM9N49
Puma SE
000000000
161.00000000
NS
12531.90000000
0.002737468985
Long
EC
CORP
DE
N
2
N
N
N
Spotify Technology SA
549300B4X0JHWV0DTD60
Spotify Technology SA
000000000
135.00000000
NS
USD
34805.70000000
0.007602959190
Long
EC
CORP
LU
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
EURO STOXX 50 PR OCT20 3575 CALL
000000000
-119.00000000
NC
-12055.15000000
-0.00263332768
N/A
DE
DE
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
EURO STOXX 50 Index
SX5E Index
10.00000000
3575.00000000
EUR
2020-10-16
XXXX
54243.96000000
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAF2
105000.00000000
PA
USD
121800.00000000
0.026605999288
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.88000000
N
N
N
N
N
N
Johnson Matthey PLC
2138001AVBSD1HSC6Z10
Johnson Matthey PLC
000000000
13797.00000000
NS
402881.80000000
0.088005524500
Long
EC
CORP
GB
N
2
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BK9
60000.00000000
PA
USD
66600.00000000
0.014548107985
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
6.50000000
N
N
N
N
N
N
Nielsen Holdings PLC
549300ZVCBHQE0XHG367
Nielsen Holdings PLC
000000000
101487.00000000
NS
USD
1464457.41000000
0.319896164272
Long
EC
CORP
GB
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-48390.69000000
-0.01057046521
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
4520990.00000000
CAD
3327201.93000000
USD
2020-09-16
-48390.69000000
N
N
N
Robert Half International Inc
529900VPCUY9H3HLIC08
Robert Half International Inc
770323103
14194.00000000
NS
USD
722048.78000000
0.157724378710
Long
EC
CORP
US
N
1
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
2610.00000000
NS
USD
304326.00000000
0.066476989650
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
22215.91000000
0.004852844709
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
996172.94000000
USD
1535499.00000000
NZD
2020-09-16
22215.91000000
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
1154.00000000
NS
USD
219721.60000000
0.047995999452
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
24.54000000
0.000005360519
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
13872.00000000
CAD
10382.05000000
USD
2020-09-16
24.54000000
N
N
N
Vivint Smart Home Inc
N/A
Vivint Smart Home Inc
928542109
2181.00000000
NS
USD
33478.35000000
0.007313012777
Long
EC
CORP
US
N
1
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CF6
46000.00000000
PA
USD
46230.00000000
0.010098483966
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
Markel Corp
549300SCNO12JLWIK605
Markel Corp
570535104
-181.00000000
NS
USD
-189061.74000000
-0.04129865779
Short
EC
CORP
US
N
1
N
N
N
Orpea
969500LHIH3NT7PK1V89
Orpea
000000000
99.00000000
NS
12630.09000000
0.002758917615
Long
EC
CORP
FR
N
2
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
13282.00000000
NS
USD
1402712.02000000
0.306408497586
Long
EC
CORP
US
N
1
N
N
N
Mettler-Toledo International Inc
5493000BD5GJNUDIUG10
Mettler-Toledo International Inc
592688105
46.00000000
NS
USD
43010.00000000
0.009395106973
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-2423.67000000
-0.00052942661
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
109145.00000000
NZD
69964.56000000
USD
2020-09-16
-2423.67000000
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L105
15147.00000000
NS
USD
390338.19000000
0.085265497581
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
PURCHASED CNY / SOLD USD
000000000
1.00000000
NC
17852.22000000
0.003899640005
N/A
DFE
CN
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
1835898.88000000
USD
13000000.00000000
CNY
2020-10-15
17852.22000000
N
N
N
Mesa Laboratories Inc
549300ZCG738WLX8ZW79
Mesa Laboratories Inc
59064R109
169.00000000
NS
USD
40042.86000000
0.008746964734
Long
EC
CORP
US
N
1
N
N
N
UNITED STATES STEEL CORP
JNLUVFYJT1OZSIQ24U47
United States Steel Corp
912909AQ1
3000000.00000000
PA
USD
2363316.00000000
0.516242888459
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
5.00000000
N
N
N
N
Y
United States Steel Corp
United States Steel Corp
USD
XXXX
N
N
N
Atos SE
5493001EZOOA66PTBR68
Atos SE
000000000
186.00000000
NS
15904.70000000
0.003474223619
Long
EC
CORP
FR
N
2
N
N
N
Teladoc Health Inc
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918A105
192.00000000
NS
USD
45624.96000000
0.009966318992
Long
EC
CORP
US
N
1
N
N
N
MERITOR INC
5LTG829X630QFHTFBO82
Meritor Inc
59001KAG5
5000.00000000
PA
USD
5300.00000000
0.001157732317
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
6.25000000
N
N
N
N
N
N
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDX FUTR SEP20 XOSE 20200910
000000000
-25.00000000
NC
175109.74000000
0.038250982084
N/A
DE
JP
N
2
Osaka Exchange
3538001249AILNPRUX57
Short
TOPIX Index
TPU0 Index
2020-09-10
-395982873.00000000
JPY
175109.74000000
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
619.00000000
NS
USD
885640.44000000
0.193459350709
Long
EC
CORP
US
N
1
N
N
N
Heineken Holding NV
724500M1WJLFM9TYBS04
Heineken Holding NV
000000000
179.00000000
NS
15456.93000000
0.003376412714
Long
EC
CORP
NL
N
2
N
N
N
ICADE
969500UDH342QLTE1M42
ICADE
000000000
5711.00000000
NS
375851.58000000
0.082101041625
Long
EC
FR
N
2
N
N
N
Graco Inc
4T5VJ4S81BRT6Q7GGT78
Graco Inc
384109104
756.00000000
NS
USD
40249.44000000
0.008792090082
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
63378.83000000
0.013844475417
N/A
DFE
SE
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1082862.15000000
USD
10059798.00000000
SEK
2020-09-16
63378.83000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
808258.01000000
0.176555928070
N/A
DFE
SE
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
17044418.20000000
USD
156681116.00000000
SEK
2020-09-16
808258.01000000
N
N
N
Uchida Yoko Co Ltd
N/A
Uchida Yoko Co Ltd
000000000
11300.00000000
NS
684095.51000000
0.149433864140
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
GRUBHUB INC
000000000
1636001.51000000
OU
Notional Amount
USD
181340.17000000
0.039611957586
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
GrubHub Inc
GrubHub Inc
Y
equity-performance leg
2021-06-15
0.00000000
USD
0.00000000
USD
1636001.51000000
USD
181340.17000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
68818.71000000
0.015032763130
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1196842.92000000
USD
11517758.00000000
NOK
2020-09-16
68818.71000000
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
000000000
3702.00000000
NS
424484.20000000
0.092724354048
Long
EC
CORP
FR
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-22605.02000000
-0.00493784192
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
539353.00000000
GBP
683572.59000000
USD
2020-09-16
-22605.02000000
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
2512.00000000
NS
USD
242357.76000000
0.052940643596
Long
EC
CORP
IE
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
2406.16000000
0.000525601734
N/A
DFE
CH
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
151833.80000000
USD
141000.00000000
CHF
2020-08-19
2406.16000000
N
N
N
RADIOLOGY PARTNERS INC
549300SFTAG2177WUZ08
Radiology Partners Inc
75041VAA2
35000.00000000
PA
USD
35175.00000000
0.007683629104
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
9.25000000
N
N
N
N
N
N
Kirkland Lake Gold Ltd
N/A
Kirkland Lake Gold Ltd
49741E100
13500.00000000
NS
USD
737100.00000000
0.161012168107
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-45982.12000000
-0.01004433704
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
728907.00000000
GBP
908379.50000000
USD
2020-09-16
-45982.12000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
40585.45000000
0.008865488126
N/A
DFE
GB
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
763897.09000000
USD
614498.00000000
GBP
2020-08-28
40585.45000000
N
N
N
Tiffany & Co
549300EJG9IEYQL5XT21
Tiffany & Co
886547108
298.00000000
NS
USD
37357.28000000
0.008160326478
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-2893.64000000
-0.00063208689
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
54490.00000000
EUR
61351.50000000
USD
2020-09-16
-2893.64000000
N
N
N
Grid Dynamics Holdings Inc
N/A
Grid Dynamics Holdings Inc
39813G109
5532.00000000
NS
USD
36953.76000000
0.008072181545
Long
EC
CORP
US
N
1
N
N
N
First Capital Real Estate Investment Trust
549300U55W8QFK2YTK38
First Capital Real Estate Investment Trust
31890B103
-22800.00000000
NS
-231157.56000000
-0.05049407123
Short
EC
CA
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-4505.14000000
-0.00098410305
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
333929.00000000
CAD
244822.61000000
USD
2020-09-16
-4505.14000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
83672.82000000
0.018277495807
N/A
DFE
JP
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
3301615.47000000
USD
358168590.00000000
JPY
2020-09-16
83672.82000000
N
N
N
Smartsheet Inc
549300N9WF42OK9VL589
Smartsheet Inc
83200N103
721.00000000
NS
USD
34420.54000000
0.007518824817
Long
EC
CORP
US
N
1
N
N
N
Verra Mobility Corp
N/A
Verra Mobility Corp
92511U102
26406.00000000
NS
USD
270133.38000000
0.059007951691
Long
EC
CORP
US
N
1
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
Carnival Corp
000000000
-92000.00000000
NS
USD
-1276960.00000000
-0.27893921881
Short
EC
CORP
PA
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-10793.43000000
-0.00235771749
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
560370.00000000
GBP
722901.84000000
USD
2020-09-16
-10793.43000000
N
N
N
NortonLifeLock Inc
YF6ZV0M6AU4FY94MK914
NortonLifeLock Inc
668771108
32442.00000000
NS
USD
695880.90000000
0.152008265437
Long
EC
CORP
US
N
1
N
N
N
Toyota Motor Corp
5493006W3QUS5LMH6R84
Toyota Motor Corp
000000000
4200.00000000
NS
249328.53000000
0.054463339012
Long
EC
CORP
JP
N
2
N
N
N
Porsche Automobil Holding SE
52990053Z17ZYM1KFV27
Porsche Automobil Holding SE
000000000
2317.00000000
NS
131149.03000000
0.028648201961
Long
EP
CORP
DE
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
4949.79000000
0.001081232423
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
137606.18000000
USD
1297286.00000000
NOK
2020-09-16
4949.79000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
2782.14000000
0.000607730828
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
195234.15000000
USD
167949.00000000
EUR
2020-09-16
2782.14000000
N
N
N
Macy's Inc
529900NZQ81TIOW3CW52
Macy's Inc
55616P104
-54220.00000000
NS
USD
-328573.20000000
-0.07177354946
Short
EC
CORP
US
N
1
N
N
N
Interfor Corp
549300P4G5UZ3AMJE056
Interfor Corp
000000000
145600.00000000
NS
1690305.72000000
0.369230482623
Long
EC
CORP
CA
N
1
N
N
N
Alimentation Couche-Tard Inc
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626P403
15180.00000000
NS
527551.61000000
0.115238405256
Long
EC
CORP
CA
N
1
N
N
N
Groupe Bruxelles Lambert SA
549300KV0ZEHT2KVU152
Groupe Bruxelles Lambert SA
000000000
206.00000000
NS
17868.56000000
0.003903209315
Long
EC
CORP
BE
N
2
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
Garmin Ltd
000000000
3613.00000000
NS
USD
356205.67000000
0.077809587869
Long
EC
CORP
CH
N
1
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013093AD1
25000.00000000
PA
USD
25875.00000000
0.005652136548
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
5.75000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-3636.32000000
-0.00079431795
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
104015.00000000
GBP
132530.40000000
USD
2020-08-19
-3636.32000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
40513.13000000
0.008849690541
N/A
DFE
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
934307.69000000
USD
744533.00000000
GBP
2020-09-16
40513.13000000
N
N
N
UniFirst Corp/MA
5493003XBTNWBC8UK019
UniFirst Corp/MA
904708104
204.00000000
NS
USD
38041.92000000
0.008309879281
Long
EC
CORP
US
N
1
N
N
N
CIT Group Inc
N8O96ZZJQRFYQUJY7K79
CIT Group Inc
125581GW2
55000.00000000
PA
USD
58850.00000000
0.012855197521
Long
DBT
CORP
US
N
2
2025-03-07
Fixed
5.25000000
N
N
N
N
N
N
HECLA MINING CO
5493009Y6HOBZD1QD537
Hecla Mining Co
422704AH9
20000.00000000
PA
USD
21250.00000000
0.004641851271
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
7.25000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
51746.46000000
0.011303499818
N/A
DFE
SE
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
742647.76000000
USD
6971872.00000000
SEK
2020-09-16
51746.46000000
N
N
N
Vail Resorts Inc
529900PSZHRNU9HKH870
Vail Resorts Inc
91879Q109
7512.00000000
NS
USD
1442529.36000000
0.315106199718
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
1400.83000000
0.000305997389
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
117680.83000000
USD
101000.00000000
EUR
2020-09-16
1400.83000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-16851.20000000
-0.00368097713
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
604366.00000000
AUD
415004.59000000
USD
2020-09-16
-16851.20000000
N
N
N
Vermilion Energy Inc
WT03B8BB1IX8WI9ZGV02
Vermilion Energy Inc
000000000
-50740.00000000
NS
-206831.46000000
-0.04518027649
Short
EC
CORP
CA
N
1
N
N
N
ASR Nederland NV
7245000G0HS48PZWUD53
ASR Nederland NV
000000000
270.00000000
NS
8722.94000000
0.001905439535
Long
EC
CORP
NL
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-8626.21000000
-0.00188430982
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
34006618.00000000
JPY
312792.83000000
USD
2020-09-16
-8626.21000000
N
N
N
Alnylam Pharmaceuticals Inc
529900S3ZI14OWRJII50
Alnylam Pharmaceuticals Inc
02043Q107
243.00000000
NS
USD
35419.68000000
0.007737077018
Long
EC
CORP
US
N
1
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAA3
25000.00000000
PA
USD
25055.25000000
0.005473070309
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-91792.38000000
-0.02005113298
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2064671.00000000
NZD
1277559.16000000
USD
2020-09-16
-91792.38000000
N
N
N
Shake Shack Inc
529900J74GJAHYP80N79
Shake Shack Inc
819047101
-3900.00000000
NS
USD
-189345.00000000
-0.04136053313
Short
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
000000000
-13272.00000000
NS
USD
-646479.12000000
-0.14121693765
Short
EC
CORP
LR
N
1
N
N
N
HelloFresh SE
391200ZAF4V6XD2M9G57
HelloFresh SE
000000000
7654.00000000
NS
415472.59000000
0.090755857421
Long
EC
CORP
DE
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-73528.76000000
-0.01606162673
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
12577728.00000000
SEK
1359612.08000000
USD
2020-09-16
-73528.76000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
553.82000000
0.000120976473
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
55364.96000000
USD
74893.00000000
CAD
2020-09-16
553.82000000
N
N
N
Raven Industries Inc
ZN4TZXB8X0VUOSZJ5442
Raven Industries Inc
754212108
1719.00000000
NS
USD
37147.59000000
0.008114521782
Long
EC
CORP
US
N
1
N
N
N
SUMMIT MATERIALS LLC/FIN
N/A
Summit Materials LLC / Summit Materials Finance Corp
86614RAN7
10000.00000000
PA
USD
10375.00000000
0.002266315620
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
2543.29000000
0.000555556419
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
156752.60000000
USD
135108.00000000
EUR
2020-09-16
2543.29000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-896.81000000
-0.00019589923
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
102181.00000000
SGD
73476.20000000
USD
2020-09-16
-896.81000000
N
N
N
iShares Edge MSCI USA Momentum Factor ETF
5493002ZOOZ0SN3YYI81
iShares Edge MSCI USA Momentum Factor ETF
46432F396
-8870.00000000
NS
USD
-1243485.30000000
-0.27162700334
Short
EC
RF
US
N
1
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
30396.00000000
NS
USD
534361.68000000
0.116725997355
Long
EC
CORP
US
N
1
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
5862.00000000
NS
117613.34000000
0.025691465027
Long
EC
CORP
FR
N
2
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
RUSSELL 2000 INDEX SEP20 1500 CALL
000000000
126.00000000
NC
USD
677880.00000000
0.148076147764
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Purchased
Russell 2000 Index
RTY Index
100.00000000
1500.00000000
USD
2020-09-18
XXXX
-245756.70000000
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
000000000
2503.00000000
NS
129332.23000000
0.028251340060
Long
EC
CORP
NL
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BAV5XDGT7 IRS USD R V 12MUSCPI BAV5XDGT7_INF CCPINFLATIONZERO / Short: BAV5XDGT7 IRS USD P F 1.81000 BAV5XDGT7_FIX CCPINFLATIONZERO
000000000
487338.00000000
OU
Notional Amount
USD
-50433.73000000
-0.01101674699
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2050-07-29
0.00000000
USD
0.00000000
USD
487338.00000000
USD
-50433.73000000
N
N
N
Baker Hughes Co
N/A
Baker Hughes Co
05722G100
8134.00000000
NS
USD
125995.66000000
0.027522499509
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
15984.55000000
0.003491666058
N/A
DFE
GB
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
583682.40000000
USD
458004.00000000
GBP
2020-09-16
15984.55000000
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
SWISS MARKET INDEX SEP20 9700 PUT
000000000
-6.00000000
NC
-10103.33000000
-0.00220697200
N/A
DE
DE
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Swiss Market Index
SMI Index
10.00000000
9700.00000000
CHF
2020-09-18
XXXX
-1594.79000000
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
000000000
-101028.00000000
NS
-519198.18000000
-0.11341368150
Short
EC
CORP
DE
N
2
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
200000.00000000
PA
USD
221710.00000000
0.048430345667
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
Black Knight Inc
549300TUSNXS3BFFML48
Black Knight Inc
09215C105
499.00000000
NS
USD
37385.08000000
0.008166399112
Long
EC
CORP
US
N
1
N
N
N
BANDWIDTH INC
549300QC70JB7MUGXM66
Bandwidth Inc
05988JAA1
1250000.00000000
PA
USD
2116125.00000000
0.462246471628
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.25000000
N
N
N
N
N
Bandwidth Inc
Bandwidth Inc
USD
XXXX
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
23701.71000000
0.005177402950
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
762827.28000000
USD
667500.00000000
EUR
2020-08-19
23701.71000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-2366.98000000
-0.00051704325
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
226126.00000000
CAD
166469.77000000
USD
2020-09-16
-2366.98000000
N
N
N
Five9 Inc
254900MXP6EWY0SFFR59
Five9 Inc
338307101
333.00000000
NS
USD
40233.06000000
0.008788512033
Long
EC
CORP
US
N
1
N
N
N
Sartorius Stedim Biotech
52990006IVXY7GCSSR39
Sartorius Stedim Biotech
000000000
484.00000000
NS
151386.51000000
0.033068878303
Long
EC
CORP
FR
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
11235.26000000
0.002454230866
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
345761.50000000
USD
538270.00000000
NZD
2020-09-16
11235.26000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-11521.91000000
-0.00251684670
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
11929876.00000000
SEK
1347800.89000000
USD
2020-09-16
-11521.91000000
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
S+P 500 INDEX SEP20 3175 PUT
000000000
10.00000000
NC
USD
79000.00000000
0.017256764727
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Purchased
S&P 500 Index
SPX Index
100.00000000
3175.00000000
USD
2020-09-18
XXXX
-24516.80000000
N
N
N
Husky Energy Inc
N/A
Husky Energy Inc
000000000
-113620.00000000
NS
-365599.46000000
-0.07986156791
Short
EC
CORP
CA
N
1
N
N
N
Credicorp Ltd
529900UYAEYQCQ2BKB17
Credicorp Ltd
000000000
897.00000000
NS
USD
114071.49000000
0.024917783101
Long
EC
CORP
BM
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
11805.00000000
NS
USD
505254.00000000
0.110367713994
Long
EC
CORP
US
N
1
N
N
N
Amphenol Corp
549300D3L3G0R4U4VT04
Amphenol Corp
032095101
377.00000000
NS
USD
39871.52000000
0.008709537214
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-3388.11000000
-0.00074009895
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
63000.00000000
EUR
70890.55000000
USD
2020-09-16
-3388.11000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-21504.23000000
-0.00469738528
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
333861.00000000
EUR
372126.68000000
USD
2020-09-16
-21504.23000000
N
N
N
Broadridge Financial Solutions Inc
N/A
Broadridge Financial Solutions Inc
11133T103
285.00000000
NS
USD
38286.90000000
0.008363392727
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
13352.49000000
0.002916718714
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
277840.41000000
USD
246576.00000000
EUR
2020-11-30
13352.49000000
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB
000000000
7336.00000000
NS
102572.81000000
0.022406010754
Long
EC
CORP
SE
N
2
N
N
N
Royal Gold Inc
5493001NGRU6SFL04184
Royal Gold Inc
780287108
298.00000000
NS
USD
41699.14000000
0.009108762636
Long
EC
CORP
US
N
1
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385101
17930.00000000
NS
USD
316643.80000000
0.069167690619
Long
EC
CORP
CA
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-881.83000000
-0.00019262699
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
120877.00000000
SGD
87099.16000000
USD
2020-09-16
-881.83000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-11521.02000000
-0.00251665229
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
495512.00000000
AUD
342552.05000000
USD
2020-09-16
-11521.02000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
125309.09000000
0.027372525118
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2655953.41000000
USD
25310010.00000000
NOK
2020-09-16
125309.09000000
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780206
200.00000000
NS
USD
38980.00000000
0.008514793532
Long
EC
CORP
US
N
1
N
N
N
Hudson Pacific Properties Inc
N/A
Hudson Pacific Properties Inc
444097109
43988.00000000
NS
USD
1036797.16000000
0.226478033671
Long
EC
US
N
1
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
Comstock Resources Inc
205768AR5
25000.00000000
PA
USD
24992.00000000
0.005459253975
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.75000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
6376.41000000
0.001392863381
N/A
DFE
SG
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
345270.25000000
USD
483127.00000000
SGD
2020-09-16
6376.41000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
32876.68000000
0.007181583946
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
686291.65000000
USD
609968.00000000
EUR
2020-09-16
32876.68000000
N
N
N
STMicroelectronics NV
213800Z8NOHIKRI42W10
STMicroelectronics NV
000000000
4683.00000000
NS
131578.96000000
0.028742115896
Long
EC
CORP
NL
N
2
N
N
N
GOEASY LTD
5493009DJVZG2P8YV435
goeasy Ltd
380355AD9
30000.00000000
PA
USD
31083.30000000
0.006789837912
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
5.38000000
N
N
N
N
N
N
WORLD WRESTLING ENTERTAI
549300WZVLSCS3L4L698
World Wrestling Entertainment Inc
98156QAB4
978000.00000000
PA
USD
1941330.00000000
0.424064241368
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.38000000
N
N
N
N
Y
World Wrestling Entertainment Inc
World Wrestling Entertainment Inc
USD
XXXX
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AW6
70000.00000000
PA
USD
75796.00000000
0.016556882775
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.70000000
N
N
N
N
N
N
Solvay SA
549300MMVL80RTBP3O28
Solvay SA
000000000
141.00000000
NS
10943.46000000
0.002390490057
Long
EC
CORP
BE
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
45259.57000000
0.009886503179
N/A
DFE
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1086816.64000000
USD
864639.00000000
GBP
2020-09-16
45259.57000000
N
N
N
Intersect ENT Inc
549300SWZUVLSFMOXR50
Intersect ENT Inc
46071F103
-2814.00000000
NS
USD
-48372.66000000
-0.01056652674
Short
EC
CORP
US
N
1
N
N
N
Ageas SA/NV
5493005DJBML6LY3RV36
Ageas SA/NV
000000000
333.00000000
NS
12466.20000000
0.002723117473
Long
EC
CORP
BE
N
2
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I Homes Inc
55305BAS0
35000.00000000
PA
USD
35962.50000000
0.007855650651
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.95000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
21225.78000000
0.004636560653
N/A
DFE
XX
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
763830.31000000
USD
666250.00000000
EUR
2020-08-19
21225.78000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-322242.90000000
-0.07039075835
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
15997364.00000000
NZD
10287687.22000000
USD
2020-09-16
-322242.90000000
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
-19814.00000000
NS
USD
-756894.80000000
-0.16533614540
Short
EC
CORP
US
N
1
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
000000000
1901.00000000
NS
9769.52000000
0.002134054533
Long
EC
CORP
DE
N
2
N
N
N
Galapagos NV
549300QKJ78IY0IOV655
Galapagos NV
000000000
460.00000000
NS
85396.71000000
0.018654062442
Long
EC
CORP
BE
N
2
N
N
N
EssilorLuxottica SA
549300M3VH1A3ER1TB49
EssilorLuxottica SA
000000000
902.00000000
NS
120141.87000000
0.026243797272
Long
EC
CORP
FR
N
2
N
N
N
AAON Inc
N/A
AAON Inc
000360206
669.00000000
NS
USD
39638.25000000
0.008658581701
Long
EC
CORP
US
N
1
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AH0
30000.00000000
PA
USD
30149.40000000
0.006585836740
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
Quisitive Technology Solutions Inc
529900XMUEY4TM25HG52
Quisitive Technology Solutions Inc
74881G103
563470.00000000
NS
197716.15000000
0.043189127637
Long
EC
CORP
CA
N
1
N
N
N
FirstService Corp
5493000XUDIV75BCF118
FirstService Corp
000000000
5054.00000000
NS
604465.12000000
0.132039396983
Long
EC
CORP
CA
N
1
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CP8
10000.00000000
PA
USD
9653.80000000
0.002108776649
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.70000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
738.42000000
0.000161300508
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
740425.69000000
USD
992654.00000000
CAD
2020-09-16
738.42000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-7732.53000000
-0.00168909431
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1962998.00000000
NOK
207977.09000000
USD
2020-09-16
-7732.53000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-7.17000000
-0.00000156621
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
28689334.00000000
JPY
271154.71000000
USD
2020-09-16
-7.17000000
N
N
N
Bechtle AG
529900HA2QT774RUXW59
Bechtle AG
000000000
52.00000000
NS
10120.36000000
0.002210692043
Long
EC
CORP
DE
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
3067.86000000
0.000670143521
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
43713593.00000000
JPY
416233.95000000
USD
2020-09-16
3067.86000000
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T Rowe Price Group Inc
74144T108
6249.00000000
NS
USD
862986.90000000
0.188510910076
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
105016.32000000
0.022939771224
N/A
DFE
JP
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3804059.42000000
USD
413586089.00000000
JPY
2020-09-16
105016.32000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
NETENT AB
000000000
12778020.88000000
OU
Notional Amount
26778.39000000
0.005849473114
N/A
DE
SE
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
NetEnt AB
NetEnt AB
Y
equity-performance leg
2021-06-28
0.00000000
SEK
0.00000000
SEK
12778020.88000000
SEK
26778.39000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-167766.09000000
-0.03664683473
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
21989789.00000000
SEK
2337810.80000000
USD
2020-09-16
-167766.09000000
N
N
N
Daito Trust Construction Co Ltd
353800QQ4DRI3KXS3038
Daito Trust Construction Co Ltd
000000000
21100.00000000
NS
1654708.45000000
0.361454612835
Long
EC
CORP
JP
N
2
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427108
16592.00000000
NS
USD
675460.32000000
0.147547592720
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-5361.54000000
-0.00117117511
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
11914358.00000000
NOK
1303881.61000000
USD
2020-09-16
-5361.54000000
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAM3
60000.00000000
PA
USD
64200.00000000
0.014023851841
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.38000000
N
N
N
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
RUSSELL 2000 INDEX SEP20 1530 CALL
000000000
-126.00000000
NC
USD
-464814.00000000
-0.10153399797
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Russell 2000 Index
RTY Index
100.00000000
1530.00000000
USD
2020-09-18
XXXX
276389.82000000
N
N
N
Mirati Therapeutics Inc
529900GYRW59IDQV6N54
Mirati Therapeutics Inc
60468T105
-2942.00000000
NS
USD
-356894.02000000
-0.07795995108
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-955.24000000
-0.00020866268
N/A
DFE
JP
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
151834.81000000
USD
15963285.00000000
JPY
2020-09-16
-955.24000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-3690.88000000
-0.00080623604
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
99790.00000000
EUR
113964.16000000
USD
2020-09-16
-3690.88000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-7143.88000000
-0.00156050957
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
90778060.00000000
JPY
850859.62000000
USD
2020-09-16
-7143.88000000
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102AM7
30000.00000000
PA
USD
32625.00000000
0.007126606952
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.75000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
3596.45000000
0.000785608753
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
363848.18000000
USD
492125.00000000
CAD
2020-09-16
3596.45000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
NIO INC AUG20 1.5 PUT
000000000
325.00000000
NC
USD
325.00000000
0.000070993019
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
NIO Inc
NIO Inc
100.00000000
1.50000000
USD
2020-08-21
XXXX
-5290.35000000
N
N
N
Capgemini SE
96950077L0TN7BAROX36
Capgemini SE
000000000
1067.00000000
NS
138383.90000000
0.030228587396
Long
EC
CORP
FR
N
2
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
26349.00000000
NS
USD
916681.71000000
0.200240007586
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
4032.02000000
0.000880754690
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
440408.95000000
USD
670116.00000000
NZD
2020-09-16
4032.02000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-16474.91000000
-0.00359878032
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2611778.00000000
SEK
281118.24000000
USD
2020-09-16
-16474.91000000
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
-11978.00000000
NS
USD
-589437.38000000
-0.12875673655
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-1849.92000000
-0.00040409663
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
395965.00000000
USD
594236.00000000
NZD
2020-09-16
-1849.92000000
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-2440.51000000
-0.00053310515
N/A
DFE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
15902000.00000000
JPY
147807.89000000
USD
2020-08-19
-2440.51000000
N
N
N
Allogene Therapeutics Inc
N/A
Allogene Therapeutics Inc
019770106
858.00000000
NS
USD
31462.86000000
0.006872749021
Long
EC
CORP
US
N
1
N
N
N
Hannover Rueck SE
529900KIN5BE45V5KB18
Hannover Rueck SE
000000000
115.00000000
NS
19454.59000000
0.004249661803
Long
EC
CORP
DE
N
2
N
N
N
Symrise AG
529900D82I6R9601CF26
Symrise AG
000000000
995.00000000
NS
124385.68000000
0.027170815382
Long
EC
CORP
DE
N
2
N
N
N
Minto Apartment Real Estate Investment Trust
N/A
Minto Apartment Real Estate Investment Trust
60448E103
31300.00000000
NS
435575.80000000
0.095147203816
Long
EC
CA
N
1
N
N
N
Accor SA
969500QZC2Q0TK11NV07
Accor SA
000000000
370.00000000
NS
9313.80000000
0.002034507029
Long
EC
CORP
FR
N
2
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BE8
2000000.00000000
PA
USD
2136500.00000000
0.466697187847
Long
DBT
CORP
CA
N
2
2025-07-01
Fixed
4.00000000
N
N
N
N
N
Air Canada
Air Canada
USD
XXXX
N
N
N
Eagle Pharmaceuticals Inc/DE
549300TN20OLYTJVP152
Eagle Pharmaceuticals Inc/DE
269796108
748.00000000
NS
USD
34699.72000000
0.007579808913
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-3428.32000000
-0.00074888242
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
290492.00000000
CAD
213467.24000000
USD
2020-09-16
-3428.32000000
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AR9
30000.00000000
PA
USD
31689.90000000
0.006922343652
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.38000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-27118.75000000
-0.00592382137
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
4933206.00000000
SEK
534984.28000000
USD
2020-09-16
-27118.75000000
N
N
N
Guidewire Software Inc
549300WXSG0J8IXZCK32
Guidewire Software Inc
40171V100
329.00000000
NS
USD
38710.14000000
0.008455845297
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
1034516.47000000
0.225979839611
N/A
DFE
AU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
16842713.81000000
USD
25018514.00000000
AUD
2020-09-16
1034516.47000000
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
000000000
35275.00000000
NS
390556.98000000
0.085313290081
Long
EC
CORP
LU
N
2
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
12630.00000000
NS
USD
1140994.20000000
0.249238841324
Long
EC
CORP
US
N
1
N
N
N
Fisher & Paykel Healthcare Corp Ltd
N/A
Fisher & Paykel Healthcare Corp Ltd
000000000
18526.00000000
NS
443779.48000000
0.096939216166
Long
EC
CORP
NZ
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-15308.00000000
-0.00334388043
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
439222.00000000
GBP
559767.58000000
USD
2020-09-16
-15308.00000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-2827.70000000
-0.00061768295
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
4975322.00000000
NOK
543899.72000000
USD
2020-09-16
-2827.70000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-131.19000000
-0.00002865715
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
403688.32000000
USD
342280.00000000
EUR
2020-09-16
-131.19000000
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AJ6
55000.00000000
PA
USD
56168.75000000
0.012269505111
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
Go-Ahead Group PLC/The
2138009TF1SYOMQLBJ60
Go-Ahead Group PLC/The
000000000
10019.00000000
NS
82070.92000000
0.017927576675
Long
EC
CORP
GB
N
2
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-103088.86000000
-0.02251873674
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
2521214.00000000
EUR
2867709.48000000
USD
2020-08-19
-103088.86000000
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
S+P 500 INDEX SEP20 2550 PUT
000000000
8.00000000
NC
USD
3200.00000000
0.000699008191
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Purchased
S&P 500 Index
SPX Index
100.00000000
2550.00000000
USD
2020-09-04
XXXX
-4171.44000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
5294.22000000
0.001156469733
N/A
DFE
NZ
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
563160.13000000
USD
857100.00000000
NZD
2020-09-16
5294.22000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
5157.68000000
0.001126643927
N/A
DFE
AU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
738625.72000000
USD
1040897.00000000
AUD
2020-09-16
5157.68000000
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T306
36720.00000000
NS
USD
1064880.00000000
0.232612450921
Long
EC
US
N
1
N
N
N
Worldline SA/France
549300CJMQNCA0U4TS33
Worldline SA/France
000000000
1354.00000000
NS
116483.72000000
0.025444710767
Long
EC
CORP
FR
N
2
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-3604.77000000
-0.00078742617
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
104014.00000000
GBP
132560.64000000
USD
2020-08-19
-3604.77000000
N
N
N
Liberty Media Corp-Liberty SiriusXM
N/A
Liberty Media Corp-Liberty SiriusXM
531229409
-18420.00000000
NS
USD
-640831.80000000
-0.13998333673
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-25450.93000000
-0.00555950267
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
5195156.00000000
SEK
566499.40000000
USD
2020-09-16
-25450.93000000
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Corp
03966VAB3
10000.00000000
PA
USD
10781.20000000
0.002355045973
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.00000000
N
N
N
N
N
N
HEICO Corp
529900O1DTDLCJ7L0I14
HEICO Corp
422806208
4201.00000000
NS
USD
321586.55000000
0.070247385225
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-36091.04000000
-0.00788372893
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
882668.00000000
EUR
1003974.83000000
USD
2020-08-19
-36091.04000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-5433.74000000
-0.00118694649
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
182842.00000000
EUR
210141.79000000
USD
2020-09-16
-5433.74000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
4914.02000000
0.001073418822
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
369095.15000000
USD
500917.00000000
CAD
2020-09-16
4914.02000000
N
N
N
National Beverage Corp
549300O9MZIQJI8TGV17
National Beverage Corp
635017106
588.00000000
NS
USD
37720.20000000
0.008239602745
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
SCHWAB (CHARLES) CORP
000000000
3554395.64000000
OU
Notional Amount
USD
1024553.39000000
0.223803503820
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Charles Schwab Corp/The
Charles Schwab Corp/The
Y
equity-performance leg
2021-02-22
0.00000000
USD
0.00000000
USD
3554395.64000000
USD
1024553.39000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
114393.11000000
0.024988037793
N/A
DFE
AU
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1558858.54000000
USD
2341653.00000000
AUD
2020-09-16
114393.11000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
2247.14000000
0.000490865396
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
129961.11000000
USD
199340.00000000
NZD
2020-09-16
2247.14000000
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBF6
60000.00000000
PA
USD
67735.40000000
0.014796124829
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
5.75000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-1035.99000000
-0.00022630171
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
354752.00000000
GBP
463394.80000000
USD
2020-08-28
-1035.99000000
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T Bank Corp
55261F104
-7578.00000000
NS
USD
-802889.10000000
-0.17538314304
Short
EC
CORP
US
N
1
N
N
N
Globus Medical Inc
5299003M2P4CIK0RF205
Globus Medical Inc
379577208
757.00000000
NS
USD
36472.26000000
0.007967002656
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CNY
000000000
1.00000000
NC
-16615.37000000
-0.00362946241
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
9500000.00000000
CNY
1338048.90000000
USD
2020-10-15
-16615.37000000
N
N
N
Neles Oyj
2138007FRMWVPUDCMA45
Neles Oyj
000000000
247.00000000
NS
3522.47000000
0.000769448557
Long
EC
CORP
FI
N
2
N
N
N
PENSKE AUTOMOTIVE GROUP
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959WAG8
25000.00000000
PA
USD
26125.00000000
0.005706746563
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
1282.14000000
0.000280070738
N/A
DFE
SG
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
163226.31000000
USD
226018.00000000
SGD
2020-09-16
1282.14000000
N
N
N
BAYTEX ENERGY CORP
549300R5LTV2H7I1I079
Baytex Energy Corp
07317QAH8
55000.00000000
PA
USD
28462.50000000
0.006217350203
Long
DBT
CORP
CA
N
2
2027-04-01
Fixed
8.75000000
N
N
N
N
N
N
Canaccord Genuity Group Inc
5493002DR5KW4JP7YS87
Canaccord Genuity Group Inc
000000000
-52230.00000000
NS
-303370.34000000
-0.06626823522
Short
EC
CORP
CA
N
1
N
N
N
Manulife Financial Corp
5493007GBX87QOZACS27
Manulife Financial Corp
000000000
-30780.00000000
NS
-412483.48000000
-0.09010291605
Short
EC
CORP
CA
N
1
N
N
N
Domtar Corp
XYSIJOU3HNVROZWNA008
Domtar Corp
257559203
-19038.00000000
NS
USD
-399607.62000000
-0.08729031242
Short
EC
CORP
US
N
1
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
PURCHASED AUD / SOLD JPY
000000000
1.00000000
NC
N/A
7693.39000000
0.001680544571
N/A
DFE
AU
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
81952041.00000000
JPY
1094502.00000000
AUD
2020-08-19
7693.39000000
N
N
N
boohoo Group PLC
213800SZF3KFCECWY243
boohoo Group PLC
000000000
146963.00000000
NS
497232.24000000
0.108615440259
Long
EC
CORP
JE
N
2
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334104
-3799.00000000
NS
USD
-240362.73000000
-0.05250484912
Short
EC
CORP
US
N
1
N
N
N
United States Steel Corp
JNLUVFYJT1OZSIQ24U47
United States Steel Corp
912909108
-128000.00000000
NS
USD
-852480.00000000
-0.18621578221
Short
EC
CORP
US
N
1
N
N
N
Neurocrine Biosciences Inc
549300FECER0XBN49756
Neurocrine Biosciences Inc
64125C109
286.00000000
NS
USD
34422.96000000
0.007519353442
Long
EC
CORP
US
N
1
N
N
N
Major Drilling Group International Inc
549300O1MNHCX2FUBC21
Major Drilling Group International Inc
000000000
78100.00000000
NS
355092.76000000
0.077566483742
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
412.52000000
0.000090110893
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
10462.82000000
USD
9224.00000000
EUR
2020-09-16
412.52000000
N
N
N
Carillon Reams Unconstrained Bond Fund
549300MVU3XYYWJ6RX19
Carillon Reams Unconstrained Bond Fund
14214M724
1425474.41100000
NS
USD
18260327.20000000
3.988786966258
Long
EC
RF
US
N
1
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-2158.69000000
-0.00047154437
N/A
DFE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14065663.00000000
JPY
130739.27000000
USD
2020-08-19
-2158.69000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
167841.87000000
0.036663388126
N/A
DFE
AU
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
4049298.53000000
USD
5901730.00000000
AUD
2020-09-16
167841.87000000
N
N
N
Columbia Sportswear Co
549300OTMCIEUXAH5Z60
Columbia Sportswear Co
198516106
450.00000000
NS
USD
34128.00000000
0.007454922362
Long
EC
CORP
US
N
1
N
N
N
Zscaler Inc
529900MZ0RTK1BWRNF46
Zscaler Inc
98980G102
341.00000000
NS
USD
44278.85000000
0.009672274643
Long
EC
CORP
US
N
1
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PAY6
40000.00000000
PA
USD
40315.20000000
0.008806454700
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-4563.36000000
-0.00099682063
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
117000.00000000
GBP
148602.11000000
USD
2020-08-19
-4563.36000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-24970.99000000
-0.00545466454
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
587262.00000000
GBP
743934.11000000
USD
2020-09-16
-24970.99000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-697.81000000
-0.00015242965
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
78848.00000000
SGD
56692.14000000
USD
2020-09-16
-697.81000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
9127962T5
10000000.00000000
PA
USD
9996773.75000000
2.183695856152
Long
STIV
UST
US
N
2
2020-10-29
None
0.00000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-26516.18000000
-0.00579219594
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
537011.00000000
GBP
676595.03000000
USD
2020-09-16
-26516.18000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-13066.19000000
-0.00285417932
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
238315.00000000
GBP
299085.33000000
USD
2020-11-30
-13066.19000000
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal SA
000000000
371.00000000
NS
124517.95000000
0.027199708449
Long
EC
CORP
FR
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
4682.19000000
0.001022777863
N/A
DFE
JP
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
400708.65000000
USD
42890960.00000000
JPY
2020-09-16
4682.19000000
N
N
N
Acadia Healthcare Co Inc
5493005CW985Y9D0NC11
Acadia Healthcare Co Inc
00404AAJ8
55000.00000000
PA
USD
55865.15000000
0.012203186708
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
5.63000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AG1
5000.00000000
PA
USD
5250.00000000
0.001146810314
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.63000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-13242.28000000
-0.00289264443
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
715991.00000000
AUD
498376.28000000
USD
2020-09-16
-13242.28000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
42934.17000000
0.009378542663
N/A
DFE
JP
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1698945.61000000
USD
184293499.00000000
JPY
2020-09-16
42934.17000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
33004.16000000
0.007209430685
N/A
DFE
JP
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2120645.12000000
USD
227859331.00000000
JPY
2020-09-16
33004.16000000
N
N
N
Antero Midstream Corp
N/A
Antero Midstream Corp
03676B102
-35104.00000000
NS
USD
-199039.68000000
-0.04347823960
Short
EC
CORP
US
N
1
N
N
N
Intra-Cellular Therapies Inc
5299002U2KGF193IJA20
Intra-Cellular Therapies Inc
46116X101
-7103.00000000
NS
USD
-140816.98000000
-0.03076006953
Short
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
402.00000000
NS
USD
598155.90000000
0.130661210589
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-12825.32000000
-0.00280156366
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
92211368.00000000
JPY
858725.32000000
USD
2020-09-16
-12825.32000000
N
N
N
Industrivarden AB
549300TM1DLIQI3B3T37
Industrivarden AB
000000000
-27739.00000000
NS
-684251.07000000
-0.14946784467
Short
EC
CORP
SE
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-4681.18000000
-0.00102255723
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
34637221.00000000
JPY
322698.11000000
USD
2020-09-16
-4681.18000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
109.04000000
0.000023818704
N/A
DFE
CA
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
120942.92000000
USD
162137.00000000
CAD
2020-08-19
109.04000000
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
8672.00000000
NS
USD
434076.96000000
0.094819797117
Long
EC
CORP
US
N
1
N
N
N
DICK'S SPORTING GOODS
529900SSBV5I4LWSK313
Dick's Sporting Goods Inc
253393AC6
673000.00000000
PA
USD
1010072.05000000
0.220640199044
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.25000000
N
N
N
N
Y
Dick's Sporting Goods Inc
Dick's Sporting Goods Inc
USD
XXXX
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-8158.08000000
-0.00178205148
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
913678.00000000
SGD
656867.50000000
USD
2020-09-16
-8158.08000000
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CL7
15000.00000000
PA
USD
11775.00000000
0.002572131704
Long
DBT
CORP
US
N
2
2047-02-15
Fixed
4.10000000
N
N
N
N
N
N
Sabre Corp
529900VKCYZW8GZ4WW58
Sabre Corp
78573M104
126354.00000000
NS
USD
955236.24000000
0.208661861426
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
11505.46000000
0.002513253370
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
511046.08000000
USD
787889.00000000
NZD
2020-09-16
11505.46000000
N
N
N
Louisiana-Pacific Corp
549300C7E2UAO5BVRR75
Louisiana-Pacific Corp
546347105
75840.00000000
NS
USD
2401852.80000000
0.524660869357
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
5651.35000000
0.001234481232
N/A
DFE
AU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
225543.84000000
USD
323549.00000000
AUD
2020-09-16
5651.35000000
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
Qorvo Inc
74736K101
2761.00000000
NS
USD
353822.15000000
0.077288931618
Long
EC
CORP
US
N
1
N
N
N
Nintendo Co Ltd
353800FEEXU6I9M0ZF27
Nintendo Co Ltd
000000000
300.00000000
NS
131943.04000000
0.028821645553
Long
EC
CORP
JP
N
2
N
N
N
Flutter Entertainment PLC
635400EG4YIJLJMZJ782
Flutter Entertainment PLC
000000000
884.00000000
NS
133941.82000000
0.029258259175
Long
EC
CORP
IE
N
2
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: SWBX90C05 TRS USD R E CLNX.MC/ES0105066007 / Short: SWBX90C05 TRS USD P V 01MFEDL FEDL 01M/+25.00 BPS
000000000
1361073.24000000
OU
Notional Amount
USD
578385.17000000
0.126342491145
N/A
DE
US
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Cellnex Telecom SA
Cellnex Telecom SA
Y
equity-performance leg
2022-12-21
0.00000000
USD
0.00000000
USD
1361073.24000000
USD
578385.17000000
N
N
N
Scout24 AG
5493007EIKM2ENQS7U66
Scout24 AG
000000000
1663.00000000
NS
142947.30000000
0.031225416765
Long
EC
CORP
DE
N
2
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
Long: BAV5HTEN5 TRS USD R V 01MLIBOR US0001M LIBOR 01M RV / Short: BAV5HTEN5 TRS USD P E US0001M PE
000000000
265743.90000000
OU
Notional Amount
USD
7083.90000000
0.001547407539
N/A
DE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
Verizon Communications Inc
Verizon Communications Inc
Y
equity-performance leg
2021-01-15
0.00000000
USD
0.00000000
USD
265743.90000000
USD
7083.90000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
753.63000000
0.000164622982
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
17735.66000000
USD
168256.00000000
NOK
2020-09-16
753.63000000
N
N
N
Reata Pharmaceuticals Inc
5299005F094GH9QDDD80
Reata Pharmaceuticals Inc
75615P103
-2128.00000000
NS
USD
-314305.60000000
-0.06865693407
Short
EC
CORP
US
N
1
N
N
N
RioCan Real Estate Investment Trust
549300S8HVUSEU3JBY60
RioCan Real Estate Investment Trust
000000000
-47320.00000000
NS
-528505.88000000
-0.11544685605
Short
EC
CA
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
120.64000000
0.000026352608
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
11055.95000000
USD
14969.00000000
CAD
2020-09-16
120.64000000
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866108
284.00000000
NS
USD
41296.44000000
0.009020796824
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-4395.63000000
-0.00096018168
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
420278.00000000
SGD
301506.03000000
USD
2020-09-16
-4395.63000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
2410.88000000
0.000526632771
N/A
DFE
XX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
59314.69000000
USD
52353.00000000
EUR
2020-09-16
2410.88000000
N
N
N
Universal Logistics Holdings Inc
N/A
Universal Logistics Holdings Inc
91388P105
17730.00000000
NS
USD
325700.10000000
0.071145949333
Long
EC
CORP
US
N
1
N
N
N
RingCentral Inc
549300C8EH0H1614VE84
RingCentral Inc
76680R206
133.00000000
NS
USD
38605.91000000
0.008433077290
Long
EC
CORP
US
N
1
N
N
N
COLT MERGER SUB INC
N/A
Colt Merger Sub Inc
12770RAA1
5000.00000000
PA
USD
5206.25000000
0.001137253561
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.75000000
N
N
N
N
N
N
Tricida Inc
549300QVPFFJC8SZXG25
Tricida Inc
89610F101
-12553.00000000
NS
USD
-167959.14000000
-0.03668900459
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-21348.92000000
-0.00466345936
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
653827.00000000
GBP
834710.07000000
USD
2020-09-16
-21348.92000000
N
N
N
Arena Pharmaceuticals Inc
529900CVGQMPJ3A3NI85
Arena Pharmaceuticals Inc
040047607
572.00000000
NS
USD
35115.08000000
0.007670540176
Long
EC
CORP
US
N
1
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CS2
10000.00000000
PA
USD
8887.70000000
0.001941429719
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-50262.15000000
-0.01097926705
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2263335.00000000
CAD
1639654.64000000
USD
2020-09-16
-50262.15000000
N
N
N
Rexford Industrial Realty Inc
549300MSLO0DF0EMX355
Rexford Industrial Realty Inc
76169C100
5539.00000000
NS
USD
259945.27000000
0.056782460333
Long
EC
US
N
1
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
Covestro AG
000000000
326.00000000
NS
12651.21000000
0.002763531069
Long
EC
CORP
DE
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-36895.50000000
-0.00805945522
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
673992.00000000
GBP
845565.63000000
USD
2020-09-16
-36895.50000000
N
N
N
Siemens Healthineers AG
529900QBVWXMWANH7H45
Siemens Healthineers AG
000000000
2184.00000000
NS
113702.28000000
0.024837132847
Long
EC
CORP
DE
N
2
N
N
N
Pan American Silver Corp
549300MKTF5851TYIB83
Pan American Silver Corp
697900108
38060.00000000
NS
USD
1421921.60000000
0.310604639391
Long
EC
CORP
CA
N
1
N
N
N
Bandwidth Inc
549300QC70JB7MUGXM66
Bandwidth Inc
05988J103
-11183.00000000
NS
USD
-1619074.74000000
-0.35367078309
Short
EC
CORP
US
N
1
N
N
N
IDEX Corp
549300U5Y5EL6PHYLF13
IDEX Corp
45167R104
233.00000000
NS
USD
38403.06000000
0.008388766724
Long
EC
CORP
US
N
1
N
N
N
Carl Zeiss Meditec AG
529900GRL4MZ8NMOOK95
Carl Zeiss Meditec AG
000000000
1173.00000000
NS
122765.04000000
0.026816802683
Long
EC
CORP
DE
N
2
N
N
N
RH
5493008MTS3OGGMHGK69
RH
74967X103
5271.00000000
NS
USD
1515043.53000000
0.330946199352
Long
EC
CORP
US
N
1
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
000000000
1267.00000000
NS
122716.75000000
0.026806254213
Long
EC
CORP
NL
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-269.07000000
-0.00005877566
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
222063.00000000
SGD
161360.71000000
USD
2020-09-16
-269.07000000
N
N
N
ACADIA Pharmaceuticals Inc
529900O3044NO0PEA039
ACADIA Pharmaceuticals Inc
004225108
745.00000000
NS
USD
30969.65000000
0.006765012199
Long
EC
CORP
US
N
1
N
N
N
Dick's Sporting Goods Inc
529900SSBV5I4LWSK313
Dick's Sporting Goods Inc
253393102
-14120.00000000
NS
USD
-644154.40000000
-0.14070912568
Short
EC
CORP
US
N
1
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CW8
25000.00000000
PA
USD
29453.13000000
0.006433743479
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
81.00000000
NS
USD
120119.76000000
0.026238967562
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-49894.05000000
-0.01089885926
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
975165.00000000
EUR
1099851.16000000
USD
2020-09-16
-49894.05000000
N
N
N
Goodfood Market Corp
549300V2SC0XM0D7T832
Goodfood Market Corp
38217M100
20760.00000000
NS
110662.14000000
0.024173044483
Long
EC
CORP
CA
N
1
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines Inc
023771S58
37000.00000000
PA
USD
32199.62000000
0.007033686919
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
11.75000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAZ8
20000.00000000
PA
USD
21169.20000000
0.004624201314
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.38000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
6891.00000000
NS
USD
2928950.64000000
0.639800153068
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-13115.50000000
-0.00286495060
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
113158874.00000000
JPY
1056423.88000000
USD
2020-09-16
-13115.50000000
N
N
N
Maxim Integrated Products Inc
SO0H5YEO14Y4PVKQH532
Maxim Integrated Products Inc
57772K101
602.00000000
NS
USD
40990.18000000
0.008953897372
Long
EC
CORP
US
N
1
N
N
N
National Instruments Corp
549300TP4OOPCYWDUP86
National Instruments Corp
636518102
945.00000000
NS
USD
33547.50000000
0.007328117907
Long
EC
CORP
US
N
1
N
N
N
Snap Inc
549300JNC0L6VP8A2Q35
Snap Inc
83304A106
21552.00000000
NS
USD
483195.84000000
0.105549328203
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
536.49000000
0.000117190907
N/A
DFE
SG
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
42976.17000000
USD
59782.00000000
SGD
2020-09-16
536.49000000
N
N
N
Cooper Cos Inc/The
QJKMVPIGLH7530PCUE20
Cooper Cos Inc/The
216648402
133.00000000
NS
USD
37629.69000000
0.008219831735
Long
EC
CORP
US
N
1
N
N
N
Ellington Financial Inc
60GS1D1R1YY5G1W7IT74
Ellington Financial Inc
28852N109
-19519.00000000
NS
USD
-229543.44000000
-0.05014148276
Short
EC
US
N
1
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776696106
1290.00000000
NS
USD
557860.50000000
0.121859081002
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CNY
000000000
1.00000000
NC
-16673.79000000
-0.00364222368
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
9500000.00000000
CNY
1337990.48000000
USD
2020-10-15
-16673.79000000
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
16109.00000000
NS
USD
3302506.09000000
0.721399627920
Long
EC
CORP
US
N
1
N
N
N
Cracker Barrel Old Country Store Inc
8P4PHQIUWPIECBFBW745
Cracker Barrel Old Country Store Inc
22410J106
-2600.00000000
NS
USD
-287222.00000000
-0.06274079086
Short
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-37493.08000000
-0.00818999063
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3977401.00000000
SGD
2857480.21000000
USD
2020-09-16
-37493.08000000
N
N
N
National Presto Industries Inc
N/A
National Presto Industries Inc
637215104
420.00000000
NS
USD
35863.80000000
0.007834090618
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610105
-13000.00000000
NS
USD
-322530.00000000
-0.07045347250
Short
EC
CORP
US
N
1
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
Long: BAV5HTDP1 TRS USD R V 01MLIBOR US0001M LIBOR 01M RV / Short: BAV5HTDP1 TRS USD P E US0001M PE
000000000
133303.16000000
OU
Notional Amount
USD
25016.72000000
0.005464653813
N/A
DE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
Walt Disney Co/The
Walt Disney Co/The
Y
equity-performance leg
2021-01-15
0.00000000
USD
0.00000000
USD
133303.16000000
USD
25016.72000000
N
N
N
Rio Tinto PLC
213800YOEO5OQ72G2R82
Rio Tinto PLC
000000000
6469.00000000
NS
393782.15000000
0.086017796409
Long
EC
CORP
GB
N
2
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP100
-25370.00000000
NS
USD
-275518.20000000
-0.06018421209
Short
EC
CORP
US
N
1
N
N
N
Kerry Group PLC
635400TLVVBNXLFHWC59
Kerry Group PLC
000000000
991.00000000
NS
131254.43000000
0.028671225543
Long
EC
CORP
IE
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-838.31000000
-0.00018312048
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
418819.00000000
CAD
311872.47000000
USD
2020-09-16
-838.31000000
N
N
N
Wynn Resorts Ltd
254900CEKKWIHTEAB172
Wynn Resorts Ltd
983134107
-7955.00000000
NS
USD
-576180.65000000
-0.12586093566
Short
EC
CORP
US
N
1
N
N
N
Simpson Manufacturing Co Inc
529900EJUNNL15LZ8056
Simpson Manufacturing Co Inc
829073105
434.00000000
NS
USD
41907.04000000
0.009154176325
Long
EC
CORP
US
N
1
N
N
N
Super Micro Computer Inc
54930022CZO1N2UGVW07
Super Micro Computer Inc
86800U104
11704.00000000
NS
USD
354689.72000000
0.077478443661
Long
EC
CORP
US
N
1
N
N
N
AVADEL FIN CAYMAN LTD
N/A
Avadel Finance Cayman Ltd
05337YAA6
500000.00000000
PA
USD
519480.00000000
0.113475242285
Long
DBT
CORP
KY
N
2
2023-02-01
Fixed
4.50000000
N
N
N
N
Y
Avadel Pharmaceuticals PLC
Avadel Pharmaceuticals PLC
USD
XXXX
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
2067376.25000000
0.451597791760
N/A
DFE
XX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
36054917.97000000
USD
32333709.00000000
EUR
2020-09-16
2067376.25000000
N
N
N
Welcia Holdings Co Ltd
N/A
Welcia Holdings Co Ltd
000000000
13400.00000000
NS
1226751.87000000
0.267971751891
Long
EC
CORP
JP
N
2
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
15064.00000000
NS
USD
961083.20000000
0.209939071718
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
E*TRADE FINANCIAL CORP
000000000
3563440.09000000
OU
Notional Amount
USD
173181.14000000
0.037829698584
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
E*TRADE Financial Corp
E*TRADE Financial Corp
Y
equity-performance leg
2021-02-24
0.00000000
USD
0.00000000
USD
3563440.09000000
USD
173181.14000000
N
N
N
Gray Television Inc
529900TM5726KDN7UU35
Gray Television Inc
389375106
18098.00000000
NS
USD
259525.32000000
0.056690726430
Long
EC
CORP
US
N
1
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
MSCI EMGMKT SEP20 IFUS 20200918
000000000
69.00000000
NC
USD
391120.18000000
0.085436315523
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
MSCI Emerging Markets
MESU0 Index
2020-09-18
3297964.82000000
USD
391120.18000000
N
N
N
Penumbra Inc
549300RGE06P3ECANU72
Penumbra Inc
70975L107
208.00000000
NS
USD
46157.28000000
0.010082599005
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
RETROPHIN INC SEP20 7.5 PUT
000000000
490.00000000
NC
USD
2450.00000000
0.000535178146
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
Retrophin Inc
Retrophin Inc
100.00000000
7.50000000
USD
2020-09-18
XXXX
-93680.53000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
4460.05000000
0.000974253588
N/A
DFE
NZ
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
392650.84000000
USD
598753.00000000
NZD
2020-09-16
4460.05000000
N
N
N
Y-mAbs Therapeutics Inc
N/A
Y-mAbs Therapeutics Inc
984241109
786.00000000
NS
USD
27612.18000000
0.006031606251
Long
EC
CORP
US
N
1
N
N
N
Toromont Industries Ltd
5493008W5EPRSLQ0B737
Toromont Industries Ltd
000000000
-4550.00000000
NS
-248042.85000000
-0.05418249499
Short
EC
CORP
CA
N
1
N
N
N
IMCD NV
724500NSJPNFJPDAUP02
IMCD NV
000000000
100.00000000
NS
10340.76000000
0.002258836233
Long
EC
CORP
NL
N
2
N
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
Cboe Global Markets Inc
12503M108
8164.00000000
NS
USD
715982.80000000
0.156399325676
Long
EC
CORP
US
N
1
N
N
N
Brink's Co/The
XFP140TFNOQMIVFTVQ13
Brink's Co/The
109696AA2
55000.00000000
PA
USD
55948.75000000
0.012221448297
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.63000000
N
N
N
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345Y106
218.00000000
NS
USD
41138.78000000
0.008986357564
Long
EC
CORP
US
N
1
N
N
N
Universal Display Corp
N/A
Universal Display Corp
91347P105
244.00000000
NS
USD
42565.80000000
0.009298075899
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-1457.50000000
-0.00031837638
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
428974.17000000
USD
644598.00000000
NZD
2020-09-16
-1457.50000000
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
-16000.00000000
NS
-1009169.14000000
-0.22044296732
Short
EC
CORP
JP
N
2
N
N
N
Whitbread PLC
21380099VMZKRMN3EX36
Whitbread PLC
000000000
-31443.00000000
NS
-892783.60000000
-0.19501970300
Short
EC
CORP
GB
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
XPERI HOLDING CORP
000000000
22826.65000000
OU
Notional Amount
USD
-1510.01000000
-0.00032984667
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Xperi Holding Corp
Xperi Holding Corp
Y
equity-performance leg
2120-06-23
0.00000000
USD
0.00000000
USD
22826.65000000
USD
-1510.01000000
N
N
N
Norwegian Cruise Line Holdings Ltd
N/A
Norwegian Cruise Line Holdings Ltd
000000000
59558.00000000
NS
USD
812371.12000000
0.177454396064
Long
EC
CORP
BM
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
671.72000000
0.000146730556
N/A
DFE
JP
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
53269.17000000
USD
5709000.00000000
JPY
2020-08-19
671.72000000
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
Synopsys Inc
871607107
189.00000000
NS
USD
37652.58000000
0.008224831828
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
TD AMERITRADE HOLDING CORP
000000000
3555320.90000000
OU
Notional Amount
USD
-950927.16000000
-0.20772058573
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
TD Ameritrade Holding Corp
TD Ameritrade Holding Corp
Y
equity-performance leg
2021-02-22
0.00000000
USD
0.00000000
USD
3555320.90000000
USD
-950927.16000000
N
N
N
Zoom Video Communications Inc
549300T9GCHU0ODOM055
Zoom Video Communications Inc
98980L101
2527.00000000
NS
USD
641630.57000000
0.140157820105
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-2581.23000000
-0.00056384403
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
516096.00000000
SEK
56224.16000000
USD
2020-09-16
-2581.23000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-1527.80000000
-0.00033373272
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
14083993.00000000
JPY
131589.34000000
USD
2020-09-16
-1527.80000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
5410.04000000
0.001181769461
N/A
DFE
JP
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
569822.14000000
USD
60860429.00000000
JPY
2020-09-16
5410.04000000
N
N
N
GARDA WORLD SECURITY COR
N/A
Garda World Security Corp
36257BAA7
25000.00000000
PA
USD
27250.00000000
0.005952491630
Long
DBT
CORP
CA
N
2
2027-11-01
Fixed
9.50000000
N
N
N
N
N
N
OWENS-BROCKWAY
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container Inc
69073TAR4
65000.00000000
PA
USD
68620.50000000
0.014989466126
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
5.88000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
23363.82000000
0.005103594238
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
763165.17000000
USD
667500.00000000
EUR
2020-08-19
23363.82000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
141.33000000
0.000030872133
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2939461.00000000
NOK
323152.37000000
USD
2020-09-16
141.33000000
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CA5
105000.00000000
PA
USD
110338.12000000
0.024102265535
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
51942.01000000
0.011346215772
N/A
DFE
AU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
857710.78000000
USD
1273025.00000000
AUD
2020-09-16
51942.01000000
N
N
N
Experian PLC
635400RXXHHYT1JTSZ26
Experian PLC
000000000
11263.00000000
NS
393417.80000000
0.085938207773
Long
EC
CORP
JE
N
2
N
N
N
Domino's Pizza Inc
5299004V0Y8MI5D9FF45
Domino's Pizza Inc
25754A201
2324.00000000
NS
USD
898481.64000000
0.196264383206
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-4654.88000000
-0.00101681226
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
107466.00000000
EUR
122050.36000000
USD
2020-09-16
-4654.88000000
N
N
N
Elisa OYJ
743700TU2S3DXWGU7H32
Elisa OYJ
000000000
2185.00000000
NS
129589.34000000
0.028307503184
Long
EC
CORP
FI
N
2
N
N
N
Teck Resources Ltd
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
000000000
-72770.00000000
NS
-737234.61000000
-0.16104157232
Short
EC
CORP
CA
N
1
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
PURCHASED AUD / SOLD JPY
000000000
1.00000000
NC
N/A
8450.29000000
0.001845881853
N/A
DFE
AU
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
81720540.00000000
JPY
1092500.00000000
AUD
2020-08-19
8450.29000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
6105.91000000
0.001333775345
N/A
DFE
NZ
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
642987.24000000
USD
978685.00000000
NZD
2020-09-16
6105.91000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 SEP20 XEUR 20200918
000000000
18.00000000
NC
-17944.22000000
-0.00391973649
N/A
DE
DE
N
2
Eurex Deutschland
529900LN3S50JPU47S06
Long
EURO STOXX 50 Index
VGU0 Index
2020-09-18
590064.12000000
EUR
-17944.22000000
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
Ulta Beauty Inc
90384S303
7238.00000000
NS
USD
1396861.62000000
0.305130535860
Long
EC
CORP
US
N
1
N
N
N
Crowdstrike Holdings Inc
549300YBY08K9KM4HX32
Crowdstrike Holdings Inc
22788C105
366.00000000
NS
USD
41431.20000000
0.009050233807
Long
EC
CORP
US
N
1
N
N
N
WD-40 Co
549300UZHTN0CNKBOB19
WD-40 Co
929236107
181.00000000
NS
USD
35575.55000000
0.007771125270
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S91ZC0FV8 CDS EUR R F 5.00000 Z91ZC0FV8_FEE CCPITRAXX / Short: S91ZC0FV8 CDS EUR P V 03MEVENT 1 CCPCDX
000000000
7406755.00000000
OU
Notional Amount
470414.60000000
0.102757393373
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe Crossover S33.V1
2I667KHL5
Y
sell protection
2025-06-20
227167.32000000
EUR
0.00000000
EUR
7406755.00000000
EUR
210327.95000000
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
Hubbell Inc
443510607
1165.00000000
NS
USD
157240.05000000
0.034347525931
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-3121.56000000
-0.00068187375
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
6081316.00000000
NOK
665141.16000000
USD
2020-09-16
-3121.56000000
N
N
N
Troilus Gold Corp
529900ROF3ICFG84XJ17
Troilus Gold Corp
000000000
157530.00000000
NS
168179.40000000
0.036737118199
Long
EC
CORP
CA
N
1
N
N
N
SCOR SE
96950056ULJ4JI7V3752
SCOR SE
000000000
327.00000000
NS
8415.99000000
0.001838389359
Long
EC
CORP
FR
N
2
N
N
N
SPDR S&P 500 ETF Trust
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF Trust
78462F103
-16175.00000000
NS
USD
-5281461.00000000
-1.15368265688
Short
EC
RF
US
N
1
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036P108
6815.00000000
NS
USD
1214433.00000000
0.265280817191
Long
EC
CORP
US
N
1
N
N
N
Delivery Hero SE
529900C3EX1FZGE48X78
Delivery Hero SE
000000000
1053.00000000
NS
120875.36000000
0.026404020871
Long
EC
CORP
DE
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-1550.44000000
-0.00033867820
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
291089.00000000
GBP
379573.86000000
USD
2020-09-16
-1550.44000000
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PBA7
30000.00000000
PA
USD
30591.30000000
0.006682365402
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
6.88000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
2911.28000000
0.000635940177
N/A
DFE
SG
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
360539.01000000
USD
499344.00000000
SGD
2020-09-16
2911.28000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-42792.64000000
-0.00934762684
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
593641.00000000
GBP
734464.52000000
USD
2020-09-16
-42792.64000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
NIO INC JAN21 1.5 PUT
000000000
1675.00000000
NC
USD
13400.00000000
0.002927096801
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
NIO Inc
NIO Inc
100.00000000
1.50000000
USD
2021-01-15
XXXX
-48445.25000000
N
N
N
Guardant Health Inc
N/A
Guardant Health Inc
40131M109
449.00000000
NS
USD
38245.82000000
0.008354419209
Long
EC
CORP
US
N
1
N
N
N
WestRock Co
N/A
WestRock Co
96145D105
-10130.00000000
NS
USD
-272091.80000000
-0.05943574907
Short
EC
CORP
US
N
1
N
N
N
Rubis SCA
969500MGFIKUGLTC9742
Rubis SCA
000000000
183.00000000
NS
8632.49000000
0.001885681632
Long
EC
CORP
FR
N
2
N
N
N
SCOTTS MIRACLE-GRO CO
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co/The
810186AS5
40000.00000000
PA
USD
42350.00000000
0.009250936534
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.50000000
N
N
N
N
N
N
Dropbox Inc
549300JCDF7UAR6TJR51
Dropbox Inc
26210C104
62322.00000000
NS
USD
1417825.50000000
0.309709887062
Long
EC
CORP
US
N
1
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
-10100.00000000
NS
USD
-541663.00000000
-0.11832089813
Short
EC
US
N
1
N
N
N
Terna Rete Elettrica Nazionale SpA
8156009E94ED54DE7C31
Terna Rete Elettrica Nazionale SpA
000000000
2696.00000000
NS
20119.57000000
0.004394920074
Long
EC
CORP
IT
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SAV5U1FL4 IRS CNY R F .02260 CCP LCH / Short: SAV5U1FL4 IRS CNY P V 03MCNRR CNRR007-CCP LCH
000000000
12000000.00000000
OU
Notional Amount
-26381.61000000
-0.00576280046
N/A
DIR
CN
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-06-17
0.00000000
CNY
0.00000000
CNY
12000000.00000000
CNY
-26381.61000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
345.03000000
0.000075368373
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
26091.57000000
USD
35407.00000000
CAD
2020-09-16
345.03000000
N
N
N
Ubisoft Entertainment SA
969500I7C8V1LBIMSM05
Ubisoft Entertainment SA
000000000
194.00000000
NS
16203.35000000
0.003539460743
Long
EC
CORP
FR
N
2
N
N
N
Mitek Systems Inc
549300ABZAQ3R25XG118
Mitek Systems Inc
606710200
3873.00000000
NS
USD
39736.98000000
0.008680148289
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-405.64000000
-0.00008860802
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
5215904.00000000
JPY
48893.32000000
USD
2020-09-16
-405.64000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
21223.20000000
0.004635997077
N/A
DFE
XX
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
763048.13000000
USD
665584.00000000
EUR
2020-08-19
21223.20000000
N
N
N
Evercore Inc
529900P6KLPT95DW3W58
Evercore Inc
29977A105
8331.00000000
NS
USD
460704.30000000
0.100636274860
Long
EC
CORP
US
N
1
N
N
N
Nordson Corp
14OS6Q5N55N95WM84M53
Nordson Corp
655663102
194.00000000
NS
USD
37564.22000000
0.008205530464
Long
EC
CORP
US
N
1
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088M102
2648.00000000
NS
USD
385495.84000000
0.084207734357
Long
EC
CORP
US
N
1
N
N
N
Brunswick Corp/DE
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043109
9318.00000000
NS
USD
624119.64000000
0.136332731508
Long
EC
CORP
US
N
1
N
N
N
Cascades Inc
FPD41G4F3GH7OJ38TS94
Cascades Inc
000000000
-81040.00000000
NS
-923872.34000000
-0.20181072923
Short
EC
CORP
CA
N
1
N
N
N
JFE Holdings Inc
N/A
JFE Holdings Inc
000000000
-173600.00000000
NS
-1139490.68000000
-0.24891041232
Short
EC
CORP
JP
N
2
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
SWISS MARKET INDEX SEP20 10100 CALL
000000000
34.00000000
NC
80413.32000000
0.017565490432
N/A
DE
DE
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Purchased
Swiss Market Index
SMI Index
10.00000000
10100.00000000
CHF
2020-09-18
XXXX
-37282.08000000
N
N
N
CI Financial Corp
549300M9W7JJQSVCEM78
CI Financial Corp
000000000
-9450.00000000
NS
-129885.03000000
-0.02837209372
Short
EC
CORP
CA
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
798.91000000
0.000174513948
N/A
DFE
SG
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
56555.38000000
USD
78799.00000000
SGD
2020-09-16
798.91000000
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
3573.00000000
NS
USD
981467.37000000
0.214391791033
Long
EC
CORP
US
N
1
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAC9
25000.00000000
PA
USD
27125.00000000
0.005925186623
Long
DBT
US
N
2
2024-05-01
Fixed
5.63000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
FITBIT INC - A
000000000
1532550.89000000
OU
Notional Amount
USD
26297.35000000
0.005744394707
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Fitbit Inc
Fitbit Inc
Y
equity-performance leg
2021-02-22
0.00000000
USD
0.00000000
USD
1532550.89000000
USD
26297.35000000
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CV0
20000.00000000
PA
USD
22203.40000000
0.004850112024
Long
DBT
CORP
US
N
2
2023-04-21
Fixed
8.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
MORGAN STANLEY
000000000
3560829.21000000
OU
Notional Amount
USD
-88502.71000000
-0.01933253726
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Morgan Stanley
Morgan Stanley
Y
equity-performance leg
2021-02-24
0.00000000
USD
0.00000000
USD
3560829.21000000
USD
-88502.71000000
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
000000000
686.00000000
NS
122666.84000000
0.026795351869
Long
EC
CORP
NL
N
2
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-1168.58000000
-0.00025526468
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
12823950.00000000
INR
170000.00000000
USD
2020-08-19
-1168.58000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-7266.54000000
-0.00158730343
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1401224.00000000
SEK
152392.77000000
USD
2020-09-16
-7266.54000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-6565.00000000
-0.00143405899
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
6543704.00000000
NOK
712508.54000000
USD
2020-09-16
-6565.00000000
N
N
N
Acuity Brands Inc
N/A
Acuity Brands Inc
00508Y102
961.00000000
NS
USD
95235.10000000
0.020803160942
Long
EC
CORP
US
N
1
N
N
N
Yum China Holdings Inc
529900DO9BYZ7VA3K502
Yum China Holdings Inc
98850P109
733.00000000
NS
USD
37558.92000000
0.008204372732
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-6141.14000000
-0.00134147098
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
177200.00000000
GBP
225832.54000000
USD
2020-08-19
-6141.14000000
N
N
N
Alexion Pharmaceuticals Inc
M1YXUUZR0EIMU8T0EM75
Alexion Pharmaceuticals Inc
015351109
7987.00000000
NS
USD
818587.63000000
0.178812330881
Long
EC
CORP
US
N
1
N
N
N
Nexi SpA
5493000P70CQRQG8SN85
Nexi SpA
000000000
577.00000000
NS
10365.71000000
0.002264286312
Long
EC
CORP
IT
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-4362.78000000
-0.00095300592
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
313017.00000000
AUD
219306.66000000
USD
2020-09-16
-4362.78000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED AUD / SOLD JPY
000000000
1.00000000
NC
N/A
8964.44000000
0.001958192810
N/A
DFE
AU
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
81748777.00000000
JPY
1093593.00000000
AUD
2020-08-19
8964.44000000
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620M106
5190.00000000
NS
USD
759348.90000000
0.165872219155
Long
EC
CORP
US
N
1
N
N
N
Eurofins Scientific SE
529900JEHFM47DYY3S57
Eurofins Scientific SE
000000000
1620.00000000
NS
1060332.48000000
0.231619090381
Long
EC
CORP
LU
N
2
N
N
N
Lincoln Electric Holdings Inc
BIMGBY40SIN95O01BN93
Lincoln Electric Holdings Inc
533900106
433.00000000
NS
USD
39138.87000000
0.008549497104
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
32778.79000000
0.007160200849
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
692980.30000000
USD
615558.00000000
EUR
2020-09-16
32778.79000000
N
N
N
Assa Abloy AB
549300YECS8HKCIMMB67
Assa Abloy AB
000000000
20034.00000000
NS
442274.40000000
0.096610446401
Long
EC
CORP
SE
N
2
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
000000000
428.00000000
NS
13685.75000000
0.002989516048
Long
EC
CORP
FR
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-11857.50000000
-0.00259015300
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
632959.00000000
AUD
440429.71000000
USD
2020-09-16
-11857.50000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
51559.79000000
0.011262723612
N/A
DFE
GB
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1193030.24000000
USD
950573.00000000
GBP
2020-09-16
51559.79000000
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VBG1
500000.00000000
PA
USD
1920400.00000000
0.419492290915
Long
DBT
CORP
US
N
2
2042-10-15
Fixed
2.75000000
N
N
N
N
Y
Anthem Inc
Anthem Inc
USD
XXXX
N
N
N
CENTURY COMMUNITIES
5299002QMB2O7ZL1CA26
Century Communities Inc
156504AH5
25000.00000000
PA
USD
25727.00000000
0.005619807419
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.88000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
135.62000000
0.000029624840
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
126875.00000000
CAD
94866.71000000
USD
2020-09-16
135.62000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
144354.05000000
0.031532707320
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
3303136.85000000
USD
5198033.00000000
NZD
2020-09-16
144354.05000000
N
N
N
ViaSat Inc
UFC8NYMNFSYIHNSM2I38
ViaSat Inc
92552VAK6
20000.00000000
PA
USD
20150.00000000
0.004401567205
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
5.63000000
N
N
N
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
PURCHASED AUD / SOLD JPY
000000000
1.00000000
NC
N/A
7242.48000000
0.001582047764
N/A
DFE
AU
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
81801563.00000000
JPY
1091881.00000000
AUD
2020-08-19
7242.48000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
699.26000000
0.000152746396
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
889318.24000000
USD
754875.00000000
EUR
2020-09-16
699.26000000
N
N
N
NEW GOLD INC
5493005G0GNCHP0H6L96
New Gold Inc
644535AH9
30000.00000000
PA
USD
32625.00000000
0.007126606952
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
7.50000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-7506.83000000
-0.00163979239
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
4168362.00000000
NOK
450545.49000000
USD
2020-09-16
-7506.83000000
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
215567.00000000
NS
462277.41000000
0.100979905102
Long
EC
CORP
ES
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-2363.76000000
-0.00051633987
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
249976.00000000
SGD
179582.65000000
USD
2020-09-16
-2363.76000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
3974.01000000
0.000868082982
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
391128.00000000
USD
529167.00000000
CAD
2020-09-16
3974.01000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
17269.64000000
0.003772381195
N/A
DFE
GB
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
303072.79000000
USD
244666.00000000
GBP
2020-09-16
17269.64000000
N
N
N
BHP Group PLC
549300C116EOWV835768
BHP Group PLC
000000000
22964.00000000
NS
496560.07000000
0.108468611404
Long
EC
CORP
GB
N
2
N
N
N
MTY Food Group Inc
5493004BLYNZ8OWF5Z08
MTY Food Group Inc
000000000
-15680.00000000
NS
-338311.99000000
-0.07390089134
Short
EC
CORP
CA
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-1175.87000000
-0.00025685711
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
15690.00000000
GBP
19367.13000000
USD
2020-09-16
-1175.87000000
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAT8
60000.00000000
PA
USD
66915.60000000
0.014617047668
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.63000000
N
N
N
N
N
N
Spectrum Brands Inc
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAU9
55000.00000000
PA
USD
56650.00000000
0.012374629389
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.75000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
EVOLUTION GAMING GROUP
000000000
12785568.78000000
OU
Notional Amount
-40021.78000000
-0.00874236001
N/A
DE
SE
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Evolution Gaming Group AB
Evolution Gaming Group AB
Y
equity-performance leg
2021-06-28
0.00000000
SEK
0.00000000
SEK
12785568.78000000
SEK
-40021.78000000
N
N
N
ATS Automation Tooling Systems Inc
5493005KP4RP3IU7HQ41
ATS Automation Tooling Systems Inc
000000000
45840.00000000
NS
593426.85000000
0.129628196624
Long
EC
CORP
CA
N
1
N
N
N
Simulations Plus Inc
N/A
Simulations Plus Inc
829214105
614.00000000
NS
USD
43225.60000000
0.009442202650
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-16282.85000000
-0.00355682672
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
313140.00000000
EUR
352917.45000000
USD
2020-09-16
-16282.85000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-1006.12000000
-0.00021977691
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
11359203.00000000
JPY
106357.22000000
USD
2020-09-16
-1006.12000000
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
Regency Centers Corp
758849103
11400.00000000
NS
USD
467742.00000000
0.102173590469
Long
EC
US
N
1
N
N
N
PrairieSky Royalty Ltd
529900AXG582AP7CV733
PrairieSky Royalty Ltd
000000000
-52450.00000000
NS
-329317.63000000
-0.07193616280
Short
EC
CORP
CA
N
1
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAG8
25000.00000000
PA
USD
16000.00000000
0.003495040957
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
7.00000000
N
N
N
N
N
N
BellRing Brands Inc
N/A
BellRing Brands Inc
079823100
1908.00000000
NS
USD
37911.96000000
0.008281490811
Long
EC
CORP
US
N
1
N
N
N
Axonics Modulation Technologies Inc
549300LJY4X7N57VJL05
Axonics Modulation Technologies Inc
05465P101
1041.00000000
NS
USD
44096.76000000
0.009632498893
Long
EC
CORP
US
N
1
N
N
N
Cognex Corp
549300JQTYZCLC43S226
Cognex Corp
192422103
612.00000000
NS
USD
40924.44000000
0.008939537122
Long
EC
CORP
US
N
1
N
N
N
INTERCEPT PHARMAS
N/A
Intercept Pharmaceuticals Inc
45845PAB4
1000000.00000000
PA
USD
740231.00000000
0.161696103935
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
2.00000000
N
N
N
N
Y
Intercept Pharmaceuticals Inc
Intercept Pharmaceuticals Inc
USD
XXXX
N
N
N
PRESIDIO HOLDING INC
N/A
Presidio Holdings Inc
74101XAF7
35000.00000000
PA
USD
36400.00000000
0.007951218178
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8.25000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-42507.74000000
-0.00928539326
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
12934245.00000000
SEK
1431255.62000000
USD
2020-09-16
-42507.74000000
N
N
N
Cybozu Inc
N/A
Cybozu Inc
000000000
16300.00000000
NS
483057.14000000
0.105519030567
Long
EC
CORP
JP
N
2
N
N
N
Brady Corp
549300G2LEQOFQC8GY34
Brady Corp
104674106
768.00000000
NS
USD
35304.96000000
0.007712017575
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-22431.85000000
-0.00490001465
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
826072.00000000
AUD
567846.19000000
USD
2020-09-16
-22431.85000000
N
N
N
Mirati Therapeutics Inc
529900GYRW59IDQV6N54
Mirati Therapeutics Inc
60468T105
313.00000000
NS
USD
37970.03000000
0.008294175625
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
1413.04000000
0.000308664542
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
140176.60000000
USD
213485.00000000
NZD
2020-09-16
1413.04000000
N
N
N
Brown-Forman Corp
549300873K3LXF7ARU34
Brown-Forman Corp
115637209
568.00000000
NS
USD
39385.12000000
0.008603287969
Long
EC
CORP
US
N
1
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
-681.70000000
-0.00014891058
N/A
DFE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
9150300.00000000
TWD
311694.83000000
USD
2020-08-19
-681.70000000
N
N
N
Codexis Inc
N/A
Codexis Inc
192005106
3237.00000000
NS
USD
38293.71000000
0.008364880303
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-4640.40000000
-0.00101364925
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
449881.00000000
SGD
322807.97000000
USD
2020-09-16
-4640.40000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
69578.75000000
0.015198786313
N/A
DFE
SE
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
957803.09000000
USD
9016650.00000000
SEK
2020-09-16
69578.75000000
N
N
N
Quisitive Technology Solutions Inc
529900XMUEY4TM25HG52
Quisitive Technology Solutions Inc
74881G111
226000.00000000
NS
13498.08000000
0.002948521402
N/A
DE
CA
N
1
N/A
N/A
Call
Purchased
Quisitive Technology Solutions Inc
Quisitive Technology Solutions Inc
1.00000000
1.10000000
CAD
2022-06-26
XXXX
13498.08000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
778740.54000000
0.170108130157
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
15650370.98000000
USD
149507994.00000000
NOK
2020-09-16
778740.54000000
N
N
N
iRhythm Technologies Inc
549300FJI72RJGDQS384
iRhythm Technologies Inc
450056106
312.00000000
NS
USD
38837.76000000
0.008483722618
Long
EC
CORP
US
N
1
N
N
N
DSP Group Inc
N/A
DSP Group Inc
23332B106
2296.00000000
NS
USD
34095.60000000
0.007447844904
Long
EC
CORP
US
N
1
N
N
N
Twilio Inc
5493004W8TRGD63APX93
Twilio Inc
90138F102
170.00000000
NS
USD
47161.40000000
0.010301939038
Long
EC
CORP
US
N
1
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
411.00000000
NS
USD
39591.63000000
0.008648398026
Long
EC
CORP
US
N
1
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAD8
70000.00000000
PA
USD
61143.60000000
0.013356211642
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-11945.31000000
-0.00260933423
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
249163.00000000
EUR
282891.52000000
USD
2021-02-26
-11945.31000000
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
000000000
1171.00000000
NS
122951.61000000
0.026857557045
Long
EC
CORP
FR
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-5568.36000000
-0.00121635289
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2054054.00000000
NOK
220147.21000000
USD
2020-09-16
-5568.36000000
N
N
N
Expedia Group Inc
N/A
Expedia Group Inc
30212P303
-5424.00000000
NS
USD
-439398.24000000
-0.09598217783
Short
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
8560.48000000
0.001869951763
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
211469.80000000
USD
186317.00000000
EUR
2020-11-30
8560.48000000
N
N
N
Liberty Gold Corp
549300DY25855R7ZV117
Liberty Gold Corp
000000000
111240.00000000
NS
182707.83000000
0.039910709318
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-65777.05000000
-0.01436834273
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1323273.00000000
GBP
1666790.97000000
USD
2020-09-16
-65777.05000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
WORLDLINE SA
000000000
2577977.29000000
OU
Notional Amount
-170728.97000000
-0.03729404642
N/A
DE
FR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Worldline SA/France
Worldline SA/France
Y
equity-performance leg
2021-02-22
0.00000000
EUR
0.00000000
EUR
2577977.29000000
EUR
-170728.97000000
N
N
N
United States Steel Corp
JNLUVFYJT1OZSIQ24U47
United States Steel Corp
912909AN8
-1500000.00000000
PA
USD
-1001250.00000000
-0.21871310991
Short
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CNY / SOLD USD
000000000
1.00000000
NC
407.69000000
0.000089055827
N/A
DFE
CN
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1061934.29000000
USD
7450000.00000000
CNY
2020-10-15
407.69000000
N
N
N
Deluxe Corp
KWGNKB8TX9LE5TV29231
Deluxe Corp
248019101
-7800.00000000
NS
USD
-220194.00000000
-0.04809919053
Short
EC
CORP
US
N
1
N
N
N
Cie Generale des Etablissements Michelin SCA
549300SOSI58J6VIW052
Cie Generale des Etablissements Michelin SCA
000000000
2520.00000000
NS
260986.52000000
0.057009911046
Long
EC
CORP
FR
N
2
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
1059.00000000
NS
USD
614220.00000000
0.134170253554
Long
EC
CORP
US
N
1
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental LLC / Avis Budget Finance Inc
053773BD8
15000.00000000
PA
USD
17400.00000000
0.003800857041
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
10.50000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1605.85000000
-0.00035078197
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
31980.00000000
EUR
36099.41000000
USD
2020-09-16
-1605.85000000
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit Inc
461202103
2899.00000000
NS
USD
888166.63000000
0.194011171804
Long
EC
CORP
US
N
1
N
N
N
LiveRamp Holdings Inc
254900GXS75LG1X7RF88
LiveRamp Holdings Inc
53815P108
849.00000000
NS
USD
38688.93000000
0.008451212184
Long
EC
CORP
US
N
1
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BQ3
25000.00000000
PA
USD
25218.75000000
0.005508785259
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.75000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
N/A
Level 3 Financing Inc
527298BR3
20000.00000000
PA
USD
20850.00000000
0.004554475247
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057104
7087.00000000
NS
USD
512744.45000000
0.112003928340
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-2957.26000000
-0.00064598405
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
39338.00000000
GBP
48548.18000000
USD
2020-09-16
-2957.26000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-6194.83000000
-0.00135319903
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
177200.00000000
GBP
225778.85000000
USD
2020-08-19
-6194.83000000
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
55000.00000000
PA
USD
61256.25000000
0.013380818915
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BF8
1000000.00000000
PA
USD
1457000.00000000
0.318267167186
Long
DBT
CORP
PA
N
2
2023-04-01
Fixed
5.75000000
N
N
N
N
Y
Carnival Corp
Carnival Corp
USD
XXXX
N
N
N
KBR Inc
254900OFQDXZRKRCV808
KBR Inc
48242W106
-24533.00000000
NS
USD
-545613.92000000
-0.11918393733
Short
EC
CORP
US
N
1
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
000000000
-5170.00000000
NS
-282845.65000000
-0.06178482071
Short
EC
CORP
CA
N
1
N
N
N
Haemonetics Corp
549300ZEL6TXZS6F5F95
Haemonetics Corp
405024100
408.00000000
NS
USD
35765.28000000
0.007812569903
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
9693.82000000
0.002117518620
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
228576.17000000
USD
201762.00000000
EUR
2020-11-30
9693.82000000
N
N
N
Cable One Inc
549300648QS85T0XSH18
Cable One Inc
12685J105
105.00000000
NS
USD
191368.80000000
0.041802612123
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
5932.82000000
0.001295965555
N/A
DFE
JP
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
470143.42000000
USD
50369582.00000000
JPY
2020-09-16
5932.82000000
N
N
N
Chegg Inc
549300AKX7O8JG0O3G77
Chegg Inc
163092109
538.00000000
NS
USD
43561.86000000
0.009515655305
Long
EC
CORP
US
N
1
N
N
N
Exact Sciences Corp
549300VM3X1FYD4N9Z14
Exact Sciences Corp
30063P105
-7245.00000000
NS
USD
-686463.75000000
-0.14995118262
Short
EC
CORP
US
N
1
N
N
N
Capstone Mining Corp
549300JWFL5E2LAFKV86
Capstone Mining Corp
000000000
76010.00000000
NS
60152.00000000
0.013139606479
Long
EC
CORP
CA
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
356.61000000
0.000077897909
N/A
DFE
SG
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
33014.84000000
USD
45849.00000000
SGD
2020-09-16
356.61000000
N
N
N
ABIOMED Inc
5493001EZN4ZTB4Z5887
ABIOMED Inc
003654100
149.00000000
NS
USD
44691.06000000
0.009762317820
Long
EC
CORP
US
N
1
N
N
N
LendingTree Inc
549300ISY5YHUJZTON08
LendingTree Inc
52603B107
-54.00000000
NS
USD
-18699.66000000
-0.00408475484
Short
EC
CORP
US
N
1
N
N
N
TWITTER INC
549300I8RX485XMK6836
Twitter Inc
90184LAG7
35000.00000000
PA
USD
37444.05000000
0.008179280522
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.88000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
741.43000000
0.000161958013
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
461892.60000000
USD
697547.00000000
NZD
2020-09-16
741.43000000
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDA5
25000.00000000
PA
USD
26562.50000000
0.005802314089
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.13000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
10129.20000000
0.002212623054
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
209458.23000000
USD
185942.00000000
EUR
2020-11-30
10129.20000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
6594.71000000
0.001440548847
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
141412.00000000
USD
125533.00000000
EUR
2020-09-16
6594.71000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
9631.36000000
0.002103874854
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
207661.75000000
USD
1977408.00000000
NOK
2020-09-16
9631.36000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-2371.93000000
-0.00051812453
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
15902000.00000000
JPY
147876.47000000
USD
2020-08-19
-2371.93000000
N
N
N
Cenovus Energy Inc
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
000000000
-142000.00000000
NS
-631841.43000000
-0.13801947977
Short
EC
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
968.12000000
0.000211476190
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
42238.95000000
USD
33000.00000000
GBP
2020-09-16
968.12000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SAV5GSS86 IRS CNY R F 2.99750 CCP-LCH / Short: SAV5GSS86 IRS CNY P V 03MCNDR CNRR007-CCP LCH
000000000
12700000.00000000
OU
Notional Amount
33944.18000000
0.007414768710
N/A
DIR
CN
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-03-18
0.00000000
CNY
0.00000000
CNY
12700000.00000000
CNY
33944.18000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
42622.75000000
0.009310516060
N/A
DFE
SE
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
686355.12000000
USD
6397756.00000000
SEK
2020-09-16
42622.75000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-10095.58000000
-0.00220527909
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
161026.00000000
GBP
200820.69000000
USD
2020-11-30
-10095.58000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-2379.50000000
-0.00051977812
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
456917.00000000
NOK
47830.13000000
USD
2020-09-16
-2379.50000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
101445.77000000
0.022159820069
N/A
DFE
SE
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1629170.06000000
USD
15188469.00000000
SEK
2020-09-16
101445.77000000
N
N
N
Aaron's Inc
529900IVEJ72I7MQ3Z14
Aaron's Inc
002535300
550.00000000
NS
USD
28699.00000000
0.006269011277
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-582.20000000
-0.00012717580
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
106172.00000000
SEK
11515.33000000
USD
2020-09-16
-582.20000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
2901.85000000
0.000633880287
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
88121.81000000
USD
137243.00000000
NZD
2020-09-16
2901.85000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
43687.70000000
0.009543143802
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
682387.79000000
USD
6607423.00000000
NOK
2020-09-16
43687.70000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
46390.04000000
0.010133443113
N/A
DFE
JP
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1320688.53000000
USD
144638968.00000000
JPY
2020-09-16
46390.04000000
N
N
N
Discovery Inc
5493006ZCRFWKF6B1K26
Discovery Inc
25470F104
10762.00000000
NS
USD
227078.20000000
0.049602975596
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1085002.89000000
-0.23700809621
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
18448154.00000000
EUR
20665856.40000000
USD
2020-09-16
-1085002.89000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
12348.88000000
0.002697490086
N/A
DFE
AU
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
622726.36000000
USD
888764.00000000
AUD
2020-09-16
12348.88000000
N
N
N
Trisura Group Ltd
549300S7H452RZFP8305
Trisura Group Ltd
000000000
7850.00000000
NS
467266.79000000
0.102069785568
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-23308.90000000
-0.00509159751
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
153483840.00000000
JPY
1427368.41000000
USD
2020-09-16
-23308.90000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
13914.22000000
0.003039423049
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
360067.04000000
USD
317195.00000000
EUR
2020-09-16
13914.22000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
7575.07000000
0.001654698744
N/A
DFE
NZ
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
637364.28000000
USD
972422.00000000
NZD
2020-09-16
7575.07000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
788.53000000
0.000172246540
N/A
DFE
SG
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
71044.99000000
USD
98692.00000000
SGD
2020-09-16
788.53000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
12729.58000000
0.002780650216
N/A
DFE
SG
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
763953.40000000
USD
1067084.00000000
SGD
2020-09-16
12729.58000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-5354.25000000
-0.00116958269
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
102000.00000000
EUR
114834.45000000
USD
2020-08-19
-5354.25000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
17768.20000000
0.003881286671
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
399568.21000000
USD
353967.00000000
EUR
2020-09-16
17768.20000000
N
N
N
Pinterest Inc
N/A
Pinterest Inc
72352L106
60148.00000000
NS
USD
2062474.92000000
0.450527144942
Long
EC
CORP
US
N
1
N
N
N
BOISE CASCADE COMPANY
549300Z8B8LSRHC7XA55
Boise Cascade Co
09739DAD2
5000.00000000
PA
USD
5300.00000000
0.001157732317
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.88000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-15676.42000000
-0.00342435812
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
617913.00000000
AUD
425859.52000000
USD
2020-09-16
-15676.42000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
E-MINI RUSS 2000 SEP20 XCME 20200918
000000000
-127.00000000
NC
USD
-594353.98000000
-0.12983071895
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
Russell 2000 Index
RTYU0 Index
2020-09-18
-8789676.02000000
USD
-594353.98000000
N
N
N
Booz Allen Hamilton Holding Corp
529900JPV47PIUWMA015
Booz Allen Hamilton Holding Corp
099502106
12885.00000000
NS
USD
1053477.60000000
0.230121709983
Long
EC
CORP
US
N
1
N
N
N
Freehold Royalties Ltd
529900KRYLKJ2WW87P48
Freehold Royalties Ltd
000000000
185500.00000000
NS
495793.05000000
0.108301063510
Long
EC
CORP
CA
N
1
N
N
N
NGL ENRGY PART LP/FIN CO
N/A
NGL Energy Partners LP / NGL Energy Finance Corp
62913TAJ1
60000.00000000
PA
USD
47400.00000000
0.010354058836
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
7.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
21229.79000000
0.004637436597
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
764218.68000000
USD
666583.00000000
EUR
2020-08-19
21229.79000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-4516.04000000
-0.00098648404
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
276516.00000000
AUD
193071.24000000
USD
2020-09-16
-4516.04000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-16363.35000000
-0.00357441115
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
225778.00000000
GBP
279366.86000000
USD
2020-11-30
-16363.35000000
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334104
4169.00000000
NS
USD
263772.63000000
0.057618509081
Long
EC
CORP
US
N
1
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAJ6
20000.00000000
PA
USD
20750.00000000
0.004532631241
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
6220.35000000
0.001358773626
N/A
DFE
CA
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2459285.55000000
USD
3302095.00000000
CAD
2020-09-16
6220.35000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
11099.00000000
0.002424466224
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
283409.88000000
USD
2680086.00000000
NOK
2020-09-16
11099.00000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-21691.26000000
-0.00473824013
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
9833844.00000000
NOK
1058928.68000000
USD
2020-09-16
-21691.26000000
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAE8
60000.00000000
PA
USD
63847.20000000
0.013946786188
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.00000000
N
N
N
N
N
N
Acceleron Pharma Inc
529900TQRID2UY164805
Acceleron Pharma Inc
00434H108
373.00000000
NS
USD
36990.41000000
0.008080187373
Long
EC
CORP
US
N
1
N
N
N
TechnipFMC PLC
549300D5I93QWCJTCK36
TechnipFMC PLC
000000000
855.00000000
NS
6695.35000000
0.001462532654
Long
EC
CORP
GB
N
2
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAJ3
25000.00000000
PA
USD
26414.00000000
0.005769875740
Long
DBT
US
N
2
2029-08-01
Fixed
4.63000000
N
N
N
N
N
N
American Airlines Group Inc
N/A
American Airlines Group Inc
02376R102
-6430.00000000
NS
USD
-71501.60000000
-0.01561881378
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-1014.43000000
-0.00022159214
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
65149.00000000
CAD
47629.01000000
USD
2020-09-16
-1014.43000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-39643.58000000
-0.00865974598
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2168828.00000000
NZD
1398788.00000000
USD
2020-09-16
-39643.58000000
N
N
N
NIO Inc
549300JBU4TV5OCKJV96
NIO Inc
62914V106
-139200.00000000
NS
USD
-1662048.00000000
-0.36305786457
Short
EC
CORP
KY
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
37154.20000000
0.008115965671
N/A
DFE
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
944709.37000000
USD
749912.00000000
GBP
2020-09-16
37154.20000000
N
N
N
Pool Corp
5493005VZK1KMN6CO617
Pool Corp
73278L105
135.00000000
NS
USD
42754.50000000
0.009339295538
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-5675.77000000
-0.00123981553
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
169000.00000000
CHF
179193.40000000
USD
2020-08-19
-5675.77000000
N
N
N
Ipsen SA
549300M6SGDPB4Z94P11
Ipsen SA
000000000
-6830.00000000
NS
-655013.43000000
-0.14308117284
Short
EC
CORP
FR
N
2
N
N
N
LAMB WESTON HLD
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272AC8
9000.00000000
PA
USD
10113.75000000
0.002209248155
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.88000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-2774.85000000
-0.00060613840
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
348570.98000000
USD
521382.00000000
NZD
2020-09-16
-2774.85000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
TIFFANY & CO
000000000
1924699.60000000
OU
Notional Amount
USD
-127162.56000000
-0.02777739721
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Tiffany & Co
Tiffany & Co
Y
equity-performance leg
2021-02-22
0.00000000
USD
0.00000000
USD
1924699.60000000
USD
-127162.56000000
N
N
N
COLT MERGER SUB INC
N/A
Colt Merger Sub Inc
28470RAH5
10000.00000000
PA
USD
10470.00000000
0.002287067426
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
-1810.00000000
NS
USD
-272350.70000000
-0.05949230320
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-400.22000000
-0.00008742408
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
37881.00000000
CAD
27883.59000000
USD
2020-09-16
-400.22000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-62157.64000000
-0.01357771860
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1245856.00000000
EUR
1407814.41000000
USD
2020-10-21
-62157.64000000
N
N
N
Freshpet Inc
549300S4ZK8ZQ6HNPN59
Freshpet Inc
358039105
440.00000000
NS
USD
42262.00000000
0.009231713808
Long
EC
CORP
US
N
1
N
N
N
SUMMIT MATERIALS LLC/FIN
N/A
Summit Materials LLC / Summit Materials Finance Corp
86614RAL1
20000.00000000
PA
USD
20450.00000000
0.004467099223
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.13000000
N
N
N
N
N
N
Tyler Technologies Inc
N/A
Tyler Technologies Inc
902252105
2955.00000000
NS
USD
1055673.75000000
0.230601437121
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BAV5X7GP8 IRS USD R V 12MUSCPI BAV5X7GP8_INF CCPINFLATIONZERO / Short: BAV5X7GP8 IRS USD P F 1.80700 BAV5X7GP8_FIX CCPINFLATIONZERO
000000000
487831.00000000
OU
Notional Amount
USD
-49847.48000000
-0.01088868651
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2050-07-28
0.00000000
USD
0.00000000
USD
487831.00000000
USD
-49847.48000000
N
N
N
Omeros Corp
549300CJWLXX2MXVVV71
Omeros Corp
682143102
-16037.00000000
NS
USD
-205754.71000000
-0.04494507116
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-5049.98000000
-0.00110311793
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1492910.00000000
NOK
159002.69000000
USD
2020-09-16
-5049.98000000
N
N
N
ASM International NV
7245001I22ND6ZFHX623
ASM International NV
000000000
93.00000000
NS
14226.05000000
0.003107539213
Long
EC
CORP
NL
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-34959.82000000
-0.00763662517
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
739208.00000000
EUR
836585.87000000
USD
2020-09-16
-34959.82000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-637.17000000
-0.00013918345
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
75223.00000000
SGD
54114.31000000
USD
2020-09-16
-637.17000000
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding Inc
05352TAA7
15000.00000000
PA
USD
15867.00000000
0.003465988429
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.63000000
N
N
N
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart Inc
217204106
3185.00000000
NS
USD
297001.25000000
0.064876970822
Long
EC
CORP
US
N
1
N
N
N
Pegasystems Inc
549300FMCOKPL06FYN26
Pegasystems Inc
705573103
368.00000000
NS
USD
43015.52000000
0.009396312762
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-15006.48000000
-0.00327801638
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
594386.00000000
AUD
409718.00000000
USD
2020-09-16
-15006.48000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
2571.87000000
0.000561799436
N/A
DFE
XX
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
150609.81000000
USD
130000.00000000
EUR
2020-08-19
2571.87000000
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
SWISS MARKET INDEX SEP20 10100 PUT
000000000
-34.00000000
NC
-115062.05000000
-0.02513416108
N/A
DE
DE
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Swiss Market Index
SMI Index
10.00000000
10100.00000000
CHF
2020-09-18
XXXX
50550.03000000
N
N
N
LHC Group Inc
5299009NPLWAMRQYZX73
LHC Group Inc
50187A107
209.00000000
NS
USD
40777.99000000
0.008907546575
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
672.00000000
NS
USD
2126664.96000000
0.464548821121
Long
EC
CORP
US
N
1
N
N
N
STONEX GROUP INC
549300JUF07L8VF02M60
StoneX Group Inc
46116VAE5
10000.00000000
PA
USD
10712.50000000
0.002340039141
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
8.63000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED AUD / SOLD JPY
000000000
1.00000000
NC
N/A
7036.89000000
0.001537138672
N/A
DFE
AU
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
81823323.00000000
JPY
1091881.00000000
AUD
2020-08-19
7036.89000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-7233.54000000
-0.00158009491
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
448233.00000000
NZD
290047.99000000
USD
2020-09-16
-7233.54000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-24271.51000000
-0.00530187009
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
989000.00000000
GBP
1270434.88000000
USD
2020-08-19
-24271.51000000
N
N
N
Poste Italiane SpA
815600354DEDBD0BA991
Poste Italiane SpA
000000000
893.00000000
NS
8205.32000000
0.001792370591
Long
EC
CORP
IT
N
2
N
N
N
AutoCanada Inc
N/A
AutoCanada Inc
000000000
15690.00000000
NS
164578.37000000
0.035950508991
Long
EC
CORP
CA
N
1
N
N
N
IGM Financial Inc
254900RYHLVJNTUFDA95
IGM Financial Inc
000000000
-19450.00000000
NS
-478172.76000000
-0.10445208630
Short
EC
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
NIO INC AUG20 3 PUT
000000000
600.00000000
NC
USD
1800.00000000
0.000393192107
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
NIO Inc
NIO Inc
100.00000000
3.00000000
USD
2020-08-21
XXXX
-38817.30000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
8236.82000000
0.001799251453
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
502129.20000000
USD
769516.00000000
NZD
2020-09-16
8236.82000000
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
RUSSELL 2000 INDEX SEP20 1300 PUT
000000000
-21.00000000
NC
USD
-44394.00000000
-0.00969742801
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Russell 2000 Index
RTY Index
100.00000000
1300.00000000
USD
2020-09-18
XXXX
86527.55000000
N
N
N
WH Group Ltd
254900A4AYEDRWYSE928
WH Group Ltd
000000000
1221500.00000000
NS
1087326.81000000
0.237515733441
Long
EC
CORP
KY
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
2039.30000000
0.000445464814
N/A
DFE
JP
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
152881.56000000
USD
16390860.00000000
JPY
2020-09-16
2039.30000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
4085.48000000
0.000892432495
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
83457.22000000
USD
74250.00000000
EUR
2020-09-16
4085.48000000
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
101627.59000000
0.022199536840
N/A
DFE
JP
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6155000.00000000
USD
662189368.00000000
JPY
2020-08-19
101627.59000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-19325.53000000
-0.00422146992
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
207839.00000000
EUR
225796.29000000
USD
2020-09-30
-19325.53000000
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
1884.00000000
NS
USD
1190819.88000000
0.260122765845
Long
EC
CORP
US
N
1
N
N
N
World Wrestling Entertainment Inc
549300WZVLSCS3L4L698
World Wrestling Entertainment Inc
98156Q108
23560.00000000
NS
USD
1098131.60000000
0.239875932415
Long
EC
CORP
US
N
1
N
N
N
Power Integrations Inc
54930085LGXSCIHD5W31
Power Integrations Inc
739276103
310.00000000
NS
USD
37829.30000000
0.008263434555
Long
EC
CORP
US
N
1
N
N
N
Galapagos NV
549300QKJ78IY0IOV655
Galapagos NV
000000000
226.00000000
NS
41972.86000000
0.009168554050
Long
EC
CORP
BE
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
1847.49000000
0.000403565826
N/A
DFE
CA
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
416555.19000000
USD
560374.00000000
CAD
2020-09-16
1847.49000000
N
N
N
Winmark Corp
N/A
Winmark Corp
974250102
213.00000000
NS
USD
33862.74000000
0.007396978951
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BAV5HQQT5 IRS USD R V 12MUSCPI BAV5HQQT5_INF CCPINFLATIONZERO / Short: BAV5HQQT5 IRS USD P F 1.82100 BAV5HQQT5_FIX CCPINFLATIONZERO
000000000
9678863.00000000
OU
Notional Amount
USD
-256178.11000000
-0.05595956167
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-01-15
0.00000000
USD
0.00000000
USD
9678863.00000000
USD
-256178.11000000
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AG6
5000.00000000
PA
USD
5227.50000000
0.001141895412
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.38000000
N
N
N
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
Liberty Broadband Corp
530307107
292.00000000
NS
USD
39422.92000000
0.008611545003
Long
EC
CORP
US
N
1
N
N
N
ASG Managed Futures Strategy Fund
5493003UQM09GTIXUQ46
ASG Managed Futures Strategy Fund
63872T729
591859.57300000
NS
USD
5965944.50000000
1.303201273579
Long
EC
RF
US
N
1
N
N
N
PetMed Express Inc
529900PGHW5ASJ1AZL48
PetMed Express Inc
716382106
6965.00000000
NS
USD
217308.00000000
0.047468772523
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
3104.29000000
0.000678101293
N/A
DFE
XX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
178161.58000000
USD
153742.00000000
EUR
2020-09-16
3104.29000000
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
17161.00000000
NS
USD
986414.28000000
0.215472394349
Long
EC
CORP
US
N
1
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
1697.00000000
NS
248401.78000000
0.054260899687
Long
EP
CORP
DE
N
2
N
N
N
Dip Corp
N/A
Dip Corp
000000000
3300.00000000
NS
62102.88000000
0.013565756823
Long
EC
CORP
JP
N
2
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670702
15022.00000000
NS
USD
2941007.16000000
0.642433780019
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-2496.34000000
-0.00054530065
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
307118.00000000
CAD
226813.00000000
USD
2020-09-16
-2496.34000000
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAA1
25000.00000000
PA
USD
26960.00000000
0.005889144013
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
8.25000000
N
N
N
N
N
N
Greif Inc
54930070FVGKR0Z1FI24
Greif Inc
397624AH0
60000.00000000
PA
USD
63750.00000000
0.013925553814
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
6.50000000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
2391.00000000
NS
USD
901789.56000000
0.196986965449
Long
EC
CORP
US
N
1
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348106
1828.00000000
NS
USD
1184397.76000000
0.258719917568
Long
EC
CORP
US
N
1
N
N
N
Fastly Inc
549300E2FZC83FJ3H565
Fastly Inc
31188V100
459.00000000
NS
USD
44288.91000000
0.009674472150
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-5319.40000000
-0.00116197005
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
98000.00000000
EUR
110225.18000000
USD
2020-09-16
-5319.40000000
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
Liberty Broadband Corp
530307305
287.00000000
NS
USD
39396.49000000
0.008605771633
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-10113.75000000
-0.00220924815
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1087253.00000000
SGD
781249.35000000
USD
2020-09-16
-10113.75000000
N
N
N
PBF HOLDING CO LLC
N/A
PBF Holding Co LLC / PBF Finance Corp
69318FAK4
10000.00000000
PA
USD
11174.80000000
0.002441023980
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
9.25000000
N
N
N
N
N
N
Invesco Ltd
ECPGFXU8A2SHKVVGJI15
Invesco Ltd
000000000
-25280.00000000
NS
USD
-253811.20000000
-0.05544253371
Short
EC
CORP
BM
N
1
N
N
N
Veeva Systems Inc
549300YZEXPDB92M2F02
Veeva Systems Inc
922475108
156.00000000
NS
USD
41272.92000000
0.009015659114
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-12164.98000000
-0.00265731895
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
228626.00000000
EUR
258370.24000000
USD
2021-02-26
-12164.98000000
N
N
N
Gentex Corp
549300S3UD8XV1MN0287
Gentex Corp
371901109
1393.00000000
NS
USD
37597.07000000
0.008212706220
Long
EC
CORP
US
N
1
N
N
N
John B Sanfilippo & Son Inc
5299007IBEYVXKYDUX28
John B Sanfilippo & Son Inc
800422107
430.00000000
NS
USD
37913.10000000
0.008281739832
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-27514.89000000
-0.00601035421
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
787049.00000000
GBP
1002816.12000000
USD
2020-08-19
-27514.89000000
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
000000000
118138.00000000
NS
270365.11000000
0.059058570806
Long
EC
CORP
JE
N
2
N
N
N
Nine Energy Service Inc
549300KRLJCZBPZMKT65
Nine Energy Service Inc
65441VAA9
25000.00000000
PA
USD
11500.00000000
0.002512060688
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
8.75000000
N
N
N
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
EURO STOXX 50 PR OCT20 3425 CALL
000000000
119.00000000
NC
52986.58000000
0.011574391705
N/A
DE
DE
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Purchased
EURO STOXX 50 Index
SX5E Index
10.00000000
3425.00000000
EUR
2020-10-16
XXXX
-102952.89000000
N
N
N
Thales SA
529900FNDVTQJOVVPZ19
Thales SA
000000000
203.00000000
NS
14675.16000000
0.003205642828
Long
EC
CORP
FR
N
2
N
N
N
Everi Holdings Inc
5299006DK5S7BG10K532
Everi Holdings Inc
30034T103
-49060.00000000
NS
USD
-278660.80000000
-0.06087068182
Short
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
2840.27000000
0.000620428748
N/A
DFE
CA
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
219673.54000000
USD
298035.00000000
CAD
2020-08-19
2840.27000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-1273.41000000
-0.00027816375
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
7900000.00000000
JPY
73368.92000000
USD
2020-08-19
-1273.41000000
N
N
N
MASTEC INC
549300TMDIT8WREDOF45
MasTec Inc
576323AP4
35000.00000000
PA
USD
36575.00000000
0.007989445188
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
9790.00000000
NS
USD
1697096.50000000
0.370713861013
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
2282.49000000
0.000498587252
N/A
DFE
JP
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
178435.50000000
USD
19120235.00000000
JPY
2020-09-16
2282.49000000
N
N
N
Suez SA
549300JQIZM6CL7POC81
Suez SA
000000000
749.00000000
NS
9878.39000000
0.002157836102
Long
EC
CORP
FR
N
2
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide SA
000000000
802.00000000
NS
131913.14000000
0.028815114195
Long
EC
CORP
FR
N
2
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAU9
5000.00000000
PA
USD
5412.76000000
0.001182363618
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
19212.00000000
NS
USD
949649.16000000
0.207441419336
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-5383.74000000
-0.00117602448
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2202258.00000000
NOK
236617.65000000
USD
2020-09-16
-5383.74000000
N
N
N
Balchem Corp
549300VR70OPMHUI3557
Balchem Corp
057665200
381.00000000
NS
USD
38199.06000000
0.008344204952
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
5255.09000000
0.001147922174
N/A
DFE
AU
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
225138.36000000
USD
322427.00000000
AUD
2020-09-16
5255.09000000
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446R109
44499.00000000
NS
USD
496163.85000000
0.108382061084
Long
EC
US
N
1
N
N
N
CenturyLink Inc
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700106
-48517.00000000
NS
USD
-468189.05000000
-0.10227124409
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
49437.31000000
0.010799088954
N/A
DFE
SE
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
882899.76000000
USD
8182505.00000000
SEK
2020-09-16
49437.31000000
N
N
N
United Therapeutics Corp
5299005C4HZL4UWROC14
United Therapeutics Corp
91307C102
299.00000000
NS
USD
33329.53000000
0.007280504527
Long
EC
CORP
US
N
1
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160109
3025.00000000
NS
USD
355195.50000000
0.077588926274
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
31984.00000000
NS
USD
795761.92000000
0.173826281422
Long
EC
CORP
US
N
1
N
N
N
Advantest Corp
353800EMK32PDKS9XR54
Advantest Corp
000000000
15100.00000000
NS
824445.79000000
0.180091987702
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SAV5TA107 IRS CNY R F .02000 CCP-LCH / Short: SAV5TA107 IRS CNY P V 03MCNDR CNRR007-CCP LCH
000000000
46000000.00000000
OU
Notional Amount
-190898.51000000
-0.04169988194
N/A
DIR
CN
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-06-17
0.00000000
CNY
0.00000000
CNY
46000000.00000000
CNY
-190898.51000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
2222.30000000
0.000485439344
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
4921352.00000000
NOK
543019.07000000
USD
2020-09-16
2222.30000000
N
N
N
Endesa SA
549300LHK07F2CHV4X31
Endesa SA
000000000
605.00000000
NS
17258.77000000
0.003770006751
Long
EC
CORP
ES
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
757.67000000
0.000165505480
N/A
DFE
SG
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
250293.53000000
USD
344919.00000000
SGD
2020-09-16
757.67000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-1149.31000000
-0.00025105534
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
32730245.00000000
JPY
308205.89000000
USD
2020-09-16
-1149.31000000
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro Inc
418056107
7163.00000000
NS
USD
521179.88000000
0.113846564174
Long
EC
CORP
US
N
1
N
N
N
Uniper SE
549300UXRTWGIBZQ4J67
Uniper SE
000000000
211.00000000
NS
7284.39000000
0.001591202587
Long
EC
CORP
DE
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
58899.90000000
0.012866097680
N/A
DFE
AU
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1770678.91000000
USD
2560427.00000000
AUD
2020-09-16
58899.90000000
N
N
N
Gray Television Inc
529900TM5726KDN7UU35
Gray Television Inc
389284AA8
25000.00000000
PA
USD
27312.50000000
0.005966144134
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
PotlatchDeltic Corp
54930084YA8UJOTXDM59
PotlatchDeltic Corp
737630103
19350.00000000
NS
USD
828373.50000000
0.180949956909
Long
EC
US
N
1
N
N
N
Allison Transmission Inc
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AF4
20000.00000000
PA
USD
22095.40000000
0.004826520498
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.88000000
N
N
N
N
N
N
Imperial Oil Ltd
549300JZNB745JT5WY51
Imperial Oil Ltd
000000000
-78280.00000000
NS
-1224357.76000000
-0.26744878235
Short
EC
CORP
CA
N
1
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338L103
12279.00000000
NS
USD
1226549.31000000
0.267927504672
Long
EC
CORP
US
N
1
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
000000000
19723.00000000
NS
98612.39000000
0.021540896372
Long
EC
CORP
GB
N
2
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
-7810.00000000
NS
USD
-2073476.90000000
-0.45293041811
Short
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
26573.00000000
0.005804607710
N/A
DFE
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
713200.07000000
USD
565012.00000000
GBP
2020-09-16
26573.00000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: 99FC38620 TRS USD R V 01MFEDL0 FEDL01 -30 BPS / Short: 99FC38620 TRS USD P E IXM INDEX
000000000
1057747.38000000
OU
Notional Amount
USD
152007.78000000
0.033204588559
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Financial Select Sector Index
IXM Index
Y
equity-performance leg
2099-12-31
0.00000000
USD
0.00000000
USD
1057747.38000000
USD
152007.78000000
N
N
N
Knorr-Bremse AG
5299001GRRO0Z25YZT52
Knorr-Bremse AG
000000000
11597.00000000
NS
1356933.93000000
0.296408728867
Long
EC
CORP
DE
N
2
N
N
N
Carnival PLC
4DR1VPDQMHD3N3QW8W95
Carnival PLC
000000000
33150.00000000
NS
358536.92000000
0.078318826259
Long
EC
CORP
GB
N
2
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
Long: BAV5HTDV8 TRS USD R V 01MLIBOR US0001M LIBOR 01M RV / Short: BAV5HTDV8 TRS USD P E US0001M PE
000000000
132985.74000000
OU
Notional Amount
USD
38332.53000000
0.008373360147
N/A
DE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
Fox Corp
Fox Corp
Y
equity-performance leg
2021-01-15
0.00000000
USD
0.00000000
USD
132985.74000000
USD
38332.53000000
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
19603.00000000
NS
USD
1972845.92000000
0.430948580819
Long
EC
CORP
US
N
1
N
N
N
Dassault Systemes SE
96950065LBWY0APQIM86
Dassault Systemes SE
000000000
682.00000000
NS
124187.73000000
0.027127575172
Long
EC
CORP
FR
N
2
N
N
N
Koninklijke DSM NV
724500SNT1MK246AHP04
Koninklijke DSM NV
000000000
845.00000000
NS
129340.68000000
0.028253185878
Long
EC
CORP
NL
N
2
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429109
-11007.00000000
NS
USD
-545616.99000000
-0.11918460794
Short
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
6903.02000000
0.001507896101
N/A
DFE
CA
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
498537.36000000
USD
676920.00000000
CAD
2020-09-30
6903.02000000
N
N
N
GDI Integrated Facility Services Inc
N/A
GDI Integrated Facility Services Inc
000000000
11780.00000000
NS
267181.60000000
0.058363164692
Long
EC
CORP
CA
N
1
N
N
N
Invesco QQQ Trust Series 1
549300VY6FEJBCIMET58
Invesco QQQ Trust Series 1
46090E103
-4060.00000000
NS
USD
-1079107.40000000
-0.23572028502
Short
EC
RF
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SAV5F63K5 IRS GBP R F 3.51250 BAV5F63K5_FIX CCPINFLATIONZERO / Short: SAV5F63K5 IRS GBP P V 12MUKRPI BAV5F63K5_INF CCPINFLATIONZERO
000000000
2666600.00000000
OU
Notional Amount
95938.98000000
0.020956916532
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-12-15
0.00000000
GBP
0.00000000
GBP
2666600.00000000
GBP
95938.98000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
4030.88000000
0.000880505668
N/A
DFE
AU
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
180761.49000000
USD
258610.00000000
AUD
2020-09-16
4030.88000000
N
N
N
B2Gold Corp
549300F7OK456M5NLM05
B2Gold Corp
000000000
99600.00000000
NS
690050.39000000
0.150734648483
Long
EC
CORP
CA
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
SWISS MARKET INDEX OCT20 10400 CALL
000000000
7.00000000
NC
10700.34000000
0.002337382909
N/A
DE
DE
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Purchased
Swiss Market Index
SMI Index
10.00000000
10400.00000000
CHF
2020-10-16
XXXX
-8855.50000000
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
10658.00000000
NS
USD
1011550.78000000
0.220963212913
Long
EC
CORP
US
N
1
N
N
N
Inspire Medical Systems Inc
549300XQQCQ7HCJKTW25
Inspire Medical Systems Inc
457730109
424.00000000
NS
USD
42128.64000000
0.009202582642
Long
EC
CORP
US
N
1
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel Inc
577081BD3
20000.00000000
PA
USD
21525.00000000
0.004701922288
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.88000000
N
N
N
N
N
N
EPAM Systems Inc
549300XCR4R530HJP604
EPAM Systems Inc
29414B104
146.00000000
NS
USD
42351.68000000
0.009251303513
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
21260.47000000
0.004644138339
N/A
DFE
GB
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
606623.31000000
USD
479555.00000000
GBP
2020-09-16
21260.47000000
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769106
3626.00000000
NS
USD
857295.18000000
0.187267610419
Long
EC
CORP
US
N
1
N
N
N
OrthoPediatrics Corp
5493000KUTPFGOPAT717
OrthoPediatrics Corp
68752L100
822.00000000
NS
USD
34680.18000000
0.007575540594
Long
EC
CORP
US
N
1
N
N
N
Avadel Pharmaceuticals PLC
549300E27PTSG2RHC762
Avadel Pharmaceuticals PLC
05337M104
-44200.00000000
NS
USD
-346086.00000000
-0.07559904654
Short
EC
CORP
IE
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
30383.00000000
NS
USD
2936213.12000000
0.641386569634
Long
EC
CORP
US
N
1
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
Nexstar Broadcasting Inc
65343HAA9
60000.00000000
PA
USD
64218.00000000
0.014027783762
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
1772.03000000
0.000387082339
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
149962.72000000
USD
203221.00000000
CAD
2020-09-16
1772.03000000
N
N
N
MyoKardia Inc
549300OLNNNZ1NI9UY54
MyoKardia Inc
62857M105
371.00000000
NS
USD
33438.23000000
0.007304248962
Long
EC
CORP
US
N
1
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-1316.10000000
-0.00028748896
N/A
DFE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8575500.00000000
JPY
79708.62000000
USD
2020-08-19
-1316.10000000
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AB7
25000.00000000
PA
USD
27373.25000000
0.005979414368
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.88000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
497.29000000
0.000108628057
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
8600000.00000000
TWD
294087.47000000
USD
2020-08-19
497.29000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-21945.31000000
-0.00479373482
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
4333043.00000000
NOK
454203.45000000
USD
2020-09-16
-21945.31000000
N
N
N
Flex Acquisition Co Inc
549300HHED2KGPBEDW39
Flex Acquisition Co Inc
33936YAA3
65000.00000000
PA
USD
65975.00000000
0.014411582947
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
6.88000000
N
N
N
N
N
N
Cerner Corp
549300L4UJ40IEVVI304
Cerner Corp
156782104
528.00000000
NS
USD
36669.60000000
0.008010109618
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-1628.67000000
-0.00035576677
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
159370.00000000
SGD
114369.66000000
USD
2020-09-16
-1628.67000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
15555.41000000
0.003397924691
N/A
DFE
SG
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1178407.15000000
USD
1640384.00000000
SGD
2020-09-16
15555.41000000
N
N
N
Park Hotels & Resorts Inc
5493005UZ5TQN0H6HS73
Park Hotels & Resorts Inc
700517105
11925.00000000
NS
USD
98619.75000000
0.021542504091
Long
EC
US
N
1
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-31313.83000000
-0.00684019489
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
4180000.00000000
SGD
3010950.35000000
USD
2020-08-19
-31313.83000000
N
N
N
AptarGroup Inc
VNPEQDQFAA7IY1T2PX43
AptarGroup Inc
038336103
329.00000000
NS
USD
37900.80000000
0.008279053019
Long
EC
CORP
US
N
1
N
N
N
MediaTek Inc
254900UEGBK1I4DM4E14
MediaTek Inc
000000000
15000.00000000
NS
358170.81000000
0.078238853169
Long
EC
CORP
TW
N
2
N
N
N
Barrick Gold Corp
0O4KBQCJZX82UKGCBV73
Barrick Gold Corp
000000000
27800.00000000
NS
803417.82000000
0.175498636676
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
4472.75000000
0.000977027777
N/A
DFE
JP
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
398190.10000000
USD
42602335.00000000
JPY
2020-09-16
4472.75000000
N
N
N
BRP Inc
529900EPQGESIRCPY551
BRP Inc
000000000
9270.00000000
NS
415245.06000000
0.090706155754
Long
EC
CORP
CA
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-39107.88000000
-0.00854272764
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
956450.00000000
EUR
1087896.84000000
USD
2020-08-19
-39107.88000000
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBR3
55000.00000000
PA
USD
58179.00000000
0.012708624241
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.50000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AH4
15000.00000000
PA
USD
15000.00000000
0.003276600897
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
5.00000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752103
-6975.00000000
NS
USD
-1909755.00000000
-0.41716699647
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
22250.80000000
0.004860466083
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
328628.79000000
USD
3193070.00000000
NOK
2020-09-16
22250.80000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
3568.69000000
0.000779544857
N/A
DFE
JP
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
202066.76000000
USD
21756540.00000000
JPY
2020-09-16
3568.69000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
543.54000000
0.000118730910
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
70918.23000000
USD
95710.00000000
CAD
2020-09-16
543.54000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-11511.60000000
-0.00251459459
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
126501866.00000000
JPY
1184141.22000000
USD
2020-09-16
-11511.60000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-9994.49000000
-0.00218319699
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
5290730.00000000
NOK
571392.44000000
USD
2020-09-16
-9994.49000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
MSCI ACWI SEP20 XEUR 20200918
000000000
-138.00000000
NC
USD
-208305.00000000
-0.04550215666
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
MSCI ACWI
ZTLU0 Index
2020-09-18
-3619815.00000000
USD
-208305.00000000
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
89154.00000000
NS
USD
1070739.54000000
0.233892409190
Long
EC
CORP
US
N
1
N
N
N
Waters Corp
5T547R1474YC9HOD8Q74
Waters Corp
941848103
203.00000000
NS
USD
43269.45000000
0.009451781247
Long
EC
CORP
US
N
1
N
N
N
Jack Henry & Associates Inc
529900X1QS8C54W0JB21
Jack Henry & Associates Inc
426281101
198.00000000
NS
USD
35303.40000000
0.007711676808
Long
EC
CORP
US
N
1
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
000000000
3999.00000000
NS
USD
447368.13000000
0.097723121087
Long
EC
CORP
IE
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
64.97000000
0.000014192050
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
9374.14000000
USD
8000.00000000
EUR
2020-10-21
64.97000000
N
N
N
Novocure Ltd
213800YPP55UMHWA4826
Novocure Ltd
000000000
622.00000000
NS
USD
47141.38000000
0.010297565868
Long
EC
CORP
JE
N
1
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369AF3
25000.00000000
PA
USD
27031.75000000
0.005904817087
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.63000000
N
N
N
N
N
N
Boyd Group Services Inc
549300FVHMLW88VSTP09
Boyd Group Services Inc
103310108
5060.00000000
NS
738874.46000000
0.161399781256
Long
EC
CORP
CA
N
1
N
N
N
Vicor Corp
5299005KMQOTR6B51F09
Vicor Corp
925815102
500.00000000
NS
USD
40735.00000000
0.008898155837
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
5067.04000000
0.001106844520
N/A
DFE
AU
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
206835.74000000
USD
296550.00000000
AUD
2020-09-16
5067.04000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
1304.56000000
0.000284968164
N/A
DFE
SG
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
102214.69000000
USD
142225.00000000
SGD
2020-09-16
1304.56000000
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AB3
25000.00000000
PA
USD
27788.00000000
0.006070012382
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
9.75000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-22.99000000
-0.00000502193
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
3026.00000000
SGD
2179.50000000
USD
2020-09-16
-22.99000000
N
N
N
A O Smith Corp
549300XG4US7UJNECY36
A O Smith Corp
831865209
773.00000000
NS
USD
37212.22000000
0.008128639563
Long
EC
CORP
US
N
1
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CM6
25000.00000000
PA
USD
25812.50000000
0.005638484044
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
40477.46000000
0.008841898784
N/A
DFE
XX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
891835.25000000
USD
790748.00000000
EUR
2020-09-16
40477.46000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
21223.62000000
0.004636088822
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
318196.97000000
USD
3088791.00000000
NOK
2020-09-16
21223.62000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-1279.11000000
-0.00027940886
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
8575500.00000000
JPY
79745.61000000
USD
2020-08-19
-1279.11000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-3673.39000000
-0.00080241553
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
104000.00000000
EUR
118871.95000000
USD
2020-08-19
-3673.39000000
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
6137.00000000
NS
USD
229462.43000000
0.050123786940
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-1876.15000000
-0.00040982631
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
558000.00000000
SEK
61684.84000000
USD
2020-08-19
-1876.15000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-22862.96000000
-0.00499418635
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
3470000.00000000
SEK
372399.81000000
USD
2020-08-19
-22862.96000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-28314.53000000
-0.00618502762
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1248902.00000000
AUD
864100.93000000
USD
2020-09-16
-28314.53000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-28651.29000000
-0.00625858950
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
14287358.00000000
SEK
1599289.48000000
USD
2020-09-16
-28651.29000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
562.69000000
0.000122914037
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
11644.20000000
USD
111085.00000000
NOK
2020-09-16
562.69000000
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CP9
10000.00000000
PA
USD
10099.80000000
0.002206200916
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.63000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-15014.06000000
-0.00327967216
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
763534.00000000
NZD
491384.52000000
USD
2020-09-16
-15014.06000000
N
N
N
a2 Milk Co Ltd
529900PVC9CV0KFA2U62
a2 Milk Co Ltd
000000000
31362.00000000
NS
437023.80000000
0.095463505023
Long
EC
CORP
NZ
N
2
N
N
N
Corcept Therapeutics Inc
529900EO9LUTFMZ7FF90
Corcept Therapeutics Inc
218352102
2143.00000000
NS
USD
32037.85000000
0.006998349871
Long
EC
CORP
US
N
1
N
N
N
Rheinmetall AG
5299001OU9CSE29O6S05
Rheinmetall AG
000000000
84.00000000
NS
7941.90000000
0.001734829111
Long
EC
CORP
DE
N
2
N
N
N
Allied Properties Real Estate Investment Trust
549300AMZMPKVHA0MY77
Allied Properties Real Estate Investment Trust
000000000
-25200.00000000
NS
-754617.19000000
-0.16483862413
Short
EC
CA
N
1
N
N
N
Anterix Inc
549300QIX2QHFGIEQG40
Anterix Inc
03676C100
808.00000000
NS
USD
35212.64000000
0.007691851188
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
EURO STOXX 50 PR OCT20 3150 PUT
000000000
-79.00000000
NC
-120231.07000000
-0.02626328212
N/A
DE
DE
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
EURO STOXX 50 Index
SX5E Index
10.00000000
3150.00000000
EUR
2020-10-16
XXXX
-46545.22000000
N
N
N
Schindler Holding AG
5299007DRLI319H7Q933
Schindler Holding AG
000000000
3306.00000000
NS
840336.05000000
0.183563057047
Long
EC
CORP
CH
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
1036.50000000
0.000226413122
N/A
DFE
AU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
484615.66000000
USD
679652.00000000
AUD
2020-09-16
1036.50000000
N
N
N
Allegion PLC
N/A
Allegion PLC
000000000
5609.00000000
NS
USD
557871.14000000
0.121861405204
Long
EC
CORP
IE
N
1
N
N
N
GOLDMAN SACHS PRIME BROKER GBP
N/A
GOLDMAN SACHS PRIME BROKER GBP
000000000
25.14000000
NS
32.91000000
0.000007188862
Long
STIV
CORP
GB
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
924.27000000
0.000201897594
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
411535.09000000
USD
552414.00000000
CAD
2020-09-16
924.27000000
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-1372.59000000
-0.00029982864
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
736500000.00000000
KRW
616875.50000000
USD
2020-09-14
-1372.59000000
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
Clorox Co/The
189054109
1150.00000000
NS
USD
271986.50000000
0.059412747335
Long
EC
CORP
US
N
1
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
-17214.00000000
NS
USD
-598875.06000000
-0.13081830394
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-22760.54000000
-0.00497181371
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1242955.00000000
AUD
865405.43000000
USD
2020-09-16
-22760.54000000
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-27276.38000000
-0.00595825407
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
787048.00000000
GBP
1003053.32000000
USD
2020-08-19
-27276.38000000
N
N
N
TeamViewer AG
3912000FZ0R0KEK9JS42
TeamViewer AG
000000000
233.00000000
NS
12598.87000000
0.002752097916
Long
EC
CORP
DE
N
2
N
N
N
Immunovant Inc
N/A
Immunovant Inc
45258J102
1411.00000000
NS
USD
31902.71000000
0.006968829881
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
32099.17000000
0.007011744615
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1006146.78000000
USD
1565439.00000000
NZD
2020-09-16
32099.17000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
1567.00000000
0.000342295573
N/A
DFE
JP
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
101347.46000000
USD
10888505.00000000
JPY
2020-09-16
1567.00000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-54010.36000000
-0.01179802627
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3025977.00000000
NZD
1952908.06000000
USD
2020-09-16
-54010.36000000
N
N
N
Atrion Corp
N/A
Atrion Corp
049904105
57.00000000
NS
USD
35345.70000000
0.007720916823
Long
EC
CORP
US
N
1
N
N
N
Aprea Therapeutics Inc
N/A
Aprea Therapeutics Inc
03836J102
-9622.00000000
NS
USD
-263931.46000000
-0.05765320391
Short
EC
CORP
US
N
1
N
N
N
Agios Pharmaceuticals Inc
529900ONJHY8EOGYT555
Agios Pharmaceuticals Inc
00847X104
677.00000000
NS
USD
30681.64000000
0.006702099277
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-10553.65000000
-0.00230533993
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1169263.00000000
NZD
764936.53000000
USD
2020-09-16
-10553.65000000
N
N
N
CH Robinson Worldwide Inc
529900WNWN5L0OVDHA79
CH Robinson Worldwide Inc
12541W209
462.00000000
NS
USD
43298.64000000
0.009458157512
Long
EC
CORP
US
N
1
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
Consolidated Communications Inc
20903XAE3
60000.00000000
PA
USD
58875.00000000
0.012860658523
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
6.50000000
N
N
N
N
N
N
Arrowhead Pharmaceuticals Inc
549300O3CSB8T7OZ3D66
Arrowhead Pharmaceuticals Inc
04280A100
-6519.00000000
NS
USD
-280773.33000000
-0.06133214300
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-3832.30000000
-0.00083712784
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
371852.00000000
SGD
266822.23000000
USD
2020-09-16
-3832.30000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-375133.54000000
-0.08194419292
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
184380745.00000000
NOK
19886069.50000000
USD
2020-09-16
-375133.54000000
N
N
N
Seagate Technology PLC
396PBGKP6TE3O062MS44
Seagate Technology PLC
000000000
15707.00000000
NS
USD
710270.54000000
0.155151539259
Long
EC
CORP
IE
N
1
N
N
N
Seattle Genetics Inc
N/A
Seattle Genetics Inc
812578102
218.00000000
NS
USD
36246.86000000
0.007917766267
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
19.82000000
0.000004329481
N/A
DFE
SG
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1743.05000000
USD
2422.00000000
SGD
2020-09-16
19.82000000
N
N
N
Hikma Pharmaceuticals PLC
549300BNS685UXH4JI75
Hikma Pharmaceuticals PLC
000000000
59157.00000000
NS
1657634.28000000
0.362093731315
Long
EC
CORP
GB
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
76.37000000
0.000016682267
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
503887.06000000
USD
674967.00000000
CAD
2020-09-16
76.37000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
23356.55000000
0.005102006179
N/A
DFE
XX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
763172.44000000
USD
667500.00000000
EUR
2020-08-19
23356.55000000
N
N
N
Avalara Inc
N/A
Avalara Inc
05338G106
269.00000000
NS
USD
36167.05000000
0.007900332566
Long
EC
CORP
US
N
1
N
N
N
CenturyLink Inc
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700106
69791.00000000
NS
USD
673483.15000000
0.147115699586
Long
EC
CORP
US
N
1
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054109
8782.00000000
NS
USD
1440423.64000000
0.314646226115
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
125008.05000000
0.027306765922
N/A
DFE
SE
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1905476.48000000
USD
17820218.00000000
SEK
2020-09-16
125008.05000000
N
N
N
CSW Industrials Inc
549300SYOEO3RVQ7FB83
CSW Industrials Inc
126402106
524.00000000
NS
USD
34997.96000000
0.007644956476
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057CK8
25000.00000000
PA
USD
25750.00000000
0.005624831540
Long
DBT
CORP
US
N
2
2021-01-15
Fixed
8.38000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-5489.73000000
-0.00119917694
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
710223.00000000
SGD
511450.00000000
USD
2020-09-16
-5489.73000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
15267.82000000
0.003335103514
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
279161.72000000
USD
2679364.00000000
NOK
2020-09-16
15267.82000000
N
N
N
ARC Resources Ltd
FIR47I6FEYKYNJBYW622
ARC Resources Ltd
000000000
78670.00000000
NS
334191.12000000
0.073000728250
Long
EC
CORP
CA
N
1
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AK3
15000.00000000
PA
USD
15934.50000000
0.003480733133
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-931689.09000000
-0.20351822057
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
22591859.00000000
AUD
15211550.50000000
USD
2020-09-16
-931689.09000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
7530.26000000
0.001644910445
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
547763.79000000
USD
743715.00000000
CAD
2020-09-16
7530.26000000
N
N
N
thyssenkrupp AG
549300UDG16DOYUPR330
thyssenkrupp AG
000000000
-32950.00000000
NS
-256117.35000000
-0.05594628925
Short
EC
CORP
DE
N
2
N
N
N
Encore Wire Corp
N/A
Encore Wire Corp
292562105
739.00000000
NS
USD
37090.41000000
0.008102031379
Long
EC
CORP
US
N
1
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAG6
25000.00000000
PA
USD
26445.00000000
0.005776647382
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCE
N/A
Endeavor Energy Resources LP / EER Finance Inc
29260FAF7
33000.00000000
PA
USD
34670.79000000
0.007573489442
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.63000000
N
N
N
N
N
N
HealthStream Inc
529900OJ88H8635JNH64
HealthStream Inc
42222N103
1675.00000000
NS
USD
36774.63000000
0.008033052377
Long
EC
CORP
US
N
1
N
N
N
BJ's Wholesale Club Holdings Inc
549300UCIWH1C93V0J03
BJ's Wholesale Club Holdings Inc
05550J101
12995.00000000
NS
USD
520449.75000000
0.113687074533
Long
EC
CORP
US
N
1
N
N
N
Norbord Inc
549300VL705RQ5PHI407
Norbord Inc
65548P403
49499.00000000
NS
USD
1612182.43000000
0.352165226481
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-18.78000000
-0.00000410230
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
560.00000000
EUR
641.47000000
USD
2020-09-16
-18.78000000
N
N
N
Landstar System Inc
254900CUQXQRL09MEI52
Landstar System Inc
515098101
325.00000000
NS
USD
39578.50000000
0.008645529908
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
1550.00000000
NS
USD
608297.50000000
0.132876542300
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
10717.07000000
0.002341037412
N/A
DFE
SG
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
864125.97000000
USD
1201946.00000000
SGD
2020-09-16
10717.07000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-222019.27000000
-0.04849790262
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
33027922.00000000
SEK
3541272.77000000
USD
2020-09-16
-222019.27000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-8588.86000000
-0.00187615109
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
432124.00000000
NZD
278008.70000000
USD
2020-09-16
-8588.86000000
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
Corteva Inc
22052L104
30733.00000000
NS
USD
877734.48000000
0.191732372334
Long
EC
CORP
US
N
1
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAA8
25000.00000000
PA
USD
25586.50000000
0.005589116591
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.88000000
N
N
N
N
N
N
AtriCure Inc
N/A
AtriCure Inc
04963C209
807.00000000
NS
USD
32933.67000000
0.007194032845
Long
EC
CORP
US
N
1
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AS3
14000.00000000
PA
USD
14355.18000000
0.003135746378
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc
00971T101
-27825.00000000
NS
USD
-3128643.00000000
-0.68342096413
Short
EC
CORP
US
N
1
N
N
N
Badger Meter Inc
5493002JENE20OGTUG20
Badger Meter Inc
056525108
588.00000000
NS
USD
36808.80000000
0.008040516474
Long
EC
CORP
US
N
1
N
N
N
Renault SA
969500F7JLTX36OUI695
Renault SA
000000000
-23209.00000000
NS
-551567.36000000
-0.12048440712
Short
EC
CORP
FR
N
2
N
N
N
Eidos Therapeutics Inc
549300VGYGU07QRG6271
Eidos Therapeutics Inc
28249H104
800.00000000
NS
USD
32080.00000000
0.007007557119
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
29408.70000000
0.006424038187
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
724335.76000000
USD
639294.00000000
EUR
2020-09-16
29408.70000000
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAN4
5000.00000000
PA
USD
5486.95000000
0.001198569686
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.13000000
N
N
N
N
N
N
United Internet AG
3VEKWPJHTD4NKMBVG947
United Internet AG
000000000
211.00000000
NS
9574.52000000
0.002091458721
Long
EC
CORP
DE
N
2
N
N
N
Canadian Pacific Railway Ltd
N/A
Canadian Pacific Railway Ltd
000000000
7480.00000000
NS
2057118.67000000
0.449357125371
Long
EC
CORP
CA
N
1
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill Inc
169656105
34.00000000
NS
USD
39275.44000000
0.008579329463
Long
EC
CORP
US
N
1
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023105
-6471.00000000
NS
USD
-1022418.00000000
-0.22333704910
Short
EC
CORP
US
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
4047.00000000
NS
USD
250994.94000000
0.054827349713
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-1639.23000000
-0.00035807349
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
256247.00000000
CAD
189687.33000000
USD
2020-09-16
-1639.23000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-32280.07000000
-0.00705126042
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
6812101.00000000
SEK
743909.41000000
USD
2020-09-16
-32280.07000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
2646.64000000
0.000578132199
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
8090643.00000000
SEK
924516.70000000
USD
2020-09-16
2646.64000000
N
N
N
CVR PARTNERS/CVR NITROGE
N/A
CVR Partners LP / CVR Nitrogen Finance Corp
12663QAA3
25000.00000000
PA
USD
24500.00000000
0.005351781466
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
9.25000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
49005.97000000
0.010704867019
N/A
DFE
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
910748.67000000
USD
733026.00000000
GBP
2020-09-16
49005.97000000
N
N
N
Cardiovascular Systems Inc
549300NUBWKJMNMQ3287
Cardiovascular Systems Inc
141619106
1159.00000000
NS
USD
35326.32000000
0.007716683454
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-127197.14000000
-0.02778495087
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
3814669.68000000
EUR
4373690.45000000
USD
2020-10-21
-127197.14000000
N
N
N
Murata Manufacturing Co Ltd
529900QZG6DL8ZRI7140
Murata Manufacturing Co Ltd
000000000
7600.00000000
NS
488152.86000000
0.106632139949
Long
EC
CORP
JP
N
2
N
N
N
Atkore International Group Inc
52990002TI38AM4RPV48
Atkore International Group Inc
047649108
9127.00000000
NS
USD
243417.09000000
0.053172043705
Long
EC
CORP
US
N
1
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAS8
10000.00000000
PA
USD
11275.00000000
0.002462911674
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
8.88000000
N
N
N
N
N
N
Air Canada
4B4HI3CGXMBDC0G6BM51
Air Canada
008911877
-107500.00000000
NS
USD
-1213675.00000000
-0.26511523962
Short
EC
CORP
CA
N
1
N
N
N
Aecon Group Inc
549300VROCXVWXFR8B83
Aecon Group Inc
000000000
-12620.00000000
NS
-132470.19000000
-0.02893679623
Short
EC
CORP
CA
N
1
N
N
N
CDW Corp/DE
N/A
CDW Corp/DE
12514G108
6613.00000000
NS
USD
768761.25000000
0.167928253452
Long
EC
CORP
US
N
1
N
N
N
Cenovus Energy Inc
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
000000000
101340.00000000
NS
450921.20000000
0.098499253910
Long
EC
CORP
CA
N
1
N
N
N
HEICO Corp
529900O1DTDLCJ7L0I14
HEICO Corp
422806109
-4883.00000000
NS
USD
-469353.96000000
-0.10252570710
Short
EC
CORP
US
N
1
N
N
N
Hydro One Ltd
5493007QZDXTP1W2VL44
Hydro One Ltd
000000000
-36040.00000000
NS
-767913.40000000
-0.16774304904
Short
EC
CORP
CA
N
1
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
70000.00000000
PA
USD
74193.00000000
0.016206723359
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DAY6
25000.00000000
PA
USD
25187.50000000
0.005501959007
Long
DBT
CORP
US
N
2
2023-03-31
Fixed
6.25000000
N
N
N
N
N
N
Axsome Therapeutics Inc
549300EXGR0XLRJEIB95
Axsome Therapeutics Inc
05464T104
-2251.00000000
NS
USD
-160563.83000000
-0.03507357263
Short
EC
CORP
US
N
1
N
N
N
RATTLER MIDSTREAM LP
549300I45NRVEEN9M219
Rattler Midstream LP
75419TAA1
15000.00000000
PA
USD
15821.85000000
0.003456125860
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.63000000
N
N
N
N
N
N
Change Healthcare Inc
549300GS1BPJEDOZHM07
Change Healthcare Inc
15912K100
133426.00000000
NS
USD
1555747.16000000
0.339837502725
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
2645.40000000
0.000577861334
N/A
DFE
NZ
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
234165.48000000
USD
357057.00000000
NZD
2020-09-16
2645.40000000
N
N
N
Viking Therapeutics Inc
529900IVC72YPFA25M37
Viking Therapeutics Inc
92686J106
4945.00000000
NS
USD
34713.90000000
0.007582906393
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-2315.47000000
-0.00050579140
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
344243.00000000
CAD
254713.22000000
USD
2020-09-16
-2315.47000000
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CW3
10000.00000000
PA
USD
9409.50000000
0.002055411743
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.90000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1124.89000000
-0.00024572103
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
27583.00000000
EUR
31396.19000000
USD
2020-09-16
-1124.89000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
23635.33000000
0.005162902899
N/A
DFE
NZ
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
725192.35000000
USD
1129062.00000000
NZD
2020-09-16
23635.33000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SAV5WFTU6 IRS CNY R F 2.66000 / Short: SAV5WFTU6 IRS CNY P V 03MCNRR
000000000
41300000.00000000
OU
Notional Amount
13454.23000000
0.002938942806
N/A
DIR
CN
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-09-16
0.00000000
CNY
0.00000000
CNY
41300000.00000000
CNY
13454.23000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED AUD / SOLD JPY
000000000
1.00000000
NC
N/A
6978.84000000
0.001524458227
N/A
DFE
AU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
81746890.00000000
JPY
1090789.00000000
AUD
2020-08-19
6978.84000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
33424.68000000
0.007301289099
N/A
DFE
SE
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
560595.76000000
USD
5213324.00000000
SEK
2020-09-16
33424.68000000
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369106
101.00000000
NS
USD
37683.10000000
0.008231498618
Long
EC
CORP
US
N
1
N
N
N
Saputo Inc
549300HH4U1DPY0TBT90
Saputo Inc
000000000
-10330.00000000
NS
-252803.31000000
-0.05522237016
Short
EC
CORP
CA
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-1923.42000000
-0.00042015197
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
13760621.00000000
JPY
128137.31000000
USD
2020-09-16
-1923.42000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
76.45000000
0.000016699742
N/A
DFE
SG
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
79331.13000000
USD
109098.00000000
SGD
2020-09-16
76.45000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: 99FC38646 TRS USD R V 01MFEDL0 FEDL01 -30 BPS / Short: 99FC38646 TRS USD P E IXT INDEX
000000000
2899638.44000000
OU
Notional Amount
USD
-788250.96000000
-0.17218558687
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Technology Select Sector Index
IXT Index
Y
equity-performance leg
2099-12-31
0.00000000
USD
0.00000000
USD
2899638.44000000
USD
-788250.96000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
4495.66000000
0.000982032239
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
140675.42000000
USD
218885.00000000
NZD
2020-09-16
4495.66000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-320.63000000
-0.00007003843
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
19380.00000000
CAD
14149.43000000
USD
2020-09-16
-320.63000000
N
N
N
Dave & Buster's Entertainment Inc
529900WTVU85QZLYHR86
Dave & Buster's Entertainment Inc
238337109
-13000.00000000
NS
USD
-160420.00000000
-0.03504215439
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
558.39000000
0.000121974745
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
320196.90000000
USD
272051.00000000
EUR
2020-09-16
558.39000000
N
N
N
LogMeIn Inc
549300D12V5KRBV00592
LogMeIn Inc
54142L109
421.00000000
NS
USD
36126.01000000
0.007891367786
Long
EC
CORP
US
N
1
N
N
N
Northland Power Inc
549300IT8CIDW8V5KX72
Northland Power Inc
666511100
24390.00000000
NS
668269.07000000
0.145976735639
Long
EC
CORP
CA
N
1
N
N
N
Kinross Gold Corp
549300UEBMAQDN0K0R06
Kinross Gold Corp
000000000
105600.00000000
NS
985479.11000000
0.215268115759
Long
EC
CORP
CA
N
1
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAS0
1240000.00000000
PA
USD
1464626.00000000
0.319932991082
Long
DBT
CORP
BM
N
2
2024-05-15
Fixed
6.00000000
N
N
N
N
N
Norwegian Cruise Line Holdings Ltd
Norwegian Cruise Line Holdings Ltd
USD
XXXX
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
19347.93000000
0.004226362986
N/A
DFE
GB
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
693431.19000000
USD
544395.00000000
GBP
2020-09-16
19347.93000000
N
N
N
Seritage Growth Properties
5493003CJFC2MM82WB25
Seritage Growth Properties
81752R100
25257.00000000
NS
USD
235142.67000000
0.051364578905
Long
EC
US
N
1
N
N
N
Algonquin Power & Utilities Corp
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
000000000
51860.00000000
NS
715497.26000000
0.156293264289
Long
EC
CORP
CA
N
1
N
N
N
European Residential Real Estate Investment Trust
N/A
European Residential Real Estate Investment Trust
29880W103
368660.00000000
NS
1142214.34000000
0.249505368779
Long
EC
CA
N
1
N
N
N
CHF COLLATERAL
N/A
CHF COLLATERAL
000000000
1.93000000
NS
2.11000000
0.000000460908
Long
STIV
CORP
CH
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-211.59000000
-0.00004621973
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
39000.00000000
EUR
45770.44000000
USD
2020-09-16
-211.59000000
N
N
N
Wartsila OYJ Abp
743700G7A9J1PHM3X223
Wartsila OYJ Abp
000000000
940.00000000
NS
7862.03000000
0.001717382303
Long
EC
CORP
FI
N
2
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-2567.12000000
-0.00056076184
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
19000000.00000000
JPY
176952.41000000
USD
2020-08-19
-2567.12000000
N
N
N
ON Semiconductor Corp
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189AK1
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
2020-12-01
Fixed
1.00000000
N
N
N
N
Y
ON Semiconductor Corp
ON Semiconductor Corp
USD
XXXX
N
N
N
Akzo Nobel NV
724500XYIJUGXAA5QD70
Akzo Nobel NV
000000000
1290.00000000
NS
121549.54000000
0.026551288791
Long
EC
CORP
NL
N
2
N
N
N
Naturgy Energy Group SA
TL2N6M87CW970S5SV098
Naturgy Energy Group SA
000000000
658.00000000
NS
12244.05000000
0.002674591014
Long
EC
CORP
ES
N
2
N
N
N
ICU Medical Inc
5493003NRW7LS2QZRH60
ICU Medical Inc
44930G107
199.00000000
NS
USD
36562.27000000
0.007986664446
Long
EC
CORP
US
N
1
N
N
N
Telecom Italia SpA/Milano
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
19421.00000000
NS
7876.30000000
0.001720499443
Long
EC
CORP
IT
N
2
N
N
N
Livongo Health Inc
54930061HKCVF1H2O156
Livongo Health Inc
539183103
502.00000000
NS
USD
63879.50000000
0.013953841802
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
475.13000000
0.000103787425
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
34063.36000000
USD
46258.00000000
CAD
2020-09-16
475.13000000
N
N
N
Jamieson Wellness Inc
N/A
Jamieson Wellness Inc
000000000
-6490.00000000
NS
-186833.70000000
-0.04081196460
Short
EC
CORP
CA
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
5035.53000000
0.001099961474
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
440885.65000000
USD
597230.00000000
CAD
2020-09-16
5035.53000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
WRIGHT MEDICAL GROUP NV
000000000
2647879.27000000
OU
Notional Amount
USD
-33377.43000000
-0.00729096780
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Wright Medical Group NV
Wright Medical Group NV
Y
equity-performance leg
2021-02-22
0.00000000
USD
0.00000000
USD
2647879.27000000
USD
-33377.43000000
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
5365.00000000
NS
USD
1021496.00000000
0.223135647365
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-2417.86000000
-0.00052815748
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
15000000.00000000
JPY
139308.08000000
USD
2020-08-19
-2417.86000000
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
265.00000000
NS
115233.42000000
0.025171595160
Long
EC
CORP
FR
N
2
N
N
N
Kosmos Energy Ltd
213800YDFJ3OT9B5P157
Kosmos Energy Ltd
500688106
245503.00000000
NS
USD
395259.83000000
0.086340580917
Long
EC
CORP
US
N
1
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG
000000000
275.00000000
NS
8685.01000000
0.001897154104
Long
EC
CORP
AT
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
980.43000000
0.000214165187
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
30371.06000000
USD
26591.00000000
EUR
2020-09-16
980.43000000
N
N
N
GEA Group AG
549300PHUU0ZZWO8EO07
GEA Group AG
000000000
283.00000000
NS
10215.06000000
0.002231378317
Long
EC
CORP
DE
N
2
N
N
N
Nemetschek SE
529900R0S2IX1S358J38
Nemetschek SE
000000000
105.00000000
NS
7697.12000000
0.001681359353
Long
EC
CORP
DE
N
2
N
N
N
LEVEL 3 FINANCING INC
N/A
Level 3 Financing Inc
527298BN2
55000.00000000
PA
USD
57818.75000000
0.012629931209
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.63000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
10823.65000000
0.002364318753
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
226094.16000000
USD
200617.00000000
EUR
2020-11-30
10823.65000000
N
N
N
Fortum OYJ
635400IUIZZIUJSAMF76
Fortum OYJ
000000000
836.00000000
NS
16968.11000000
0.003706514963
Long
EC
CORP
FI
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-17213.22000000
-0.00376005680
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
443536.00000000
EUR
507626.95000000
USD
2021-02-26
-17213.22000000
N
N
N
IPG Photonics Corp
5493002KZ51CADQ94G15
IPG Photonics Corp
44980X109
228.00000000
NS
USD
40814.28000000
0.008915473765
Long
EC
CORP
US
N
1
N
N
N
KFC HLD/PIZZA HUT/TACO
N/A
KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC
48250NAA3
25000.00000000
PA
USD
25607.50000000
0.005593703832
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
18066.78000000
0.003946508504
N/A
DFE
GB
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
505575.84000000
USD
400000.00000000
GBP
2020-08-19
18066.78000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-6358.68000000
-0.00138899043
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
6406197.00000000
SEK
723580.98000000
USD
2020-09-16
-6358.68000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-22381.97000000
-0.00488911886
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
399674.00000000
GBP
500913.22000000
USD
2020-09-16
-22381.97000000
N
N
N
Cargurus Inc
54930027BKQN6B7X7G78
Cargurus Inc
141788109
1465.00000000
NS
USD
42323.85000000
0.009245224326
Long
EC
CORP
US
N
1
N
N
N
STERICYCLE INC
B8PTJH2P0AXSWSMP2136
Stericycle Inc
858912AF5
70000.00000000
PA
USD
73675.00000000
0.016093571408
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
5.38000000
N
N
N
N
N
N
elf Beauty Inc
549300U2K9TCON25C029
elf Beauty Inc
26856L103
-6249.00000000
NS
USD
-111607.14000000
-0.02437947034
Short
EC
CORP
US
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
-1900.00000000
NS
USD
-367194.00000000
-0.08020987933
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-25086.06000000
-0.00547980044
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
8482983.00000000
NOK
907090.68000000
USD
2020-09-16
-25086.06000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
119.71000000
0.000026149459
N/A
DFE
JP
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
10472.94000000
USD
1120718.00000000
JPY
2020-09-16
119.71000000
N
N
N
Ennis Inc
N/A
Ennis Inc
293389102
2028.00000000
NS
USD
35084.40000000
0.007663838435
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CNY
000000000
1.00000000
NC
-4977.07000000
-0.00108719146
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
9380000.00000000
CNY
1332575.65000000
USD
2020-10-15
-4977.07000000
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
S+P 500 INDEX OCT20 3175 PUT
000000000
10.00000000
NC
USD
114360.00000000
0.024980805243
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Purchased
S&P 500 Index
SPX Index
100.00000000
3175.00000000
USD
2020-10-16
XXXX
-21656.80000000
N
N
N
ACS Actividades de Construccion y Servicios SA
95980020140005558665
ACS Actividades de Construccion y Servicios SA
000000000
465.00000000
NS
10786.38000000
0.002356177492
Long
EC
CORP
ES
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-10969.89000000
-0.00239626342
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
465407.00000000
AUD
321591.35000000
USD
2020-09-16
-10969.89000000
N
N
N
Caesars Entertainment Inc
5299000BKFWWVND5L441
Caesars Entertainment Inc
12769G100
-11791.00000000
NS
USD
-366110.55000000
-0.07997321044
Short
EC
CORP
US
N
1
N
N
N
SERVICE CORP INTL
549300RKVM2ME20JHZ15
Service Corp International/US
817565CE2
55000.00000000
PA
USD
60775.00000000
0.013275694636
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.13000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
781.65000000
0.000170743672
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
59689.45000000
USD
80990.00000000
CAD
2020-09-16
781.65000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
421.40000000
0.000092050641
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
28532.90000000
USD
38779.00000000
CAD
2020-09-16
421.40000000
N
N
N
Qantas Airways Ltd
YLXNW6TI6QSK1H8H0N82
Qantas Airways Ltd
000000000
168674.00000000
NS
386729.51000000
0.084477217306
Long
EC
CORP
AU
N
2
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
AMERICAN EAGLE OUTFITTERS INC JAN21 7 PUT
000000000
85.00000000
NC
USD
5525.00000000
0.001206881330
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
American Eagle Outfitters Inc
American Eagle Outfitters Inc
100.00000000
7.00000000
USD
2021-01-15
XXXX
-1393.05000000
N
N
N
Corestate Capital Holding SA
529900GNB86RB7HRX793
Corestate Capital Holding SA
000000000
6024.00000000
NS
128407.52000000
0.028049346352
Long
EC
CORP
LU
N
2
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
Long: BAV5HTF04 TRS USD R V 01MLIBOR US0001M LIBOR 01M RV / Short: BAV5HTF04 TRS USD P E US0001M PE
000000000
133668.95000000
OU
Notional Amount
USD
48029.00000000
0.010491457634
N/A
DE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
ViacomCBS Inc
ViacomCBS Inc
Y
equity-performance leg
2021-01-15
0.00000000
USD
0.00000000
USD
133668.95000000
USD
48029.00000000
N
N
N
Bloomin' Brands Inc
E1UJ2GO305B5FXGV7N04
Bloomin' Brands Inc
094235108
21344.00000000
NS
USD
245882.88000000
0.053710671020
Long
EC
CORP
US
N
1
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAB8
60000.00000000
PA
USD
64410.60000000
0.014069855318
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.63000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CNY
000000000
1.00000000
NC
-15730.01000000
-0.00343606432
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
5200000.00000000
CNY
725770.43000000
USD
2020-10-15
-15730.01000000
N
N
N
Flowers Foods Inc
7YNCQQNDK8FBM9BBTK25
Flowers Foods Inc
343498101
1617.00000000
NS
USD
36786.75000000
0.008035699871
Long
EC
CORP
US
N
1
N
N
N
Aptiv PLC
N/A
Aptiv PLC
000000000
3323.00000000
NS
USD
258363.25000000
0.056436883790
Long
EC
CORP
JE
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-34879.17000000
-0.00761900798
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
769636.00000000
GBP
972809.13000000
USD
2020-09-16
-34879.17000000
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498101
-3400.00000000
NS
USD
-309570.00000000
-0.06762248932
Short
EC
CORP
US
N
1
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAJ1
55000.00000000
PA
USD
50943.75000000
0.011128155798
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.50000000
N
N
N
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
000000000
216.00000000
NS
122404.20000000
0.026737980772
Long
EC
CORP
FR
N
2
N
N
N
Unilever NV
549300TK7G7NZTVM1Z30
Unilever NV
000000000
2272.00000000
NS
134253.12000000
0.029326259566
Long
EC
CORP
NL
N
2
N
N
N
Bandwidth Inc
549300QC70JB7MUGXM66
Bandwidth Inc
05988J103
285.00000000
NS
USD
41262.30000000
0.009013339281
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
TERRAFORM POWER INC - A
000000000
308962.69000000
OU
Notional Amount
USD
113331.71000000
0.024756185514
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
TerraForm Power Inc
TerraForm Power Inc
Y
equity-performance leg
2021-03-19
0.00000000
USD
0.00000000
USD
308962.69000000
USD
113331.71000000
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAS7
10000.00000000
PA
USD
10640.50000000
0.002324311456
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.63000000
N
N
N
N
N
N
OCEANEERING INTL INC
549300L6PH74701W0R30
Oceaneering International Inc
675232AB8
45000.00000000
PA
USD
28451.25000000
0.006214892752
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.00000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED JPY / SOLD AUD
000000000
1.00000000
NC
N/A
56736.04000000
0.012393423972
N/A
DFE
JP
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
8740000.00000000
AUD
666924054.00000000
JPY
2020-08-19
56736.04000000
N
N
N
Infrastrutture Wireless Italiane SpA
81560066183FE361C071
Infrastrutture Wireless Italiane SpA
000000000
11406.00000000
NS
115094.53000000
0.025141256020
Long
EC
CORP
IT
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
222.85000000
0.000048679367
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
138996.57000000
USD
186459.00000000
CAD
2020-09-16
222.85000000
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAD5
25000.00000000
PA
USD
26671.75000000
0.005826178666
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.00000000
N
N
N
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034109
15461.00000000
NS
USD
723729.41000000
0.158091495628
Long
EC
CORP
US
N
1
N
N
N
Madrigal Pharmaceuticals Inc
549300CHIMT2EUSNJB60
Madrigal Pharmaceuticals Inc
558868105
349.00000000
NS
USD
35810.89000000
0.007822532954
Long
EC
CORP
US
N
1
N
N
N
SEI Investments Co
5LJTIFADGZ6XH1RVOC11
SEI Investments Co
784117103
-10110.00000000
NS
USD
-529056.30000000
-0.11556708983
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
2605.97000000
0.000569248242
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
44942.98000000
USD
40329.00000000
EUR
2020-09-16
2605.97000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: BAV5A56U7 TRS USD R V 01MLIBOR US0001M-30BPS / Short: BAV5A56U7 TRS USD R E M1WO0IN
000000000
2324355.57000000
OU
Notional Amount
USD
-57316.04000000
-0.01252011920
N/A
DE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
MSCI World Net Total Return USD Index
M1WO Index
Y
equity-performance leg
2020-09-08
0.00000000
USD
0.00000000
USD
2324355.57000000
USD
-57316.04000000
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAP9
15000.00000000
PA
USD
16387.50000000
0.003579686480
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
NewMarket Corp
54930082CG88ERDREQ47
NewMarket Corp
651587107
90.00000000
NS
USD
33732.90000000
0.007368616694
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CNY
000000000
1.00000000
NC
-2057.80000000
-0.00044950595
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1470000.00000000
CNY
207558.67000000
USD
2020-10-15
-2057.80000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
2473.82000000
0.000540381388
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
13274119.00000000
SEK
1514963.36000000
USD
2020-09-16
2473.82000000
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
000000000
3347.00000000
NS
USD
128792.56000000
0.028133454513
Long
EC
CORP
IE
N
1
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466L302
1590.00000000
NS
USD
309811.50000000
0.067675242598
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-38306.97000000
-0.00836777681
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
8072068.00000000
SEK
881446.60000000
USD
2020-09-16
-38306.97000000
N
N
N
Umicore SA
529900F3AIQECS8ZSV61
Umicore SA
000000000
6114.00000000
NS
288746.59000000
0.063073822398
Long
EC
CORP
BE
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
24567.56000000
0.005366539276
N/A
DFE
GB
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
618895.64000000
USD
491454.00000000
GBP
2020-09-16
24567.56000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
330.20000000
0.000072128907
N/A
DFE
AU
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
295068.92000000
USD
413400.00000000
AUD
2020-09-16
330.20000000
N
N
N
Heartland Express Inc
5299005V45FZIQGLOG39
Heartland Express Inc
422347104
1752.00000000
NS
USD
35539.32000000
0.007763211187
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
30066.49000000
0.006567725874
N/A
DFE
AU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
704818.49000000
USD
1028444.00000000
AUD
2020-09-16
30066.49000000
N
N
N
MATCH GROUP HLD II LLC
N/A
Match Group Holdings II LLC
57665RAL0
60000.00000000
PA
USD
61800.00000000
0.013499595698
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.13000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CNY
000000000
1.00000000
NC
-15821.16000000
-0.00345597513
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
5200000.00000000
CNY
725679.28000000
USD
2020-10-15
-15821.16000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
UNITED STATES STEEL CORP JAN22 5 PUT
000000000
1050.00000000
NC
USD
141750.00000000
0.030963878482
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
United States Steel Corp
United States Steel Corp
100.00000000
5.00000000
USD
2022-01-21
XXXX
48122.05000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-45284.57000000
-0.00989196418
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
948492.00000000
GBP
1196580.80000000
USD
2020-09-16
-45284.57000000
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare Inc
40412C101
12783.00000000
NS
USD
1618839.12000000
0.353619314243
Long
EC
CORP
US
N
1
N
N
N
SEI Investments Co
5LJTIFADGZ6XH1RVOC11
SEI Investments Co
784117103
4532.00000000
NS
USD
237159.56000000
0.051805148477
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
1376.80000000
0.000300748274
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
50862.50000000
USD
78765.00000000
NZD
2020-09-16
1376.80000000
N
N
N
Lumentum Holdings Inc
549300JLWRRC38DWEF52
Lumentum Holdings Inc
55024U109
3979.00000000
NS
USD
369370.57000000
0.080685329413
Long
EC
CORP
US
N
1
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
000000000
1468.00000000
NS
USD
301262.96000000
0.065807899009
Long
EC
CORP
IE
N
1
N
N
N
Carrefour SA
549300B8P6MUJ1YWTS08
Carrefour SA
000000000
25431.00000000
NS
404172.84000000
0.088287539355
Long
EC
CORP
FR
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-23088.87000000
-0.00504353414
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
615834.00000000
EUR
702995.63000000
USD
2020-09-16
-23088.87000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-28592.06000000
-0.00624565129
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
5777407.00000000
SEK
629701.54000000
USD
2020-09-16
-28592.06000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
13038.78000000
0.002848191883
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
267390.27000000
USD
237848.00000000
EUR
2020-09-16
13038.78000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-494.76000000
-0.00010807540
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
40888.00000000
CAD
30034.22000000
USD
2020-09-16
-494.76000000
N
N
N
Rhythm Pharmaceuticals Inc
529900JPNWXQ8DPLA551
Rhythm Pharmaceuticals Inc
76243J105
1648.00000000
NS
USD
31674.56000000
0.006918992781
Long
EC
CORP
US
N
1
N
N
N
Proto Labs Inc
529900QHG5MGWT2WQQ09
Proto Labs Inc
743713109
314.00000000
NS
USD
37717.68000000
0.008239052276
Long
EC
CORP
US
N
1
N
N
N
Trex Co Inc
N/A
Trex Co Inc
89531P105
1570.00000000
NS
USD
218748.10000000
0.047783348053
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
73.62000000
0.000016081557
N/A
DFE
SG
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
10872.60000000
USD
15039.00000000
SGD
2020-09-16
73.62000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
15534.92000000
0.003393448854
N/A
DFE
SG
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1028004.65000000
USD
1433718.00000000
SGD
2020-09-16
15534.92000000
N
N
N
MAXIMUS Inc
549300DQCDS8HJ7QF202
MAXIMUS Inc
577933104
505.00000000
NS
USD
37476.05000000
0.008186270604
Long
EC
CORP
US
N
1
N
N
N
NMI Holdings Inc
529900KNNGFXJX1C3Z08
NMI Holdings Inc
629209305
6776.00000000
NS
USD
105163.52000000
0.022971925601
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-33484.52000000
-0.00731436055
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
8347889.00000000
SEK
917696.85000000
USD
2020-09-16
-33484.52000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-46141.11000000
-0.01007906682
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
13602757.00000000
SEK
1503794.34000000
USD
2020-09-16
-46141.11000000
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AC1
10000.00000000
PA
USD
10500.00000000
0.002293620628
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
52316.41000000
0.011427999730
N/A
DFE
JP
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1831288.61000000
USD
199288243.00000000
JPY
2020-09-16
52316.41000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-32178.77000000
-0.00702913244
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
624000.00000000
GBP
784827.58000000
USD
2020-09-16
-32178.77000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
ANALOG DEVICES INC
000000000
3637247.95000000
OU
Notional Amount
USD
67365.40000000
0.014715302007
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Analog Devices Inc
Analog Devices Inc
Y
equity-performance leg
2021-07-15
0.00000000
USD
0.00000000
USD
3637247.95000000
USD
67365.40000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-79520.70000000
-0.01737050646
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
4300000.00000000
AUD
2992778.50000000
USD
2020-08-19
-79520.70000000
N
N
N
Chemed Corp
54930020031IDJT2IM79
Chemed Corp
16359R103
81.00000000
NS
USD
39867.39000000
0.008708635057
Long
EC
CORP
US
N
1
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
Equifax Inc
294429105
2524.00000000
NS
USD
410301.44000000
0.089626271105
Long
EC
CORP
US
N
1
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AE7
55000.00000000
PA
USD
58162.50000000
0.012705019980
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.25000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-73044.28000000
-0.01595579689
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2555345.00000000
NZD
1621736.93000000
USD
2020-09-16
-73044.28000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SAV52P2A0 IRS GBP R F 3.59100 BAV52P2A0_FIX CCPINFLATIONZERO / Short: SAV52P2A0 IRS GBP P V 12MUKRPI BAV52P2A0_INF CCPINFLATIONZERO
000000000
4284387.00000000
OU
Notional Amount
239529.10000000
0.052322750937
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-05-15
0.00000000
GBP
0.00000000
GBP
4284387.00000000
GBP
239529.10000000
N
N
N
NIC Inc
529900B18T4Q37BZ0F35
NIC Inc
62914B100
1567.00000000
NS
USD
34348.64000000
0.007503118977
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
98725.66000000
0.021565639078
N/A
DFE
JP
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
6155000.00000000
USD
661882233.00000000
JPY
2020-08-19
98725.66000000
N
N
N
ENTERPRISE DEVELOP AUTH
N/A
Enterprise Development Authority/The
29390WAA4
30000.00000000
PA
USD
29631.30000000
0.006472662945
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
12.00000000
N
N
N
N
N
N
Horizon S&P/TSX 60 Index ETF
549300UV6MMK38353F61
Horizon S&P/TSX 60 Index ETF
44056G105
-113580.00000000
NS
-3114557.02000000
-0.68034402182
Short
EC
RF
CA
N
1
N
N
N
MATCH GROUP FINANCECO
N/A
Match Group Financeco Inc
44931RAA0
1000000.00000000
PA
USD
2363500.00000000
0.516283081430
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
0.88000000
N
N
N
N
Y
Match Group Inc
Match Group Inc
USD
XXXX
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-8398.68000000
-0.00183460816
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
4186142.00000000
NOK
451607.45000000
USD
2020-09-16
-8398.68000000
N
N
N
Altice USA Inc
54930064K3612MGCER95
Altice USA Inc
02156K103
4669.00000000
NS
USD
126016.31000000
0.027527010297
Long
EC
CORP
US
N
1
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AA3
25000.00000000
PA
USD
26406.25000000
0.005768182830
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.88000000
N
N
N
N
N
N
HMS Holdings Corp
5299008569C65X81JE73
HMS Holdings Corp
40425J101
1140.00000000
NS
USD
37050.00000000
0.008093204217
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-1814.94000000
-0.00039645560
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
63343.00000000
AUD
43447.44000000
USD
2020-09-16
-1814.94000000
N
N
N
Sanderson Farms Inc
529900KZGVFTWHUO2759
Sanderson Farms Inc
800013104
317.00000000
NS
USD
35343.92000000
0.007720527999
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
16618.18000000
0.003630076233
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
426394.34000000
USD
4031497.00000000
NOK
2020-09-16
16618.18000000
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
20395.00000000
NS
USD
963459.80000000
0.210458216365
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
STOXX EUROPE 600 SEP20 XEUR 20200918
000000000
-284.00000000
NC
37475.78000000
0.008186211625
N/A
DE
DE
N
2
Eurex Deutschland
529900LN3S50JPU47S06
Short
STOXX EUROPE 600
SXOU0 Index
2020-09-18
-5100048.00000000
EUR
37475.78000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-2925.55000000
-0.00063905731
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
72468.00000000
EUR
82516.13000000
USD
2020-09-16
-2925.55000000
N
N
N
Kohl's Corp
549300JF6LPRTRJ0FH50
Kohl's Corp
500255104
-12910.00000000
NS
USD
-245806.40000000
-0.05369396472
Short
EC
CORP
US
N
1
N
N
N
Citrix Systems Inc
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376100
248.00000000
NS
USD
35404.48000000
0.007733756729
Long
EC
CORP
US
N
1
N
N
N
Chartwell Retirement Residences
N/A
Chartwell Retirement Residences
000000000
-56490.00000000
NS
-416257.64000000
-0.09092734379
Short
EC
CORP
CA
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
BORGWARNER INC
000000000
756210.78000000
OU
Notional Amount
USD
-175076.22000000
-0.03824365997
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
BorgWarner Inc
BorgWarner Inc
Y
equity-performance leg
2021-02-22
0.00000000
USD
0.00000000
USD
756210.78000000
USD
-175076.22000000
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411105
78217.00000000
NS
USD
1200630.95000000
0.262265896563
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
SWISS MARKET INDEX SEP20 10200 PUT
000000000
-6.00000000
NC
-23480.40000000
-0.00512905998
N/A
DE
DE
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Swiss Market Index
SMI Index
10.00000000
10200.00000000
CHF
2020-09-18
XXXX
1123.01000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-2223.00000000
-0.00048559225
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
46000.00000000
EUR
52012.21000000
USD
2020-09-16
-2223.00000000
N
N
N
Valmont Industries Inc
5493009ZGZJJ8F77JN08
Valmont Industries Inc
920253101
830.00000000
NS
USD
100596.00000000
0.021974196259
Long
EC
CORP
US
N
1
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271109
1344.00000000
NS
USD
238627.20000000
0.052125739847
Long
EC
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-7425.02000000
-0.00162192181
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1275717.00000000
SEK
137933.67000000
USD
2020-09-16
-7425.02000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-15670.27000000
-0.00342301471
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
245546.00000000
GBP
305824.35000000
USD
2020-09-16
-15670.27000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-20135.09000000
-0.00439831026
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
694291.00000000
AUD
475977.51000000
USD
2020-09-16
-20135.09000000
N
N
N
Graham Holdings Co
529900BOSCEEEMAFQJ29
Graham Holdings Co
384637AA2
25000.00000000
PA
USD
26500.00000000
0.005788661585
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.75000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-9458.02000000
-0.00206601045
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
165560.00000000
GBP
207397.01000000
USD
2020-11-30
-9458.02000000
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
PURCHASED AUD / SOLD JPY
000000000
1.00000000
NC
N/A
6922.83000000
0.001512223399
N/A
DFE
AU
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
81876683.00000000
JPY
1092427.00000000
AUD
2020-08-19
6922.83000000
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBG2
25000.00000000
PA
USD
26382.50000000
0.005762994878
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.13000000
N
N
N
N
N
N
Facebook Inc
BQ4BKCS1HXDV9HN80Z93
Facebook Inc
30303M102
6782.00000000
NS
USD
1720389.94000000
0.375802081440
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS PRIME BROKER EUR
N/A
GOLDMAN SACHS PRIME BROKER EUR
000000000
-28.78000000
NS
-33.90000000
-0.00000740511
Short
STIV
CORP
EE
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-9788.29000000
-0.00213815465
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1231325.00000000
SGD
886438.41000000
USD
2020-09-16
-9788.29000000
N
N
N
ANSYS Inc
549300VJV8H15Z5FJ571
ANSYS Inc
03662Q105
127.00000000
NS
USD
39446.20000000
0.008616630288
Long
EC
CORP
US
N
1
N
N
N
Aspen Technology Inc
529900B0MZWTVFG7CB96
Aspen Technology Inc
045327103
347.00000000
NS
USD
33749.22000000
0.007372181636
Long
EC
CORP
US
N
1
N
N
N
KBR INC
254900OFQDXZRKRCV808
KBR Inc
48242WAB2
1000000.00000000
PA
USD
1134890.00000000
0.247905439511
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
2.50000000
N
N
N
N
Y
KBR Inc
KBR Inc
USD
XXXX
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
JUST EAT TAKEAWAY
000000000
1435086.22000000
OU
Notional Amount
-173657.66000000
-0.03793378964
N/A
DE
NL
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Just Eat Takeaway.com NV
Just Eat Takeaway.com NV
Y
equity-performance leg
2021-06-15
0.00000000
EUR
0.00000000
EUR
1435086.22000000
EUR
-173657.66000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
5525.62000000
0.001207016763
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
167296.53000000
USD
1572714.00000000
NOK
2020-09-16
5525.62000000
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CG4
15000.00000000
PA
USD
15600.00000000
0.003407664933
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.75000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-8783.31000000
-0.00191862676
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
178355.00000000
GBP
224830.96000000
USD
2020-11-30
-8783.31000000
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
Willis Towers Watson PLC
000000000
1437.00000000
NS
USD
301784.37000000
0.065921795841
Long
EC
CORP
IE
N
1
N
N
N
BioMarin Pharmaceutical Inc
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061G101
294.00000000
NS
USD
35224.14000000
0.007694363249
Long
EC
CORP
US
N
1
N
N
N
Tandem Diabetes Care Inc
549300JEPFOD0K4D3I05
Tandem Diabetes Care Inc
875372203
409.00000000
NS
USD
42724.14000000
0.009332663698
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-14022.95000000
-0.00306317403
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
261369.00000000
GBP
328325.33000000
USD
2020-11-30
-14022.95000000
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC Inc
69370C100
5208.00000000
NS
USD
445596.48000000
0.097336121755
Long
EC
CORP
US
N
1
N
N
N
TransUnion
549300ZS772LUNUMRB03
TransUnion
89400J107
4564.00000000
NS
USD
408797.48000000
0.089297745993
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
INGENICO GROUP
000000000
3075279.54000000
OU
Notional Amount
207475.46000000
0.045320951897
N/A
DE
FR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Ingenico Group SA
Ingenico Group SA
Y
equity-performance leg
2021-02-22
0.00000000
EUR
0.00000000
EUR
3075279.54000000
EUR
207475.46000000
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBA3
10000.00000000
PA
USD
10769.85000000
0.002352566678
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.88000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
23638.57000000
0.005163610645
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
762890.42000000
USD
667500.00000000
EUR
2020-08-19
23638.57000000
N
N
N
Sirius XM Holdings Inc
54930055RWDMVXAGZK98
Sirius XM Holdings Inc
82968B103
-50300.00000000
NS
USD
-295764.00000000
-0.06460670585
Short
EC
CORP
US
N
1
N
N
N
McDonald's Holdings Co Japan Ltd
529900FY9FV0AYNRC729
McDonald's Holdings Co Japan Ltd
000000000
200.00000000
NS
9571.66000000
0.002090833983
Long
EC
CORP
JP
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-392.31000000
-0.00008569621
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
3458260.00000000
NOK
379628.43000000
USD
2020-09-16
-392.31000000
N
N
N
Valvoline Inc
549300CMHPBEY6VPOT75
Valvoline Inc
92047W101
27547.00000000
NS
USD
565264.44000000
0.123476398098
Long
EC
CORP
US
N
1
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
4823.00000000
NS
USD
250747.77000000
0.054773357883
Long
EC
CORP
US
N
1
N
N
N
Adyen NV
724500973ODKK3IFQ447
Adyen NV
000000000
706.00000000
NS
1184673.37000000
0.258780121833
Long
EC
CORP
NL
N
2
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-2098.02000000
-0.00045829161
N/A
DFE
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
14065663.00000000
JPY
130799.94000000
USD
2020-08-19
-2098.02000000
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
SWISS MARKET INDEX SEP20 10800 CALL
000000000
-7.00000000
NC
-979.72000000
-0.00021401009
N/A
DE
DE
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Swiss Market Index
SMI Index
10.00000000
10800.00000000
CHF
2020-09-18
XXXX
1731.82000000
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
IRB Holding Corp
44988MAC9
20000.00000000
PA
USD
21750.00000000
0.004751071301
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.00000000
N
N
N
N
N
N
HEICO Corp
529900O1DTDLCJ7L0I14
HEICO Corp
422806109
357.00000000
NS
USD
34314.84000000
0.007495735702
Long
EC
CORP
US
N
1
N
N
N
Scientific Games Corp
529900JXALYBOHXKFM62
Scientific Games Corp
80874P109
35480.00000000
NS
USD
623383.60000000
0.136171950887
Long
EC
CORP
US
N
1
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAY7
20000.00000000
PA
USD
19925.00000000
0.004352418192
Long
DBT
CORP
BM
N
2
2026-02-01
Fixed
10.25000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-38439.21000000
-0.00839666333
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
713952.00000000
GBP
896341.75000000
USD
2020-09-16
-38439.21000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-8720.35000000
-0.00190487377
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
169866.00000000
EUR
191556.14000000
USD
2020-09-16
-8720.35000000
N
N
N
Calavo Growers Inc
N/A
Calavo Growers Inc
128246105
583.00000000
NS
USD
33679.91000000
0.007357041555
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
ACACIA COMMUNICATIONS INC
000000000
2408321.28000000
OU
Notional Amount
USD
-24670.56000000
-0.00538903860
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Acacia Communications Inc
Acacia Communications Inc
Y
equity-performance leg
2021-02-22
0.00000000
USD
0.00000000
USD
2408321.28000000
USD
-24670.56000000
N
N
N
CoStar Group Inc
N/A
CoStar Group Inc
22160N109
52.00000000
NS
USD
44187.52000000
0.009652324512
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
34676.87000000
0.007574817557
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
651624.27000000
USD
6245469.00000000
NOK
2020-09-16
34676.87000000
N
N
N
Maple Leaf Foods Inc
549300LX07S5J8F76F37
Maple Leaf Foods Inc
000000000
2980.00000000
NS
65542.42000000
0.014317090146
Long
EC
CORP
CA
N
1
N
N
N
Scientific Games Corp
529900JXALYBOHXKFM62
Scientific Games Corp
80874P109
-25889.00000000
NS
USD
-454869.73000000
-0.09936177104
Short
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-8809.97000000
-0.00192445037
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
1297000.00000000
EUR
1519471.82000000
USD
2020-08-19
-8809.97000000
N
N
N
Mediobanca Banca di Credito Finanziario SpA
PSNL19R2RXX5U3QWHI44
Mediobanca Banca di Credito Finanziario SpA
000000000
1201.00000000
NS
9699.35000000
0.002118726594
Long
EC
CORP
IT
N
2
N
N
N
TechTarget Inc
529900YQA5JL2H2VMB84
TechTarget Inc
87874R100
1197.00000000
NS
USD
43439.13000000
0.009488846156
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-4315.64000000
-0.00094270865
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
252768.00000000
AUD
176302.27000000
USD
2020-09-16
-4315.64000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
34892.30000000
0.007621876099
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1013753.76000000
USD
889417.00000000
EUR
2020-09-16
34892.30000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-3545.24000000
-0.00077442243
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
21607870.00000000
JPY
200685.03000000
USD
2020-09-16
-3545.24000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
35840.60000000
0.007829022808
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
818505.46000000
USD
724620.00000000
EUR
2020-09-16
35840.60000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-18568.45000000
-0.00405609332
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
3733931.00000000
SEK
406885.89000000
USD
2020-09-16
-18568.45000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-14407.09000000
-0.00314708560
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1164003.00000000
NZD
757594.50000000
USD
2020-09-16
-14407.09000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
218274.36000000
0.047679864259
N/A
DFE
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
5193833.65000000
USD
4133573.00000000
GBP
2020-09-16
218274.36000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-40249.69000000
-0.00879214469
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
744771.00000000
GBP
934882.74000000
USD
2020-09-16
-40249.69000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-18780.69000000
-0.00410245504
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
10646904.00000000
NOK
1151184.66000000
USD
2020-09-16
-18780.69000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-6338.08000000
-0.00138449057
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
25258304.00000000
JPY
232312.39000000
USD
2020-08-19
-6338.08000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
63739.28000000
0.013923212137
N/A
DFE
SE
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1340865.96000000
USD
12327290.00000000
SEK
2020-09-16
63739.28000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
152860.46000000
0.033390848029
N/A
DFE
SE
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2034135.59000000
USD
19193816.00000000
SEK
2020-09-16
152860.46000000
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
000000000
103917.00000000
NS
376335.83000000
0.082206821224
Long
EC
CORP
GB
N
2
N
N
N
Strategic Education Inc
0PYXF82EO1UCNGL5I740
Strategic Education Inc
86272C103
234.00000000
NS
USD
29533.14000000
0.006451220868
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
388.49000000
0.000084861778
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
22264.01000000
USD
206142.00000000
NOK
2020-09-16
388.49000000
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
000000000
6744.00000000
NS
17766.43000000
0.003880900032
Long
EC
CORP
NL
N
2
N
N
N
Randstad NV
7245009EAAUUQJ0U4T57
Randstad NV
000000000
238.00000000
NS
11463.84000000
0.002504161895
Long
EC
CORP
NL
N
2
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AE8
25000.00000000
PA
USD
26429.25000000
0.005773206951
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.75000000
N
N
N
N
N
N
Acorda Therapeutics Inc
5493007NPB5YRM8QGL53
Acorda Therapeutics Inc
00484M106
-171220.00000000
NS
USD
-107663.14000000
-0.02351794274
Short
EC
CORP
US
N
1
N
N
N
Advanced Disposal Services Inc
549300ML1GEF4BKIM713
Advanced Disposal Services Inc
00790X101
1190.00000000
NS
USD
35890.40000000
0.007839901123
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-3008.96000000
-0.00065727740
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
179985.00000000
AUD
125601.13000000
USD
2020-09-16
-3008.96000000
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
Carrier Global Corp
14448C104
56234.00000000
NS
USD
1531814.16000000
0.334609576773
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-52048.30000000
-0.01136943376
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
1134117.67000000
EUR
1286084.90000000
USD
2020-10-21
-52048.30000000
N
N
N
Daikin Industries Ltd
549300Y7FWSTSHMW5Y57
Daikin Industries Ltd
000000000
2500.00000000
NS
439866.18000000
0.096084394680
Long
EC
CORP
JP
N
2
N
N
N
PBF HOLDING CO LLC
N/A
PBF Holding Co LLC / PBF Finance Corp
69318FAG3
25000.00000000
PA
USD
22482.25000000
0.004911024035
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.25000000
N
N
N
N
N
N
Gecina SA
9695003E4MMA10IBTR26
Gecina SA
000000000
91.00000000
NS
11804.73000000
0.002578625927
Long
EC
FR
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-2441.02000000
-0.00053321655
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
434123.00000000
NOK
45263.82000000
USD
2020-09-16
-2441.02000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
23578.02000000
0.005150384099
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2366193.03000000
USD
3200662.00000000
CAD
2020-09-16
23578.02000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-1570.86000000
-0.00034313875
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
633654.00000000
CAD
471517.09000000
USD
2020-08-19
-1570.86000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-381.88000000
-0.00008341789
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
359067.88000000
USD
540817.00000000
NZD
2020-09-16
-381.88000000
N
N
N
SPS Commerce Inc
2549006XVF9GCCETDQ72
SPS Commerce Inc
78463M107
480.00000000
NS
USD
36081.60000000
0.007881666863
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-9599.33000000
-0.00209687821
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
180685.00000000
GBP
227066.84000000
USD
2020-11-30
-9599.33000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-10397.67000000
-0.00227126765
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
165753110.00000000
JPY
1556244.63000000
USD
2020-09-16
-10397.67000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
6099.83000000
0.001332447230
N/A
DFE
XX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
206271.11000000
USD
180124.00000000
EUR
2020-09-16
6099.83000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
5376.44000000
0.001174429875
N/A
DFE
JP
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
418062.73000000
USD
44800501.00000000
JPY
2020-09-16
5376.44000000
N
N
N
Moncler SpA
815600EBD7FB00525B20
Moncler SpA
000000000
383.00000000
NS
14807.49000000
0.003234549001
Long
EC
CORP
IT
N
2
N
N
N
iShares Russell 2000 ETF
549300O80OAR5VTWR172
iShares Russell 2000 ETF
464287655
-15910.00000000
NS
USD
-2344497.60000000
-0.51213219603
Short
EC
RF
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-753.78000000
-0.00016465574
N/A
DFE
AU
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
263256.70000000
USD
367363.00000000
AUD
2020-09-16
-753.78000000
N
N
N
Grand Canyon Education Inc
529900XFER799IYOSW74
Grand Canyon Education Inc
38526M106
397.00000000
NS
USD
35229.78000000
0.007695595251
Long
EC
CORP
US
N
1
N
N
N
Manhattan Associates Inc
529900Q1GJP7KD52SW51
Manhattan Associates Inc
562750109
382.00000000
NS
USD
36591.78000000
0.007993110612
Long
EC
CORP
US
N
1
N
N
N
Tourmaline Oil Corp
549300EWGW5PUCV5A109
Tourmaline Oil Corp
000000000
25250.00000000
NS
256750.91000000
0.056084684144
Long
EC
CORP
CA
N
1
N
N
N
Williams-Sonoma Inc
549300IARG6YWVTZ1I92
Williams-Sonoma Inc
969904101
5935.00000000
NS
USD
517057.20000000
0.112946005708
Long
EC
CORP
US
N
1
N
N
N
Orion Oyj
74370029VAHCXDR7B745
Orion Oyj
000000000
2613.00000000
NS
114002.72000000
0.024902760978
Long
EC
CORP
FI
N
2
N
N
N
SHEA HOMES LP/FNDG CP
N/A
Shea Homes LP / Shea Homes Funding Corp
82088KAE8
25000.00000000
PA
USD
26228.75000000
0.005729409719
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
Savaria Corp
549300OFRDMCLTX90G87
Savaria Corp
000000000
-12850.00000000
NS
-129799.92000000
-0.02835350229
Short
EC
CORP
CA
N
1
N
N
N
MasTec Inc
549300TMDIT8WREDOF45
MasTec Inc
576323AN9
55000.00000000
PA
USD
55484.00000000
0.012119928280
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.88000000
N
N
N
N
N
N
Dolby Laboratories Inc
549300X04FB2QPCJ5J24
Dolby Laboratories Inc
25659T107
543.00000000
NS
USD
37792.80000000
0.008255461493
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
974.00000000
NS
USD
308514.50000000
0.067391925841
Long
EC
CORP
US
N
1
N
N
N
PRESIDIO HOLDING INC
N/A
Presidio Holdings Inc
74101XAE0
55000.00000000
PA
USD
56100.00000000
0.012254487356
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.88000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: 78378X107 TRS USD R V 01MFEDL0 FEDL01 -30 BPS / Short: 78378X107 TRS USD P E SPX INDEX
000000000
7068383.05000000
OU
Notional Amount
USD
-1842147.83000000
-0.40239888221
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
S&P 500 Index
SPX Index
Y
equity-performance leg
2099-12-31
0.01000000
USD
0.00000000
USD
7068383.05000000
USD
-1842147.84000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SAV5FKTQ3 IRS GBP R F 3.53750 BAV5FKTQ3_FIX CCPINFLATIONZERO / Short: SAV5FKTQ3 IRS GBP P V 12MUKRPI BAV5FKTQ3_INF CCPINFLATIONZERO
000000000
1100000.00000000
OU
Notional Amount
55175.47000000
0.012052532968
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-12-15
0.00000000
GBP
0.00000000
GBP
1100000.00000000
GBP
55175.47000000
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCU2
60000.00000000
PA
USD
61723.20000000
0.013482819501
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.13000000
N
N
N
N
N
N
Transcontinental Inc
549300C86G4JLR01YF53
Transcontinental Inc
000000000
-28240.00000000
NS
-325525.85000000
-0.07110788615
Short
EC
CORP
CA
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-4203.69000000
-0.00091825429
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1104427.00000000
NOK
117159.41000000
USD
2020-09-16
-4203.69000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-1348.32000000
-0.00029452710
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
443235.19000000
USD
666265.00000000
NZD
2020-09-16
-1348.32000000
N
N
N
Acacia Communications Inc
549300PZLTIVLKOBPB61
Acacia Communications Inc
00401C108
528.00000000
NS
USD
35893.44000000
0.007840565181
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
3330.83000000
0.000727586704
N/A
DFE
AU
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
446679.79000000
USD
629773.00000000
AUD
2020-09-16
3330.83000000
N
N
N
Liberty Media Corp-Liberty Formula One
N/A
Liberty Media Corp-Liberty Formula One
531229870
-4529.00000000
NS
USD
-149864.61000000
-0.03273643437
Short
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
DELPHI TECHNOLOGIES PLC
000000000
870203.30000000
OU
Notional Amount
USD
76759.97000000
0.016767452440
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Delphi Technologies PLC
Delphi Technologies PLC
Y
equity-performance leg
2021-02-22
0.00000000
USD
0.00000000
USD
870203.30000000
USD
76759.97000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-30.95000000
-0.00000676071
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
252623.00000000
JPY
2356.76000000
USD
2020-09-16
-30.95000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
1068.96000000
0.000233503686
N/A
DFE
JP
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
82815.08000000
USD
8875057.00000000
JPY
2020-09-16
1068.96000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-83558.44000000
-0.01825251063
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
16548094.00000000
SEK
1801976.79000000
USD
2020-09-16
-83558.44000000
N
N
N
BioMerieux
549300AK8Y0LBIQ4T071
BioMerieux
000000000
884.00000000
NS
142475.17000000
0.031122284660
Long
EC
CORP
FR
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-43476.99000000
-0.00949711629
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2454852.00000000
AUD
1710662.14000000
USD
2020-09-16
-43476.99000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
41757.23000000
0.009121451819
N/A
DFE
XX
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
1065864.12000000
USD
940000.00000000
EUR
2020-08-19
41757.23000000
N
N
N
ArcelorMittal
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBA1
15000.00000000
PA
USD
16282.76000000
0.003556807068
Long
DBT
CORP
LU
N
2
2026-03-11
Fixed
4.55000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-10303.55000000
-0.00225070807
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
224516.00000000
EUR
254248.27000000
USD
2020-08-19
-10303.55000000
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119100
26761.00000000
NS
USD
733519.01000000
0.160229936437
Long
EC
CORP
US
N
1
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BS9
5000.00000000
PA
USD
5511.90000000
0.001204019765
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
8.63000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-79597.25000000
-0.01738722805
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
7223123.00000000
CAD
5313540.25000000
USD
2020-09-16
-79597.25000000
N
N
N
Exponent Inc
529900NY3F5Q2NWPUZ42
Exponent Inc
30214U102
453.00000000
NS
USD
38079.18000000
0.008318018357
Long
EC
CORP
US
N
1
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
28555.00000000
NS
USD
4252125.05000000
0.928834450367
Long
EC
CORP
US
N
1
N
N
N
Cott Holdings Inc
N/A
Cott Holdings Inc
221644AA5
25000.00000000
PA
USD
25968.75000000
0.005672615303
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.50000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
246901.00000000
NS
503269.33000000
0.109934182560
Long
EC
CORP
IT
N
2
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAQ2
30000.00000000
PA
USD
34378.70000000
0.007509685285
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.63000000
N
N
N
N
N
N
MDC Holdings Inc
5299005FV4VNV75R8R35
MDC Holdings Inc
552676108
30360.00000000
NS
USD
1361038.80000000
0.297305396915
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
1210.87000000
0.000264502515
N/A
DFE
SG
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
92459.04000000
USD
128693.00000000
SGD
2020-09-16
1210.87000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-2053.67000000
-0.00044860379
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
686486.00000000
NOK
73382.80000000
USD
2020-09-16
-2053.67000000
N
N
N
Qualys Inc
549300EMBXYOW9W1XA17
Qualys Inc
74758T303
356.00000000
NS
USD
43958.88000000
0.009602380377
Long
EC
CORP
US
N
1
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759100
443.00000000
NS
USD
38651.75000000
0.008443090582
Long
EC
CORP
US
N
1
N
N
N
Tradeweb Markets Inc
N/A
Tradeweb Markets Inc
892672106
6557.00000000
NS
USD
354536.99000000
0.077445081310
Long
EC
CORP
US
N
1
N
N
N
Teleperformance
9695004GI61FHFFNRG61
Teleperformance
000000000
472.00000000
NS
138138.00000000
0.030174872986
Long
EC
CORP
FR
N
2
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331CAJ7
15000.00000000
PA
USD
15600.00000000
0.003407664933
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
5.25000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-865.02000000
-0.00018895502
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
584243.00000000
CAD
435359.43000000
USD
2020-09-16
-865.02000000
N
N
N
IR Japan Holdings Ltd
N/A
IR Japan Holdings Ltd
000000000
2800.00000000
NS
309241.07000000
0.067550637835
Long
EC
CORP
JP
N
2
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand SA
000000000
1531.00000000
NS
118435.53000000
0.025871064260
Long
EC
CORP
FR
N
2
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-6823.29000000
-0.00149047987
N/A
DFE
US
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
3661232000.00000000
KRW
3066563.92000000
USD
2020-09-14
-6823.29000000
N
N
N
Liberty Media Corp-Liberty Braves
N/A
Liberty Media Corp-Liberty Braves
531229706
-1968.00000000
NS
USD
-37214.88000000
-0.00812922061
Short
EC
CORP
US
N
1
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
Aroundtown SA
000000000
2306.00000000
NS
13885.76000000
0.003033206245
Long
EC
CORP
LU
N
2
N
N
N
Wynn Resorts Ltd
254900CEKKWIHTEAB172
Wynn Resorts Ltd
983134107
19843.00000000
NS
USD
1437228.49000000
0.313948277358
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
1336.10000000
0.000291857763
N/A
DFE
SE
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
155857.74000000
USD
1380000.00000000
SEK
2020-08-19
1336.10000000
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAD2
25000.00000000
PA
USD
25125.00000000
0.005488306503
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.88000000
N
N
N
N
N
N
LG Chem Ltd
988400IES4EIG7O06940
LG Chem Ltd
000000000
599.00000000
NS
286824.94000000
0.062654057057
Long
EC
CORP
KR
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
18081.68000000
0.003949763261
N/A
DFE
JP
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1110798.41000000
USD
119437210.00000000
JPY
2020-09-16
18081.68000000
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
Tractor Supply Co
892356106
273.00000000
NS
USD
38968.02000000
0.008512176620
Long
EC
CORP
US
N
1
N
N
N
10X Genomics Inc
5493003Z6741WNLG7H43
10X Genomics Inc
88025U109
424.00000000
NS
USD
41708.88000000
0.009110890243
Long
EC
CORP
US
N
1
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAR2
20000.00000000
PA
USD
21700.00000000
0.004740149298
Long
DBT
CORP
BM
N
2
2024-05-15
Fixed
12.25000000
N
N
N
N
N
N
Match Group Inc
15OMOPB0A8K0EFUVD031
Match Group Inc
57667L107
-21600.00000000
NS
USD
-2218320.00000000
-0.48456995354
Short
EC
CORP
US
N
1
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343E102
176.00000000
NS
USD
37255.68000000
0.008138132968
Long
EC
CORP
US
N
1
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAB6
30000.00000000
PA
USD
31698.60000000
0.006924244080
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
1781.77000000
0.000389209945
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
116406.79000000
USD
158292.00000000
CAD
2020-09-16
1781.77000000
N
N
N
AMETEK Inc
549300WZDEF9KKE40E98
AMETEK Inc
031100100
407.00000000
NS
USD
37952.75000000
0.008290400981
Long
EC
CORP
US
N
1
N
N
N
Airbus SE
MINO79WLOO247M1IL051
Airbus SE
000000000
16130.00000000
NS
1180651.39000000
0.257901560281
Long
EC
CORP
NL
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
321.86000000
0.000070307117
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
248466.00000000
CAD
185838.75000000
USD
2020-09-16
321.86000000
N
N
N
Bio-Techne Corp
54930073RLKQ51TILZ35
Bio-Techne Corp
09073M104
141.00000000
NS
USD
38797.56000000
0.008474941328
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-9913.58000000
-0.00216552300
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
238000.00000000
EUR
270900.05000000
USD
2020-10-21
-9913.58000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-11300.58000000
-0.00246849937
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
190000.00000000
EUR
212714.42000000
USD
2020-09-16
-11300.58000000
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
SWISS MARKET INDEX SEP20 10400 CALL
000000000
7.00000000
NC
6735.55000000
0.001471313945
N/A
DE
DE
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Purchased
Swiss Market Index
SMI Index
10.00000000
10400.00000000
CHF
2020-09-18
XXXX
-7395.70000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SAV5GWLX9 IRS CNY R F 2.97500 CCP-LCH / Short: SAV5GWLX9 IRS CNY P V 03MCNDR CNRR007-CCP LCH
000000000
25500000.00000000
OU
Notional Amount
64511.21000000
0.014091832572
N/A
DIR
CN
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-03-18
0.00000000
CNY
0.00000000
CNY
25500000.00000000
CNY
64511.21000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-12636.71000000
-0.00276036368
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
432275.00000000
AUD
296249.73000000
USD
2020-09-16
-12636.71000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-20939.29000000
-0.00457397976
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
170099019.00000000
JPY
1586779.07000000
USD
2020-09-16
-20939.29000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
10516.39000000
0.002297200860
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
180633.08000000
USD
1739496.00000000
NOK
2020-09-16
10516.39000000
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
974.00000000
NS
9863.28000000
0.002154535473
Long
EC
CORP
FR
N
2
N
N
N
Euronext NV
724500QJ4QSZ3H9QU415
Euronext NV
000000000
102.00000000
NS
11782.80000000
0.002573835537
Long
EC
CORP
NL
N
2
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
15908.00000000
NS
USD
909301.28000000
0.198627826015
Long
EC
CORP
US
N
1
N
N
N
TELEFLEX INC
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369AG1
5000.00000000
PA
USD
5356.25000000
0.001170019570
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
16176.98000000
0.003533700479
N/A
DFE
SG
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
640598.36000000
USD
902343.00000000
SGD
2020-09-16
16176.98000000
N
N
N
HUB International Ltd
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAD3
25000.00000000
PA
USD
26187.50000000
0.005720399067
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.00000000
N
N
N
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
Fortinet Inc
34959E109
5340.00000000
NS
USD
738522.00000000
0.161322789872
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8NAV47T0Y26Q87Y0QP81
Long: BAV5W6N81 TRS EUR R V 01MEURIB EUR001M-32.58 BPS / Short: BAV5W6N81 TRS EUR P E MSDEEMUN
000000000
4288118.80000000
OU
Notional Amount
121907.05000000
0.026629383296
N/A
DE
ER
N
2
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8NAV47T0Y26Q87Y0QP81
SPDR MSCI EMU UCITS ETF
SPDR MSCI EMU UCITS ETF
Y
equity-performance leg
2021-07-09
0.00000000
EUR
0.00000000
EUR
4288118.80000000
EUR
121907.05000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796TJ8
2000000.00000000
PA
USD
1999666.67000000
0.436807307053
Long
STIV
UST
US
N
2
2020-09-10
None
0.00000000
N
N
N
N
N
N
NetEase Inc
5299004AF4DSJDB0PA32
NetEase Inc
64110W102
513.00000000
NS
USD
235169.46000000
0.051370430914
Long
EC
CORP
KY
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
35040.95000000
0.007654347214
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
410370.79000000
USD
377665.00000000
EUR
2020-09-30
35040.95000000
N
N
N
Cal-Maine Foods Inc
549300NHE5WMIEIEMF53
Cal-Maine Foods Inc
128030202
816.00000000
NS
USD
35859.12000000
0.007833068318
Long
EC
CORP
US
N
1
N
N
N
Luminex Corp
5299004PD7MBYRVKM104
Luminex Corp
55027E102
1192.00000000
NS
USD
43388.80000000
0.009477852068
Long
EC
CORP
US
N
1
N
N
N
Exelixis Inc
N/A
Exelixis Inc
30161Q104
1580.00000000
NS
USD
36482.20000000
0.007969173951
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-6990.92000000
-0.00152709698
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
594433.00000000
GBP
771303.21000000
USD
2020-09-16
-6990.92000000
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAG2
25000.00000000
PA
USD
26325.50000000
0.005750543795
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.38000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-6165.64000000
-0.00134682277
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
128979.00000000
EUR
145904.00000000
USD
2020-09-16
-6165.64000000
N
N
N
Evonik Industries AG
41GUOJQTALQHLF39XJ34
Evonik Industries AG
000000000
369.00000000
NS
9968.98000000
0.002177624587
Long
EC
CORP
DE
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CINEPLEX INC
000000000
887974.17000000
OU
Notional Amount
-511947.27000000
-0.11182979229
N/A
DE
CA
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Cineplex Inc
Cineplex Inc
Y
equity-performance leg
2021-02-22
0.00000000
CAD
0.00000000
CAD
887974.17000000
CAD
-511947.27000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
2743.52000000
0.000599294672
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
403421.79000000
USD
612405.00000000
NZD
2020-09-16
2743.52000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
MSCI WORLD INDEX SEP20 XEUR 20200918
000000000
-74.00000000
NC
USD
-277580.00000000
-0.06063459181
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
MSCI World Index
ZWPU0 Index
2020-09-18
-4752200.00000000
USD
-277580.00000000
N
N
N
Generac Holdings Inc
529900S2H2AHJHSFFI84
Generac Holdings Inc
368736104
10100.00000000
NS
USD
1591558.00000000
0.347660024758
Long
EC
CORP
US
N
1
N
N
N
Nordstrom Inc
549300S3IZB5P35KNV16
Nordstrom Inc
655664100
-23550.00000000
NS
USD
-322399.50000000
-0.07042496607
Short
EC
CORP
US
N
1
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212BAM5
5000.00000000
PA
USD
5121.90000000
0.001118828142
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.88000000
N
N
N
N
N
N
GPC MERGER SUB INC
N/A
GPC Merger Sub Inc
384701AA6
5000.00000000
PA
USD
5200.00000000
0.001135888311
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
7.13000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAW4
15000.00000000
PA
USD
16687.50000000
0.003645218498
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
Kogan.com Ltd
529900EOAC36USKQV388
Kogan.com Ltd
000000000
44547.00000000
NS
529956.05000000
0.115763631274
Long
EC
CORP
AU
N
2
N
N
N
Five Below Inc
529900AAXP5Z6BGI7418
Five Below Inc
33829M101
10140.00000000
NS
USD
1104347.40000000
0.241233712139
Long
EC
CORP
US
N
1
N
N
N
Turning Point Therapeutics Inc
N/A
Turning Point Therapeutics Inc
90041T108
561.00000000
NS
USD
33228.03000000
0.007258332861
Long
EC
CORP
US
N
1
N
N
N
Wingstop Inc
549300SSH3F8HPIM3Q47
Wingstop Inc
974155103
263.00000000
NS
USD
41093.75000000
0.008976521209
Long
EC
CORP
US
N
1
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216101
-20637.00000000
NS
USD
-295728.21000000
-0.06459888788
Short
EC
CORP
US
N
1
N
N
N
Wesdome Gold Mines Ltd
529900DCBALMLHZPLR10
Wesdome Gold Mines Ltd
000000000
15600.00000000
NS
159674.49000000
0.034879305150
Long
EC
CORP
CA
N
1
N
N
N
Fair Isaac Corp
RI6HET5SJUEY30V1PS26
Fair Isaac Corp
303250104
88.00000000
NS
USD
38648.72000000
0.008442428709
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
-658.00000000
NS
USD
-248171.28000000
-0.05421054925
Short
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-5710.76000000
-0.00124745875
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
123754.00000000
EUR
140728.47000000
USD
2021-02-26
-5710.76000000
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
7950.00000000
NS
USD
791740.50000000
0.172947842197
Long
EC
CORP
US
N
1
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452100
743.00000000
NS
USD
37788.98000000
0.008254627052
Long
EC
CORP
US
N
1
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp
45337C102
350.00000000
NS
USD
34566.00000000
0.007550599108
Long
EC
CORP
US
N
1
N
N
N
Neogen Corp
549300HJT9FC36N4UW43
Neogen Corp
640491106
477.00000000
NS
USD
36619.29000000
0.007999119898
Long
EC
CORP
US
N
1
N
N
N
Pandora Media LLC
254900NJMDCK4VVX9P20
Pandora Media LLC
698354AD9
828000.00000000
PA
USD
927624.96000000
0.202630451771
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
1.75000000
N
N
N
N
Y
Sirius XM Holdings Inc
Sirius XM Holdings Inc
USD
XXXX
N
N
N
Appfolio Inc
529900OOUUGT6JFC0S15
Appfolio Inc
03783C100
224.00000000
NS
USD
31185.28000000
0.006812114429
Long
EC
CORP
US
N
1
N
N
N
PennyMac Mortgage Investment Trust
549300BSSOQO1ZWDUJ97
PennyMac Mortgage Investment Trust
70931T103
-18097.00000000
NS
USD
-341128.45000000
-0.07451611903
Short
EC
US
N
1
N
N
N
FUCHS PETROLUB SE
529900SNF9E1P5ZO4P98
FUCHS PETROLUB SE
000000000
2856.00000000
NS
124715.47000000
0.027242854729
Long
EP
CORP
DE
N
2
N
N
N
J & J Snack Foods Corp
N/A
J & J Snack Foods Corp
466032109
288.00000000
NS
USD
35461.44000000
0.007746199075
Long
EC
CORP
US
N
1
N
N
N
SK Hynix Inc
988400XAIK6XISWQV045
SK Hynix Inc
000000000
5888.00000000
NS
412255.66000000
0.090053151039
Long
EC
CORP
KR
N
2
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610105
47775.00000000
NS
USD
1185297.75000000
0.258916511437
Long
EC
CORP
US
N
1
N
N
N
OWENS-BROCKWAY
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container Inc
69073TAT0
10000.00000000
PA
USD
10825.00000000
0.002364613647
Long
DBT
CORP
US
N
2
2027-05-13
Fixed
6.63000000
N
N
N
N
N
N
PerkinElmer Inc
549300IKL1SDPFI7N655
PerkinElmer Inc
714046109
375.00000000
NS
USD
44591.25000000
0.009740515318
Long
EC
CORP
US
N
1
N
N
N
MAG Silver Corp
254900LGL904N7F3EL14
MAG Silver Corp
000000000
-8800.00000000
NS
-148675.95000000
-0.03247678341
Short
EC
CORP
CA
N
1
N
N
N
Proximus SADP
549300CWRXC5EP004533
Proximus SADP
000000000
300.00000000
NS
6171.31000000
0.001348061325
Long
EC
CORP
BE
N
2
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: 99FC38679 TRS USD R V 01MFEDL0 FEDL01 -30 BPS / Short: 99FC38679 TRS USD P E IXY INDEX
000000000
1506856.82000000
OU
Notional Amount
USD
-257169.43000000
-0.05617610567
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Consumer Discretionary Select Sector Index
IXY Index
Y
equity-performance leg
2099-12-31
0.00000000
USD
0.00000000
USD
1506856.82000000
USD
-257169.43000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
55669.46000000
0.012160440173
N/A
DFE
SE
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
954270.02000000
USD
8863570.00000000
SEK
2020-09-16
55669.46000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-19701.45000000
-0.00430358591
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
454567.00000000
EUR
516245.01000000
USD
2020-09-16
-19701.45000000
N
N
N
Novagold Resources Inc
529900587LVZTJ2BHS60
Novagold Resources Inc
000000000
-20600.00000000
NS
-188398.22000000
-0.04115371845
Short
EC
CORP
CA
N
1
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAC5
70000.00000000
PA
USD
72712.50000000
0.015883322851
Long
DBT
US
N
2
2027-09-15
Fixed
4.88000000
N
N
N
N
N
N
SPDR Dow Jones Industrial Average ETF Trust
54930039F2SG3UG2OZ18
SPDR Dow Jones Industrial Average ETF Trust
78467X109
-1560.00000000
NS
USD
-412386.00000000
-0.09008162251
Short
EC
RF
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-17031.62000000
-0.00372038809
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
3369204.00000000
CAD
2498581.15000000
USD
2020-09-16
-17031.62000000
N
N
N
WESCO Distribution Inc
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAM6
25000.00000000
PA
USD
25555.00000000
0.005582235729
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.38000000
N
N
N
N
N
N
Arkema SA
9695000EHMS84KKP2785
Arkema SA
000000000
134.00000000
NS
13940.72000000
0.003045211711
Long
EC
CORP
FR
N
2
N
N
N
Wingstop Inc
549300SSH3F8HPIM3Q47
Wingstop Inc
974155103
-2271.00000000
NS
USD
-354843.75000000
-0.07751208998
Short
EC
CORP
US
N
1
N
N
N
HeidelbergCement AG
LZ2C6E0W5W7LQMX5ZI37
HeidelbergCement AG
000000000
283.00000000
NS
15705.20000000
0.003430644827
Long
EC
CORP
DE
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
717.46000000
0.000156722005
N/A
DFE
SG
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
74052.23000000
USD
102726.00000000
SGD
2020-09-16
717.46000000
N
N
N
Evolution Gaming Group AB
549300SUH6ZR1RF6TA88
Evolution Gaming Group AB
000000000
9978.00000000
NS
677115.14000000
0.147909071699
Long
EC
CORP
SE
N
2
N
N
N
Varonis Systems Inc
549300SHIVNRRH7STS26
Varonis Systems Inc
922280102
9539.00000000
NS
USD
1033550.65000000
0.225768865833
Long
EC
CORP
US
N
1
N
N
N
Tokyo Electron Ltd
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd
000000000
6000.00000000
NS
1660303.47000000
0.362676789338
Long
EC
CORP
JP
N
2
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
SWISS MARKET INDEX SEP20 10200 CALL
000000000
6.00000000
NC
10805.31000000
0.002360312562
N/A
DE
DE
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Purchased
Swiss Market Index
SMI Index
10.00000000
10200.00000000
CHF
2020-09-18
XXXX
-15307.35000000
N
N
N
Moderna Inc
549300EI6OKH5K5Q2G38
Moderna Inc
60770K107
10380.00000000
NS
USD
769158.00000000
0.168014919546
Long
EC
CORP
US
N
1
N
N
N
Safran SA
N/A
Safran SA
000000000
461.00000000
NS
49028.17000000
0.010709716388
Long
EP
CORP
FR
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P 500 ANNL DIV DEC21 XCME 20211217
000000000
50.00000000
NC
USD
15000.00000000
0.003276600897
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
S&P 500 Annual Dividend Index
ASDZ1 Index
2021-12-17
618125.00000000
USD
15000.00000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
940.51000000
0.000205445060
N/A
DFE
SG
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
126559.40000000
USD
175172.00000000
SGD
2020-09-16
940.51000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-4005.13000000
-0.00087488083
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1227903.00000000
NOK
130926.49000000
USD
2020-09-16
-4005.13000000
N
N
N
AMERICAN EAGLE OUTFITTER
5299001Z9HXK01DHW793
American Eagle Outfitters Inc
02553EAA4
1740000.00000000
PA
USD
2366121.60000000
0.516855743891
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.75000000
N
N
N
N
Y
American Eagle Outfitters Inc
American Eagle Outfitters Inc
USD
XXXX
N
N
N
Rolls-Royce Holdings PLC
213800EC7997ZBLZJH69
Rolls-Royce Holdings PLC
000000000
-248525.00000000
NS
-745538.56000000
-0.16285548765
Short
EC
CORP
GB
N
2
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331CAH1
10000.00000000
PA
USD
10289.50000000
0.002247638995
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAB5
60000.00000000
PA
USD
66600.00000000
0.014548107985
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
7.75000000
N
N
N
N
N
N
Aerovironment Inc
529900PGHVI29YLZ6221
Aerovironment Inc
008073108
458.00000000
NS
USD
35059.90000000
0.007658486653
Long
EC
CORP
US
N
1
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CR4
20000.00000000
PA
USD
18205.80000000
0.003976876041
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.20000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SAV5PQ2L9 IRS CNY R F 2.30000 CCP-LCH / Short: SAV5PQ2L9 IRS CNY P V 03MCNDR CNRR007 - CCP LCH
000000000
8800000.00000000
OU
Notional Amount
-15421.78000000
-0.00336873454
N/A
DIR
CN
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-03-18
0.00000000
CNY
0.00000000
CNY
8800000.00000000
CNY
-15421.78000000
N
N
N
Recordati SpA
815600FBF92FD3531704
Recordati SpA
000000000
193.00000000
NS
10366.07000000
0.002264364951
Long
EC
CORP
IT
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-1383.23000000
-0.00030215284
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
138007.00000000
NZD
90147.14000000
USD
2020-09-16
-1383.23000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
48374.18000000
0.010566858773
N/A
DFE
XX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1003313.77000000
USD
891997.00000000
EUR
2020-09-16
48374.18000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-10680.52000000
-0.00233305342
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
129802.00000000
EUR
142405.77000000
USD
2020-09-30
-10680.52000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-19125.92000000
-0.00417786710
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2024624.00000000
SGD
1454507.84000000
USD
2020-09-16
-19125.92000000
N
N
N
ASGN INCORPORATED
LZBNYYCBUKY537072438
ASGN Inc
00191UAA0
40000.00000000
PA
USD
40900.00000000
0.008934198447
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.63000000
N
N
N
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems Inc
127387108
382.00000000
NS
USD
41733.50000000
0.009116268237
Long
EC
CORP
US
N
1
N
N
N
Rollins Inc
549300F2A0BXT4SGWD84
Rollins Inc
775711104
862.00000000
NS
USD
45168.80000000
0.009866675374
Long
EC
CORP
US
N
1
N
N
N
Profound Medical Corp
N/A
Profound Medical Corp
000000000
10880.00000000
NS
173014.30000000
0.037793254045
Long
EC
CORP
CA
N
1
N
N
N
ALTICE EUROPE NV
724500354ATKLCM6EW21
Altice Europe NV
000000000
-107549.00000000
NS
-509918.49000000
-0.11138662546
Short
EC
CORP
NL
N
2
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
Long: BAV5HTF87 TRS USD R V 01MLIBOR US0001M LIBOR 01M RV / Short: BAV5HTF87 TRS USD P E US0001M PE
000000000
131829.28000000
OU
Notional Amount
USD
44116.58000000
0.009636828375
N/A
DE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
Discovery Holding Co
Discovery Holding Co
Y
equity-performance leg
2021-01-15
0.00000000
USD
0.00000000
USD
131829.28000000
USD
44116.58000000
N
N
N
Sleep Country Canada Holdings Inc
549300XWL65DNWBSDJ21
Sleep Country Canada Holdings Inc
000000000
10170.00000000
NS
145855.16000000
0.031860609878
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
89.45000000
0.000019539463
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
368641.83000000
USD
555963.00000000
NZD
2020-09-16
89.45000000
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
17987.00000000
NS
USD
1019503.16000000
0.222700331277
Long
EC
CORP
US
N
1
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902V107
7120.00000000
NS
USD
446708.80000000
0.097579097002
Long
EC
CORP
US
N
1
N
N
N
Hermes International
969500Y4IJGHJE2MTJ13
Hermes International
000000000
138.00000000
NS
111882.05000000
0.024439521696
Long
EC
CORP
FR
N
2
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
2900.00000000
NS
USD
410698.00000000
0.089712895695
Long
EC
CORP
US
N
1
N
N
N
Hamilton Thorne Ltd
254900AGS8MJ9M2VL213
Hamilton Thorne Ltd
407891100
51150.00000000
NS
51171.00000000
0.011177796302
Long
EC
CORP
CA
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
9171.03000000
0.002003320341
N/A
DFE
JP
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
552160.07000000
USD
59389674.00000000
JPY
2020-09-16
9171.03000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
78.53000000
0.000017154097
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1435464.00000000
JPY
13646.05000000
USD
2020-09-16
78.53000000
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
Lululemon Athletica Inc
550021109
3098.00000000
NS
USD
1008677.82000000
0.220335643359
Long
EC
CORP
US
N
1
N
N
N
Enanta Pharmaceuticals Inc
529900SSN4DODDQSN594
Enanta Pharmaceuticals Inc
29251M106
732.00000000
NS
USD
33562.20000000
0.007331328976
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
1540.21000000
0.000336443564
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
4826498.00000000
SEK
551484.63000000
USD
2020-09-16
1540.21000000
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
Long: BAV5HTEK1 TRS USD R V 01MLIBOR US0001M LIBOR 01M RV / Short: BAV5HTEK1 TRS USD P E US0001M PE
000000000
261538.10000000
OU
Notional Amount
USD
58855.94000000
0.012856495055
N/A
DE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
AT&T Inc
AT&T Inc
Y
equity-performance leg
2021-01-15
0.00000000
USD
0.00000000
USD
261538.10000000
USD
58855.94000000
N
N
N
iRhythm Technologies Inc
549300FJI72RJGDQS384
iRhythm Technologies Inc
450056106
-2192.00000000
NS
USD
-272860.16000000
-0.05960358967
Short
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
XRAY TWOLF HOLDCO CORP
000000000
22826.65000000
OU
Notional Amount
USD
1510.01000000
0.000329846674
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Xperi Holding Corp
Xperi Holding Corp
Y
equity-performance leg
2120-06-02
0.00000000
USD
0.00000000
USD
22826.65000000
USD
1510.01000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-4241.42000000
-0.00092649603
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
385624.00000000
SGD
276437.14000000
USD
2020-09-16
-4241.42000000
N
N
N
American Eagle Outfitters Inc
5299001Z9HXK01DHW793
American Eagle Outfitters Inc
02553E106
-169062.00000000
NS
USD
-1690620.00000000
-0.36929913396
Short
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
SWISS MARKET INDEX OCT20 9700 PUT
000000000
-6.00000000
NC
-13646.06000000
-0.00298084616
N/A
DE
DE
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Swiss Market Index
SMI Index
10.00000000
9700.00000000
CHF
2020-10-16
XXXX
-1261.73000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-170.06000000
-0.00003714791
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
37945.00000000
EUR
44568.09000000
USD
2020-09-16
-170.06000000
N
N
N
Sangoma Technologies Corp
549300KSQC5ICF3CSE88
Sangoma Technologies Corp
80100R101
205700.00000000
NS
368569.19000000
0.080510275918
Long
EC
CORP
CA
N
1
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAS4
10000.00000000
PA
USD
10927.41000000
0.002386984094
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.25000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
14820.41000000
0.003237371247
N/A
DFE
GB
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
430171.79000000
USD
339869.00000000
GBP
2020-09-16
14820.41000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
105.92000000
0.000023137171
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
78888.84000000
USD
67000.00000000
EUR
2020-09-16
105.92000000
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAF5
60000.00000000
PA
USD
61337.40000000
0.013398545326
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.88000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-39878.41000000
-0.00871104226
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1024608.00000000
GBP
1301646.02000000
USD
2020-09-16
-39878.41000000
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
000000000
15863.00000000
NS
404433.12000000
0.088344394933
Long
EC
CORP
DE
N
2
N
N
N
Crombie Real Estate Investment Trust
N/A
Crombie Real Estate Investment Trust
000000000
-30420.00000000
NS
-296376.12000000
-0.06474041738
Short
EC
CA
N
1
N
N
N
NIO INC
549300JBU4TV5OCKJV96
NIO Inc
62914VAB2
1439000.00000000
PA
USD
2016470.70000000
0.440477980372
Long
DBT
CORP
KY
N
2
2024-02-01
Fixed
4.50000000
N
N
N
N
N
NIO Inc
NIO Inc
USD
XXXX
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAL0
50000.00000000
PA
USD
58567.09000000
0.012793398644
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
5.00000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
3161.00000000
NS
USD
265334.34000000
0.057959649107
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
10375.49000000
0.002266422656
N/A
DFE
AU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
496037.50000000
USD
708706.00000000
AUD
2020-09-16
10375.49000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
7517.26000000
0.001642070724
N/A
DFE
AU
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
371650.45000000
USD
530631.00000000
AUD
2020-09-16
7517.26000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
3906.13000000
0.000853255270
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
75391.80000000
USD
721626.00000000
NOK
2020-09-16
3906.13000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
14154.57000000
0.003091925117
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
299192.87000000
USD
265336.00000000
EUR
2020-11-30
14154.57000000
N
N
N
Birchcliff Energy Ltd
5493000BBN3EF2L0XW29
Birchcliff Energy Ltd
000000000
279500.00000000
NS
250401.28000000
0.054697670587
Long
EC
CORP
CA
N
1
N
N
N
Church & Dwight Co Inc
POOXSI30AWAQGYJZC921
Church & Dwight Co Inc
171340102
468.00000000
NS
USD
45082.44000000
0.009847810891
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-20467.82000000
-0.00447099182
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
4291950.00000000
SEK
468568.74000000
USD
2020-09-16
-20467.82000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-16.85000000
-0.00000368071
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1965.00000000
SGD
1413.39000000
USD
2020-09-16
-16.85000000
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
13793.00000000
NS
USD
1067991.99000000
0.233292234203
Long
EC
CORP
US
N
1
N
N
N
ACORDA THERAPEUTICS INC
5493007NPB5YRM8QGL53
Acorda Therapeutics Inc
00484MAB2
922000.00000000
PA
USD
512692.85000000
0.111992656833
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
6.00000000
N
N
N
N
N
Acorda Therapeutics Inc
Acorda Therapeutics Inc
USD
XXXX
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
4624.61000000
0.001010200085
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
364852.15000000
USD
557087.00000000
NZD
2020-09-16
4624.61000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
14125.65000000
0.003085607831
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
275063.18000000
USD
244879.00000000
EUR
2020-11-30
14125.65000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-7664.65000000
-0.00167426660
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
734464.00000000
SGD
526919.03000000
USD
2020-09-16
-7664.65000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
44444.39000000
0.009708435211
N/A
DFE
SE
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
675762.62000000
USD
6320780.00000000
SEK
2020-09-16
44444.39000000
N
N
N
Dycom Industries Inc
549300F56EKTHQI3WT60
Dycom Industries Inc
267475101
-5200.00000000
NS
USD
-222716.00000000
-0.04865009636
Short
EC
CORP
US
N
1
N
N
N
Deckers Outdoor Corp
5493008LG4W3I6K8J118
Deckers Outdoor Corp
243537107
184.00000000
NS
USD
38502.00000000
0.008410379183
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-6453.01000000
-0.00140959589
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
198258.00000000
GBP
253127.19000000
USD
2020-09-16
-6453.01000000
N
N
N
2020-08-27
PACE SELECT ADVISORS TRUST
Joanne Kilkeary
Joanne Kilkeary
Vice President and Treasurer