Form NPORT-P PACE SELECT ADVISORS For: Jul 31

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September 20, 2021 12:13 PM EDT
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    NPORT-P
    false
    
      
      
        
          0000930007
          XXXXXXXX
        
      
      
      
      
        S000006035
        C000016591
        C000016594
        C000016595
      
      
      
    
  
  
    
      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
      2021-07-31
      2021-07-31
      N
    
    
      735622933.10
      281716860.25
      453906072.85
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      1102910.92000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      141354176.96000000
      
        
          CNY
          
          
        
        
          EUR
          
          
        
        
          PLN
          
          
        
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        CI Financial Corp
        549300M9W7JJQSVCEM78
        CI Financial Corp
        000000000
        
          
        
        -22530.00000000
        NS
        
        -410834.80000000
        -0.09051097232
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -461.26000000
        -0.00010162014
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            254372.79000000
            USD
            344057.00000000
            SGD
            2021-09-15
            -461.26000000
          
        
        
          N
          N
          N
        
      
      
        HelloFresh SE
        391200ZAF4V6XD2M9G57
        HelloFresh SE
        000000000
        
          
        
        3756.00000000
        NS
        
        352345.13000000
        0.077625119176
        Long
        EC
        CORP
        DE
        N
        
        1
        
          N
          N
          N
        
      
      
        Capstone Mining Corp
        549300JWFL5E2LAFKV86
        Capstone Mining Corp
        000000000
        
          
        
        89190.00000000
        NS
        
        399624.96000000
        0.088041333637
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -143435.04000000
        -0.03160015883
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            6222036.73000000
            USD
            8236670.00000000
            SGD
            2021-09-15
            -143435.04000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED NOK / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -52738.20000000
        -0.01161874739
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            16907003.35000000
            SEK
            16886773.00000000
            NOK
            2021-08-18
            -52738.20000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3522.82000000
        0.000776112110
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            303902.70000000
            USD
            221146.00000000
            GBP
            2021-09-15
            3522.82000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -493.95000000
        -0.00010882207
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            413678.21000000
            USD
            348018.00000000
            EUR
            2021-09-15
            -493.95000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        9409.31000000
        0.002072964113
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2312000.00000000
            SEK
            278075.38000000
            USD
            2021-09-15
            9409.31000000
          
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        Long: BAV6KF897 TRS SEK R V 01MSTIBO STIB1M-0.35BPS / Short: BAV6KF897 TRS SEK P E NIBE B SE EQUITY
        000000000
        
          
        
        572722.16000000
        OU
        Notional Amount
        
        -2027.39000000
        -0.00044665408
        N/A
        DE
        
        SE
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            
              
                Nibe Industrier AB
                Nibe Industrier AB
                
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-11-29
            0.00000000
            SEK
            0.00000000
            SEK
            572722.16000000
            SEK
            -2025.17000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        355.60000000
        0.000078342199
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            15802.00000000
            NZD
            11362.95000000
            USD
            2021-09-15
            355.60000000
          
        
        
          N
          N
          N
        
      
      
        PennyMac Financial Services Inc
        549300W1D516HBDEU871
        PennyMac Financial Services Inc
        70932M107
        
          
        
        7500.00000000
        NS
        USD
        471675.00000000
        0.103914670504
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Plug Power Inc
        549300JPDKRSJ8JSM954
        Plug Power Inc
        72919P202
        
          
        
        -23226.00000000
        NS
        USD
        -633605.28000000
        -0.13958951375
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BAV5ZQYE9 IRS CNY R V 03MCNRR CNRR007-CCP LCH / Short: BAV5ZQYE9 IRS CNY P F  2.88300 CCP LCH
        000000000
        
          
        
        56160000.00000000
        OU
        Notional Amount
        
        -147987.16000000
        -0.03260303592
        N/A
        DIR
        
        CN
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-12-16
            0.00000000
            CNY
            -162735.38000000
            CNY
            56160000.00000000
            CNY
            -123163.45000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -651.44000000
        -0.00014351867
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            93196.23000000
            USD
            132856.00000000
            NZD
            2021-09-15
            -651.44000000
          
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        PURCHASED NOK / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -52273.24000000
        -0.01151631210
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            16903000.19000000
            SEK
            16886772.00000000
            NOK
            2021-08-18
            -52273.24000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -475509.47000000
        -0.10475944219
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            9176453.70000000
            USD
            11854168.00000000
            AUD
            2021-09-15
            -475509.47000000
          
        
        
          N
          N
          N
        
      
      
        Medexus Pharmaceuticals Inc
        549300CN25ACX5TNFA18
        Medexus Pharmaceuticals Inc
        58410Q203
        
          
        
        25000.00000000
        NS
        
        146481.24000000
        0.032271266846
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        MAXIM INTEGRATED PRODUCTS
        000000000
        
          
        
        2387676.52000000
        OU
        Notional Amount
        USD
        -16612.40000000
        -0.00365987612
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Maxim Integrated Products Inc
                Maxim Integrated Products Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-07-15
            0.00000000
            USD
            0.00000000
            USD
            2387676.52000000
            USD
            -16612.40000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -328.53000000
        -0.00007237841
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            135254.97000000
            USD
            14797233.00000000
            JPY
            2021-09-15
            -328.53000000
          
        
        
          N
          N
          N
        
      
      
        salesforce.com Inc
        RCGZFPDMRW58VJ54VR07
        salesforce.com Inc
        79466L302
        
          
        
        1421.00000000
        NS
        USD
        343782.53000000
        0.075738693655
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SPDR S&P 500 ETF Trust
        549300NZAMSJ8FXPQQ63
        SPDR S&P 500 ETF Trust
        78462F103
        
          
        
        -15062.00000000
        NS
        USD
        -6604837.62000000
        -1.45511109347
        Short
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        1849.58000000
        0.000407480778
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            27803000.00000000
            JPY
            255310.90000000
            USD
            2021-08-18
            1849.58000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        -1635.40000000
        -0.00036029480
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1167129.00000000
            SEK
            133990.88000000
            USD
            2021-09-15
            -1635.40000000
          
        
        
          N
          N
          N
        
      
      
        Dow Inc
        5493003S21INSLK2IP73
        Dow Inc
        260557103
        
          
        
        19226.00000000
        NS
        USD
        1195088.16000000
        0.263289749021
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        56832.75000000
        0.012520817279
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1446366.00000000
            AUD
            1118463.55000000
            USD
            2021-09-15
            56832.75000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -10164.05000000
        -0.00223924080
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            568315.03000000
            USD
            760425.00000000
            AUD
            2021-09-15
            -10164.05000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        SYKES ENTERPRISES INC
        000000000
        
          
        
        1935083.46000000
        OU
        Notional Amount
        USD
        57.12000000
        0.000012584101
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Sykes Enterprises Inc
                Sykes Enterprises Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-06-23
            0.00000000
            USD
            0.00000000
            USD
            1935083.46000000
            USD
            57.12000000
          
        
        
          N
          N
          N
        
      
      
        United States Steel Corp
        JNLUVFYJT1OZSIQ24U47
        United States Steel Corp
        912909108
        
          
        
        -208470.00000000
        NS
        USD
        -5520285.60000000
        -1.21617355003
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1499.29000000
        -0.00033030842
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            698998.46000000
            USD
            1001320.00000000
            NZD
            2021-09-15
            -1499.29000000
          
        
        
          N
          N
          N
        
      
      
        Kone Oyj
        2138001CNF45JP5XZK38
        Kone OYJ
        000000000
        
          
        
        336.00000000
        NS
        
        27828.84000000
        0.006130968864
        Long
        EC
        CORP
        FI
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -1585.05000000
        -0.00034920220
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            30713081.00000000
            JPY
            278467.76000000
            USD
            2021-09-15
            -1585.05000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        FIVE9 INC
        000000000
        
          
        
        1979929.25000000
        OU
        Notional Amount
        USD
        155153.78000000
        0.034181913237
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Five9 Inc
                Five9 Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-07-21
            0.00000000
            USD
            0.00000000
            USD
            1979929.25000000
            USD
            155153.78000000
          
        
        
          N
          N
          N
        
      
      
        DISH Network Corp
        529900U350CWHH15G169
        DISH Network Corp
        25470M109
        
          
        
        15868.00000000
        NS
        USD
        664710.52000000
        0.146442305965
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        NEW YORK COMMUNITY BANCORP
        000000000
        
          
        
        8909.50000000
        OU
        Notional Amount
        USD
        663.50000000
        0.000146175616
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                New York Community Bancorp Inc
                New York Community Bancorp Inc
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2022-04-28
            0.00000000
            USD
            0.00000000
            USD
            8909.50000000
            USD
            663.50000000
          
        
        
          N
          N
          N
        
      
      
        Troilus Gold Corp
        529900ROF3ICFG84XJ17
        Troilus Gold Corp
        000000000
        
          
        
        187530.00000000
        NS
        
        135281.34000000
        0.029803818034
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        385.43000000
        0.000084914043
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            46044.40000000
            USD
            57927.00000000
            CAD
            2021-09-15
            385.43000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BAV6GP5V4 IRS PLN R V 06MWIBOR BAV6GP5V4_FLO CCPVANILLA / Short: BAV6GP5V4 IRS PLN P F  1.51000 BAV6GP5V4_FIX CCPVANILLA
        000000000
        
          
        
        6000000.00000000
        OU
        Notional Amount
        
        -9460.30000000
        -0.00208419771
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2026-06-16
            0.00000000
            PLN
            0.00000000
            PLN
            6000000.00000000
            PLN
            -9460.30000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        42933.63000000
        0.009458703588
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            1247119.00000000
            EUR
            1522755.99000000
            USD
            2021-08-18
            42933.63000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -16180.41000000
        -0.00356470445
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1381951.00000000
            CHF
            1511077.89000000
            USD
            2021-09-15
            -16180.41000000
          
        
        
          N
          N
          N
        
      
      
        Anterix Inc
        549300QIX2QHFGIEQG40
        Anterix Inc
        03676C100
        
          
        
        2637.00000000
        NS
        USD
        153789.84000000
        0.033881423756
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Exact Sciences Corp
        549300VM3X1FYD4N9Z14
        Exact Sciences Corp
        30063P105
        
          
        
        -6488.00000000
        NS
        USD
        -699665.92000000
        -0.15414332652
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1868.43000000
        -0.00041163362
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            558970.57000000
            USD
            799768.00000000
            NZD
            2021-09-15
            -1868.43000000
          
        
        
          N
          N
          N
        
      
      
        Novagold Resources Inc
        529900587LVZTJ2BHS60
        Novagold Resources Inc
        000000000
        
          
        
        -21340.00000000
        NS
        
        -167285.35000000
        -0.03685461817
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        13404.22000000
        0.002953082322
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            488550.00000000
            CAD
            404988.38000000
            USD
            2021-09-15
            13404.22000000
          
        
        
          N
          N
          N
        
      
      
        Brinker International Inc
        52990067JY6PBGJNTG76
        Brinker International Inc
        109641100
        
          
        
        -1506.00000000
        NS
        USD
        -81836.04000000
        -0.01802928951
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        450.78000000
        0.000099311295
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            26323.00000000
            SGD
            19876.96000000
            USD
            2021-09-15
            450.78000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -126.78000000
        -0.00002793088
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            243296.09000000
            USD
            329501.00000000
            SGD
            2021-09-15
            -126.78000000
          
        
        
          N
          N
          N
        
      
      
        Wingstop Inc
        549300SSH3F8HPIM3Q47
        Wingstop Inc
        974155103
        
          
        
        -1421.00000000
        NS
        USD
        -243431.51000000
        -0.05363037081
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        General Motors Co
        54930070NSV60J38I987
        General Motors Co
        37045V100
        
          
        
        5720.00000000
        NS
        USD
        325124.80000000
        0.071628211087
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        350908.00000000
        0.077308505214
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            14292056.00000000
            GBP
            20218971.62000000
            USD
            2021-09-15
            350908.00000000
          
        
        
          N
          N
          N
        
      
      
        Deluxe Corp
        KWGNKB8TX9LE5TV29231
        Deluxe Corp
        248019101
        
          
        
        -14700.00000000
        NS
        USD
        -645330.00000000
        -0.14217258560
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3765.79000000
        -0.00082964080
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            899610.10000000
            USD
            644424.00000000
            GBP
            2021-09-15
            -3765.79000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        1895.25000000
        0.000417542331
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            76408.00000000
            EUR
            92610.62000000
            USD
            2021-09-15
            1895.25000000
          
        
        
          N
          N
          N
        
      
      
        Coinbase Global Inc
        5493004G3J2SC154DU06
        Coinbase Global Inc
        19260Q107
        
          
        
        -1980.00000000
        NS
        USD
        -468428.40000000
        -0.10319941239
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        222.09000000
        0.000048928624
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            49642.40000000
            USD
            42000.00000000
            EUR
            2021-09-15
            222.09000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -34813.70000000
        -0.00766980264
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            983682.77000000
            USD
            8165472.00000000
            SEK
            2021-09-15
            -34813.70000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -45672.02000000
        -0.01006199800
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            698955.23000000
            USD
            5770942.00000000
            NOK
            2021-09-15
            -45672.02000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        MIDDLEBY CORP
        000000000
        
          
        
        360032.81000000
        OU
        Notional Amount
        USD
        -37500.43000000
        -0.00826171585
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Middleby Corp/The
                Middleby Corp/The
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2022-04-25
            0.00000000
            USD
            0.00000000
            USD
            360032.81000000
            USD
            -37500.43000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        ADVANCED MICRO DEVICES
        000000000
        
          
        
        1440892.11000000
        OU
        Notional Amount
        USD
        -542524.71000000
        -0.11952356279
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Advanced Micro Devices Inc
                Advanced Micro Devices Inc
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-10-29
            0.00000000
            USD
            0.00000000
            USD
            1440892.11000000
            USD
            -542524.71000000
          
        
        
          N
          N
          N
        
      
      
        Tamarack Valley Energy Ltd
        N/A
        Tamarack Valley Energy Ltd
        000000000
        
          
        
        582370.00000000
        NS
        
        1255671.13000000
        0.276636776881
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SAV6E9TX2 IRS CNY R F  2.86000 CCP LCH / Short: SAV6E9TX2 IRS CNY P V 03MCNRR CNRR007-CCP LCH
        000000000
        
          
        
        172760000.00000000
        OU
        Notional Amount
        
        443733.35000000
        0.097758848480
        N/A
        DIR
        
        CN
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2026-06-16
            0.00000000
            CNY
            0.00000000
            CNY
            172760000.00000000
            CNY
            443733.35000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -364931.10000000
        -0.08039793292
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            10626950.51000000
            USD
            12803147.00000000
            CAD
            2021-09-15
            -364931.10000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        -1242.68000000
        -0.00027377470
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            681185.00000000
            SGD
            501466.82000000
            USD
            2021-09-15
            -1242.68000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        16116.50000000
        0.003550624449
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1442078.98000000
            USD
            1319459.00000000
            CHF
            2021-09-15
            16116.50000000
          
        
        
          N
          N
          N
        
      
      
        Colliers International Group Inc
        D3O8K13PHLEXXD1DT480
        Colliers International Group Inc
        194693107
        
          
        
        3570.00000000
        NS
        USD
        459066.30000000
        0.101136849110
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Expeditors International of Washington Inc
        984500B055A804AB6E40
        Expeditors International of Washington Inc
        302130109
        
          
        
        12750.00000000
        NS
        USD
        1635187.50000000
        0.360247989134
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -5221.86000000
        -0.00115042743
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1145228.83000000
            USD
            9810305.00000000
            SEK
            2021-09-15
            -5221.86000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        8736.69000000
        0.001924779270
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            450568.00000000
            CAD
            369877.40000000
            USD
            2021-09-15
            8736.69000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        3677.78000000
        0.000810251331
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            209158.00000000
            AUD
            157199.49000000
            USD
            2021-09-15
            3677.78000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        WEINGARTEN REALTY INVESTORS
        000000000
        
          
        
        1729092.78000000
        OU
        Notional Amount
        USD
        74545.11000000
        0.016423025480
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Weingarten Realty Investors
                Weingarten Realty Investors
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-04-19
            0.00000000
            USD
            0.00000000
            USD
            1729092.78000000
            USD
            74545.11000000
          
        
        
          N
          N
          N
        
      
      
        Acerinox SA
        95980020140005582721
        Acerinox SA
        000000000
        
          
        
        50696.00000000
        NS
        
        676854.35000000
        0.149117711898
        Long
        EC
        CORP
        ES
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        11210.31000000
        0.002469742237
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1262515.86000000
            USD
            1589132.00000000
            CAD
            2021-09-15
            11210.31000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        2600.58000000
        0.000572933511
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            7187300.00000000
            TWD
            259609.90000000
            USD
            2021-08-18
            2600.58000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        31502.20000000
        0.006940246426
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1717429.69000000
            USD
            1582534.00000000
            CHF
            2021-09-15
            31502.20000000
          
        
        
          N
          N
          N
        
      
      
        AVEVA Group PLC
        213800XHATUM2LFMKG16
        AVEVA Group PLC
        000000000
        
          
        
        2431.00000000
        NS
        
        132730.74000000
        0.029241895612
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Viatris Inc
        254900ZZTSW7NL773X71
        Viatris Inc
        92556V106
        
          
        
        81356.00000000
        NS
        USD
        1144678.92000000
        0.252184094566
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EchoStar Corp
        549300EE20907QZ9GT38
        EchoStar Corp
        278768106
        
          
        
        5069.00000000
        NS
        USD
        113038.70000000
        0.024903544314
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -20320.71000000
        -0.00447685352
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1061732.91000000
            USD
            749138.00000000
            GBP
            2021-09-15
            -20320.71000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -34.36000000
        -0.00000756984
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            14024.95000000
            USD
            17455.00000000
            CAD
            2021-09-15
            -34.36000000
          
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        EURO STOXX 50 PR
        000000000
        
          
        
        98.00000000
        NC
        
        4650.10000000
        0.001024463050
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Put
            Purchased
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3300.00000000
            EUR
            2021-08-20
            XXXX
            -3794.96000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -209.27000000
        -0.00004610425
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            128747.00000000
            GBP
            178768.03000000
            USD
            2021-09-15
            -209.27000000
          
        
        
          N
          N
          N
        
      
      
        Bumble Inc
        N/A
        Bumble Inc
        12047B105
        
          
        
        10878.00000000
        NS
        USD
        553472.64000000
        0.121935500118
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Black Spade Acquisition Co
        N/A
        Black Spade Acquisition Co
        000000000
        
          
        
        27200.00000000
        NS
        USD
        272000.00000000
        0.059924291889
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -368.36000000
        -0.00008115335
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            35532.59000000
            USD
            302605.00000000
            SEK
            2021-09-15
            -368.36000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -500921.35000000
        -0.11035793085
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            15277195.89000000
            USD
            21212612.00000000
            NZD
            2021-09-15
            -500921.35000000
          
        
        
          N
          N
          N
        
      
      
        Vertex Pharmaceuticals Inc
        54930015RAQRRZ5ZGJ91
        Vertex Pharmaceuticals Inc
        92532F100
        
          
        
        2757.00000000
        NS
        USD
        555756.06000000
        0.122438560143
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        S+P 500 INDEX
        000000000
        
          
        
        12.00000000
        NC
        USD
        1440.00000000
        0.000317246251
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3400.00000000
            USD
            2021-08-20
            XXXX
            -11480.40000000
          
        
        
          N
          N
          N
        
      
      
        International Petroleum Corp/Sweden
        N/A
        International Petroleum Corp/Sweden
        000000000
        
          
        
        -1.00100000
        NS
        
        -4.83000000
        -0.00000106409
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1079.20000000
        -0.00023775844
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            941568.35000000
            USD
            1350153.00000000
            NZD
            2021-09-15
            -1079.20000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -4738.68000000
        -0.00104397810
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            261536.21000000
            USD
            349861.00000000
            AUD
            2021-09-15
            -4738.68000000
          
        
        
          N
          N
          N
        
      
      
        Marubeni Corp
        4P4N3ORD02UGQT1T1W12
        Marubeni Corp
        000000000
        
          
        
        97000.00000000
        NS
        
        818670.98000000
        0.180361318997
        Long
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        McDonald's Corp
        UE2136O97NLB5BYP9H04
        McDonald's Corp
        580135101
        
          
        
        4740.00000000
        NS
        USD
        1150445.40000000
        0.253454507179
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        17620.64000000
        0.003882001377
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1450843.86000000
            USD
            1328751.00000000
            CHF
            2021-09-15
            17620.64000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        16508.54000000
        0.003636994741
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            707911.00000000
            AUD
            536114.31000000
            USD
            2021-09-15
            16508.54000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        17.11000000
        0.000003769502
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            70718.00000000
            SGD
            52206.47000000
            USD
            2021-09-15
            17.11000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -30523.03000000
        -0.00672452558
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            553993.90000000
            USD
            4624212.00000000
            NOK
            2021-09-15
            -30523.03000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -85.75000000
        -0.00001889157
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            49525.00000000
            EUR
            58712.79000000
            USD
            2021-09-15
            -85.75000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -285.13000000
        -0.00006281696
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            63858.79000000
            USD
            53547.00000000
            EUR
            2021-09-15
            -285.13000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        449.33000000
        0.000098991845
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            16278.00000000
            EUR
            19775.38000000
            USD
            2021-09-15
            449.33000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: 99BHA9425 TRS USD R V 01M EDL0 FEDL01 -30 BPS / Short: 99BHA9425 TRS USD P E SPSIRBK INDEX
        000000000
        
          
        
        212018.78000000
        OU
        Notional Amount
        USD
        -58665.46000000
        -0.01292458142
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                S&P Regional Banks Select Industry Index
                SPSIRBK Index
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2022-10-31
            0.00000000
            USD
            -0.01000000
            USD
            212018.78000000
            USD
            -58665.45000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1729.68000000
        0.000381065622
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            868780.38000000
            USD
            1249692.00000000
            NZD
            2021-09-15
            1729.68000000
          
        
        
          N
          N
          N
        
      
      
        Viatris Inc
        254900ZZTSW7NL773X71
        Viatris Inc
        92556V106
        
          
        
        -84138.00000000
        NS
        USD
        -1183821.66000000
        -0.26080762757
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        -2435.95000000
        -0.00053666389
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            812551.00000000
            SGD
            597220.69000000
            USD
            2021-09-15
            -2435.95000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -677.15000000
        -0.00014918284
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            10839767.00000000
            JPY
            98163.71000000
            USD
            2021-09-15
            -677.15000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        1788.56000000
        0.000394037468
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            12116049.00000000
            SEK
            1409734.63000000
            USD
            2021-09-15
            1788.56000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -1619.35000000
        -0.00035675883
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            10929928.00000000
            JPY
            98043.63000000
            USD
            2021-09-15
            -1619.35000000
          
        
        
          N
          N
          N
        
      
      
        MongoDB Inc
        549300TPTG69WKWE1Z37
        MongoDB Inc
        60937P106
        
          
        
        -375.00000000
        NS
        USD
        -134595.00000000
        -0.02965261054
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -959.75000000
        -0.00021144242
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            149685.93000000
            USD
            201528.00000000
            SGD
            2021-09-15
            -959.75000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BAV6KE6D3 IRS USD R V 03MLIBOR BAV6KE6D3_FLO CCPVANILLA / Short: BAV6KE6D3 IRS USD P F  1.77170 BAV6KE6D3_FIX CCPVANILLA
        000000000
        
          
        
        1015200.00000000
        OU
        Notional Amount
        USD
        -30230.71000000
        -0.00666012459
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2051-06-25
            0.00000000
            USD
            0.00000000
            USD
            1015200.00000000
            USD
            -30230.71000000
          
        
        
          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
        111140.11000000
        0.024485266148
        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
            111140.11000000
          
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos Inc
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734107
        
          
        
        15988.00000000
        NS
        USD
        467649.00000000
        0.103027702860
        Long
        EC
        CORP
        CA
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -14361.17000000
        -0.00316390787
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            475225.79000000
            USD
            574986.00000000
            CAD
            2021-09-15
            -14361.17000000
          
        
        
          N
          N
          N
        
      
      
        BP PLC
        213800LH1BZH3DI6G760
        BP PLC
        000000000
        
          
        
        280290.00000000
        NS
        
        1126732.89000000
        0.248230406552
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        13197.95000000
        0.002907639000
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            955000.00000000
            GBP
            1340693.37000000
            USD
            2021-08-18
            13197.95000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        -710.96000000
        -0.00015663152
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1145386.00000000
            NOK
            128949.23000000
            USD
            2021-09-15
            -710.96000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR ULTRA FUT SEP21
        000000000
        
          
        
        88.00000000
        NC
        USD
        489314.59000000
        0.107800846753
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US 10 Year Ultra Bond
                UXYU1 Comdty
              
            
            2021-09-21
            12732685.41000000
            USD
            489314.59000000
          
        
        
          N
          N
          N
        
      
      
        Molson Coors Beverage Co
        54930073LBBH6ZCBE225
        Molson Coors Beverage Co
        60871R209
        
          
        
        23277.00000000
        NS
        USD
        1138012.53000000
        0.250715422874
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nikola Corp
        6354007SKFUCHYZAKQ61
        Nikola Corp
        654110105
        
          
        
        -18782.00000000
        NS
        USD
        -222942.34000000
        -0.04911640388
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NanoXplore Inc
        N/A
        NanoXplore Inc
        63010G100
        
          
        
        106650.00000000
        NS
        
        399210.88000000
        0.087950107715
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        WAYFAIR INC
        000000000
        
          
        
        20.00000000
        NC
        USD
        100.00000000
        0.000022030989
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Put
            Purchased
            
              
                Wayfair Inc
                Wayfair Inc
                
                  
                  
                
              
            
            100.00000000
            160.00000000
            USD
            2021-08-20
            XXXX
            -22927.78000000
          
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        Long: BAV65A671 TRS EUR R V 01MEURIB EUR001M-0.20 / Short: BAV65A671 TRS EUR P E RACE IM
        000000000
        
          
        
        65700.45000000
        OU
        Notional Amount
        
        -2538.82000000
        -0.00055932717
        N/A
        DE
        
        DE
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            
              
                Ferrari NV
                Ferrari NV
                
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-11-29
            0.00000000
            EUR
            0.00000000
            EUR
            65700.45000000
            EUR
            -2594.52000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        Long: BAV655C34 TRS JPY R V 01MLIBOR JY0001M-0.44BPS / Short: BAV655C34 TRS JPY P E LIXIL GROUP CORP
        000000000
        
          
        
        7621020.00000000
        OU
        Notional Amount
        
        -93.56000000
        -0.00002061219
        N/A
        DE
        
        JP
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            
              
                LIXIL Group Corp
                LIXIL Group Corp
                
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-11-29
            0.00000000
            JPY
            0.00000000
            JPY
            7621020.00000000
            JPY
            -93.56000000
          
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        Long: BAV6KF8U0 TRS GBP R V 01MLIBOR BP0001M-35BPS / Short: BAV6KF8U0 TRS GBP P E SPX GB EQUITY
        000000000
        
          
        
        55456.70000000
        OU
        Notional Amount
        
        -1572.09000000
        -0.00034634698
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            
              
                Spirax-Sarco Engineering PLC
                Spirax-Sarco Engineering PLC
                
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-11-29
            0.00000000
            GBP
            0.00000000
            GBP
            55456.70000000
            GBP
            -1562.04000000
          
        
        
          N
          N
          N
        
      
      
        KITS Eyecare Ltd
        N/A
        KITS Eyecare Ltd
        49804N104
        
          
        
        33850.00000000
        NS
        
        162521.24000000
        0.035805037588
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -2293.70000000
        -0.00050532480
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            187997.00000000
            CHF
            205470.52000000
            USD
            2021-09-15
            -2293.70000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        LYDALL INC
        000000000
        
          
        
        957291.59000000
        OU
        Notional Amount
        USD
        -1163.99000000
        -0.00025643851
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Lydall Inc
                Lydall Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-06-23
            0.00000000
            USD
            0.00000000
            USD
            957291.59000000
            USD
            -1163.99000000
          
        
        
          N
          N
          N
        
      
      
        Industrial Select Sector SPDR Fund
        549300HQI51T8KP6U325
        Industrial Select Sector SPDR Fund
        81369Y704
        
          
        
        -4600.00000000
        NS
        USD
        -475456.00000000
        -0.10474766222
        Short
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3169.14000000
        -0.00069819290
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1921743.25000000
            USD
            1615982.00000000
            EUR
            2021-09-15
            -3169.14000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -4091.97000000
        -0.00090150148
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            518260.28000000
            USD
            700503.00000000
            AUD
            2021-09-15
            -4091.97000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        81678.67000000
        0.017994619346
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            16884025.00000000
            SEK
            2043687.62000000
            USD
            2021-09-15
            81678.67000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        129.34000000
        0.000028494882
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            28870.10000000
            USD
            3180336.00000000
            JPY
            2021-09-15
            129.34000000
          
        
        
          N
          N
          N
        
      
      
        Lemonade Inc
        5493009BKR06OXXU6853
        Lemonade Inc
        52567D107
        
          
        
        -3588.00000000
        NS
        USD
        -312371.28000000
        -0.06881848441
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        12709.08000000
        0.002799936101
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            14277498.00000000
            SEK
            1671826.43000000
            USD
            2021-09-15
            12709.08000000
          
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        NIKKEI 225
        000000000
        
          
        
        -6.00000000
        NC
        
        -74928.22000000
        -0.01650742840
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Put
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            28500.00000000
            JPY
            2021-09-10
            XXXX
            -26250.88000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BAV6KA7W8 IRS USD R V 12MUSCPI BAV6KA7W8_FLO CCPINFLATIONZERO / Short: BAV6KA7W8 IRS USD P F  2.37500 BAV6KA7W8_FIX CCPINFLATIONZERO
        000000000
        
          
        
        482333.00000000
        OU
        Notional Amount
        USD
        10139.54000000
        0.002233841009
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2051-06-23
            0.00000000
            USD
            0.00000000
            USD
            482333.00000000
            USD
            10139.54000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        8912.51000000
        0.001963514157
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1018885.00000000
            NZD
            718647.10000000
            USD
            2021-09-15
            8912.51000000
          
        
        
          N
          N
          N
        
      
      
        Draegerwerk AG & Co KGaA
        5493005UFVHY0PPNKD75
        Draegerwerk AG & Co KGaA
        000000000
        
          
        
        779.00000000
        NS
        
        71616.85000000
        0.015777900822
        Long
        EP
        CORP
        DE
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -13034.17000000
        -0.00287155664
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            663692.48000000
            USD
            886457.00000000
            AUD
            2021-09-15
            -13034.17000000
          
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746101
        
          
        
        23439.00000000
        NS
        USD
        1076787.66000000
        0.237226978092
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        News Corp
        549300ITS31QK8VRBQ14
        News Corp
        65249B109
        
          
        
        74076.00000000
        NS
        USD
        1824491.88000000
        0.401953617528
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        359.29000000
        0.000079155142
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            170000.00000000
            USD
            12695600.00000000
            INR
            2021-08-18
            359.29000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        GRANDVISION NV
        000000000
        
          
        
        89522.28000000
        OU
        Notional Amount
        
        580.45000000
        0.000127878879
        N/A
        DE
        
        NL
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                GrandVision NV
                GrandVision NV
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-07-06
            0.00000000
            EUR
            0.00000000
            EUR
            89522.28000000
            EUR
            580.45000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        4105.07000000
        0.000904387547
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            519769.52000000
            USD
            752067.00000000
            NZD
            2021-09-15
            4105.07000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        ANALOG DEVICES INC
        000000000
        
          
        
        2399679.22000000
        OU
        Notional Amount
        USD
        -2295.52000000
        -0.00050572577
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Analog Devices Inc
                Analog Devices Inc
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2022-07-15
            0.00000000
            USD
            0.00000000
            USD
            2399679.22000000
            USD
            -2295.52000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BAV6J0TC2 IRS PLN R V 06MWIBOR BAV6J0TC2_FLO CCPVANILLA / Short: BAV6J0TC2 IRS PLN P F  1.51000 BAV6J0TC2_FIX CCPVANILLA
        000000000
        
          
        
        7228091.00000000
        OU
        Notional Amount
        
        -11396.65000000
        -0.00251079478
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2026-06-16
            0.00000000
            PLN
            0.00000000
            PLN
            7228091.00000000
            PLN
            -11396.65000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        14938.70000000
        0.003291143453
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            812872.00000000
            AUD
            611585.71000000
            USD
            2021-09-15
            14938.70000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -15206.62000000
        -0.00335016888
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            400805.16000000
            USD
            3406282.00000000
            NOK
            2021-09-15
            -15206.62000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        CORE-MARK HOLDING CO INC
        000000000
        
          
        
        1145810.97000000
        OU
        Notional Amount
        USD
        -45450.33000000
        -0.01001315750
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Core-Mark Holding Co Inc
                Core-Mark Holding Co Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-05-20
            0.00000000
            USD
            0.00000000
            USD
            1145810.97000000
            USD
            -45450.33000000
          
        
        
          N
          N
          N
        
      
      
        UNITED STATES STEEL CORP
        JNLUVFYJT1OZSIQ24U47
        United States Steel Corp
        912909AT5
        
          
        
        3000000.00000000
        PA
        USD
        6741360.00000000
        1.485188324904
        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
        
      
      
        AGNC Investment Corp
        5TRACI5HRMELWV32OF39
        AGNC Investment Corp
        00123Q104
        
          
        
        89377.00000000
        NS
        USD
        1418412.99000000
        0.312490419238
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TELUS Corp
        L2TEUTQ8OSHMJWVLCE40
        TELUS Corp
        000000000
        
          
        
        -60610.00000000
        NS
        
        -1346187.16000000
        -0.29657835409
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -54.40000000
        -0.00001198485
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            2027337.00000000
            JPY
            18431.58000000
            USD
            2021-09-15
            -54.40000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BAV6GR8T2 IRS USD R V 12MUSCPI BAV6GR8T2_FLO CCPINFLATIONZERO / Short: BAV6GR8T2 IRS USD P F  2.50000 BAV6GR8T2_FIX CCPINFLATIONZERO
        000000000
        
          
        
        412500.00000000
        OU
        Notional Amount
        USD
        -8855.61000000
        -0.00195097852
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2051-05-17
            0.00000000
            USD
            0.00000000
            USD
            412500.00000000
            USD
            -8855.61000000
          
        
        
          N
          N
          N
        
      
      
        Ivanhoe Mines Ltd
        5299006XZISURYIA4G32
        Ivanhoe Mines Ltd
        000000000
        
          
        
        -27100.00000000
        NS
        
        -201142.99000000
        -0.04431379133
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        DR Horton Inc
        529900ZIUEYVSB8QDD25
        DR Horton Inc
        23331A109
        
          
        
        17069.00000000
        NS
        USD
        1628894.67000000
        0.358861616407
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1075.55000000
        0.000236954309
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            349482.49000000
            USD
            38445311.00000000
            JPY
            2021-09-15
            1075.55000000
          
        
        
          N
          N
          N
        
      
      
        Ocado Group PLC
        213800LO8F61YB8MBC74
        Ocado Group PLC
        000000000
        
          
        
        -10391.00000000
        NS
        
        -267926.91000000
        -0.05902694985
        Short
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        773.11000000
        0.000170323784
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            87713.38000000
            USD
            9704215.00000000
            JPY
            2021-09-15
            773.11000000
          
        
        
          N
          N
          N
        
      
      
        Schlumberger NV
        213800ZUA17OK3QLGM62
        Schlumberger NV
        000000000
        
          
        
        9475.00000000
        NS
        USD
        273164.25000000
        0.060180787686
        Long
        EC
        CORP
        CW
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Toronto-Dominion Bank/The
        PT3QB789TSUIDF371261
        Toronto-Dominion Bank/The
        000000000
        
          
        
        -10960.00000000
        NS
        
        -728704.71000000
        -0.16054085935
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        S+P 500 INDEX SEP21 4250 PUT
        000000000
        
          
        
        -6.00000000
        NC
        USD
        -33618.00000000
        -0.00740637810
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4250.00000000
            USD
            2021-09-17
            XXXX
            9091.92000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        RAVEN INDUSTRIES INC
        000000000
        
          
        
        1858952.08000000
        OU
        Notional Amount
        USD
        18037.67000000
        0.003973877213
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Raven Industries Inc
                Raven Industries Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-06-23
            0.00000000
            USD
            0.00000000
            USD
            1858952.08000000
            USD
            18037.67000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        3552.29000000
        0.000782604642
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            849373.00000000
            NOK
            99703.16000000
            USD
            2021-09-15
            3552.29000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        18134.51000000
        0.003995212023
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1262238.00000000
            CHF
            1413092.40000000
            USD
            2021-09-15
            18134.51000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        10016.59000000
        0.002206753907
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            817084.99000000
            USD
            748409.00000000
            CHF
            2021-09-15
            10016.59000000
          
        
        
          N
          N
          N
        
      
      
        Iron Mountain Inc
        SQL3F6CKNNBM3SQGHX24
        Iron Mountain Inc
        46284V101
        
          
        
        -18820.00000000
        NS
        USD
        -823563.20000000
        -0.18143912347
        Short
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        US CONCRETE INC
        000000000
        
          
        
        455988.90000000
        OU
        Notional Amount
        USD
        -5804.67000000
        -0.00127882624
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                US Concrete Inc
                US Concrete Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-06-09
            0.00000000
            USD
            0.00000000
            USD
            455988.90000000
            USD
            -5804.67000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -701.05000000
        -0.00015444825
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            120193.00000000
            EUR
            141998.05000000
            USD
            2021-09-15
            -701.05000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        68688.58000000
        0.015132773961
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1736956.00000000
            AUD
            1343612.07000000
            USD
            2021-09-15
            68688.58000000
          
        
        
          N
          N
          N
        
      
      
        Wynn Resorts Ltd
        254900CEKKWIHTEAB172
        Wynn Resorts Ltd
        983134107
        
          
        
        -2670.00000000
        NS
        USD
        -262541.10000000
        -0.05784040260
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: 99GP5V7C4 TRS USD R V 01MFEDL0 FEDL01 -20 BPS / Short: 99GP5V7C4 TRS USD P E DJUSRE INDEX
        000000000
        
          
        
        106126.58000000
        OU
        Notional Amount
        USD
        -14178.34000000
        -0.00312362862
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Dow Jones U.S. Real Estate Index
                DJUSRE Index
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2022-10-27
            0.00000000
            USD
            0.00000000
            USD
            106126.58000000
            USD
            -14178.34000000
          
        
        
          N
          N
          N
        
      
      
        Safran SA
        969500UIC89GT3UL7L24
        Safran SA
        000000000
        
          
        
        -3480.00000000
        NS
        
        -455334.74000000
        -0.10031474951
        Short
        EC
        CORP
        FR
        N
        
        1
        
          N
          N
          N
        
      
      
        Cognyte Software Ltd
        N/A
        Cognyte Software Ltd
        000000000
        
          
        
        11200.00000000
        NS
        USD
        290864.00000000
        0.064080217780
        Long
        EC
        CORP
        IL
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        Long: BAV6KE8H2 TRS JPY R V 01MLIBOR JY0001M / Short: BAV6KE8H2 TRS JPY P E LIXIL GROUP CORP
        000000000
        
          
        
        10027705.00000000
        OU
        Notional Amount
        
        -764.73000000
        -0.00016847758
        N/A
        DE
        
        JP
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            
              
                LIXIL GROUP CORP
                LIXIL GROUP CORP
                
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-11-29
            0.00000000
            JPY
            0.00000000
            JPY
            10027705.00000000
            JPY
            -669.22000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -476.66000000
        -0.00010501291
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            356894.00000000
            CAD
            285582.16000000
            USD
            2021-09-15
            -476.66000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BAV6LFZR6 IRS PLN R V 06MWIBOR BAV6LFZR6_FLO CCPVANILLA / Short: BAV6LFZR6 IRS PLN P F  1.54300 BAV6LFZR6_FIX CCPVANILLA
        000000000
        
          
        
        7860000.00000000
        OU
        Notional Amount
        
        -10008.55000000
        -0.00220498261
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2026-09-15
            0.00000000
            PLN
            0.00000000
            PLN
            7860000.00000000
            PLN
            -10008.55000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        -223.71000000
        -0.00004928552
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            104213.00000000
            SGD
            76684.72000000
            USD
            2021-09-15
            -223.71000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -613.68000000
        -0.00013519977
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            11394977.00000000
            JPY
            103289.78000000
            USD
            2021-09-15
            -613.68000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        369.18000000
        0.000081334007
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            466908.43000000
            USD
            582987.00000000
            CAD
            2021-09-15
            369.18000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        KITE REALTY GROUP TRUST
        000000000
        
          
        
        96064.20000000
        OU
        Notional Amount
        USD
        -4352.76000000
        -0.00095895610
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Kite Realty Group Trust
                Kite Realty Group Trust
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2022-07-21
            0.00000000
            USD
            0.00000000
            USD
            96064.20000000
            USD
            -4352.76000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        5374.45000000
        0.001184044524
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            240819.00000000
            AUD
            182135.29000000
            USD
            2021-09-15
            5374.45000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        34446.43000000
        0.007588889433
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            847727.00000000
            AUD
            656676.97000000
            USD
            2021-09-15
            34446.43000000
          
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        9706.81000000
        0.002138506307
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            442840.00000000
            GBP
            625275.47000000
            USD
            2021-08-18
            9706.81000000
          
        
        
          N
          N
          N
        
      
      
        SEI Investments Co
        5LJTIFADGZ6XH1RVOC11
        SEI Investments Co
        784117103
        
          
        
        -23630.00000000
        NS
        USD
        -1436704.00000000
        -0.31652010976
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        NIKKEI 225
        000000000
        
          
        
        36.00000000
        NC
        
        18048.40000000
        0.003976241138
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Purchased
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            29500.00000000
            JPY
            2021-09-10
            XXXX
            -258063.03000000
          
        
        
          N
          N
          N
        
      
      
        Singapore Exchange Ltd
        549300IQ650PPXM76X03
        Singapore Exchange Ltd
        000000000
        
          
        
        14700.00000000
        NS
        
        128887.41000000
        0.028395171977
        Long
        EC
        CORP
        SG
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        7088.29000000
        0.001561620437
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            665493.92000000
            USD
            608591.00000000
            CHF
            2021-09-15
            7088.29000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        1441.26000000
        0.000317523841
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            161903.00000000
            CHF
            180367.79000000
            USD
            2021-09-15
            1441.26000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        12471.54000000
        0.002747603688
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1308865.00000000
            NZD
            924200.31000000
            USD
            2021-09-15
            12471.54000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2896.07000000
        0.000638032882
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            358313.35000000
            USD
            39613436.00000000
            JPY
            2021-09-15
            2896.07000000
          
        
        
          N
          N
          N
        
      
      
        DraftKings Inc
        5493008P45UYYL683Z97
        DraftKings Inc
        26142R104
        
          
        
        -14483.00000000
        NS
        USD
        -702425.50000000
        -0.15475128931
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED HKD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -135.93000000
        -0.00002994672
        N/A
        DFE
        
        HK
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            172573.69000000
            USD
            1340000.00000000
            HKD
            2021-08-18
            -135.93000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1358.35000000
        0.000299257948
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            993505.26000000
            USD
            8561277.00000000
            SEK
            2021-09-15
            1358.35000000
          
        
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific Inc
        HCHV7422L5HDJZCRFL38
        Thermo Fisher Scientific Inc
        883556102
        
          
        
        1983.00000000
        NS
        USD
        1070839.83000000
        0.235916612279
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Costco Wholesale Corp
        29DX7H14B9S6O3FD6V18
        Costco Wholesale Corp
        22160K105
        
          
        
        3094.00000000
        NS
        USD
        1329553.68000000
        0.292913833836
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Axsome Therapeutics Inc
        549300EXGR0XLRJEIB95
        Axsome Therapeutics Inc
        05464T104
        
          
        
        -4361.00000000
        NS
        USD
        -211900.99000000
        -0.04668388520
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        Long: BAV65G4H8 TRS USD R V 01MLIBOR US0001M-25BPS / Short: BAV65G4H8 TRS USD P E CAE
        000000000
        
          
        
        92680.50000000
        OU
        Notional Amount
        USD
        663.08000000
        0.000146083086
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            
              
                CAE Inc
                CAE Inc
                
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-11-29
            0.00000000
            USD
            0.00000000
            USD
            92680.50000000
            USD
            663.08000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        3311.35000000
        0.000729523176
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            9239369.00000000
            NOK
            1049228.05000000
            USD
            2021-09-15
            3311.35000000
          
        
        
          N
          N
          N
        
      
      
        Liberty Media Corp-Liberty Braves
        N/A
        Liberty Media Corp-Liberty Braves
        531229706
        
          
        
        -6240.00000000
        NS
        USD
        -165609.60000000
        -0.03648543386
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -41281.24000000
        -0.00909466571
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1396768.39000000
            USD
            1691139.00000000
            CAD
            2021-09-15
            -41281.24000000
          
        
        
          N
          N
          N
        
      
      
        Everest Re Group Ltd
        549300N24XF2VV0B3570
        Everest Re Group Ltd
        000000000
        
          
        
        1084.00000000
        NS
        USD
        274067.72000000
        0.060379831069
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1451.51000000
        -0.00031978201
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            72796.95000000
            USD
            96675.00000000
            SGD
            2021-09-15
            -1451.51000000
          
        
        
          N
          N
          N
        
      
      
        Carrefour SA
        549300B8P6MUJ1YWTS08
        Carrefour SA
        000000000
        
          
        
        73672.00000000
        NS
        
        1368580.19000000
        0.301511760220
        Long
        EC
        CORP
        FR
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -628925.97000000
        -0.13855861545
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            11339423.64000000
            USD
            94613883.00000000
            NOK
            2021-09-15
            -628925.97000000
          
        
        
          N
          N
          N
        
      
      
        Williams-Sonoma Inc
        549300IARG6YWVTZ1I92
        Williams-Sonoma Inc
        969904101
        
          
        
        -1383.00000000
        NS
        USD
        -209801.10000000
        -0.04622125865
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Constellation Software Inc/Canada
        549300B6PYHMCTDWQV29
        Constellation Software Inc/Canada
        000000000
        
          
        
        400.00000000
        NS
        
        640727.80000000
        0.141158675401
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley International Limited
        N/A
        Long: BAV6DS1E3 TRS USD R E MSAVL3NQ INDEX / Short: BAV6DS1E3 TRS USD P V 12MLIBOR US0012M
        000000000
        
          
        
        1079999.52000000
        OU
        Notional Amount
        USD
        -1621.08000000
        -0.00035713996
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley International Limited
              N/A
            
            
              
                Nasdaq Bespoke 3% threshold intraday momentum strategy
                MSAVL3NQ Index
                Nasdaq Bespoke 3% threshold intraday momentum strategy
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-03-31
            0.00000000
            USD
            0.00000000
            USD
            1079999.52000000
            USD
            -1621.08000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        705.01000000
        0.000155320680
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            83466.61000000
            USD
            724337.00000000
            SEK
            2021-09-15
            705.01000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: SW2936921 TRS USD R V 01MFEDL0 WMT.N FEDL01 -30 BPS / Short: SW2936921 TRS USD P E 2936921
        000000000
        
          
        
        134308.75000000
        OU
        Notional Amount
        USD
        1452.15000000
        0.000319923016
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Walmart Inc
                Walmart Inc
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2022-10-27
            0.00000000
            USD
            0.00000000
            USD
            134308.75000000
            USD
            1452.15000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -10667.02000000
        -0.00235005007
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1166895.00000000
            CHF
            1278922.89000000
            USD
            2021-09-15
            -10667.02000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        12408.51000000
        0.002733717555
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            584115.00000000
            AUD
            441148.18000000
            USD
            2021-09-15
            12408.51000000
          
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        S+P 500 INDEX SEP21 4400 PUT
        000000000
        
          
        
        -4.00000000
        NC
        USD
        -36928.00000000
        -0.00813560386
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4400.00000000
            USD
            2021-09-17
            XXXX
            3513.28000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        661.98000000
        0.000145840745
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            495179.00000000
            GBP
            689033.75000000
            USD
            2021-09-15
            661.98000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        752.64000000
        0.000165814040
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            472577.00000000
            NOK
            54249.39000000
            USD
            2021-09-15
            752.64000000
          
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        S+P 500 INDEX
        000000000
        
          
        
        17.00000000
        NC
        USD
        14127.00000000
        0.003112317910
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4050.00000000
            USD
            2021-08-20
            XXXX
            -83991.56000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BAV6KEEQ5 IRS USD R V 03MLIBOR BAV6KEEQ5_FLO CCPVANILLA / Short: BAV6KEEQ5 IRS USD P F  1.77170 BAV6KEEQ5_FIX CCPVANILLA
        000000000
        
          
        
        1015200.00000000
        OU
        Notional Amount
        USD
        -30230.71000000
        -0.00666012459
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2051-06-25
            0.00000000
            USD
            0.00000000
            USD
            1015200.00000000
            USD
            -30230.71000000
          
        
        
          N
          N
          N
        
      
      
        Arch Capital Group Ltd
        549300AYR4P8AFKDCE43
        Arch Capital Group Ltd
        000000000
        
          
        
        6933.00000000
        NS
        USD
        270387.00000000
        0.059568932026
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        2559.44000000
        0.000563869961
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            65642.00000000
            EUR
            80492.88000000
            USD
            2021-09-15
            2559.44000000
          
        
        
          N
          N
          N
        
      
      
        Avid Bioservices Inc
        549300GRUS3ZMGP8MX22
        Avid Bioservices Inc
        05368M106
        
          
        
        13678.00000000
        NS
        USD
        350840.70000000
        0.077293678358
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS PRIME BROKER JPY
        N/A
        GOLDMAN SACHS PRIME BROKER JPY
        927HZJ905
        
          
        
        2.00000000
        NS
        
        0.02000000
        0.000000004406
        Long
        STIV
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        NIKE Inc
        787RXPR0UX0O0XUXPZ81
        NIKE Inc
        654106103
        
          
        
        10875.00000000
        NS
        USD
        1821671.25000000
        0.401332204824
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -405.63000000
        -0.00008936430
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            69951.00000000
            EUR
            82643.67000000
            USD
            2021-09-15
            -405.63000000
          
        
        
          N
          N
          N
        
      
      
        Airbus SE
        MINO79WLOO247M1IL051
        Airbus SE
        000000000
        
          
        
        3868.00000000
        NS
        
        530879.38000000
        0.116957981343
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -3514.07000000
        -0.00077418439
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            38832694.00000000
            JPY
            350576.26000000
            USD
            2021-09-15
            -3514.07000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        24639.49000000
        0.005428323495
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1010156.00000000
            CAD
            834302.96000000
            USD
            2021-09-15
            24639.49000000
          
        
        
          N
          N
          N
        
      
      
        Splunk Inc
        549300XGDSGBP6UEI867
        Splunk Inc
        848637104
        
          
        
        1918.00000000
        NS
        USD
        272317.64000000
        0.059994271125
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        EURO STOXX 50 PR AUG21 4100 CALL
        000000000
        
          
        
        -306.00000000
        NC
        
        -192748.93000000
        -0.04246449684
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            4100.00000000
            EUR
            2021-08-20
            XXXX
            -115736.60000000
          
        
        
          N
          N
          N
        
      
      
        Covestro AG
        3912005AWHKLQ1CPLV11
        Covestro AG
        000000000
        
          
        
        18783.00000000
        NS
        
        1208984.63000000
        0.266351278891
        Long
        EC
        CORP
        DE
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -28582.62000000
        -0.00629703405
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            1356078.04000000
            USD
            955000.00000000
            GBP
            2021-08-18
            -28582.62000000
          
        
        
          N
          N
          N
        
      
      
        Hardwoods Distribution Inc
        N/A
        Hardwoods Distribution Inc
        000000000
        
          
        
        102280.00000000
        NS
        
        2890664.32000000
        0.636841957599
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -159.34000000
        -0.00003510417
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            34836.88000000
            USD
            46989.00000000
            SGD
            2021-09-15
            -159.34000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        6062.66000000
        0.001335663998
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            987335.00000000
            CAD
            797434.57000000
            USD
            2021-09-15
            6062.66000000
          
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        FTSE 100 INDEX SEP21 7100 CALL
        000000000
        
          
        
        100.00000000
        NC
        
        103555.07000000
        0.022814206769
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Purchased
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            7100.00000000
            GBP
            2021-09-17
            XXXX
            -11559.87000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        II-VI INC
        000000000
        
          
        
        481568.90000000
        OU
        Notional Amount
        USD
        -19806.52000000
        -0.00436357237
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                II-VI Inc
                II-VI Inc
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2022-03-29
            0.00000000
            USD
            0.00000000
            USD
            481568.90000000
            USD
            -19806.52000000
          
        
        
          N
          N
          N
        
      
      
        CARERX CORPORATION
        N/A
        CARERX CORPORATION
        000000000
        
          
        
        8800.00000000
        NS
        
        43106.80000000
        0.009496854653
        Long
        EC
        CORP
        CA
        N
        
        2
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        264.93000000
        0.000058366700
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            165549.00000000
            NZD
            115583.00000000
            USD
            2021-09-15
            264.93000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        1412.09000000
        0.000311097401
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1430339.00000000
            SEK
            167624.70000000
            USD
            2021-09-15
            1412.09000000
          
        
        
          N
          N
          N
        
      
      
        Neo Performance Materials Inc
        984500E2A5I396CB6D96
        Neo Performance Materials Inc
        64046G106
        
          
        
        15850.00000000
        NS
        
        237826.23000000
        0.052395472152
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        4655.54000000
        0.001025661536
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            10947331.00000000
            SEK
            1276790.68000000
            USD
            2021-09-15
            4655.54000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1266.70000000
        0.000279066546
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            182998.16000000
            USD
            20208123.00000000
            JPY
            2021-09-15
            1266.70000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        793.27000000
        0.000174765231
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            111157.00000000
            EUR
            132764.38000000
            USD
            2021-09-15
            793.27000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796F46
        
          
        
        5500000.00000000
        PA
        USD
        5499992.97000000
        1.211702882815
        Long
        STIV
        UST
        US
        N
        
        2
        
          2021-09-16
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        Long: BAV6KFBG7 TRS USD R V 01MLIBOR US0001M / Short: BAV6KFBG7 TRS USD P E PH US EQUITY
        000000000
        
          
        
        103266.12000000
        OU
        Notional Amount
        USD
        -951.90000000
        -0.00020971299
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            
              
                Parker-Hannifin Corp
                Parker-Hannifin Corp
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-11-29
            0.00000000
            USD
            0.00000000
            USD
            103266.12000000
            USD
            -951.90000000
          
        
        
          N
          N
          N
        
      
      
        West Fraser Timber Co Ltd
        5493005WD1ZK6WBVR988
        West Fraser Timber Co Ltd
        000000000
        
          
        
        9800.00000000
        NS
        
        702951.27000000
        0.154867121646
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Pharming Group NV
        724500DCJ9MPG74JEH91
        Pharming Group NV
        000000000
        
          
        
        60262.00000000
        NS
        
        68626.33000000
        0.015119059670
        Long
        EC
        CORP
        NL
        N
        
        1
        
          N
          N
          N
        
      
      
        Cirrus Logic Inc
        549300NKSJEM5ZZSSV18
        Cirrus Logic Inc
        172755100
        
          
        
        8318.00000000
        NS
        USD
        686983.62000000
        0.151349290324
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        1231.15000000
        0.000271234529
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            133572.00000000
            CAD
            108226.45000000
            USD
            2022-06-30
            1231.15000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2388.31000000
        0.000526168329
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            450332.55000000
            USD
            381319.00000000
            EUR
            2021-09-15
            2388.31000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        8924.20000000
        0.001966089579
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            673086.01000000
            USD
            617122.00000000
            CHF
            2021-09-15
            8924.20000000
          
        
        
          N
          N
          N
        
      
      
        Cosmos Pharmaceutical Corp
        N/A
        Cosmos Pharmaceutical Corp
        000000000
        
          
        
        5700.00000000
        NS
        
        965890.34000000
        0.212795200984
        Long
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        Virgin Galactic Holdings Inc
        N/A
        Virgin Galactic Holdings Inc
        92766K106
        
          
        
        -5458.00000000
        NS
        USD
        -163685.42000000
        -0.03606151796
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -977.18000000
        -0.00021528242
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            70566.13000000
            USD
            94808.00000000
            AUD
            2021-09-15
            -977.18000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        DOMTAR CORP
        000000000
        
          
        
        1748444.46000000
        OU
        Notional Amount
        USD
        13178.16000000
        0.002903279067
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Domtar Corp
                Domtar Corp
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-05-13
            0.00000000
            USD
            0.00000000
            USD
            1748444.46000000
            USD
            13178.16000000
          
        
        
          N
          N
          N
        
      
      
        Coty Inc
        549300BO9IWPF3S48F93
        Coty Inc
        222070203
        
          
        
        131146.00000000
        NS
        USD
        1144904.58000000
        0.252233809697
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        1626.75000000
        0.000358389124
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            75252.00000000
            GBP
            106230.61000000
            USD
            2021-08-18
            1626.75000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        AEROJET ROCKETDYNE HOLDINGS IN
        000000000
        
          
        
        2068159.17000000
        OU
        Notional Amount
        USD
        -207851.77000000
        -0.04579180196
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Aerojet Rocketdyne Holdings Inc
                Aerojet Rocketdyne Holdings Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-12-23
            0.00000000
            USD
            0.00000000
            USD
            2068159.17000000
            USD
            -207851.77000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        2347.91000000
        0.000517267809
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            444233.00000000
            EUR
            529763.40000000
            USD
            2021-09-15
            2347.91000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        2049.41000000
        0.000451505305
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            30806774.00000000
            JPY
            282894.12000000
            USD
            2021-08-18
            2049.41000000
          
        
        
          N
          N
          N
        
      
      
        Red Rock Resorts Inc
        N/A
        Red Rock Resorts Inc
        75700L108
        
          
        
        10101.00000000
        NS
        USD
        397979.40000000
        0.087678800484
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Canfor Corp
        N/A
        Canfor Corp
        000000000
        
          
        
        -40010.00000000
        NS
        
        -772556.03000000
        -0.17020173912
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -963.31000000
        -0.00021222672
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            366796.94000000
            USD
            456423.00000000
            CAD
            2021-09-15
            -963.31000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3246.77000000
        -0.00071529556
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            118050.25000000
            USD
            96697.00000000
            EUR
            2021-09-15
            -3246.77000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1864.10000000
        0.000410679678
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            123078.17000000
            USD
            89877.00000000
            GBP
            2021-09-15
            1864.10000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -1087.06000000
        -0.00023949007
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1307804.00000000
            CHF
            1444227.94000000
            USD
            2021-09-15
            -1087.06000000
          
        
        
          N
          N
          N
        
      
      
        Allegion plc
        984500560CAC2E6FB757
        Allegion PLC
        000000000
        
          
        
        2237.00000000
        NS
        USD
        305574.20000000
        0.067321020421
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -736.18000000
        -0.00016218773
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            8777414.00000000
            JPY
            79299.41000000
            USD
            2021-09-15
            -736.18000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        10451.73000000
        0.002302619556
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1200644.63000000
            USD
            871200.00000000
            GBP
            2021-09-15
            10451.73000000
          
        
        
          N
          N
          N
        
      
      
        Canadian Utilities Ltd
        LWV4QIQODEH3VBHUFX07
        Canadian Utilities Ltd
        000000000
        
          
        
        -11010.00000000
        NS
        
        -322551.70000000
        -0.07106133169
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        eHealth Inc
        5299003O8Y5OKXUZQ421
        eHealth Inc
        28238P109
        
          
        
        7688.00000000
        NS
        USD
        399852.88000000
        0.088091546669
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Qorvo Inc
        254900YAUJV2EUEVBR11
        Qorvo Inc
        74736K101
        
          
        
        1388.00000000
        NS
        USD
        263150.92000000
        0.057974751989
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fujitsu Ltd
        3538000246DHJLRTUZ24
        Fujitsu Ltd
        000000000
        
          
        
        1400.00000000
        NS
        
        236917.19000000
        0.052195201644
        Long
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -837.28000000
        -0.00018446107
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            58643.00000000
            GBP
            80691.89000000
            USD
            2021-10-29
            -837.28000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        REALTY INCOME CORP
        000000000
        
          
        
        2011588.44000000
        OU
        Notional Amount
        USD
        -66324.54000000
        -0.01461195255
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Realty Income Corp
                Realty Income Corp
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2022-05-03
            0.00000000
            USD
            0.00000000
            USD
            2011588.44000000
            USD
            -66324.54000000
          
        
        
          N
          N
          N
        
      
      
        Afterpay Ltd
        529900P6ROPAX0QTB720
        Afterpay Ltd
        000000000
        
          
        
        -7975.00000000
        NS
        
        -565698.30000000
        -0.12462893401
        Short
        EC
        CORP
        AU
        N
        
        1
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 SEP21
        000000000
        
          
        
        -124.00000000
        NC
        
        68202.04000000
        0.015025584383
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Short
            
              
                EURO STOXX 50 Index
                VGU1 Index
              
            
            2021-09-17
            -5126613.84000000
            EUR
            68202.04000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -5397.39000000
        -0.00118909843
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            183318.63000000
            USD
            149860.00000000
            EUR
            2021-09-15
            -5397.39000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        8278.95000000
        0.001823934618
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            4504471.00000000
            SEK
            531721.22000000
            USD
            2021-09-15
            8278.95000000
          
        
        
          N
          N
          N
        
      
      
        Savaria Corp
        549300OFRDMCLTX90G87
        Savaria Corp
        000000000
        
          
        
        19860.00000000
        NS
        
        334767.39000000
        0.073752569093
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        CARNIVAL CORP
        000000000
        
          
        
        75.00000000
        NC
        USD
        1875.00000000
        0.000413081056
        N/A
        DE
        
        PA
        N
        
        1
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Put
            Purchased
            
              
                Carnival Corp
                Carnival Corp
                
                  
                
              
            
            100.00000000
            7.50000000
            USD
            2022-01-21
            XXXX
            -7904.16000000
          
        
        
          N
          N
          N
        
      
      
        Kroger Co/The
        6CPEOKI6OYJ13Q6O7870
        Kroger Co/The
        501044101
        
          
        
        -10660.00000000
        NS
        USD
        -433862.00000000
        -0.09558409238
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3746.70000000
        0.000825435089
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            885943.43000000
            USD
            639997.00000000
            GBP
            2021-09-15
            3746.70000000
          
        
        
          N
          N
          N
        
      
      
        B2Gold Corp
        549300F7OK456M5NLM05
        B2Gold Corp
        000000000
        
          
        
        -73630.00000000
        NS
        
        -308660.55000000
        -0.06800097387
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        -521.92000000
        -0.00011498414
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            6925869.00000000
            NOK
            783501.54000000
            USD
            2021-09-15
            -521.92000000
          
        
        
          N
          N
          N
        
      
      
        Fox Corp
        549300DDU6FDRBIELS05
        Fox Corp
        35137L105
        
          
        
        14516.00000000
        NS
        USD
        517640.56000000
        0.114041338277
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dropbox Inc
        549300JCDF7UAR6TJR51
        Dropbox Inc
        26210C104
        
          
        
        6881.00000000
        NS
        USD
        216682.69000000
        0.047737341040
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        7235.22000000
        0.001593990570
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1441363.73000000
            USD
            1220130.00000000
            EUR
            2021-09-15
            7235.22000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        29448.65000000
        0.006487829038
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1110000.00000000
            EUR
            1347295.80000000
            USD
            2021-09-15
            29448.65000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        22162.19000000
        0.004882549788
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1848119.00000000
            CAD
            1503472.45000000
            USD
            2021-09-15
            22162.19000000
          
        
        
          N
          N
          N
        
      
      
        Sunrun Inc
        54930007SJ77CI66U531
        Sunrun Inc
        86771W105
        
          
        
        -15080.00000000
        NS
        USD
        -798787.60000000
        -0.17598081360
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alcon Inc
        549300LDT5AP8S0NBM78
        Alcon Inc
        000000000
        
          
        
        23280.00000000
        NS
        USD
        1694784.00000000
        0.373377687890
        Long
        EC
        CORP
        CH
        N
        
        1
        
          N
          N
          N
        
      
      
        Leaf Mobile Inc
        2549003GYI3NBK9UPX97
        Leaf Mobile Inc
        52177M109
        
          
        
        1259020.00000000
        NS
        
        302746.07000000
        0.066697955393
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Metro Inc/CN
        549300KQ7DCG4IXSNW78
        Metro Inc/CN
        000000000
        
          
        
        12200.00000000
        NS
        
        632686.76000000
        0.139387154709
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        FTSE 100 INDEX SEP21 6550 PUT
        000000000
        
          
        
        -49.00000000
        NC
        
        -37801.07000000
        -0.00832794982
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Put
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            6550.00000000
            GBP
            2021-09-17
            XXXX
            944.53000000
          
        
        
          N
          N
          N
        
      
      
        LIBERTY MEDIA CORP
        549300ZKUTPIBZLWLL89
        Liberty Media Corp
        531229AB8
        
          
        
        3367000.00000000
        PA
        USD
        4474237.95000000
        0.985718900367
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-15
          Fixed
          1.37500000
          N
          N
          N
          N
          Y
          
            
              Liberty Media Corp-Liberty Braves
              Liberty Media Corp-Liberty Braves
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        CES Energy Solutions Corp
        984500NF54914EB1B646
        CES Energy Solutions Corp
        000000000
        
          
        
        264130.00000000
        NS
        
        342970.98000000
        0.075559901158
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        FIRST CITIZENS BCSHS  -CL A
        000000000
        
          
        
        64383.11000000
        OU
        Notional Amount
        USD
        -67092.01000000
        -0.01478103378
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                First Citizens BancShares Inc/NC
                First Citizens BancShares Inc/NC
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-10-20
            0.00000000
            USD
            0.00000000
            USD
            64383.11000000
            USD
            -67092.01000000
          
        
        
          N
          N
          N
        
      
      
        Mersana Therapeutics Inc
        529900VWD5VDZ7PVOS22
        Mersana Therapeutics Inc
        59045L106
        
          
        
        -21104.00000000
        NS
        USD
        -232144.00000000
        -0.05114362064
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Medtronic PLC
        549300GX3ZBSQWUXY261
        Medtronic PLC
        000000000
        
          
        
        5455.00000000
        NS
        USD
        716296.05000000
        0.157807108748
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -342.31000000
        -0.00007541428
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            114863.88000000
            USD
            12559454.00000000
            JPY
            2021-09-15
            -342.31000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        1219.38000000
        0.000268641481
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            364564.00000000
            GBP
            508017.05000000
            USD
            2021-09-15
            1219.38000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BAV6KCWW6 IRS USD R V 03MLIBOR BAV6KCWW6_FLO CCPVANILLA / Short: BAV6KCWW6 IRS USD P F  1.77920 BAV6KCWW6_FIX CCPVANILLA
        000000000
        
          
        
        1015200.00000000
        OU
        Notional Amount
        USD
        -32160.39000000
        -0.00708525219
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2051-06-24
            0.00000000
            USD
            0.00000000
            USD
            1015200.00000000
            USD
            -32160.39000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -19299.70000000
        -0.00425191491
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            681323.25000000
            USD
            5848152.00000000
            NOK
            2021-09-15
            -19299.70000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        -243.92000000
        -0.00005373798
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            428956.00000000
            SGD
            316322.44000000
            USD
            2021-09-15
            -243.92000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -182.45000000
        -0.00004019554
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            385008.00000000
            EUR
            456918.18000000
            USD
            2021-09-15
            -182.45000000
          
        
        
          N
          N
          N
        
      
      
        RealReal Inc/The
        549300O00VUGT4H1PE90
        RealReal Inc/The
        88339P101
        
          
        
        -21625.00000000
        NS
        USD
        -357028.75000000
        -0.07865696701
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1864.42000000
        -0.00041075017
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            105256.63000000
            USD
            74375.00000000
            GBP
            2021-09-15
            -1864.42000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -86.31000000
        -0.00001901494
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            19370.81000000
            USD
            16243.00000000
            EUR
            2021-09-15
            -86.31000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -1033.20000000
        -0.00022762418
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            861184.00000000
            GBP
            1196139.45000000
            USD
            2021-09-15
            -1033.20000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3479.70000000
        -0.00076661234
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            553948.31000000
            USD
            790245.00000000
            NZD
            2021-09-15
            -3479.70000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BAV6GLJM8 IRS PLN R V 06MWIBOR BAV6GLJM8_FLO CCPVANILLA / Short: BAV6GLJM8 IRS PLN P F  1.51500 BAV6GLJM8_FIX CCPVANILLA
        000000000
        
          
        
        6000000.00000000
        OU
        Notional Amount
        
        -9830.08000000
        -0.00216566390
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2026-06-16
            0.00000000
            PLN
            0.00000000
            PLN
            6000000.00000000
            PLN
            -9830.08000000
          
        
        
          N
          N
          N
        
      
      
        Vulcan Materials Co
        549300Q8LSNHAVWBNI21
        Vulcan Materials Co
        929160109
        
          
        
        2200.00000000
        NS
        USD
        395978.00000000
        0.087237872257
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        2978.58000000
        0.000656210651
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            3767670.00000000
            NOK
            429487.03000000
            USD
            2021-09-15
            2978.58000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        8180.78000000
        0.001802306796
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            5185026.00000000
            NOK
            595137.02000000
            USD
            2021-09-15
            8180.78000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -7938.59000000
        -0.00174894994
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            2643113.17000000
            USD
            288996672.00000000
            JPY
            2021-09-15
            -7938.59000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        28772.51000000
        0.006338868704
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            787708.00000000
            AUD
            606949.18000000
            USD
            2021-09-15
            28772.51000000
          
        
        
          N
          N
          N
        
      
      
        PayPal Holdings Inc
        5493005X2GO78EFZ3E94
        PayPal Holdings Inc
        70450Y103
        
          
        
        833.00000000
        NS
        USD
        229516.49000000
        0.050564754192
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -6109.42000000
        -0.00134596568
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            47513757.00000000
            JPY
            427137.94000000
            USD
            2021-09-15
            -6109.42000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        10866.96000000
        0.002394098834
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1469481.42000000
            USD
            1246872.00000000
            EUR
            2021-09-15
            10866.96000000
          
        
        
          N
          N
          N
        
      
      
        ITM Power PLC
        21380042MB2JKZ6RRP12
        ITM Power PLC
        000000000
        
          
        
        -78142.00000000
        NS
        
        -445548.77000000
        -0.09815880347
        Short
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        EURO STOXX 50 PR
        000000000
        
          
        
        490.00000000
        NC
        
        19762.92000000
        0.004353966862
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Purchased
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            4250.00000000
            EUR
            2021-08-20
            XXXX
            -206771.06000000
          
        
        
          N
          N
          N
        
      
      
        BCE Inc
        5493001I9203PRB5KR45
        BCE Inc
        000000000
        
          
        
        -38950.00000000
        NS
        
        -1944065.81000000
        -0.42829693768
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        1429.78000000
        0.000314994684
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            157000.00000000
            EUR
            187724.84000000
            USD
            2021-08-18
            1429.78000000
          
        
        
          N
          N
          N
        
      
      
        Alphabet Inc
        5493006MHB84DD0ZWV18
        Alphabet Inc
        02079K305
        
          
        
        1290.00000000
        NS
        USD
        3475943.70000000
        0.765784797320
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        Long: BAV6KF9V7 TRS EUR R V 01MEURIB EUR001M-0.35BPS / Short: BAV6KF9V7 TRS EUR P E MTX GY EQUITY
        000000000
        
          
        
        64519.20000000
        OU
        Notional Amount
        
        -843.06000000
        -0.00018573446
        N/A
        DE
        
        DE
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            
              
                MTU Aero Engines AG
                MTU Aero Engines AG
                
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-11-29
            0.00000000
            EUR
            0.00000000
            EUR
            64519.20000000
            EUR
            -836.26000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -4088.65000000
        -0.00090077005
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            189493.78000000
            USD
            266165.00000000
            NZD
            2021-09-15
            -4088.65000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -6462.37000000
        -0.00142372406
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            980251.01000000
            USD
            1319510.00000000
            SGD
            2021-09-15
            -6462.37000000
          
        
        
          N
          N
          N
        
      
      
        Calian Group Ltd
        N/A
        Calian Group Ltd
        000000000
        
          
        
        -9980.00000000
        NS
        
        -488600.83000000
        -0.10764359836
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Manulife Financial Corp
        5493007GBX87QOZACS27
        Manulife Financial Corp
        000000000
        
          
        
        -40140.00000000
        NS
        
        -776031.42000000
        -0.17096740194
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        NUANCE COMMUNICATIONS INC
        000000000
        
          
        
        2047278.79000000
        OU
        Notional Amount
        USD
        73892.51000000
        0.016279251241
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Nuance Communications Inc
                Nuance Communications Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-04-14
            0.00000000
            USD
            0.00000000
            USD
            2047278.79000000
            USD
            73892.51000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        21845.22000000
        0.004812718160
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            634551.00000000
            EUR
            774798.83000000
            USD
            2021-08-18
            21845.22000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -582135.30000000
        -0.12825016778
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            14162958.37000000
            USD
            116869475.00000000
            SEK
            2021-09-15
            -582135.30000000
          
        
        
          N
          N
          N
        
      
      
        Cronos Group Inc
        549300CWB04E8UOTWX71
        Cronos Group Inc
        000000000
        
          
        
        -14400.00000000
        NS
        
        -106303.30000000
        -0.02341966903
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        469.39000000
        0.000103411262
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            164761.04000000
            USD
            18120638.00000000
            JPY
            2021-09-15
            469.39000000
          
        
        
          N
          N
          N
        
      
      
        Visa Inc
        549300JZ4OKEHW3DPJ59
        Visa Inc
        92826C839
        
          
        
        8920.00000000
        NS
        USD
        2197798.80000000
        0.484196826493
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AlphaSimplex Managed Futures Strategy Fund
        5493003UQM09GTIXUQ46
        ASG Managed Futures Strategy Fund
        63872T729
        
          
        
        608588.89600000
        NS
        USD
        6749250.86000000
        1.486926759455
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Klepierre SA
        969500PB4U31KEFHZ621
        Klepierre SA
        000000000
        
          
        
        -1274.00000000
        NS
        
        -30905.71000000
        -0.00680883377
        Short
        EC
        
        FR
        N
        
        1
        
          N
          N
          N
        
      
      
        Crown Holdings Inc
        NYLWZIOY8PUNIT4JOE22
        Crown Holdings Inc
        228368106
        
          
        
        2864.00000000
        NS
        USD
        285712.64000000
        0.062945322191
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J M Smucker Co/The
        5493000WDH6A0LHDJD55
        J M Smucker Co/The
        832696405
        
          
        
        -5130.00000000
        NS
        USD
        -672594.30000000
        -0.14817918072
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        7845.04000000
        0.001728339951
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            846126.64000000
            USD
            614303.00000000
            GBP
            2021-09-15
            7845.04000000
          
        
        
          N
          N
          N
        
      
      
        Allison Transmission Holdings Inc
        529900RP7DJ882LI9T83
        Allison Transmission Holdings Inc
        01973R101
        
          
        
        12384.00000000
        NS
        USD
        494245.44000000
        0.108887161807
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alibaba Group Holding Ltd
        5493001NTNQJDH60PM02
        Alibaba Group Holding Ltd
        01609W102
        
          
        
        1452.00000000
        NS
        USD
        283415.88000000
        0.062439323232
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        American Homes 4 Rent
        549300ZJUO7A58PNUW40
        American Homes 4 Rent
        02665T306
        
          
        
        53790.00000000
        NS
        USD
        2259180.00000000
        0.497719712321
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -470.50000000
        -0.00010365580
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            804019.00000000
            EUR
            954100.80000000
            USD
            2021-09-15
            -470.50000000
          
        
        
          N
          N
          N
        
      
      
        Boston Scientific Corp
        Y6ZDD9FP4P8JSSJMW954
        Boston Scientific Corp
        101137107
        
          
        
        24255.00000000
        NS
        USD
        1106028.00000000
        0.243668914375
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        3513.72000000
        0.000774107290
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            107517.00000000
            EUR
            131163.24000000
            USD
            2021-09-15
            3513.72000000
          
        
        
          N
          N
          N
        
      
      
        Futu Holdings Ltd
        213800X4W4ZRESFPTQ37
        Futu Holdings Ltd
        36118L106
        
          
        
        1818.00000000
        NS
        USD
        186272.28000000
        0.041037626756
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED NOK / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -54400.46000000
        -0.01198495972
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            16896643.17000000
            SEK
            16861455.00000000
            NOK
            2021-08-18
            -54400.46000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        14027.38000000
        0.003090370638
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            860189.91000000
            USD
            791042.00000000
            CHF
            2021-09-15
            14027.38000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        4316.11000000
        0.000950881748
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            488922.61000000
            USD
            4244555.00000000
            SEK
            2021-09-15
            4316.11000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        INDEPENDENT BANK CORP/MA
        000000000
        
          
        
        400917.45000000
        OU
        Notional Amount
        USD
        54656.13000000
        0.012041286351
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Independent Bank Corp
                Independent Bank Corp
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2022-04-28
            0.00000000
            USD
            0.00000000
            USD
            400917.45000000
            USD
            54656.13000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley International Limited
        N/A
        Long: BAV6DS0Z7 TRS USD R E MSAVL1NQ INDEX / Short: BAV6DS0Z7 TRS USD P V 12MLIBOR US0012M
        000000000
        
          
        
        1630000.21000000
        OU
        Notional Amount
        USD
        2603.83000000
        0.000573649518
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley International Limited
              N/A
            
            
              
                Nasdaq Bespoke 1% threshold intraday momentum strategy
                MSAVL1NQ Index
                Nasdaq Bespoke 1% threshold intraday momentum strategy
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-03-31
            0.00000000
            USD
            0.00000000
            USD
            1630000.21000000
            USD
            2603.83000000
          
        
        
          N
          N
          N
        
      
      
        Daikin Industries Ltd
        549300Y7FWSTSHMW5Y57
        Daikin Industries Ltd
        000000000
        
          
        
        1600.00000000
        NS
        
        330559.23000000
        0.072825469799
        Long
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        Lennar Corp
        529900G61XVRLX5TJX09
        Lennar Corp
        526057104
        
          
        
        11067.00000000
        NS
        USD
        1163695.05000000
        0.256373536201
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -9290.91000000
        -0.00204687942
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            606393.95000000
            USD
            429525.00000000
            GBP
            2021-09-15
            -9290.91000000
          
        
        
          N
          N
          N
        
      
      
        Baker Hughes Co
        N/A
        Baker Hughes Co
        05722G100
        
          
        
        14723.00000000
        NS
        USD
        312716.52000000
        0.068894544203
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -321.21000000
        -0.00007076574
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            17409106.00000000
            JPY
            158421.22000000
            USD
            2021-09-15
            -321.21000000
          
        
        
          N
          N
          N
        
      
      
        Vontier Corp
        N/A
        Vontier Corp
        928881101
        
          
        
        15308.00000000
        NS
        USD
        495213.80000000
        0.109100501099
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -642.99000000
        -0.00014165706
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            904742.91000000
            USD
            7780212.00000000
            SEK
            2021-09-15
            -642.99000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -1714.01000000
        -0.00037761336
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            524921.00000000
            EUR
            621498.28000000
            USD
            2021-09-15
            -1714.01000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        589.97000000
        0.000129976229
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            22759.00000000
            GBP
            32228.33000000
            USD
            2021-09-15
            589.97000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        EQUITY COMMONWEALTH
        000000000
        
          
        
        607.25000000
        OU
        Notional Amount
        USD
        28.87000000
        0.000006360346
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Equity Commonwealth
                Equity Commonwealth
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2022-05-09
            0.00000000
            USD
            0.00000000
            USD
            607.25000000
            USD
            28.87000000
          
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        Long: BAV659T38 TRS CHF R V 01MLIBOR SF0001M-0.05 BPS / Short: BAV659T38 TRS CHF P E GEBN SW
        000000000
        
          
        
        86541.20000000
        OU
        Notional Amount
        
        -1354.75000000
        -0.00029846483
        N/A
        DE
        
        CH
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            
              
                Geberit AG
                Geberit AG
                
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-11-29
            0.00000000
            CHF
            0.00000000
            CHF
            86541.20000000
            CHF
            -1332.08000000
          
        
        
          N
          N
          N
        
      
      
        Avaya Holdings Corp
        549300NZS2OZN6Q63A60
        Avaya Holdings Corp
        05351X101
        
          
        
        8932.00000000
        NS
        USD
        216333.04000000
        0.047660309685
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bed Bath & Beyond Inc
        529900ZBUWWUV7BKGX39
        Bed Bath & Beyond Inc
        075896100
        
          
        
        29996.00000000
        NS
        USD
        856085.84000000
        0.188604182936
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ATS Automation Tooling Systems Inc
        5493005KP4RP3IU7HQ41
        ATS Automation Tooling Systems Inc
        000000000
        
          
        
        116840.00000000
        NS
        
        3517562.04000000
        0.774953729504
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        Long: BAV6DYD72 TRS USD R E SGIDTESA / Short: BAV6DYD72 TRS USD P V 01MLIBOR US0001M
        000000000
        
          
        
        2711946.82000000
        OU
        Notional Amount
        USD
        -6574.90000000
        -0.00144851553
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            
              
                Advised Intraday Trend Index
                SGIDTESA Index
                Advised Intraday Trend Index
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-03-31
            0.00000000
            USD
            0.00000000
            USD
            2711946.82000000
            USD
            -6574.90000000
          
        
        
          N
          N
          N
        
      
      
        Empire Co Ltd
        549300TX0ZUSTEF7C719
        Empire Co Ltd
        000000000
        
          
        
        10600.00000000
        NS
        
        348093.94000000
        0.076688539947
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -884.25000000
        -0.00019480902
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            50409.35000000
            USD
            67473.00000000
            AUD
            2021-09-15
            -884.25000000
          
        
        
          N
          N
          N
        
      
      
        Headwater Exploration Inc
        549300XIU4JQ0GKLRG88
        Headwater Exploration Inc
        422096107
        
          
        
        44560.00000000
        NS
        
        140723.31000000
        0.031002737882
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        TotalEnergies SE
        529900S21EQ1BO4ESM68
        TotalEnergies SE
        000000000
        
          
        
        27376.00000000
        NS
        
        1191823.89000000
        0.262570598035
        Long
        EC
        CORP
        FR
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley International Limited
        N/A
        Long: BAV6GREM0 TRS USD R E BAEISTN1 INDEX / Short: BAV6GREM0 TRS USD P V 01MUS000 US0001M
        000000000
        
          
        
        1216251.30000000
        OU
        Notional Amount
        USD
        -13310.44000000
        -0.00293242166
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley International Limited
              N/A
            
            
              
                BofA BAEISTN1 Strategy
                BAEISTN1 Index
                BofA BAEISTN1 Strategy
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-05-11
            0.00000000
            USD
            0.00000000
            USD
            1216251.30000000
            USD
            -13310.44000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2024.70000000
        -0.00044606144
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            89167.64000000
            USD
            73399.00000000
            EUR
            2021-09-15
            -2024.70000000
          
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        S+P 500 INDEX
        000000000
        
          
        
        -81.00000000
        NC
        USD
        -400707.00000000
        -0.08827971775
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4400.00000000
            USD
            2021-08-20
            XXXX
            -272296.08000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3223.02000000
        0.000710063203
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            312209.05000000
            USD
            34600774.00000000
            JPY
            2021-08-18
            3223.02000000
          
        
        
          N
          N
          N
        
      
      
        MediaTek Inc
        254900UEGBK1I4DM4E14
        MediaTek Inc
        000000000
        
          
        
        7000.00000000
        NS
        
        227784.73000000
        0.050183230325
        Long
        EC
        CORP
        TW
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        DEUTSCHE WOHNEN SE
        000000000
        
          
        
        1384622.92000000
        OU
        Notional Amount
        
        8454.12000000
        0.001862526303
        N/A
        DE
        
        DE
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Deutsche Wohnen SE
                Deutsche Wohnen SE
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-05-27
            0.00000000
            EUR
            0.00000000
            EUR
            1384622.92000000
            EUR
            8454.12000000
          
        
        
          N
          N
          N
        
      
      
        Generac Holdings Inc
        529900S2H2AHJHSFFI84
        Generac Holdings Inc
        368736104
        
          
        
        2914.00000000
        NS
        USD
        1222015.04000000
        0.269222007171
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        4958.45000000
        0.001092395607
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            7176000.00000000
            TWD
            261563.70000000
            USD
            2021-08-18
            4958.45000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        24110.59000000
        0.005311801591
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            3909340.00000000
            NOK
            466656.39000000
            USD
            2021-09-15
            24110.59000000
          
        
        
          N
          N
          N
        
      
      
        Pembina Pipeline Corp
        5493002W3L9YICM6FU21
        Pembina Pipeline Corp
        000000000
        
          
        
        -21900.00000000
        NS
        
        -723914.72000000
        -0.15948557714
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        59.14000000
        0.000013029127
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            32956.59000000
            USD
            3620798.00000000
            JPY
            2021-09-15
            59.14000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        BALLY'S CORP
        000000000
        
          
        
        15872.26000000
        OU
        Notional Amount
        USD
        1589.76000000
        0.000350239861
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Bally's Corp
                Bally's Corp
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2022-04-20
            0.00000000
            USD
            0.00000000
            USD
            15872.26000000
            USD
            1589.76000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -144323.76000000
        -0.03179595265
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            5380151.84000000
            USD
            4410048.00000000
            EUR
            2021-09-15
            -144323.76000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -6977.27000000
        -0.00153716163
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            139967.56000000
            USD
            181186.00000000
            AUD
            2021-09-15
            -6977.27000000
          
        
        
          N
          N
          N
        
      
      
        Medibank Pvt Ltd
        BDYVSUPTML83OLINBJ17
        Medibank Pvt Ltd
        000000000
        
          
        
        83437.00000000
        NS
        
        202672.15000000
        0.044650680421
        Long
        EC
        CORP
        AU
        N
        
        1
        
          N
          N
          N
        
      
      
        Lowe's Cos Inc
        WAFCR4OKGSC504WU3E95
        Lowe's Cos Inc
        548661107
        
          
        
        688.00000000
        NS
        USD
        132570.72000000
        0.029206641622
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        XAI EMINI INDUSTR SEP21
        000000000
        
          
        
        46.00000000
        NC
        USD
        60089.33000000
        0.013238274082
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                E-mini Industrial Select Sector Futures
                IXIU1 Index
              
            
            2021-09-17
            4717930.67000000
            USD
            60089.33000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        ATHENE HOLDING LTD-CLASS A
        000000000
        
          
        
        2129663.20000000
        OU
        Notional Amount
        USD
        79306.88000000
        0.017472090536
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Athene Holding Ltd
                Athene Holding Ltd
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-03-10
            0.00000000
            USD
            0.00000000
            USD
            2129663.20000000
            USD
            79306.88000000
          
        
        
          N
          N
          N
        
      
      
        Old Dominion Freight Line Inc
        5299009TWK32WE417T96
        Old Dominion Freight Line Inc
        679580100
        
          
        
        6065.00000000
        NS
        USD
        1632394.75000000
        0.359632718670
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Darling Ingredients Inc
        L1N0SPPKS7EXZYUMZ898
        Darling Ingredients Inc
        237266101
        
          
        
        7115.00000000
        NS
        USD
        491433.05000000
        0.108267564457
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -918.18000000
        -0.00020228414
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            425800.00000000
            CAD
            340370.40000000
            USD
            2021-09-15
            -918.18000000
          
        
        
          N
          N
          N
        
      
      
        Tupperware Brands Corp
        G8NWFN4YP7CR6FOP4886
        Tupperware Brands Corp
        899896104
        
          
        
        -11150.00000000
        NS
        USD
        -232923.50000000
        -0.05131535221
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        -2148.22000000
        -0.00047327412
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            495651.00000000
            SGD
            363638.56000000
            USD
            2021-09-15
            -2148.22000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -1343.60000000
        -0.00029600837
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            393939.00000000
            NZD
            273066.30000000
            USD
            2021-09-15
            -1343.60000000
          
        
        
          N
          N
          N
        
      
      
        Liberty Media Corp-Liberty SiriusXM
        N/A
        Liberty Media Corp-Liberty SiriusXM
        531229409
        
          
        
        -58180.00000000
        NS
        USD
        -2716424.20000000
        -0.59845513476
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hasbro Inc
        549300NUB6D2R1ITYR45
        Hasbro Inc
        418056107
        
          
        
        1440.00000000
        NS
        USD
        143193.60000000
        0.031546967217
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -16.03000000
        -0.00000353156
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            29001.13000000
            USD
            3178764.00000000
            JPY
            2021-09-15
            -16.03000000
          
        
        
          N
          N
          N
        
      
      
        J2 Global Inc
        5493008OJYGLHD7MXA18
        j2 Global Inc
        48123V102
        
          
        
        -7680.00000000
        NS
        USD
        -1084953.60000000
        -0.23902601548
        Short
        EC
        CORP
        US
        N
        
        1
        
          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/+55.00 BPS
        000000000
        
          
        
        569524.56000000
        OU
        Notional Amount
        USD
        215311.49000000
        0.047435252110
        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
            -0.12000000
            USD
            569524.56000000
            USD
            215311.61000000
          
        
        
          N
          N
          N
        
      
      
        Cummins Inc
        ZUNI8PYC725B6H8JU438
        Cummins Inc
        231021106
        
          
        
        6777.00000000
        NS
        USD
        1572941.70000000
        0.346534623369
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -64002.81000000
        -0.01410045245
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            7484849.30000000
            USD
            6714808.00000000
            CHF
            2021-09-15
            -64002.81000000
          
        
        
          N
          N
          N
        
      
      
        Royal Caribbean Cruises Ltd
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd
        000000000
        
          
        
        30308.00000000
        NS
        USD
        2329775.96000000
        0.513272700973
        Long
        EC
        CORP
        LR
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        83556.46000000
        0.018408315067
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            11637777.00000000
            NOK
            1400978.17000000
            USD
            2021-09-15
            83556.46000000
          
        
        
          N
          N
          N
        
      
      
        Air Canada
        4B4HI3CGXMBDC0G6BM51
        Air Canada
        000000000
        
          
        
        13360.00000000
        NS
        
        267499.84000000
        0.058932862105
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SAV5ZQXM2 IRS CNY R F   .02880 CCP LCH / Short: SAV5ZQXM2 IRS CNY P V 03MCNRR CNRR007-CCP LCH
        000000000
        
          
        
        43871000.00000000
        OU
        Notional Amount
        
        114690.43000000
        0.025267436780
        N/A
        DIR
        
        CN
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2025-12-16
            0.00000000
            CNY
            0.00000000
            CNY
            43871000.00000000
            CNY
            114690.43000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1469.94000000
        -0.00032384232
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            577470.97000000
            USD
            780497.00000000
            SGD
            2021-09-15
            -1469.94000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        2144.88000000
        0.000472538291
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            126197.00000000
            NZD
            90051.15000000
            USD
            2021-09-15
            2144.88000000
          
        
        
          N
          N
          N
        
      
      
        Microsoft Corp
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp
        594918104
        
          
        
        3557.00000000
        NS
        USD
        1013424.87000000
        0.223267528375
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        UNITED STATES STEEL CORP
        000000000
        
          
        
        265.00000000
        NC
        USD
        265.00000000
        0.000058382122
        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
            -21353.04000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -48.35000000
        -0.00001065198
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            26000.00000000
            EUR
            30820.14000000
            USD
            2021-09-15
            -48.35000000
          
        
        
          N
          N
          N
        
      
      
        TransAlta Corp
        GJZNVO2UY6DNFNIYH321
        TransAlta Corp
        89346D107
        
          
        
        103760.00000000
        NS
        USD
        1081179.20000000
        0.238194477815
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        ViacomCBS Inc
        5KYC8KF17ROCY24M3H09
        ViacomCBS Inc
        92556H206
        
          
        
        27239.00000000
        NS
        USD
        1114892.27000000
        0.245621800783
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        Long: BAV659UK8 TRS EUR R V 01MEURIB EUR001M-0.15 BPS / Short: BAV659UK8 TRS EUR P E WDP BB
        000000000
        
          
        
        84324.60000000
        OU
        Notional Amount
        
        -1967.99000000
        -0.00043356767
        N/A
        DE
        
        DE
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            
              
                Warehouses De Pauw CVA
                Warehouses De Pauw CVA
                
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-11-29
            0.00000000
            EUR
            0.00000000
            EUR
            84324.60000000
            EUR
            -1967.99000000
          
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        Long: BAV6KFC19 TRS USD R V 01MLIBOR US0001M / Short: BAV6KFC19 TRS USD P E MPWR US EQUITY
        000000000
        
          
        
        94484.32000000
        OU
        Notional Amount
        USD
        -9744.00000000
        -0.00214669963
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            
              
                Monolithic Power Systems Inc
                Monolithic Power Systems Inc
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-11-29
            0.00000000
            USD
            0.00000000
            USD
            94484.32000000
            USD
            -9744.00000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        Long: BAV6HEJ92 TRS USD R E BEFSEB03 INDEX / Short: BAV6HEJ92 TRS USD P V 01MLIBOR US0012M
        000000000
        
          
        
        1218598.61000000
        OU
        Notional Amount
        USD
        -8015.38000000
        -0.00176586753
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                Barclays EB03 Desk Strategy
                BEFSEB03 Index
                Barclays EB03 Desk Strategy
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-05-25
            0.00000000
            USD
            0.00000000
            USD
            1218598.61000000
            USD
            -8015.38000000
          
        
        
          N
          N
          N
        
      
      
        Bellevue Gold Ltd
        N/A
        Bellevue Gold Ltd
        000000000
        
          
        
        -370669.00000000
        NS
        
        -270655.43000000
        -0.05962806981
        Short
        EC
        CORP
        AU
        N
        
        1
        
          N
          N
          N
        
      
      
        Johnson Matthey PLC
        2138001AVBSD1HSC6Z10
        Johnson Matthey PLC
        000000000
        
          
        
        15963.00000000
        NS
        
        659444.72000000
        0.145282198111
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -2152.80000000
        -0.00047428314
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            19787630.00000000
            JPY
            178277.86000000
            USD
            2021-09-15
            -2152.80000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -4083.77000000
        -0.00089969494
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            815475.11000000
            USD
            1164822.00000000
            NZD
            2021-09-15
            -4083.77000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        19008.37000000
        0.004187732030
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1619639.00000000
            CAD
            1317186.61000000
            USD
            2021-09-15
            19008.37000000
          
        
        
          N
          N
          N
        
      
      
        Argenx SE
        7245009C5FZE6G9ODQ71
        Argenx SE
        000000000
        
          
        
        -1640.00000000
        NS
        
        -500564.06000000
        -0.11027921632
        Short
        EC
        CORP
        NL
        N
        
        1
        
          N
          N
          N
        
      
      
        Kohl's Corp
        549300JF6LPRTRJ0FH50
        Kohl's Corp
        500255104
        
          
        
        2106.00000000
        NS
        USD
        106984.80000000
        0.023569810231
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -89104.36000000
        -0.01963057234
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            2252660.28000000
            USD
            18618433.00000000
            SEK
            2021-09-15
            -89104.36000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        VEONEER INC
        000000000
        
          
        
        293316.46000000
        OU
        Notional Amount
        USD
        2344.34000000
        0.000516481303
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Veoneer Inc
                Veoneer Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-07-27
            0.00000000
            USD
            0.00000000
            USD
            293316.46000000
            USD
            2344.34000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -25817.77000000
        -0.00568791024
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            784818.37000000
            USD
            6531563.00000000
            SEK
            2021-09-15
            -25817.77000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        126.67000000
        0.000027906654
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            141413.00000000
            EUR
            168019.21000000
            USD
            2021-09-15
            126.67000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -8903.58000000
        -0.00196154678
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            336106.03000000
            USD
            275597.00000000
            EUR
            2021-09-15
            -8903.58000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        3589.24000000
        0.000790745093
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            13104992.00000000
            SEK
            1526455.48000000
            USD
            2021-09-15
            3589.24000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        62954.82000000
        0.013869569888
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            2944607.41000000
            USD
            2721415.00000000
            CHF
            2021-09-15
            62954.82000000
          
        
        
          N
          N
          N
        
      
      
        Nordstrom Inc
        549300S3IZB5P35KNV16
        Nordstrom Inc
        655664AR1
        
          
        
        0.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        65.15000000
        0.000014353189
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            51234.00000000
            NOK
            5864.95000000
            USD
            2021-09-15
            65.15000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        23794.29000000
        0.005242117570
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            642000.00000000
            EUR
            785586.83000000
            USD
            2021-08-18
            23794.29000000
          
        
        
          N
          N
          N
        
      
      
        Air Canada
        4B4HI3CGXMBDC0G6BM51
        Air Canada
        000000000
        
          
        
        -9700.00000000
        NS
        
        -194217.70000000
        -0.04278808141
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Viracta Therapeutics Inc
        549300O5S543GE2D9G67
        Viracta Therapeutics Inc
        92765F108
        
          
        
        11001.00000000
        NS
        USD
        115730.52000000
        0.025496578900
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        248.65000000
        0.000054780055
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            48406.51000000
            USD
            35000.00000000
            GBP
            2021-09-15
            248.65000000
          
        
        
          N
          N
          N
        
      
      
        Metro Inc/CN
        549300KQ7DCG4IXSNW78
        Metro Inc/CN
        000000000
        
          
        
        -11050.00000000
        NS
        
        -573048.25000000
        -0.12624820073
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Royal Caribbean Cruises Ltd
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd
        000000000
        
          
        
        -6436.00000000
        NS
        USD
        -494735.32000000
        -0.10899508722
        Short
        EC
        CORP
        LR
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -7850.18000000
        -0.00172947234
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            254776.24000000
            USD
            308071.00000000
            CAD
            2021-09-15
            -7850.18000000
          
        
        
          N
          N
          N
        
      
      
        Stryker Corp
        5493002F0SC4JTBU5137
        Stryker Corp
        863667101
        
          
        
        3340.00000000
        NS
        USD
        904939.60000000
        0.199367149753
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        69628.89000000
        0.015339933560
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            3927727.96000000
            USD
            3617038.00000000
            CHF
            2021-09-15
            69628.89000000
          
        
        
          N
          N
          N
        
      
      
        Premium Brands Holdings Corp
        529900F5EXPGUY8WV366
        Premium Brands Holdings Corp
        000000000
        
          
        
        5310.00000000
        NS
        
        543002.40000000
        0.119628802626
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Trane Technologies PLC
        549300BURLR9SLYY2705
        Trane Technologies PLC
        000000000
        
          
        
        1737.00000000
        NS
        USD
        353670.57000000
        0.077917126726
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796H69
        
          
        
        20000000.00000000
        PA
        USD
        19997426.39000000
        4.405630941317
        Long
        STIV
        UST
        US
        N
        
        2
        
          2021-11-18
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -623.04000000
        -0.00013726187
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            160686.88000000
            USD
            218071.00000000
            AUD
            2021-09-15
            -623.04000000
          
        
        
          N
          N
          N
        
      
      
        Whitecap Resources Inc
        5493004AMPGZA0JO5Q37
        Whitecap Resources Inc
        000000000
        
          
        
        -133980.00000000
        NS
        
        -613197.98000000
        -0.13509358360
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -2367.86000000
        -0.00052166299
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            921494.00000000
            NZD
            639526.14000000
            USD
            2021-09-15
            -2367.86000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3125.05000000
        0.000688479442
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            873836.01000000
            USD
            1188306.00000000
            SGD
            2021-09-15
            3125.05000000
          
        
        
          N
          N
          N
        
      
      
        Adyen NV
        724500973ODKK3IFQ447
        Adyen NV
        000000000
        
          
        
        380.00000000
        NS
        
        1032048.90000000
        0.227370586500
        Long
        EC
        CORP
        NL
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -4401.12000000
        -0.00096961029
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            306236.00000000
            CHF
            334034.52000000
            USD
            2021-09-15
            -4401.12000000
          
        
        
          N
          N
          N
        
      
      
        Zions Bancorp NA
        8WH0EE09O9V05QJZ3V89
        Zions Bancorp NA
        989701107
        
          
        
        8522.00000000
        NS
        USD
        444422.30000000
        0.097910630983
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        Constellation Brands Inc
        21036P108
        
          
        
        6096.00000000
        NS
        USD
        1367576.64000000
        0.301290668224
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Trimble Inc
        549300E2MI7NSZFQWS19
        Trimble Inc
        896239100
        
          
        
        2321.00000000
        NS
        USD
        198445.50000000
        0.043719507596
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        2335.01000000
        0.000514425811
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            139418.00000000
            SGD
            105224.47000000
            USD
            2021-09-15
            2335.01000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -1799.24000000
        -0.00039639037
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            557508.00000000
            CAD
            445056.36000000
            USD
            2021-09-15
            -1799.24000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        5766.36000000
        0.001270386175
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            809420.21000000
            USD
            586403.00000000
            GBP
            2021-09-15
            5766.36000000
          
        
        
          N
          N
          N
        
      
      
        Williams-Sonoma Inc
        549300IARG6YWVTZ1I92
        Williams-Sonoma Inc
        969904101
        
          
        
        5786.00000000
        NS
        USD
        877736.20000000
        0.193373971511
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Johnson Controls International plc
        549300XQ6S1GYKGBL205
        Johnson Controls International plc
        000000000
        
          
        
        3946.00000000
        NS
        USD
        281823.32000000
        0.062088466503
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        9269.32000000
        0.002042122931
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            771408.00000000
            CAD
            627570.73000000
            USD
            2021-09-15
            9269.32000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BAV6KF3G6 IRS USD R V 03MLIBOR BAV6KF3G6_FLO CCPVANILLA / Short: BAV6KF3G6 IRS USD P F  1.78370 BAV6KF3G6_FIX CCPVANILLA
        000000000
        
          
        
        507600.00000000
        OU
        Notional Amount
        USD
        -16626.15000000
        -0.00366290538
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2051-06-25
            0.00000000
            USD
            0.00000000
            USD
            507600.00000000
            USD
            -16626.15000000
          
        
        
          N
          N
          N
        
      
      
        Nippon Express Co Ltd
        529900NTHOQWZAW95H82
        Nippon Express Co Ltd
        000000000
        
          
        
        9900.00000000
        NS
        
        718326.42000000
        0.158254419353
        Long
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        SUEZ
        000000000
        
          
        
        1426443.46000000
        OU
        Notional Amount
        
        -75419.67000000
        -0.01661569970
        N/A
        DE
        
        FR
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Suez
                Suez
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-05-19
            0.00000000
            EUR
            0.00000000
            EUR
            1426443.46000000
            EUR
            -75419.67000000
          
        
        
          N
          N
          N
        
      
      
        Suncor Energy Inc
        549300W70ZOQDVLCHY06
        Suncor Energy Inc
        867224107
        
          
        
        36710.00000000
        NS
        USD
        720617.30000000
        0.158759122889
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Take-Two Interactive Software Inc
        BOMSTHHJK882EWYX3334
        Take-Two Interactive Software Inc
        874054109
        
          
        
        6521.00000000
        NS
        USD
        1130871.82000000
        0.249142253792
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IHS Markit Ltd
        549300HLPTRASHS0E726
        IHS Markit Ltd
        000000000
        
          
        
        17073.00000000
        NS
        USD
        1994809.32000000
        0.439476235132
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -14302.56000000
        -0.00315099551
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1454521.73000000
            USD
            1303193.00000000
            CHF
            2021-09-15
            -14302.56000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1243.34000000
        -0.00027392010
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            133582.39000000
            USD
            179323.00000000
            SGD
            2021-09-15
            -1243.34000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1078.47000000
        -0.00023759761
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            175424.45000000
            USD
            237529.00000000
            AUD
            2021-09-15
            -1078.47000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        APOLLO GLOBAL MANAGEMENT INC
        000000000
        
          
        
        1741785.22000000
        OU
        Notional Amount
        USD
        -416140.10000000
        -0.09167978242
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Apollo Global Management Inc
                Apollo Global Management Inc
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2022-03-10
            0.00000000
            USD
            0.00000000
            USD
            1741785.22000000
            USD
            -416140.10000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        8752.07000000
        0.001928167637
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            7261311.00000000
            NOK
            830748.29000000
            USD
            2021-09-15
            8752.07000000
          
        
        
          N
          N
          N
        
      
      
        Hubbell Inc
        54930088VDQ6840Y6597
        Hubbell Inc
        443510607
        
          
        
        1718.00000000
        NS
        USD
        344390.28000000
        0.075872586995
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alphabet Inc
        5493006MHB84DD0ZWV18
        Alphabet Inc
        02079K107
        
          
        
        539.00000000
        NS
        USD
        1457682.38000000
        0.321141854491
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        9778.55000000
        0.002154311339
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            434510.57000000
            USD
            554306.00000000
            CAD
            2021-09-15
            9778.55000000
          
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: S91ZC0LT6 CDS EUR R F  5.00000 Z91ZC0LT6_FEE CCPITRAXX / Short: S91ZC0LT6 CDS EUR P V 03MEVENT Z91ZC0LT6_PRO CCPITRAXX
        000000000
        
          
        
        4522000.00000000
        OU
        Notional Amount
        
        645991.56000000
        0.142318333822
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                iTraxx Europe Crossover S35.V1
                2I667KJN9
              
            
            Y
            
            sell protection
            2026-06-20
            486249.75000000
            EUR
            0.00000000
            EUR
            4522000.00000000
            EUR
            65316.84000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -21721.68000000
        -0.00478550107
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            7904596.00000000
            EUR
            9363007.40000000
            USD
            2021-09-15
            -21721.68000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BAV6KF1S2 IRS USD R V 03MLIBOR BAV6KF1S2_FLO CCPVANILLA / Short: BAV6KF1S2 IRS USD P F  1.79120 BAV6KF1S2_FIX CCPVANILLA
        000000000
        
          
        
        507600.00000000
        OU
        Notional Amount
        USD
        -17570.40000000
        -0.00387093300
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2051-06-25
            0.00000000
            USD
            0.00000000
            USD
            507600.00000000
            USD
            -17570.40000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -12467.48000000
        -0.00274670923
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            392448.91000000
            USD
            545496.00000000
            NZD
            2021-09-15
            -12467.48000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        VEREIT INC
        000000000
        
          
        
        2014788.13000000
        OU
        Notional Amount
        USD
        80736.11000000
        0.017786964050
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                VEREIT Inc
                VEREIT Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-05-03
            0.00000000
            USD
            0.00000000
            USD
            2014788.13000000
            USD
            80736.11000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        6896.83000000
        0.001519439904
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            559477.00000000
            CHF
            625200.87000000
            USD
            2021-09-15
            6896.83000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        SILTRONIC AG TEND
        000000000
        
          
        
        1732734.62000000
        OU
        Notional Amount
        
        -102689.08000000
        -0.02262342060
        N/A
        DE
        
        DE
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Siltronic AG
                Siltronic AG
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-02-22
            0.00000000
            EUR
            0.00000000
            EUR
            1732734.62000000
            EUR
            -102689.08000000
          
        
        
          N
          N
          N
        
      
      
        Imperial Oil Ltd
        549300JZNB745JT5WY51
        Imperial Oil Ltd
        000000000
        
          
        
        -15590.00000000
        NS
        
        -427113.02000000
        -0.09409722529
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        EURO STOXX 50 PR
        000000000
        
          
        
        72.00000000
        NC
        
        23231.51000000
        0.005118131567
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Put
            Purchased
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3950.00000000
            EUR
            2021-08-20
            XXXX
            -21708.50000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        80812.83000000
        0.017803866225
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            3943945823.00000000
            JPY
            36043115.46000000
            USD
            2021-09-15
            80812.83000000
          
        
        
          N
          N
          N
        
      
      
        K-Bro Linen Inc
        N/A
        K-Bro Linen Inc
        000000000
        
          
        
        53880.00000000
        NS
        
        1873880.41000000
        0.412834399468
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2593.69000000
        -0.00057141557
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            653238.79000000
            USD
            886439.00000000
            AUD
            2021-09-15
            -2593.69000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        -8194.94000000
        -0.00180542638
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            19890141.00000000
            NOK
            2243412.35000000
            USD
            2021-09-15
            -8194.94000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        CINEPLEX INC
        000000000
        
          
        
        188609.37000000
        OU
        Notional Amount
        
        12242.87000000
        0.002697225424
        N/A
        DE
        
        CA
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Cineplex Inc
                Cineplex Inc
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-02-22
            0.00000000
            CAD
            0.00000000
            CAD
            188609.37000000
            CAD
            12242.87000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        7207.86000000
        0.001587962891
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            935021.50000000
            USD
            677791.00000000
            GBP
            2021-09-15
            7207.86000000
          
        
        
          N
          N
          N
        
      
      
        O'Reilly Automotive Inc
        549300K2RLMQL149Q332
        O'Reilly Automotive Inc
        67103H107
        
          
        
        900.00000000
        NS
        USD
        543456.00000000
        0.119728735195
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RealReal Inc/The
        549300O00VUGT4H1PE90
        RealReal Inc/The
        88339P101
        
          
        
        8711.00000000
        NS
        USD
        143818.61000000
        0.031684663105
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS PRIME BROKER GBP
        N/A
        GOLDMAN SACHS PRIME BROKER GBP
        000000000
        
          
        
        38.24000000
        NS
        
        53.15000000
        0.000011709471
        Long
        STIV
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        10644.01000000
        0.002344980743
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            309183.00000000
            EUR
            377518.32000000
            USD
            2021-08-18
            10644.01000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        21006.52000000
        0.004627944250
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1148191.00000000
            NZD
            820813.04000000
            USD
            2021-09-15
            21006.52000000
          
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        Long: BAV6KCRH5 TRS USD R V 01MLIBOR US0001M / Short: BAV6KCRH5 TRS USD P E CAE
        000000000
        
          
        
        67742.25000000
        OU
        Notional Amount
        USD
        484.66000000
        0.000106775394
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            
              
                CAE INC
                CAE INC
                
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-11-29
            14284.72000000
            USD
            0.00000000
            USD
            67742.25000000
            USD
            484.66000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -1517.44000000
        -0.00033430704
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            19053538.00000000
            JPY
            172180.90000000
            USD
            2021-08-18
            -1517.44000000
          
        
        
          N
          N
          N
        
      
      
        Hyatt Hotels Corp
        T27JQIMTYSH41TCD5186
        Hyatt Hotels Corp
        448579102
        
          
        
        -2893.00000000
        NS
        USD
        -231063.91000000
        -0.05090566613
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -1840.46000000
        -0.00040547155
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            2939707.00000000
            CAD
            2354402.91000000
            USD
            2021-09-15
            -1840.46000000
          
        
        
          N
          N
          N
        
      
      
        Dorel Industries Inc
        549300BB7CUPIUJSMH15
        Dorel Industries Inc
        000000000
        
          
        
        -27480.00000000
        NS
        
        -312112.54000000
        -0.06876148143
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: 99DBJ1663 TRS USD R V 01MFEDL FEDEF-1D/-35BPS / Short: 99DBJ1663 TRS USD P E SPSIPH INDEX
        000000000
        
          
        
        734383.71000000
        OU
        Notional Amount
        USD
        -53609.81000000
        -0.01181077170
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                S&P Pharmaceuticals Select Industry Index
                SPSIPH Index
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2023-12-07
            0.00000000
            USD
            0.00000000
            USD
            734383.71000000
            USD
            -53609.81000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        1329.19000000
        0.000292833711
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            373320.00000000
            CHF
            413902.48000000
            USD
            2021-09-15
            1329.19000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: 99FC64261 TRS USD R V 01MFEDL0 FED01 -35 BPS / Short: 99FC64261 TRS USD P E SPXEW25 INDEX
        000000000
        
          
        
        249937.93000000
        OU
        Notional Amount
        USD
        -27354.36000000
        -0.00602643622
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                S&P 500 Equal Weight Consumer Discretionary Index
                SPXEW25 Index
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2022-10-31
            0.00000000
            USD
            0.00000000
            USD
            249937.93000000
            USD
            -27354.36000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        EUSKALTEL SA
        000000000
        
          
        
        1390167.95000000
        OU
        Notional Amount
        
        -19273.95000000
        -0.00424624193
        N/A
        DE
        
        ES
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Euskaltel SA
                Euskaltel SA
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-03-31
            0.00000000
            EUR
            0.00000000
            EUR
            1390167.95000000
            EUR
            -19273.95000000
          
        
        
          N
          N
          N
        
      
      
        Organogenesis Holdings Inc
        549300RLC2O821TU6941
        Organogenesis Holdings Inc
        68621F102
        
          
        
        13556.00000000
        NS
        USD
        207949.04000000
        0.045813231511
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nordstrom Inc
        549300S3IZB5P35KNV16
        Nordstrom Inc
        655664100
        
          
        
        -8100.00000000
        NS
        USD
        -268110.00000000
        -0.05906728639
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BAV5ZS4H1 IRS CNY R V 03MCNRR CNRR007-CCP LCH / Short: BAV5ZS4H1 IRS CNY P F  2.82500 CCP LCH
        000000000
        
          
        
        47251000.00000000
        OU
        Notional Amount
        
        -106388.78000000
        -0.02343850112
        N/A
        DIR
        
        CN
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-12-16
            0.00000000
            CNY
            -22655.02000000
            CNY
            47251000.00000000
            CNY
            -102932.99000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3795.07000000
        -0.00083609147
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            272521.67000000
            USD
            193308.00000000
            GBP
            2021-09-15
            -3795.07000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -15915.34000000
        -0.00350630691
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            737517.99000000
            USD
            608130.00000000
            EUR
            2021-08-18
            -15915.34000000
          
        
        
          N
          N
          N
        
      
      
        CyberArk Software Ltd
        529900YEXNDM894PWS93
        CyberArk Software Ltd
        000000000
        
          
        
        1930.00000000
        NS
        USD
        274117.90000000
        0.060390886219
        Long
        EC
        CORP
        IL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Walt Disney Co/The
        549300GZKULIZ0WOW665
        Walt Disney Co/The
        254687106
        
          
        
        1582.00000000
        NS
        USD
        278463.64000000
        0.061348295750
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ag Growth International Inc
        549300ZCF9VG3Z4PHL09
        Ag Growth International Inc
        000000000
        
          
        
        -17840.00000000
        NS
        
        -462587.37000000
        -0.10191257567
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        35481.24000000
        0.007816868317
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1975179.00000000
            SGD
            1493148.77000000
            USD
            2021-09-15
            35481.24000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -5790.81000000
        -0.00127577275
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            238609.77000000
            USD
            315476.00000000
            SGD
            2021-09-15
            -5790.81000000
          
        
        
          N
          N
          N
        
      
      
        Match Group Inc
        15OMOPB0A8K0EFUVD031
        Match Group Inc
        57667L107
        
          
        
        -76700.00000000
        NS
        USD
        -12216009.00000000
        -2.69130768030
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -15783.13000000
        -0.00347717973
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            488689.65000000
            USD
            4177539.00000000
            NOK
            2021-09-15
            -15783.13000000
          
        
        
          N
          N
          N
        
      
      
        Crescent Point Energy Corp
        549300FTKUHZK8OC7N74
        Crescent Point Energy Corp
        22576C101
        
          
        
        221230.00000000
        NS
        USD
        811914.10000000
        0.178872711462
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Target Corp
        8WDDFXB5T1Z6J0XC1L66
        Target Corp
        87612E106
        
          
        
        4768.00000000
        NS
        USD
        1244686.40000000
        0.274216732150
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -4221.45000000
        -0.00093002721
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            71986.20000000
            USD
            598617.00000000
            NOK
            2021-09-15
            -4221.45000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: 99TP4A992 TRS USD R V 01MFEDL0 FEDL01 -35 BPS / Short: 99TP4A992 TRS USD P E SPXEW35 INDEX
        000000000
        
          
        
        885099.16000000
        OU
        Notional Amount
        USD
        -47631.08000000
        -0.01049359831
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                S&P 500 Equal Weight Health Care Index
                SPXEW35 Index
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2024-02-22
            0.00000000
            USD
            0.00000000
            USD
            885099.16000000
            USD
            -47631.08000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: 99RAV2417 TRS USD R V 01MFEDL0 FEDL01 -35 BPS / Short: 99RAV2417 TRS USD P E S50 INDEX
        000000000
        
          
        
        961456.25000000
        OU
        Notional Amount
        USD
        -1278.64000000
        -0.00028169704
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                S&P Equal Weight Index Communication
                S50 INDEX
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2024-02-22
            0.00000000
            USD
            0.00000000
            USD
            961456.25000000
            USD
            -1278.64000000
          
        
        
          N
          N
          N
        
      
      
        Profound Medical Corp
        N/A
        Profound Medical Corp
        000000000
        
          
        
        18720.00000000
        NS
        
        274287.91000000
        0.060428341105
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Argenx SE
        7245009C5FZE6G9ODQ71
        Argenx SE
        000000000
        
          
        
        -291.00000000
        NS
        
        -88819.60000000
        -0.01956783689
        Short
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Morgan Stanley International Limited
        N/A
        Long: BAV6DRY66 TRS USD R E MSAVL3ES INDEX / Short: BAV6DRY66 TRS USD P V 12MLIBOR US0012M
        000000000
        
          
        
        1809999.95000000
        OU
        Notional Amount
        USD
        -2262.68000000
        -0.00049849079
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley International Limited
              N/A
            
            
              
                SPX Bespoke 3% threshold intraday momentum strategy
                MSAVL3ES Index
                SPX Bespoke 3% threshold intraday momentum strategy
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-03-31
            0.00000000
            USD
            0.00000000
            USD
            1809999.95000000
            USD
            -2262.68000000
          
        
        
          N
          N
          N
        
      
      
        GoDaddy Inc
        549300J8H1TB0I2CB447
        GoDaddy Inc
        380237107
        
          
        
        12966.00000000
        NS
        USD
        1087199.10000000
        0.239520721362
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -10010.93000000
        -0.00220550695
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1326904.89000000
            USD
            1784427.00000000
            SGD
            2021-09-15
            -10010.93000000
          
        
        
          N
          N
          N
        
      
      
        Ingles Markets Inc
        549300XH5RYBMYP8TF26
        Ingles Markets Inc
        457030104
        
          
        
        3134.00000000
        NS
        USD
        187287.84000000
        0.041261364674
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wesdome Gold Mines Ltd
        529900DCBALMLHZPLR10
        Wesdome Gold Mines Ltd
        000000000
        
          
        
        56350.00000000
        NS
        
        570004.01000000
        0.125577524535
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Enghouse Systems Ltd
        549300LKRHABBMOTY018
        Enghouse Systems Ltd
        000000000
        
          
        
        -6700.00000000
        NS
        
        -302402.21000000
        -0.06662219963
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        12057.70000000
        0.002656430640
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            768957.00000000
            SGD
            579542.29000000
            USD
            2021-09-15
            12057.70000000
          
        
        
          N
          N
          N
        
      
      
        American Campus Communities Inc
        529900MR3ZXRO3W6UX26
        American Campus Communities Inc
        024835100
        
          
        
        21900.00000000
        NS
        USD
        1101789.00000000
        0.242735020724
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        666.39000000
        0.000146812312
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            354845.00000000
            GBP
            493953.22000000
            USD
            2021-09-15
            666.39000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1577.88000000
        -0.00034762257
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            151078.21000000
            USD
            202577.00000000
            SGD
            2021-09-15
            -1577.88000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        CANADIAN NATL RAILWAY CO
        000000000
        
          
        
        784693.82000000
        OU
        Notional Amount
        USD
        -30465.70000000
        -0.00671189521
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Canadian National Railway Co
                Canadian National Railway Co
                
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2022-05-25
            0.00000000
            USD
            0.00000000
            USD
            784693.82000000
            USD
            -30465.70000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        727.01000000
        0.000160167497
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            160017.00000000
            NZD
            112191.60000000
            USD
            2021-09-15
            727.01000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        11000.80000000
        0.002423585111
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            316212.00000000
            EUR
            386423.40000000
            USD
            2021-09-15
            11000.80000000
          
        
        
          N
          N
          N
        
      
      
        PACCAR Inc
        KDTEY8BWE486IKZ3CC07
        PACCAR Inc
        693718108
        
          
        
        4053.00000000
        NS
        USD
        336358.47000000
        0.074103099764
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        209.46000000
        0.000046146110
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            18237830.00000000
            JPY
            166508.49000000
            USD
            2021-09-15
            209.46000000
          
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        FTSE 100 INDEX
        000000000
        
          
        
        126.00000000
        NC
        
        17514.01000000
        0.003858509733
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Purchased
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            7200.00000000
            GBP
            2021-08-20
            XXXX
            -153957.68000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        UNITED STATES STEEL CORP
        000000000
        
          
        
        1050.00000000
        NC
        USD
        2100.00000000
        0.000462650782
        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
            -91527.95000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        WILLIS TOWERS WATSON PLC
        000000000
        
          
        
        236793.48000000
        OU
        Notional Amount
        USD
        -21233.80000000
        -0.00467801628
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Willis Towers Watson PLC
                Willis Towers Watson PLC
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-03-11
            0.00000000
            USD
            0.00000000
            USD
            236793.48000000
            USD
            -21233.80000000
          
        
        
          N
          N
          N
        
      
      
        Full House Resorts Inc
        5493009DKIWW0H901Y82
        Full House Resorts Inc
        359678109
        
          
        
        39651.00000000
        NS
        USD
        327913.77000000
        0.072242648779
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        8262.72000000
        0.001820358989
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            377532.00000000
            GBP
            533087.83000000
            USD
            2021-09-15
            8262.72000000
          
        
        
          N
          N
          N
        
      
      
        Yamada Holdings Co Ltd
        353800MDZ4K1DQKLO464
        Yamada Holdings Co Ltd
        000000000
        
          
        
        68300.00000000
        NS
        
        321250.63000000
        0.070774693095
        Long
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -5158.61000000
        -0.00113649283
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            204987.12000000
            USD
            286871.00000000
            NZD
            2021-09-15
            -5158.61000000
          
        
        
          N
          N
          N
        
      
      
        Guess? Inc
        549300QVH3ZK2DW0KP86
        Guess? Inc
        401617105
        
          
        
        -23300.00000000
        NS
        USD
        -520056.00000000
        -0.11457348361
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        iShares MSCI USA Momentum Factor ETF
        5493002ZOOZ0SN3YYI81
        iShares MSCI USA Momentum Factor ETF
        46432F396
        
          
        
        -6630.00000000
        NS
        USD
        -1160448.90000000
        -0.25565837723
        Short
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BAV6GLYK5 IRS PLN R V 06MWIBOR BAV6GLYK5_FLO CCPVANILLA / Short: BAV6GLYK5 IRS PLN P F  1.50250 BAV6GLYK5_FIX CCPVANILLA
        000000000
        
          
        
        6100000.00000000
        OU
        Notional Amount
        
        -9054.08000000
        -0.00199470342
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2026-06-16
            0.00000000
            PLN
            0.00000000
            PLN
            6100000.00000000
            PLN
            -9054.08000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        5707.31000000
        0.001257376876
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            612249.53000000
            USD
            5317814.00000000
            SEK
            2021-09-15
            5707.31000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        65.26000000
        0.000014377423
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            9984.24000000
            USD
            12538.00000000
            CAD
            2021-09-15
            65.26000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        9127964B2
        
          
        
        5500000.00000000
        PA
        USD
        5499983.19000000
        1.211700728185
        Long
        STIV
        UST
        US
        N
        
        2
        
          2021-08-12
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -6886.18000000
        -0.00151709360
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            648459.00000000
            CHF
            709756.01000000
            USD
            2021-09-15
            -6886.18000000
          
        
        
          N
          N
          N
        
      
      
        Kesko Oyj
        743700OX6HSVMCAHPB95
        Kesko OYJ
        000000000
        
          
        
        20392.00000000
        NS
        
        874468.47000000
        0.192654058252
        Long
        EC
        CORP
        FI
        N
        
        1
        
          N
          N
          N
        
      
      
        Newmont Corp
        549300VSP3RIX7FGDZ51
        Newmont Corp
        651639106
        
          
        
        -7920.00000000
        NS
        
        -496491.82000000
        -0.10938206155
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        Long: BAV6KF9M7 TRS EUR R V 01MEURIB EUR001M-35 / Short: BAV6KF9M7 TRS EUR P E RACE IM
        000000000
        
          
        
        76917.60000000
        OU
        Notional Amount
        
        -2972.27000000
        -0.00065482049
        N/A
        DE
        
        DE
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            
              
                Ferrari NV
                Ferrari NV
                
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-12-01
            0.00000000
            EUR
            0.00000000
            EUR
            76917.60000000
            EUR
            -2983.57000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2863.57000000
        -0.00063087281
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            99691.08000000
            USD
            833247.00000000
            SEK
            2021-09-15
            -2863.57000000
          
        
        
          N
          N
          N
        
      
      
        RAPT Therapeutics Inc
        549300MB473BIU78ES48
        RAPT Therapeutics Inc
        75382E109
        
          
        
        -6795.00000000
        NS
        USD
        -208402.65000000
        -0.04591316628
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J2 GLOBAL
        5493008OJYGLHD7MXA18
        J2 Global Inc
        48123VAD4
        
          
        
        1500000.00000000
        PA
        USD
        1938165.00000000
        0.426996930847
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-01
          Fixed
          1.75000000
          N
          N
          N
          N
          Y
          
            
              j2 Global Inc
              j2 Global Inc
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Zogenix Inc
        54930089H3HF4C32SK78
        Zogenix Inc
        98978L204
        
          
        
        7762.00000000
        NS
        USD
        125822.02000000
        0.027719836222
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Magnite Inc
        54930018FR2YX1HHSB02
        Magnite Inc
        55955D100
        
          
        
        7720.00000000
        NS
        USD
        233916.00000000
        0.051534009785
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        12912.98000000
        0.002844857289
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            617723.39000000
            USD
            570636.00000000
            CHF
            2021-09-15
            12912.98000000
          
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd
        780153BB7
        
          
        
        -2500000.00000000
        PA
        USD
        -3208750.00000000
        -0.70691938088
        Short
        DBT
        CORP
        LR
        
        N
        
        2
        
          2023-06-15
          Fixed
          4.25000000
          N
          N
          N
          N
          Y
          
            
              Royal Caribbean Cruises Ltd
              Royal Caribbean Cruises Ltd
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        FORWARDS MORGAN STANLEY COC
        N/A
        FORWARDS MORGAN STANLEY COC
        000000000
        
          
        
        920000.00000000
        NS
        USD
        920000.00000000
        0.202685104921
        Long
        STIV
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -95.72000000
        -0.00002108806
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            18952.17000000
            USD
            25551.00000000
            SGD
            2021-09-15
            -95.72000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1760.43000000
        -0.00038784015
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            225416.90000000
            USD
            188382.00000000
            EUR
            2021-09-15
            -1760.43000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -477.85000000
        -0.00010527508
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            108802.00000000
            CAD
            86729.48000000
            USD
            2021-09-15
            -477.85000000
          
        
        
          N
          N
          N
        
      
      
        Ecopetrol SA
        254900IDGKCJICKBPA66
        Ecopetrol SA
        279158109
        
          
        
        -22000.00000000
        NS
        USD
        -297220.00000000
        -0.06548050748
        Short
        EC
        CORP
        CO
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -55084.17000000
        -0.01213558779
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1295292.32000000
            USD
            10672584.00000000
            SEK
            2021-09-15
            -55084.17000000
          
        
        
          N
          N
          N
        
      
      
        Peyto Exploration & Development Corp
        549300WZKJ63UJDWP310
        Peyto Exploration & Development Corp
        000000000
        
          
        
        -40080.00000000
        NS
        
        -232268.68000000
        -0.05117108888
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED USD / SOLD HKD
        000000000
        
          
        
        1.00000000
        NC
        
        208.53000000
        0.000045941222
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            1340000.00000000
            HKD
            172646.29000000
            USD
            2021-08-18
            208.53000000
          
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        8832.61000000
        0.001945911396
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            402957.39000000
            GBP
            568962.54000000
            USD
            2021-08-18
            8832.61000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        ROYAL CARIBBEAN CRUISES LTD
        000000000
        
          
        
        50.00000000
        NC
        USD
        1900.00000000
        0.000418588803
        N/A
        DE
        
        LR
        N
        
        1
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Call
            Purchased
            
              
                Royal Caribbean Cruises Ltd
                Royal Caribbean Cruises Ltd
                
                  
                
              
            
            100.00000000
            110.00000000
            USD
            2021-09-17
            XXXX
            -43169.44000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        12148.91000000
        0.002676525106
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            955524.00000000
            CHF
            1068142.90000000
            USD
            2021-09-15
            12148.91000000
          
        
        
          N
          N
          N
        
      
      
        NFI Group Inc
        549300VX6QRAVXOXZW59
        NFI Group Inc
        62910L102
        
          
        
        -17910.00000000
        NS
        
        -388892.19000000
        -0.08567679818
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        MSCI WORLD INDEX SEP21
        000000000
        
          
        
        -78.00000000
        NC
        USD
        -137942.50000000
        -0.03039009791
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Short
            
              
                MSCI World Index
                ZWPU1 Index
              
            
            2021-09-17
            -7060677.50000000
            USD
            -137942.50000000
          
        
        
          N
          N
          N
        
      
      
        McDonald's Holdings Co Japan Ltd
        529900FY9FV0AYNRC729
        McDonald's Holdings Co Japan Ltd
        000000000
        
          
        
        17200.00000000
        NS
        
        774513.47000000
        0.170632982532
        Long
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: SW2434209 TRS USD R V 01MFEDL0 FEDEF-1D-30BPS / Short: SW2434209 TRS USD P E HD.N STOCK
        000000000
        
          
        
        391932.95000000
        OU
        Notional Amount
        USD
        -74096.85000000
        -0.01632426936
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Home Depot Inc/The
                Home Depot Inc/The
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2022-10-31
            0.00000000
            USD
            0.00000000
            USD
            391932.95000000
            USD
            -74096.85000000
          
        
        
          N
          N
          N
        
      
      
        State Street Global Advisors
        549300BZ5TGIFZUZDZ37
        State Street Institutional US Government Money Market Fund
        857492706
        
          
        
        129488074.12000000
        NS
        USD
        129488074.12000000
        28.52750422724
        Long
        STIV
        RF
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        -8797.79000000
        -0.00193824020
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            21867168.00000000
            NOK
            2466613.27000000
            USD
            2021-09-15
            -8797.79000000
          
        
        
          N
          N
          N
        
      
      
        Murata Manufacturing Co Ltd
        529900QZG6DL8ZRI7140
        Murata Manufacturing Co Ltd
        000000000
        
          
        
        3500.00000000
        NS
        
        288409.83000000
        0.063539539841
        Long
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        597.38000000
        0.000131608726
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            67008.00000000
            EUR
            80152.61000000
            USD
            2021-09-15
            597.38000000
          
        
        
          N
          N
          N
        
      
      
        London Stock Exchange Group PLC
        213800QAUUUP6I445N30
        London Stock Exchange Group PLC
        000000000
        
          
        
        8397.00000000
        NS
        
        874220.63000000
        0.192599456647
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        1544.49000000
        0.000340266432
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            287748.00000000
            SGD
            213900.39000000
            USD
            2021-09-15
            1544.49000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -35257.27000000
        -0.00776752550
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1927581.90000000
            USD
            16716327.00000000
            NOK
            2021-09-15
            -35257.27000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        807113.36000000
        0.177815060929
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            35562991.00000000
            NZD
            25579570.35000000
            USD
            2021-09-15
            807113.36000000
          
        
        
          N
          N
          N
        
      
      
        Liberty Media Corp-Liberty Formula One
        N/A
        Liberty Media Corp-Liberty Formula One
        531229870
        
          
        
        -14280.00000000
        NS
        USD
        -592048.80000000
        -0.13043420994
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fortis Inc/Canada
        549300MQYQ9Y065XPR71
        Fortis Inc/Canada
        000000000
        
          
        
        -22750.00000000
        NS
        
        -1031736.93000000
        -0.22730185642
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -5002.68000000
        -0.00110213991
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            152669.66000000
            USD
            1270745.00000000
            SEK
            2021-09-15
            -5002.68000000
          
        
        
          N
          N
          N
        
      
      
        NexGen Energy Ltd
        529900N0IXNXB3IP7F06
        NexGen Energy Ltd
        000000000
        
          
        
        -13100.00000000
        NS
        
        -55335.84000000
        -0.01219103319
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Monster Beverage Corp
        52990090AP0E7HCB6F33
        Monster Beverage Corp
        61174X109
        
          
        
        354.00000000
        NS
        USD
        33389.28000000
        0.007355988826
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        1719.90000000
        0.000378910991
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            254291.00000000
            EUR
            303626.81000000
            USD
            2021-09-15
            1719.90000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        995647.10000000
        0.219350909704
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            24592215.00000000
            AUD
            19046301.63000000
            USD
            2021-09-15
            995647.10000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        CHANGE HEALTHCARE INC
        000000000
        
          
        
        2020601.64000000
        OU
        Notional Amount
        USD
        -187387.53000000
        -0.04128332736
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Change Healthcare Inc
                Change Healthcare Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-01-10
            0.00000000
            USD
            0.00000000
            USD
            2020601.64000000
            USD
            -187387.53000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        753.12000000
        0.000165919789
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            241813.69000000
            USD
            174490.00000000
            GBP
            2021-09-15
            753.12000000
          
        
        
          N
          N
          N
        
      
      
        Berkshire Hathaway Inc
        5493000C01ZX7D35SD85
        Berkshire Hathaway Inc
        084670702
        
          
        
        8737.00000000
        NS
        USD
        2431419.73000000
        0.535665829437
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        AON PLC-CLASS A
        000000000
        
          
        
        573327.54000000
        OU
        Notional Amount
        USD
        -64266.02000000
        -0.01415844022
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Aon PLC
                Aon PLC
                
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2022-04-01
            0.00000000
            USD
            0.00000000
            USD
            573327.54000000
            USD
            -64266.02000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2466.11000000
        0.000543308439
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            714242.42000000
            USD
            515563.00000000
            GBP
            2021-09-15
            2466.11000000
          
        
        
          N
          N
          N
        
      
      
        SmartCentres Real Estate Investment Trust
        549300HKEP2IYWZ14H97
        SmartCentres Real Estate Investment Trust
        000000000
        
          
        
        -19720.00000000
        NS
        
        -476719.46000000
        -0.10502601496
        Short
        EC
        
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        6223.61000000
        0.001371122875
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1145928.00000000
            CAD
            924711.49000000
            USD
            2021-09-15
            6223.61000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1093.09000000
        -0.00024081854
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            210299.42000000
            USD
            150503.00000000
            GBP
            2021-08-18
            -1093.09000000
          
        
        
          N
          N
          N
        
      
      
        GURU Organic Energy Corp
        N/A
        GURU Organic Energy Corp
        36260M100
        
          
        
        139210.00000000
        NS
        
        1863423.37000000
        0.410530610066
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BAV6GPGZ3 IRS USD R V 12MUSCPI BAV6GPGZ3_FLO CCPINFLATIONZERO / Short: BAV6GPGZ3 IRS USD P F  2.50000 BAV6GPGZ3_FIX CCPINFLATIONZERO
        000000000
        
          
        
        412500.00000000
        OU
        Notional Amount
        USD
        -8679.00000000
        -0.00191206959
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2051-05-14
            0.00000000
            USD
            0.00000000
            USD
            412500.00000000
            USD
            -8679.00000000
          
        
        
          N
          N
          N
        
      
      
        Janus Henderson Group PLC
        2138009WPYMWJN3RVF44
        Janus Henderson Group PLC
        000000000
        
          
        
        6651.00000000
        NS
        USD
        278277.84000000
        0.061307362171
        Long
        EC
        CORP
        JE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        EUROPCAR MOBILITY GROUP
        000000000
        
          
        
        398843.32000000
        OU
        Notional Amount
        
        123.97000000
        0.000027311817
        N/A
        DE
        
        FR
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Europcar Groupe SA
                Europcar Groupe SA
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-08-02
            0.00000000
            EUR
            0.00000000
            EUR
            398843.32000000
            EUR
            123.97000000
          
        
        
          N
          N
          N
        
      
      
        Cerner Corp
        549300L4UJ40IEVVI304
        Cerner Corp
        156782104
        
          
        
        20512.00000000
        NS
        USD
        1648959.68000000
        0.363282136686
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        -1160.72000000
        -0.00025571810
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            5601442.00000000
            SEK
            649755.12000000
            USD
            2021-09-15
            -1160.72000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -344295.17000000
        -0.07585163332
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            8258098.39000000
            USD
            68102060.00000000
            SEK
            2021-09-15
            -344295.17000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        4708.55000000
        0.001037340163
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            573811.00000000
            USD
            416157.00000000
            GBP
            2021-09-15
            4708.55000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BAV6KCX96 IRS USD R V 03MLIBOR BAV6KCX96_FLO CCPVANILLA / Short: BAV6KCX96 IRS USD P F  1.78170 BAV6KCX96_FIX CCPVANILLA
        000000000
        
          
        
        507600.00000000
        OU
        Notional Amount
        USD
        -16394.95000000
        -0.00361196974
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2051-06-24
            0.00000000
            USD
            0.00000000
            USD
            507600.00000000
            USD
            -16394.95000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        604.82000000
        0.000133247831
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            98095.00000000
            SGD
            72998.21000000
            USD
            2021-09-15
            604.82000000
          
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        S+P 500 INDEX SEP21 4525 CALL
        000000000
        
          
        
        40.00000000
        NC
        USD
        98000.00000000
        0.021590369872
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Purchased
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4525.00000000
            USD
            2021-09-17
            XXXX
            -21187.20000000
          
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        Long: BAV6EQ7H3 TRS CHF R V 01MLIBOR SF0001M-0.35 BPS / Short: BAV6EQ7H3 TRS CHF P E BEAN SW
        000000000
        
          
        
        73120.00000000
        OU
        Notional Amount
        
        -1942.92000000
        -0.00042804450
        N/A
        DE
        
        CH
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            
              
                Belimo Holding AG
                Belimo Holding AG
                
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-11-29
            0.00000000
            CHF
            0.00000000
            CHF
            73120.00000000
            CHF
            -1936.81000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -95560.86000000
        -0.02105300319
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            2759246.89000000
            USD
            3323280.00000000
            CAD
            2021-09-15
            -95560.86000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        3074.47000000
        0.000677336167
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            180209.00000000
            SGD
            136067.38000000
            USD
            2021-09-15
            3074.47000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -23624.70000000
        -0.00520475521
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            368931.42000000
            USD
            3050354.00000000
            NOK
            2021-09-15
            -23624.70000000
          
        
        
          N
          N
          N
        
      
      
        Janus Henderson Group PLC
        2138009WPYMWJN3RVF44
        Janus Henderson Group PLC
        000000000
        
          
        
        -8730.00000000
        NS
        USD
        -365263.20000000
        -0.08047109784
        Short
        EC
        CORP
        JE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -286396.90000000
        -0.06309607144
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            9767926.68000000
            USD
            11829389.00000000
            CAD
            2021-09-15
            -286396.90000000
          
        
        
          N
          N
          N
        
      
      
        Kimco Realty Corp
        549300EA7I6T15IBYS12
        Kimco Realty Corp
        49446R109
        
          
        
        41417.00000000
        NS
        USD
        883424.61000000
        0.194627184530
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        InterRent Real Estate Investment Trust
        N/A
        InterRent Real Estate Investment Trust
        000000000
        
          
        
        62480.00000000
        NS
        
        900441.17000000
        0.198376101105
        Long
        EC
        
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Waste Management Inc
        549300YX8JIID70NFS41
        Waste Management Inc
        94106L109
        
          
        
        -2630.00000000
        NS
        USD
        -389923.80000000
        -0.08590407208
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BAV6GRAG7 IRS USD R V 12MUSCPI BAV6GRAG7_FLO CCPINFLATIONZERO / Short: BAV6GRAG7 IRS USD P F  2.50000 BAV6GRAG7_FIX CCPINFLATIONZERO
        000000000
        
          
        
        252500.00000000
        OU
        Notional Amount
        USD
        -5420.71000000
        -0.00119423605
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2051-05-17
            0.00000000
            USD
            0.00000000
            USD
            252500.00000000
            USD
            -5420.71000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -904.20000000
        -0.00019920420
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            729686.67000000
            USD
            987520.00000000
            SGD
            2021-09-15
            -904.20000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PPD INC
        000000000
        
          
        
        2175897.15000000
        OU
        Notional Amount
        USD
        4149.13000000
        0.000914094401
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                PPD Inc
                PPD Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-04-19
            0.00000000
            USD
            0.00000000
            USD
            2175897.15000000
            USD
            4149.13000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        9573.09000000
        0.002109046468
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            442841.00000000
            GBP
            625143.14000000
            USD
            2021-08-18
            9573.09000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        3983.32000000
        0.000877564817
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            2010490.00000000
            NOK
            231575.17000000
            USD
            2021-09-15
            3983.32000000
          
        
        
          N
          N
          N
        
      
      
        Provention Bio Inc
        5493003LM26XAVJKLD34
        Provention Bio Inc
        74374N102
        
          
        
        -22961.00000000
        NS
        USD
        -139373.27000000
        -0.03070531070
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WORLD WRESTLING ENTERTAI
        549300WZVLSCS3L4L698
        World Wrestling Entertainment Inc
        98156QAB4
        
          
        
        978000.00000000
        PA
        USD
        1996156.68000000
        0.439773071875
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-15
          Fixed
          3.37500000
          N
          N
          N
          N
          Y
          
            
              World Wrestling Entertainment Inc
              World Wrestling Entertainment Inc
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        FTSE 100 INDEX SEP21 6800 PUT
        000000000
        
          
        
        -74.00000000
        NC
        
        -102860.07000000
        -0.02266109139
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Put
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            6800.00000000
            GBP
            2021-09-17
            XXXX
            6815.40000000
          
        
        
          N
          N
          N
        
      
      
        CINEMARK HOLDINGS INC
        549300LL2QMPTYIE0K55
        Cinemark Holdings Inc
        17243VAA0
        
          
        
        2140000.00000000
        PA
        USD
        2962016.80000000
        0.652561615094
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          4.50000000
          N
          N
          N
          N
          Y
          
            
              Cinemark Holdings Inc
              Cinemark Holdings Inc
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        10967.95000000
        0.002416347931
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            863903.00000000
            NZD
            612745.23000000
            USD
            2021-09-15
            10967.95000000
          
        
        
          N
          N
          N
        
      
      
        Oak Street Health Inc
        2549007CJE6GSEURLA30
        Oak Street Health Inc
        67181A107
        
          
        
        -1745.00000000
        NS
        USD
        -110004.80000000
        -0.02423514611
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        West Fraser Timber Co Ltd
        5493005WD1ZK6WBVR988
        West Fraser Timber Co Ltd
        952845105
        
          
        
        7790.00000000
        NS
        USD
        558309.30000000
        0.123001064183
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Bentley Systems Inc
        549300WVEHPGE0Z56F71
        Bentley Systems Inc
        08265T208
        
          
        
        13016.00000000
        NS
        USD
        791502.96000000
        0.174375935318
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Restaurant Brands International Inc
        5299009RXTX9DN9AKJ98
        Restaurant Brands International Inc
        76131D103
        
          
        
        9970.00000000
        NS
        USD
        679854.30000000
        0.149778630572
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206R102
        
          
        
        15730.00000000
        NS
        USD
        441226.50000000
        0.097206564615
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3092.78000000
        -0.00068137004
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            145791.77000000
            USD
            193361.00000000
            SGD
            2021-09-15
            -3092.78000000
          
        
        
          N
          N
          N
        
      
      
        Southwest Airlines Co
        UDTZ87G0STFETI6HGH41
        Southwest Airlines Co
        844741108
        
          
        
        14738.00000000
        NS
        USD
        744563.76000000
        0.164034765017
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        12236.68000000
        0.002695861706
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1281150.52000000
            USD
            1170331.00000000
            CHF
            2021-09-15
            12236.68000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        3032.69000000
        0.000668131620
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            7422162.00000000
            SEK
            865525.39000000
            USD
            2021-09-15
            3032.69000000
          
        
        
          N
          N
          N
        
      
      
        Booz Allen Hamilton Holding Corp
        529900JPV47PIUWMA015
        Booz Allen Hamilton Holding Corp
        099502106
        
          
        
        2784.00000000
        NS
        USD
        238895.04000000
        0.052630941573
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135F101
        
          
        
        550.00000000
        NS
        USD
        266970.00000000
        0.058816133109
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        58113.60000000
        0.012803001210
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            56010693.00000000
            NOK
            6398646.07000000
            USD
            2021-09-15
            58113.60000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -16139.13000000
        -0.00355561006
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            385513.38000000
            USD
            3178642.00000000
            SEK
            2021-09-15
            -16139.13000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1564.90000000
        0.000344762957
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            115036.49000000
            USD
            83877.00000000
            GBP
            2021-09-15
            1564.90000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        7420.45000000
        0.001634798572
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            666651.66000000
            USD
            5954586.00000000
            NOK
            2021-09-15
            7420.45000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        49011.82000000
        0.010797788999
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1183924.00000000
            AUD
            918010.53000000
            USD
            2021-09-15
            49011.82000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        KIMCO REALTY CORP
        000000000
        
          
        
        1525868.15000000
        OU
        Notional Amount
        USD
        -98752.63000000
        -0.02175618170
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Kimco Realty Corp
                Kimco Realty Corp
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2022-04-19
            0.00000000
            USD
            0.00000000
            USD
            1525868.15000000
            USD
            -98752.63000000
          
        
        
          N
          N
          N
        
      
      
        Delta Air Lines Inc
        Q2CCMS6R0AS67HJMBN42
        Delta Air Lines Inc
        247361702
        
          
        
        -5362.00000000
        NS
        USD
        -213943.80000000
        -0.04713393646
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        413.06000000
        0.000091001205
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            173224.73000000
            USD
            124915.00000000
            GBP
            2021-08-18
            413.06000000
          
        
        
          N
          N
          N
        
      
      
        Butterfly Network Inc
        N/A
        Butterfly Network Inc
        124155102
        
          
        
        9700.00000000
        NS
        USD
        104178.00000000
        0.022951444413
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -9442.29000000
        -0.00208022993
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            539395.24000000
            USD
            760793.00000000
            NZD
            2021-09-15
            -9442.29000000
          
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658BE1
        
          
        
        3540000.00000000
        PA
        USD
        8089678.80000000
        1.782236300388
        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
        
      
      
        Snap Inc
        549300JNC0L6VP8A2Q35
        Snap Inc
        83304A106
        
          
        
        14678.00000000
        NS
        USD
        1092336.76000000
        0.240652598706
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BAV5ZQXM2 IRS CNY R V 03MCNRR CNRR007-CCP LCH / Short: BAV5ZQXM2 IRS CNY P F  2.88000 CCP LCH
        000000000
        
          
        
        43871000.00000000
        OU
        Notional Amount
        
        -114734.12000000
        -0.02527706211
        N/A
        DIR
        
        CN
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-12-16
            0.00000000
            CNY
            -121638.28000000
            CNY
            43871000.00000000
            CNY
            -96179.37000000
          
        
        
          N
          N
          N
        
      
      
        Canopy Growth Corp
        529900CSD7NH1UBC9X07
        Canopy Growth Corp
        000000000
        
          
        
        -29800.00000000
        NS
        
        -564422.89000000
        -0.12434794856
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        EURO STOXX 50 PR AUG21 4050 CALL
        000000000
        
          
        
        306.00000000
        NC
        
        348472.64000000
        0.076771971304
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Purchased
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            4050.00000000
            EUR
            2021-08-20
            XXXX
            203750.02000000
          
        
        
          N
          N
          N
        
      
      
        Mullen Group Ltd
        N/A
        Mullen Group Ltd
        625284104
        
          
        
        44530.00000000
        NS
        
        483633.78000000
        0.106549308089
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Northern Oil and Gas Inc
        OKFF0PIZDDMNH4UCYE51
        Northern Oil and Gas Inc
        665531307
        
          
        
        -17408.00000000
        NS
        USD
        -300636.16000000
        -0.06623312133
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Opendoor Technologies Inc
        N/A
        Opendoor Technologies Inc
        683712103
        
          
        
        42674.00000000
        NS
        USD
        632428.68000000
        0.139330297131
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SCOR SE
        96950056ULJ4JI7V3752
        SCOR SE
        000000000
        
          
        
        7121.00000000
        NS
        
        199271.39000000
        0.043901459336
        Long
        EC
        CORP
        FR
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -64.53000000
        -0.00001421659
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1620832.00000000
            JPY
            14714.79000000
            USD
            2021-09-15
            -64.53000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        2783.29000000
        0.000613186332
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            4038433.00000000
            SEK
            472069.59000000
            USD
            2021-09-15
            2783.29000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        1315.43000000
        0.000289802247
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            726614.00000000
            GBP
            1011415.95000000
            USD
            2021-09-15
            1315.43000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -169.22000000
        -0.00003728084
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            23063.00000000
            GBP
            31891.75000000
            USD
            2021-09-15
            -169.22000000
          
        
        
          N
          N
          N
        
      
      
        Cameco Corp
        N4BHALMXL3GMZKCUON55
        Cameco Corp
        000000000
        
          
        
        -11800.00000000
        NS
        
        -209876.56000000
        -0.04623788324
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        6012.09000000
        0.001324522926
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1307617.95000000
            USD
            1106448.00000000
            EUR
            2021-09-15
            6012.09000000
          
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        Long: BAV6KFCJ0 TRS CHF R V 01MLIBOR SF0001M-0.35BPS / Short: BAV6KFCJ0 TRS CHF P E BEAN CH EQUITY
        000000000
        
          
        
        92771.00000000
        OU
        Notional Amount
        
        -2465.09000000
        -0.00054308372
        N/A
        DE
        
        CH
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            
              
                Belimo Holding AG
                Belimo Holding AG
                
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-11-29
            0.00000000
            CHF
            0.00000000
            CHF
            92771.00000000
            CHF
            -2459.14000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SAV5ZS4H1 IRS CNY R F  2.82500 CCP LCH / Short: SAV5ZS4H1 IRS CNY P V 03MCNRR CNRR007-CCP LCH
        000000000
        
          
        
        47251000.00000000
        OU
        Notional Amount
        
        106351.96000000
        0.023430389316
        N/A
        DIR
        
        CN
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2025-12-16
            0.00000000
            CNY
            0.00000000
            CNY
            47251000.00000000
            CNY
            106351.96000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        105705.81000000
        0.023288036076
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            3070500.00000000
            EUR
            3749138.84000000
            USD
            2021-08-18
            105705.81000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BAV6GRKN1 IRS PLN R V 06MWIBOR BAV6GRKN1_FLO CCPVANILLA / Short: BAV6GRKN1 IRS PLN P F  1.52750 BAV6GRKN1_FIX CCPVANILLA
        000000000
        
          
        
        8800000.00000000
        OU
        Notional Amount
        
        -15773.28000000
        -0.00347500968
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2026-06-16
            0.00000000
            PLN
            0.00000000
            PLN
            8800000.00000000
            PLN
            -15773.28000000
          
        
        
          N
          N
          N
        
      
      
        Parkit Enterprise Inc
        25490018ZF93N9ARVZ64
        Parkit Enterprise Inc
        70137X106
        
          
        
        280000.00000000
        NS
        
        325424.82000000
        0.071694308462
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Knight-Swift Transportation Holdings Inc
        N/A
        Knight-Swift Transportation Holdings Inc
        499049104
        
          
        
        20670.00000000
        NS
        USD
        1027092.30000000
        0.226278598466
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        131.82000000
        0.000029041250
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            388522.00000000
            AUD
            285306.47000000
            USD
            2021-09-15
            131.82000000
          
        
        
          N
          N
          N
        
      
      
        Emera Inc
        NQZVQT2P5IUF2PGA1Q48
        Emera Inc
        000000000
        
          
        
        -22330.00000000
        NS
        
        -1041505.85000000
        -0.22945404617
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Wilmar International Ltd
        549300H2EAI4YRLWBB20
        Wilmar International Ltd
        000000000
        
          
        
        143300.00000000
        NS
        
        460057.57000000
        0.101355235701
        Long
        EC
        CORP
        SG
        
        N
        
        1
        
          N
          N
          N
        
      
      
        3M Co
        LUZQVYP4VS22CLWDAR65
        3M Co
        88579Y101
        
          
        
        -2150.00000000
        NS
        USD
        -425571.00000000
        -0.09375750302
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ballard Power Systems Inc
        549300OHZ8BMF53YYS26
        Ballard Power Systems Inc
        000000000
        
          
        
        -45500.00000000
        NS
        
        -736694.45000000
        -0.16230107814
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        11181.67000000
        0.002463432562
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1173059.00000000
            CAD
            951415.68000000
            USD
            2021-09-15
            11181.67000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        XILINX INC
        000000000
        
          
        
        1588256.26000000
        OU
        Notional Amount
        USD
        364458.62000000
        0.080293840906
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Xilinx Inc
                Xilinx Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-10-29
            0.00000000
            USD
            0.00000000
            USD
            1588256.26000000
            USD
            364458.62000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        285.83000000
        0.000062971177
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            164975.35000000
            USD
            18124010.00000000
            JPY
            2021-09-15
            285.83000000
          
        
        
          N
          N
          N
        
      
      
        SS&C Technologies Holdings Inc
        529900POY8H7NPPNKK71
        SS&C Technologies Holdings Inc
        78467J100
        
          
        
        15149.00000000
        NS
        USD
        1187530.11000000
        0.261624635807
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alamos Gold Inc
        549300TDOX73YGYXE959
        Alamos Gold Inc
        011532108
        
          
        
        118270.00000000
        NS
        USD
        960352.40000000
        0.211575137994
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        129.85000000
        0.000028607240
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            31249.16000000
            USD
            26430.00000000
            EUR
            2021-09-15
            129.85000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        36622.44000000
        0.008068285971
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1674512.58000000
            USD
            2134854.00000000
            CAD
            2021-09-15
            36622.44000000
          
        
        
          N
          N
          N
        
      
      
        MTU Aero Engines AG
        529900807L67JY81RD65
        MTU Aero Engines AG
        000000000
        
          
        
        -1821.00000000
        NS
        
        -456009.84000000
        -0.10046348072
        Short
        EC
        CORP
        DE
        N
        
        1
        
          N
          N
          N
        
      
      
        Carnival Corp
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        000000000
        
          
        
        -361290.00000000
        NS
        USD
        -7821928.50000000
        -1.72324825946
        Short
        EC
        CORP
        PA
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Cheesecake Factory Inc/The
        529900872XMLK10SY247
        Cheesecake Factory Inc/The
        163072101
        
          
        
        -15590.00000000
        NS
        USD
        -705603.40000000
        -0.15545141213
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ryohin Keikaku Co Ltd
        549300PMNF56J66BY371
        Ryohin Keikaku Co Ltd
        000000000
        
          
        
        17400.00000000
        NS
        
        351949.32000000
        0.077537918316
        Long
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        Boeing Co/The
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023105
        
          
        
        -1045.00000000
        NS
        USD
        -236671.60000000
        -0.05214109573
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        6755.59000000
        0.001488323334
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            3341693.00000000
            SEK
            395077.19000000
            USD
            2021-09-15
            6755.59000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        3349.54000000
        0.000737936811
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            917603.00000000
            NZD
            642533.15000000
            USD
            2021-09-15
            3349.54000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        4905.26000000
        0.001080677323
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            455276.00000000
            CHF
            508051.93000000
            USD
            2021-09-15
            4905.26000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BAV6H3JD7 IRS USD R V 12MUSCPI BAV6H3JD7_FLO CCPINFLATIONZERO / Short: BAV6H3JD7 IRS USD P F  2.49000 BAV6H3JD7_FIX CCPINFLATIONZERO
        000000000
        
          
        
        412500.00000000
        OU
        Notional Amount
        USD
        -7334.39000000
        -0.00161583870
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2051-05-21
            0.00000000
            USD
            0.00000000
            USD
            412500.00000000
            USD
            -7334.39000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -30160.20000000
        -0.00664459054
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            932067.01000000
            USD
            1228758.00000000
            AUD
            2021-09-15
            -30160.20000000
          
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        EURO STOXX 50 PR
        000000000
        
          
        
        -123.00000000
        NC
        
        -15466.32000000
        -0.00340738336
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Put
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3750.00000000
            EUR
            2021-08-20
            XXXX
            23417.70000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        2538.65000000
        0.000559289719
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            505000.00000000
            GBP
            704512.67000000
            USD
            2021-08-18
            2538.65000000
          
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        Long: BAV6KCRV4 TRS USD R V 01MLIBOR US0001M / Short: BAV6KCRV4 TRS USD P E VICR
        000000000
        
          
        
        90595.22000000
        OU
        Notional Amount
        USD
        -6401.57000000
        -0.00141032922
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            
              
                VICOR CORP
                VICOR CORP
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-11-29
            18157.73000000
            USD
            0.00000000
            USD
            90595.22000000
            USD
            -6401.57000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BAV6GLEF8 IRS PLN R V 06MWIBOR BAV6GLEF8_FLO CCPVANILLA / Short: BAV6GLEF8 IRS PLN P F  1.51500 BAV6GLEF8_FIX CCPVANILLA
        000000000
        
          
        
        6000000.00000000
        OU
        Notional Amount
        
        -9830.08000000
        -0.00216566390
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2026-06-16
            0.00000000
            PLN
            0.00000000
            PLN
            6000000.00000000
            PLN
            -9830.08000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        7861.77000000
        0.001732025736
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            555179.42000000
            USD
            509472.00000000
            CHF
            2021-09-15
            7861.77000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -78.78000000
        -0.00001735601
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            2340114.00000000
            JPY
            21259.21000000
            USD
            2021-09-15
            -78.78000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: 99TP4A976 TRS USD R V 01MFEDL0 FEDL01 -35 BPS / Short: 99TP4A976 TRS USD P E SPXEW45 INDEX
        000000000
        
          
        
        1347198.54000000
        OU
        Notional Amount
        USD
        -92136.43000000
        -0.02029856737
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                S&P 500 Equal Weight Index Information Technology Index
                SPXEW45 Index
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2022-10-31
            0.00000000
            USD
            0.00000000
            USD
            1347198.54000000
            USD
            -92136.43000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        CIT GROUP INC
        000000000
        
          
        
        65767.27000000
        OU
        Notional Amount
        USD
        65445.53000000
        0.014418297950
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                CIT Group Inc
                CIT Group Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-10-20
            0.00000000
            USD
            0.00000000
            USD
            65767.27000000
            USD
            65445.53000000
          
        
        
          N
          N
          N
        
      
      
        Atlas Corp
        N/A
        Atlas Corp
        000000000
        
          
        
        -4800.00000000
        NS
        USD
        -62736.00000000
        -0.01382136167
        Short
        EC
        CORP
        MH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Workhorse Group Inc
        5493006JUAG258V8X854
        Workhorse Group Inc
        98138J206
        
          
        
        -18924.00000000
        NS
        USD
        -218382.96000000
        -0.04811192734
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -377.26000000
        -0.00008311411
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            413046.67000000
            USD
            296853.00000000
            GBP
            2021-09-15
            -377.26000000
          
        
        
          N
          N
          N
        
      
      
        Boise Cascade Co
        549300Z8B8LSRHC7XA55
        Boise Cascade Co
        09739D100
        
          
        
        -19970.00000000
        NS
        USD
        -1021465.50000000
        -0.22503895874
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1788.24000000
        -0.00039396696
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            736548.85000000
            USD
            1054812.00000000
            NZD
            2021-09-15
            -1788.24000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        M & T BANK CORP
        000000000
        
          
        
        1654902.07000000
        OU
        Notional Amount
        USD
        223644.02000000
        0.049270990933
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                M&T Bank Corp
                M&T Bank Corp
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2022-02-24
            0.00000000
            USD
            0.00000000
            USD
            1654902.07000000
            USD
            223644.02000000
          
        
        
          N
          N
          N
        
      
      
        Yageo Corp
        5493001P0TOZH7GGNQ21
        Yageo Corp
        000000000
        
          
        
        13000.00000000
        NS
        
        260325.41000000
        0.057352264173
        Long
        EC
        CORP
        TW
        N
        
        1
        
          N
          N
          N
        
      
      
        Abbott Laboratories
        HQD377W2YR662HK5JX27
        Abbott Laboratories
        002824100
        
          
        
        3668.00000000
        NS
        USD
        443754.64000000
        0.097763538877
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        iShares Core S&P Small-Cap ETF
        549300BZQ17QYN750B25
        iShares Core S&P Small-Cap ETF
        464287804
        
          
        
        -26680.00000000
        NS
        USD
        -2941736.80000000
        -0.64809373038
        Short
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -2118.29000000
        -0.00046668025
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            42717027.00000000
            JPY
            387390.78000000
            USD
            2021-09-15
            -2118.29000000
          
        
        
          N
          N
          N
        
      
      
        Lumentum Holdings Inc
        549300JLWRRC38DWEF52
        Lumentum Holdings Inc
        55024U109
        
          
        
        3202.00000000
        NS
        USD
        268935.98000000
        0.059249257960
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        324.75000000
        0.000071545638
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            593097.00000000
            CAD
            475705.76000000
            USD
            2021-09-15
            324.75000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        547.35000000
        0.000120586621
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            121585.83000000
            USD
            87849.00000000
            GBP
            2021-10-29
            547.35000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3330.24000000
        -0.00073368483
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            113926.82000000
            USD
            137983.00000000
            CAD
            2021-09-15
            -3330.24000000
          
        
        
          N
          N
          N
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00912X302
        
          
        
        -7320.00000000
        NS
        USD
        -310075.20000000
        -0.06831263526
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lowe's Cos Inc
        WAFCR4OKGSC504WU3E95
        Lowe's Cos Inc
        548661107
        
          
        
        -2376.00000000
        NS
        USD
        -457831.44000000
        -0.10086479723
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        60431.26000000
        0.013313604645
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1918284.00000000
            AUD
            1468449.28000000
            USD
            2021-09-15
            60431.26000000
          
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -9263.22000000
        -0.00204077904
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            313030.96000000
            USD
            256000.00000000
            EUR
            2021-08-18
            -9263.22000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        3104.90000000
        0.000684040198
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            455417.00000000
            NOK
            54659.10000000
            USD
            2021-09-15
            3104.90000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        11307.30000000
        0.002491110094
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            328450.00000000
            EUR
            401043.69000000
            USD
            2021-08-18
            11307.30000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: 999AH21I9 TRS USD R V 01MFEDL0 FEDL01 +7 BPS / Short: 999AH21I9 TRS USD P E SPSISST INDEX
        000000000
        
          
        
        539471.90000000
        OU
        Notional Amount
        USD
        -54960.11000000
        -0.01210825615
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                S&P Software & Services Select Industry Index TR
                SPSISST Index
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2024-04-11
            0.00000000
            USD
            0.00000000
            USD
            539471.90000000
            USD
            -54960.11000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        SHAW COMMUNICATIONS INC-B
        000000000
        
          
        
        2399435.27000000
        OU
        Notional Amount
        
        159654.51000000
        0.035173468598
        N/A
        DE
        
        CA
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Shaw Communications Inc
                Shaw Communications Inc
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-03-17
            0.00000000
            CAD
            0.00000000
            CAD
            2399435.27000000
            CAD
            159654.51000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        4157.40000000
        0.000915916364
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            700921.72000000
            USD
            879674.00000000
            CAD
            2021-09-15
            4157.40000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BAV6GSXS4 IRS PLN R V 06MWIBOR BAV6GSXS4_FLO CCPVANILLA / Short: BAV6GSXS4 IRS PLN P F  1.51000 BAV6GSXS4_FIX CCPVANILLA
        000000000
        
          
        
        7153716.00000000
        OU
        Notional Amount
        
        -11279.38000000
        -0.00248495904
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2026-06-16
            0.00000000
            PLN
            0.00000000
            PLN
            7153716.00000000
            PLN
            -11279.38000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1365.78000000
        -0.00030089485
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            68416.76000000
            USD
            48233.00000000
            GBP
            2021-09-15
            -1365.78000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -11211.74000000
        -0.00247005728
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            590027.39000000
            USD
            416370.00000000
            GBP
            2021-09-15
            -11211.74000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        27838.39000000
        0.006133072823
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1576383.00000000
            SGD
            1191197.41000000
            USD
            2021-09-15
            27838.39000000
          
        
        
          N
          N
          N
        
      
      
        Domino's Pizza Inc
        25490005ZWM1IF9UXU57
        Domino's Pizza Inc
        25754A201
        
          
        
        1562.00000000
        NS
        USD
        820815.38000000
        0.180833751539
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Industrivarden AB
        549300TM1DLIQI3B3T37
        Industrivarden AB
        000000000
        
          
        
        1881.00000000
        NS
        
        72041.92000000
        0.015871547949
        Long
        EC
        CORP
        SE
        N
        
        1
        
          N
          N
          N
        
      
      
        Blueprint Medicines Corp
        5299004CC60O9T5HVM83
        Blueprint Medicines Corp
        09627Y109
        
          
        
        4959.00000000
        NS
        USD
        435747.33000000
        0.095999449239
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -7082.98000000
        -0.00156045059
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            234583.32000000
            USD
            283835.00000000
            CAD
            2021-09-15
            -7082.98000000
          
        
        
          N
          N
          N
        
      
      
        General Mills Inc
        2TGYMUGI08PO8X8L6150
        General Mills Inc
        370334104
        
          
        
        -7410.00000000
        NS
        USD
        -436152.60000000
        -0.09608873423
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        1649.46000000
        0.000363392362
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            75251.00000000
            GBP
            106251.93000000
            USD
            2021-08-18
            1649.46000000
          
        
        
          N
          N
          N
        
      
      
        Flex Ltd
        549300EAQH74YHD07T53
        Flex Ltd
        000000000
        
          
        
        38814.00000000
        NS
        USD
        697487.58000000
        0.153663416666
        Long
        EC
        CORP
        SG
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Verra Mobility Corp
        N/A
        Verra Mobility Corp
        92511U102
        
          
        
        8131.00000000
        NS
        USD
        124485.61000000
        0.027425411873
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -60.84000000
        -0.00001340365
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            3794000.00000000
            JPY
            34526.52000000
            USD
            2021-08-18
            -60.84000000
          
        
        
          N
          N
          N
        
      
      
        GFL Environmental Inc
        549300FYK4MBXWIVZU26
        GFL Environmental Inc
        36168Q104
        
          
        
        86970.00000000
        NS
        USD
        3032643.90000000
        0.668121464196
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        HLS Therapeutics Inc
        N/A
        HLS Therapeutics Inc
        000000000
        
          
        
        17570.00000000
        NS
        
        239693.33000000
        0.052806812760
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Brookfield Business Partners LP
        N/A
        Brookfield Business Partners LP
        000000000
        
          
        
        35370.00000000
        NS
        USD
        1554157.80000000
        0.342396344301
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        PMML CORP SUB RCPT RSTD
        N/A
        PMML CORP SUB RCPT RSTD
        000000000
        
          
        
        785000.00000000
        NS
        USD
        455300.00000000
        0.100307095946
        Long
        EC
        CORP
        CA
        N
        
        2
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -4711.26000000
        -0.00103793720
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            178623.16000000
            USD
            146483.00000000
            EUR
            2021-09-15
            -4711.26000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        2017.87000000
        0.000444556731
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            506472.00000000
            SEK
            60872.47000000
            USD
            2021-09-15
            2017.87000000
          
        
        
          N
          N
          N
        
      
      
        Wynn Resorts Ltd
        254900CEKKWIHTEAB172
        Wynn Resorts Ltd
        983134107
        
          
        
        6479.00000000
        NS
        USD
        637080.07000000
        0.140355044381
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        WELBILT INC
        000000000
        
          
        
        1875922.95000000
        OU
        Notional Amount
        USD
        136066.02000000
        0.029976690804
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Welbilt Inc
                Welbilt Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-04-25
            0.00000000
            USD
            0.00000000
            USD
            1875922.95000000
            USD
            136066.02000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        MERIDIAN BANCORP INC
        000000000
        
          
        
        405042.62000000
        OU
        Notional Amount
        USD
        -54240.35000000
        -0.01194968590
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Meridian Bancorp Inc
                Meridian Bancorp Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-04-28
            0.00000000
            USD
            0.00000000
            USD
            405042.62000000
            USD
            -54240.35000000
          
        
        
          N
          N
          N
        
      
      
        Choice Properties Real Estate Investment Trust
        N/A
        Choice Properties Real Estate Investment Trust
        000000000
        
          
        
        -97000.00000000
        NS
        
        -1142914.40000000
        -0.25179535334
        Short
        EC
        
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Signify NV
        549300072P3J1X8NZO35
        Signify NV
        000000000
        
          
        
        4925.00000000
        NS
        
        275697.13000000
        0.060738806217
        Long
        EC
        CORP
        NL
        N
        
        1
        
          N
          N
          N
        
      
      
        Extendicare Inc
        5493001DQ0G74DE4CY39
        Extendicare Inc
        000000000
        
          
        
        -48210.00000000
        NS
        
        -319957.36000000
        -0.07048977291
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BAV6NFDX5 IRS USD R V 03MLIBOR BAV6NFDX5_FLO CCPVANILLA / Short: BAV6NFDX5 IRS USD P F  1.64970 BAV6NFDX5_FIX CCPVANILLA
        000000000
        
          
        
        4599000.00000000
        OU
        Notional Amount
        USD
        2083.94000000
        0.000459112606
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2051-07-30
            0.00000000
            USD
            0.00000000
            USD
            4599000.00000000
            USD
            2083.94000000
          
        
        
          N
          N
          N
        
      
      
        Pharma Foods International Co Ltd
        N/A
        Pharma Foods International Co Ltd
        000000000
        
          
        
        14900.00000000
        NS
        
        393467.03000000
        0.086684680715
        Long
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        Hudson Pacific Properties Inc
        N/A
        Hudson Pacific Properties Inc
        444097109
        
          
        
        -8000.00000000
        NS
        USD
        -218080.00000000
        -0.04804518226
        Short
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Logitech International SA
        549300SN6PRK6IJJC215
        Logitech International SA
        000000000
        
          
        
        3979.00000000
        NS
        
        435126.94000000
        0.095862771182
        Long
        EC
        CORP
        CH
        N
        
        1
        
          N
          N
          N
        
      
      
        Carvana Co
        5493003WEAK2PJ5WS063
        Carvana Co
        146869102
        
          
        
        -3386.00000000
        NS
        USD
        -1142978.16000000
        -0.25180940030
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        Long: BAV659CA0 TRS CHF R V 01MLIBOR SF0001M-0.35 BPS / Short: BAV659CA0 TRS CHF P E EMSN SW
        000000000
        
          
        
        85492.00000000
        OU
        Notional Amount
        
        -3157.25000000
        -0.00069557342
        N/A
        DE
        
        CH
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            
              
                EMS-Chemie Holding AG
                EMS-Chemie Holding AG
                
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-11-29
            0.00000000
            CHF
            0.00000000
            CHF
            85492.00000000
            CHF
            -3157.25000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -8806.75000000
        -0.00194021418
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1148210.62000000
            USD
            9805115.00000000
            SEK
            2021-09-15
            -8806.75000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -15166.58000000
        -0.00334134767
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            857097.00000000
            CHF
            932051.16000000
            USD
            2021-09-15
            -15166.58000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -24839.28000000
        -0.00547233920
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            1673435.68000000
            USD
            1186000.00000000
            GBP
            2021-08-18
            -24839.28000000
          
        
        
          N
          N
          N
        
      
      
        Bloomin' Brands Inc
        E1UJ2GO305B5FXGV7N04
        Bloomin' Brands Inc
        094235108
        
          
        
        -116000.00000000
        NS
        USD
        -2915080.00000000
        -0.64222097353
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CareRx Corp
        549300262WY2R29IG536
        CareRx Corp
        14173C105
        
          
        
        67090.00000000
        NS
        
        336095.30000000
        0.074045120808
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Osisko Mining Inc
        254900SJU6CW31RVHW15
        Osisko Mining Inc
        000000000
        
          
        
        65050.00000000
        NS
        
        165805.55000000
        0.036528603585
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Nippon Paint Holdings Co Ltd
        529900RYRJUN78A7PL87
        Nippon Paint Holdings Co Ltd
        000000000
        
          
        
        -32400.00000000
        NS
        
        -411109.79000000
        -0.09057155534
        Short
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1921.31000000
        0.000423283607
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            370658.14000000
            USD
            40860375.00000000
            JPY
            2021-09-15
            1921.31000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED CAD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -4436.00000000
        -0.00097729470
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            1498249.94000000
            EUR
            2212500.00000000
            CAD
            2021-08-18
            -4436.00000000
          
        
        
          N
          N
          N
        
      
      
        Applied Therapeutics Inc
        549300KL3IJPHZM2GR04
        Applied Therapeutics Inc
        03828A101
        
          
        
        -11310.00000000
        NS
        USD
        -194645.10000000
        -0.04288224186
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Canadian Tire Corp Ltd
        549300RLHDA7VQYMUB14
        Canadian Tire Corp Ltd
        000000000
        
          
        
        -6230.00000000
        NS
        
        -958469.22000000
        -0.21116025480
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        EURO STOXX 50 PR
        000000000
        
          
        
        -490.00000000
        NC
        
        -6975.15000000
        -0.00153669457
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            4300.00000000
            EUR
            2021-08-20
            XXXX
            134742.22000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -20670.35000000
        -0.00455388267
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            516453.15000000
            USD
            4266448.00000000
            SEK
            2021-09-15
            -20670.35000000
          
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BUND FUTURE SEP21
        000000000
        
          
        
        -63.00000000
        NC
        
        -303587.47000000
        -0.06688332414
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Short
            
              
                Euro-Bund (FGBL)
                RXU1 Comdty
              
            
            2021-09-08
            -10867987.89000000
            EUR
            -303587.47000000
          
        
        
          N
          N
          N
        
      
      
        Ceridian HCM Holding Inc
        549300T64GVCHFJ8L449
        Ceridian HCM Holding Inc
        15677J108
        
          
        
        -10930.00000000
        NS
        USD
        -1075512.00000000
        -0.23694593756
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -248.62000000
        -0.00005477344
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            10938.62000000
            USD
            9004.00000000
            EUR
            2021-09-15
            -248.62000000
          
        
        
          N
          N
          N
        
      
      
        Erie Indemnity Co
        549300WA5KP94KRUFZ80
        Erie Indemnity Co
        29530P102
        
          
        
        2040.00000000
        NS
        USD
        377175.60000000
        0.083095517456
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sherwin-Williams Co/The
        Z15BMIOX8DDH0X2OBP21
        Sherwin-Williams Co/The
        824348106
        
          
        
        531.00000000
        NS
        USD
        154536.93000000
        0.034046015077
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PNM RESOURCES INC
        000000000
        
          
        
        2025933.32000000
        OU
        Notional Amount
        USD
        -58515.68000000
        -0.01289158341
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                PNM Resources Inc
                PNM Resources Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-10-25
            0.00000000
            USD
            0.00000000
            USD
            2025933.32000000
            USD
            -58515.68000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        875.27000000
        0.000192830643
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            176944.81000000
            USD
            255276.00000000
            NZD
            2021-09-15
            875.27000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -22147.92000000
        -0.00487940596
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            600157.79000000
            USD
            5105996.00000000
            NOK
            2021-09-15
            -22147.92000000
          
        
        
          N
          N
          N
        
      
      
        iShares Russell 2000 ETF
        549300O80OAR5VTWR172
        iShares Russell 2000 ETF
        464287655
        
          
        
        -9954.00000000
        NS
        USD
        -2200331.70000000
        -0.48475484943
        Short
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        International Paper Co
        824LMFJDH41EY779Q875
        International Paper Co
        460146103
        
          
        
        23173.00000000
        NS
        USD
        1338472.48000000
        0.294878733742
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -730782.10000000
        -0.16099852892
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            27898591.62000000
            USD
            22882979.00000000
            EUR
            2021-09-15
            -730782.10000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        26406.65000000
        0.005817646332
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            1113000.00000000
            EUR
            1347084.38000000
            USD
            2021-08-18
            26406.65000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1795.21000000
        0.000395502529
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            133049.24000000
            USD
            122015.00000000
            CHF
            2021-09-15
            1795.21000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        16.42000000
        0.000003617488
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            128508.16000000
            USD
            14095148.00000000
            JPY
            2021-09-15
            16.42000000
          
        
        
          N
          N
          N
        
      
      
        APA Corp
        N/A
        APA Corp
        03743Q108
        
          
        
        38452.00000000
        NS
        USD
        720975.00000000
        0.158837927739
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DiaSorin SpA
        8156002878BDF0EE4348
        DiaSorin SpA
        000000000
        
          
        
        3598.00000000
        NS
        
        730489.70000000
        0.160934110313
        Long
        EC
        CORP
        IT
        N
        
        1
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        3004.56000000
        0.000661934303
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            279000.00000000
            EUR
            334063.94000000
            USD
            2021-08-18
            3004.56000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -14773.55000000
        -0.00325475927
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1518404.00000000
            CHF
            1663285.30000000
            USD
            2021-09-15
            -14773.55000000
          
        
        
          N
          N
          N
        
      
      
        Deere & Co
        PWFTNG3EI0Y73OXWDH08
        Deere & Co
        244199105
        
          
        
        4132.00000000
        NS
        USD
        1494089.88000000
        0.329162787053
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        115.59000000
        0.000025465620
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            19346.47000000
            USD
            14000.00000000
            GBP
            2021-09-15
            115.59000000
          
        
        
          N
          N
          N
        
      
      
        Analog Devices Inc
        GYVOE5EZ4GDAVTU4CQ61
        Analog Devices Inc
        032654105
        
          
        
        8971.00000000
        NS
        USD
        1501924.82000000
        0.330888901875
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NuVista Energy Ltd
        549300MG32TDSM60SX75
        NuVista Energy Ltd
        67072Q104
        
          
        
        131930.00000000
        NS
        
        370114.62000000
        0.081539913682
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        19492.51000000
        0.004294392863
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1328340.00000000
            CHF
            1487502.80000000
            USD
            2021-09-15
            19492.51000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: SW2026361 TRS USD R V 01MFEDL0 FEDL01-30 BPS / Short: SW2026361 TRS USD P E AFL.N INDEX
        000000000
        
          
        
        268974.06000000
        OU
        Notional Amount
        USD
        -17850.94000000
        -0.00393273874
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Aflac Inc
                Aflac Inc
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2022-10-27
            0.00000000
            USD
            0.00000000
            USD
            268974.06000000
            USD
            -17850.94000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        -2463.50000000
        -0.00054273343
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            2861082.00000000
            SEK
            330008.67000000
            USD
            2021-09-15
            -2463.50000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        2275.80000000
        0.000501381262
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            91936.00000000
            AUD
            69756.71000000
            USD
            2021-09-15
            2275.80000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: 99FC64253 TRS USD R V 01MFEDL0 FEDL01/-35 BPS / Short: 99FC64253 TRS USD P E S20 INDEX
        000000000
        
          
        
        1671049.09000000
        OU
        Notional Amount
        USD
        -163298.51000000
        -0.03597627786
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                The S&P 500 Equal Weight Industrials Index
                S20 Index
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2024-04-22
            0.01000000
            USD
            0.00000000
            USD
            1671049.09000000
            USD
            -163298.52000000
          
        
        
          N
          N
          N
        
      
      
        Spin Master Corp
        N/A
        Spin Master Corp
        000000000
        
          
        
        5800.00000000
        NS
        
        222358.13000000
        0.048987696640
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        11180.96000000
        0.002463276142
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            5054417.00000000
            NZD
            3531985.15000000
            USD
            2021-09-15
            11180.96000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        35225.31000000
        0.007760484405
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            4396565.80000000
            USD
            3188001.00000000
            GBP
            2021-09-15
            35225.31000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        7687.95000000
        0.001693731469
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            782328.00000000
            CHF
            872274.99000000
            USD
            2021-09-15
            7687.95000000
          
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        FTSE 100 INDEX
        000000000
        
          
        
        -126.00000000
        NC
        
        -3502.80000000
        -0.00077170150
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            7300.00000000
            GBP
            2021-08-20
            XXXX
            101172.44000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        KANSAS CITY SOUTHERN
        000000000
        
          
        
        1999515.05000000
        OU
        Notional Amount
        USD
        137796.75000000
        0.030357987751
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Kansas City Southern
                Kansas City Southern
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-03-24
            0.00000000
            USD
            0.00000000
            USD
            1999515.05000000
            USD
            137796.75000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        -1660.21000000
        -0.00036576069
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            349521.00000000
            SGD
            256283.71000000
            USD
            2021-09-15
            -1660.21000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -622.27000000
        -0.00013709223
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            46087.04000000
            USD
            32705.00000000
            GBP
            2021-09-15
            -622.27000000
          
        
        
          N
          N
          N
        
      
      
        IAMGOLD Corp
        254900E7II30XAB9LA72
        IAMGOLD Corp
        000000000
        
          
        
        -164910.00000000
        NS
        
        -450739.90000000
        -0.09930246078
        Short
        EC
        CORP
        CA
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Mudrick Capital Acquisition Corp II
        N/A
        Mudrick Capital Acquisition Corp II
        62477L107
        
          
        
        19777.00000000
        NS
        USD
        212800.52000000
        0.046882060569
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pfizer Inc
        765LHXWGK1KXCLTFYQ30
        Pfizer Inc
        717081103
        
          
        
        17832.00000000
        NS
        USD
        763387.92000000
        0.168181913761
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHORUS AVIATION INC
        529900TODFT0W0C9NM47
        Chorus Aviation Inc
        17040TAE2
        
          
        
        2188000.00000000
        PA
        
        1837071.18000000
        0.404724961811
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-06-30
          Fixed
          6.00000000
          N
          N
          N
          N
          N
          
            
              Chorus Aviation Inc
              Chorus Aviation Inc
              CAD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        GAMESYS GROUP PLC
        000000000
        
          
        
        405029.63000000
        OU
        Notional Amount
        
        -24769.06000000
        -0.00545686904
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Jackpotjoy PLC
                Jackpotjoy PLC
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-04-20
            0.00000000
            GBP
            0.00000000
            GBP
            405029.63000000
            GBP
            -24769.06000000
          
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        EURO STOXX 50 PR SEP21 3300 PUT
        000000000
        
          
        
        76.00000000
        NC
        
        9917.05000000
        0.002184824260
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Put
            Purchased
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3300.00000000
            EUR
            2021-09-17
            XXXX
            -1259.82000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        921.81000000
        0.000203083865
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            34477428.00000000
            JPY
            315299.28000000
            USD
            2021-09-15
            921.81000000
          
        
        
          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
        114248.57000000
        0.025170090649
        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
            114248.57000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2167.06000000
        -0.00047742476
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            103551.75000000
            USD
            137379.00000000
            SGD
            2021-09-15
            -2167.06000000
          
        
        
          N
          N
          N
        
      
      
        North West Co Inc/The
        254900VT1HQAZR3IVM76
        North West Co Inc/The
        663278208
        
          
        
        -8770.00000000
        NS
        
        -255592.50000000
        -0.05630955726
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        Long: BAV65BTT6 TRS GBP R V 01MLIBOR BP0001M-35 BPS / Short: BAV65BTT6 TRS GBP P E SPX LN
        000000000
        
          
        
        73550.00000000
        OU
        Notional Amount
        
        -2085.00000000
        -0.00045934613
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            
              
                Spirax-Sarco Engineering PLC
                Spirax-Sarco Engineering PLC
                
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-11-29
            0.00000000
            GBP
            0.00000000
            GBP
            73550.00000000
            GBP
            -2085.00000000
          
        
        
          N
          N
          N
        
      
      
        Cambium Networks Corp
        549300OYSIGK6OT5WL04
        Cambium Networks Corp
        000000000
        
          
        
        3050.00000000
        NS
        USD
        134352.50000000
        0.029599185390
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1295.06000000
        -0.00028531453
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            144060.65000000
            USD
            120249.00000000
            EUR
            2021-09-15
            -1295.06000000
          
        
        
          N
          N
          N
        
      
      
        Waste Connections Inc
        549300HDLRTPBQU69P29
        Waste Connections Inc
        94106B101
        
          
        
        1602.00000000
        NS
        USD
        202957.38000000
        0.044713519412
        Long
        EC
        CORP
        CA
        
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -4523.70000000
        -0.00099661587
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            164713.72000000
            USD
            135000.00000000
            EUR
            2021-08-18
            -4523.70000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        5529.71000000
        0.001218249838
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            548996.33000000
            USD
            501767.00000000
            CHF
            2021-09-15
            5529.71000000
          
        
        
          N
          N
          N
        
      
      
        Ritchie Bros Auctioneers Inc
        5493002H8U24DJXQ4886
        Ritchie Bros Auctioneers Inc
        000000000
        
          
        
        -20320.00000000
        NS
        
        -1213075.99000000
        -0.26725264598
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        71.17000000
        0.000015679455
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            136447.00000000
            SGD
            100768.05000000
            USD
            2021-09-15
            71.17000000
          
        
        
          N
          N
          N
        
      
      
        Edwards Lifesciences Corp
        YA13X31F3V31L8TMPR58
        Edwards Lifesciences Corp
        28176E108
        
          
        
        8850.00000000
        NS
        USD
        993589.50000000
        0.218897600061
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        RETAIL PROPERTIES OF AME - A
        000000000
        
          
        
        95747.01000000
        OU
        Notional Amount
        USD
        6305.72000000
        0.001389212521
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Retail Properties of America Inc
                Retail Properties of America Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-07-21
            0.00000000
            USD
            0.00000000
            USD
            95747.01000000
            USD
            6305.72000000
          
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        S+P 500 INDEX SEP21 4500 CALL
        000000000
        
          
        
        -42.00000000
        NC
        USD
        -138012.00000000
        -0.03040540945
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4500.00000000
            USD
            2021-09-17
            XXXX
            17317.44000000
          
        
        
          N
          N
          N
        
      
      
        George Weston Ltd
        549300GEHU6LUSPS7Q65
        George Weston Ltd
        000000000
        
          
        
        6830.00000000
        NS
        
        708292.24000000
        0.156043790194
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BAV5ZQYP4 IRS CNY R V 03MCNRR CNRR007-CCP LCH / Short: BAV5ZQYP4 IRS CNY P F  2.87500 CCP LCH
        000000000
        
          
        
        31881000.00000000
        OU
        Notional Amount
        
        -82323.03000000
        -0.01813657823
        N/A
        DIR
        
        CN
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-12-16
            0.00000000
            CNY
            -81747.85000000
            CNY
            31881000.00000000
            CNY
            -69853.12000000
          
        
        
          N
          N
          N
        
      
      
        Loblaw Cos Ltd
        5493008LN3O1DIDTSH67
        Loblaw Cos Ltd
        000000000
        
          
        
        -9490.00000000
        NS
        
        -641997.44000000
        -0.14143838965
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Eni SpA
        BUCRF72VH5RBN7X3VL35
        Eni SpA
        000000000
        
          
        
        101624.00000000
        NS
        
        1208407.40000000
        0.266224109409
        Long
        EC
        CORP
        IT
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        EURO STOXX 50 PR SEP21 4050 PUT
        000000000
        
          
        
        -63.00000000
        NC
        
        -61804.78000000
        -0.01361620469
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Put
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            4050.00000000
            EUR
            2021-09-17
            XXXX
            3480.43000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        723.71000000
        0.000159440475
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            170732.72000000
            USD
            18803436.00000000
            JPY
            2021-09-15
            723.71000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -6543.12000000
        -0.00144151409
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            355984.50000000
            USD
            476079.00000000
            AUD
            2021-09-15
            -6543.12000000
          
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        S+P 500 INDEX SEP21 4450 CALL
        000000000
        
          
        
        42.00000000
        NC
        USD
        227136.00000000
        0.050040308686
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Purchased
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4450.00000000
            USD
            2021-09-17
            XXXX
            -12334.56000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        80.51000000
        0.000017737149
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            30000.00000000
            GBP
            41784.93000000
            USD
            2021-09-15
            80.51000000
          
        
        
          N
          N
          N
        
      
      
        TMX Group Ltd
        549300N65GFVKSHGJW59
        TMX Group Ltd
        000000000
        
          
        
        -5650.00000000
        NS
        
        -620476.51000000
        -0.13669711579
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        NIKKEI 225
        000000000
        
          
        
        -36.00000000
        NC
        
        -9516.43000000
        -0.00209656370
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            30000.00000000
            JPY
            2021-09-10
            XXXX
            196689.55000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        31596.24000000
        0.006960964369
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            880413.00000000
            AUD
            677818.26000000
            USD
            2021-09-15
            31596.24000000
          
        
        
          N
          N
          N
        
      
      
        Cervus Equipment Corp
        549300GXWJRH5GHVRI70
        Cervus Equipment Corp
        000000000
        
          
        
        55710.00000000
        NS
        
        644799.94000000
        0.142055808143
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Autodesk Inc
        FRKKVKAIQEF3FCSTPG55
        Autodesk Inc
        052769106
        
          
        
        433.00000000
        NS
        USD
        139049.29000000
        0.030633934709
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        20412.76000000
        0.004497133046
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1305667.00000000
            AUD
            978770.68000000
            USD
            2021-09-15
            20412.76000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        258.65000000
        0.000056983154
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            29520.34000000
            USD
            37153.00000000
            CAD
            2021-09-15
            258.65000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        5571.72000000
        0.001227505057
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1248369.34000000
            USD
            1056173.00000000
            EUR
            2021-09-15
            5571.72000000
          
        
        
          N
          N
          N
        
      
      
        Fox Corp
        549300DDU6FDRBIELS05
        Fox Corp
        35137L204
        
          
        
        12460.00000000
        NS
        USD
        414170.40000000
        0.091245838020
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Delivery Hero SE
        529900C3EX1FZGE48X78
        Delivery Hero SE
        000000000
        
          
        
        -6031.00000000
        NS
        
        -902868.94000000
        -0.19891096286
        Short
        EC
        CORP
        DE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        391927.26000000
        0.086345454146
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            9384114.00000000
            AUD
            7279855.00000000
            USD
            2021-09-15
            391927.26000000
          
        
        
          N
          N
          N
        
      
      
        Recipe Unlimited Corp
        254900RZO9I4WZF5J413
        Recipe Unlimited Corp
        000000000
        
          
        
        62160.00000000
        NS
        
        1108576.47000000
        0.244230367538
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -275.18000000
        -0.00006062487
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            9419240.00000000
            JPY
            85612.80000000
            USD
            2021-09-15
            -275.18000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        14109.41000000
        0.003108442658
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            681000.00000000
            GBP
            960799.75000000
            USD
            2021-09-15
            14109.41000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -12466.08000000
        -0.00274640079
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1846667.00000000
            CAD
            1467680.37000000
            USD
            2021-09-15
            -12466.08000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        559.01000000
        0.000123155435
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            319843.00000000
            AUD
            235323.37000000
            USD
            2021-09-15
            559.01000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        5983.88000000
        0.001318307984
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            929350.00000000
            CAD
            750879.47000000
            USD
            2021-09-15
            5983.88000000
          
        
        
          N
          N
          N
        
      
      
        United States Steel Corp
        JNLUVFYJT1OZSIQ24U47
        United States Steel Corp
        912909AN8
        
          
        
        -1500000.00000000
        PA
        USD
        -1545000.00000000
        -0.34037879032
        Short
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TCR2 Therapeutics Inc
        5493007TR1ORJAZ8YK34
        TCR2 Therapeutics Inc
        87808K106
        
          
        
        -15846.00000000
        NS
        USD
        -197124.24000000
        -0.04342842094
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        39714.02000000
        0.008749391641
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1988840.93000000
            USD
            1835553.00000000
            CHF
            2021-09-15
            39714.02000000
          
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        S+P 500 INDEX SEP21 4200 PUT
        000000000
        
          
        
        22.00000000
        NC
        USD
        102740.00000000
        0.022634638782
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4200.00000000
            USD
            2021-09-17
            XXXX
            -13456.96000000
          
        
        
          N
          N
          N
        
      
      
        Heron Therapeutics Inc
        549300DR2I1DOPD2IX53
        Heron Therapeutics Inc
        427746102
        
          
        
        21923.00000000
        NS
        USD
        270968.28000000
        0.059696993763
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        DIALOG SEMICONDUCTOR PLC
        000000000
        
          
        
        1754999.07000000
        OU
        Notional Amount
        
        -55249.44000000
        -0.01217199841
        N/A
        DE
        
        DE
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Dialog Semiconductor PLC
                Dialog Semiconductor PLC
                
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-02-10
            0.00000000
            EUR
            0.00000000
            EUR
            1754999.07000000
            EUR
            -55249.44000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: 999SPY9A0 TRS USD R V 01MFEDL0 FELD01 -7 BPS / Short: 999SPY9A0 TRS USD P E TRSPSEMI INDEX
        000000000
        
          
        
        921072.30000000
        OU
        Notional Amount
        USD
        -143666.97000000
        -0.03165125531
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                S&P Semiconductor Select Industry Index
                TRSPSEMI Index
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2024-04-11
            0.00000000
            USD
            0.00000000
            USD
            921072.30000000
            USD
            -143666.97000000
          
        
        
          N
          N
          N
        
      
      
        Option Care Health Inc
        549300DI3Q5ACSYJRI17
        Option Care Health Inc
        68404L201
        
          
        
        6714.00000000
        NS
        USD
        139114.08000000
        0.030648208587
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Carrier Global Corp
        549300JE3W6CWY2NAN77
        Carrier Global Corp
        14448C104
        
          
        
        52947.00000000
        NS
        USD
        2925321.75000000
        0.644477332420
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intact Financial Corp
        5493009LXGE7Y4U9OY43
        Intact Financial Corp
        000000000
        
          
        
        14350.00000000
        NS
        
        1955354.28000000
        0.430783899347
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        PURCHASED CAD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -4708.01000000
        -0.00103722119
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            1498479.17000000
            EUR
            2212500.00000000
            CAD
            2021-08-18
            -4708.01000000
          
        
        
          N
          N
          N
        
      
      
        Roper Technologies Inc
        54930003T4SXCIWVXY35
        Roper Technologies Inc
        776696106
        
          
        
        895.00000000
        NS
        USD
        439749.30000000
        0.096881122836
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Superior Plus Corp
        52990059VEQM9RBM0045
        Superior Plus Corp
        000000000
        
          
        
        49360.00000000
        NS
        
        620362.94000000
        0.136672095199
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        CANTEL MEDICAL CORP
        549300ZFW3JXCDHTGW91
        Cantel Medical Corp
        138098AB4
        
          
        
        0.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          3.25000000
          N
          N
          N
          N
          Y
          
            
              STERIS PLC
              STERIS PLC
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BAV6E4ML6 IRS USD R V 12MUSCPI BAV6E4ML6_FLO CCPINFLATIONZERO / Short: BAV6E4ML6 IRS USD P F  2.39000 BAV6E4ML6_FIX CCPINFLATIONZERO
        000000000
        
          
        
        45000.00000000
        OU
        Notional Amount
        USD
        1139.83000000
        0.000251115829
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2051-04-08
            0.00000000
            USD
            0.00000000
            USD
            45000.00000000
            USD
            1139.83000000
          
        
        
          N
          N
          N
        
      
      
        Skyworks Solutions Inc
        549300WZ3ORQ2BVKBD96
        Skyworks Solutions Inc
        83088M102
        
          
        
        1423.00000000
        NS
        USD
        262557.73000000
        0.057844066361
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Plus500 Ltd
        549300X8NGW9C5OJZU13
        Plus500 Ltd
        000000000
        
          
        
        22509.00000000
        NS
        
        438338.30000000
        0.096570265572
        Long
        EC
        CORP
        IL
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -14843.23000000
        -0.00327011046
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1523763.82000000
            USD
            12984983.00000000
            SEK
            2021-09-15
            -14843.23000000
          
        
        
          N
          N
          N
        
      
      
        Capgemini SE
        96950077L0TN7BAROX36
        Capgemini SE
        000000000
        
          
        
        1298.00000000
        NS
        
        280619.77000000
        0.061823312527
        Long
        EC
        CORP
        FR
        N
        
        1
        
          N
          N
          N
        
      
      
        Sangoma Technologies Corp
        549300KSQC5ICF3CSE88
        Sangoma Technologies Corp
        80100R101
        
          
        
        180300.00000000
        NS
        
        440778.29000000
        0.097107819517
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3052.90000000
        -0.00067258408
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            543178.00000000
            USD
            775396.00000000
            NZD
            2021-09-15
            -3052.90000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        13085.54000000
        0.002882873965
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            631021.00000000
            CAD
            518863.51000000
            USD
            2021-09-15
            13085.54000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        6680.31000000
        0.001471738405
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1252392.22000000
            USD
            10834921.00000000
            SEK
            2021-09-15
            6680.31000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        941.24000000
        0.000207364487
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            119623.97000000
            USD
            101550.00000000
            EUR
            2021-09-15
            941.24000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -519.03000000
        -0.00011434744
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            295598.00000000
            CAD
            236409.63000000
            USD
            2021-09-15
            -519.03000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        182383.87000000
        0.040180971550
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            7336345.00000000
            NZD
            5292732.74000000
            USD
            2021-09-15
            182383.87000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        468631.89000000
        0.103244243254
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            58700039.00000000
            NOK
            7113604.18000000
            USD
            2021-09-15
            468631.89000000
          
        
        
          N
          N
          N
        
      
      
        Sturm Ruger & Co Inc
        529900DV1BWFJSHFO847
        Sturm Ruger & Co Inc
        864159108
        
          
        
        1604.00000000
        NS
        USD
        119273.44000000
        0.026277119239
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JB Hunt Transport Services Inc
        549300XCD1MPI1C5GK90
        JB Hunt Transport Services Inc
        445658107
        
          
        
        8367.00000000
        NS
        USD
        1409421.15000000
        0.310509427897
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        8168.12000000
        0.001799517673
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            395576.00000000
            GBP
            558077.04000000
            USD
            2021-09-15
            8168.12000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2399.59000000
        0.000528653424
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            228900.75000000
            USD
            25366452.00000000
            JPY
            2021-09-15
            2399.59000000
          
        
        
          N
          N
          N
        
      
      
        Aspen Technology Inc
        529900B0MZWTVFG7CB96
        Aspen Technology Inc
        045327103
        
          
        
        879.00000000
        NS
        USD
        128562.54000000
        0.028323599900
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -4457.36000000
        -0.00098200052
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            602487.05000000
            USD
            503989.00000000
            EUR
            2021-08-18
            -4457.36000000
          
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: S91ZC0NV9 CDS USD R F  5.00000 Z91ZC0NV9_FEE CCPCDX / Short: S91ZC0NV9 CDS USD P V 03MEVENT 1 CCPCDX
        000000000
        
          
        
        5525000.00000000
        OU
        Notional Amount
        USD
        505537.50000000
        0.111374914379
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Markit CDX.NA.HY.S36.V1
                2I65BRYP9
              
            
            Y
            
            sell protection
            2026-06-20
            515161.44000000
            USD
            0.00000000
            USD
            5525000.00000000
            USD
            -9623.94000000
          
        
        
          N
          N
          N
        
      
      
        iShares Core S&P/TSX Capped Composite Index ETF
        O5JWKF75JAEILPGUAH40
        iShares Core S&P/TSX Capped Composite Index ETF
        46430J101
        
          
        
        -178310.00000000
        NS
        
        -4619252.32000000
        -1.01766700123
        Short
        EC
        RF
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -4559.02000000
        -0.00100439722
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            352917.77000000
            USD
            315215.00000000
            CHF
            2021-09-15
            -4559.02000000
          
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        S+P 500 INDEX SEP21 4575 CALL
        000000000
        
          
        
        -40.00000000
        NC
        USD
        -50640.00000000
        -0.01115649316
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4575.00000000
            USD
            2021-09-17
            XXXX
            16492.80000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        5974.99000000
        0.001316349429
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            822701.00000000
            GBP
            1149650.60000000
            USD
            2021-09-15
            5974.99000000
          
        
        
          N
          N
          N
        
      
      
        Mission Advancement Corp
        N/A
        Mission Advancement Corp
        60501L101
        
          
        
        35841.00000000
        NS
        USD
        347299.29000000
        0.076513470687
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Canfor Corp
        N/A
        Canfor Corp
        000000000
        
          
        
        18600.00000000
        NS
        
        359148.77000000
        0.079124028401
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        8710.93000000
        0.001919104088
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            402958.00000000
            GBP
            568841.71000000
            USD
            2021-08-18
            8710.93000000
          
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        Long: BAV6KFAS2 TRS CHF R V 01MLIBOR SF0001M-0.35BPS / Short: BAV6KFAS2 TRS CHF P E EMSN CH EQUITY
        000000000
        
          
        
        74073.40000000
        OU
        Notional Amount
        
        -4679.14000000
        -0.00103086084
        N/A
        DE
        
        CH
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            
              
                EMS-Chemie Holding AG
                EMS-Chemie Holding AG
                
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-11-29
            0.00000000
            CHF
            0.00000000
            CHF
            74073.40000000
            CHF
            -4674.13000000
          
        
        
          N
          N
          N
        
      
      
        Zoom Video Communications Inc
        549300T9GCHU0ODOM055
        Zoom Video Communications Inc
        98980L101
        
          
        
        857.00000000
        NS
        USD
        324031.70000000
        0.071387390339
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -14.93000000
        -0.00000328922
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            30112.04000000
            USD
            259000.00000000
            SEK
            2021-09-15
            -14.93000000
          
        
        
          N
          N
          N
        
      
      
        BLOOMIN BRANDS INC
        E1UJ2GO305B5FXGV7N04
        Bloomin' Brands Inc
        094235AB4
        
          
        
        1500000.00000000
        PA
        USD
        3389700.00000000
        0.746784456686
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          5.00000000
          N
          N
          N
          N
          Y
          
            
              Bloomin' Brands Inc
              Bloomin' Brands Inc
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        34223.20000000
        0.007539709655
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            859772.00000000
            AUD
            665294.75000000
            USD
            2021-09-15
            34223.20000000
          
        
        
          N
          N
          N
        
      
      
        SOUTHWEST AIRLINES CO
        UDTZ87G0STFETI6HGH41
        Southwest Airlines Co
        844741BG2
        
          
        
        2500000.00000000
        PA
        USD
        3668750.00000000
        0.808261933347
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          1.25000000
          N
          N
          N
          N
          Y
          
            
              Southwest Airlines Co
              Southwest Airlines Co
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        75854.16000000
        0.016711422150
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            10484662.00000000
            NOK
            1262669.84000000
            USD
            2021-08-18
            75854.16000000
          
        
        
          N
          N
          N
        
      
      
        Schindler Holding AG
        5299007DRLI319H7Q933
        Schindler Holding AG
        000000000
        
          
        
        2318.00000000
        NS
        
        750276.09000000
        0.165293247849
        Long
        EC
        CORP
        CH
        N
        
        1
        
          N
          N
          N
        
      
      
        Telecom Italia SpA/Milano
        549300W384M3RI3VXU42
        Telecom Italia SpA/Milano
        000000000
        
          
        
        730761.00000000
        NS
        
        341111.31000000
        0.075150197453
        Long
        EP
        CORP
        IT
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        MONMOUTH REAL ESTATE INV COR
        000000000
        
          
        
        593.98000000
        OU
        Notional Amount
        USD
        15.30000000
        0.000003370741
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Monmouth Real Estate Investment Corp
                Monmouth Real Estate Investment Corp
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-05-09
            0.00000000
            USD
            0.00000000
            USD
            593.98000000
            USD
            15.30000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BAV6KA9Q9 IRS USD R V 12MUSCPI BAV6KA9Q9_FLO CCPINFLATIONZERO / Short: BAV6KA9Q9 IRS USD P F  2.37150 BAV6KA9Q9_FIX CCPINFLATIONZERO
        000000000
        
          
        
        482333.00000000
        OU
        Notional Amount
        USD
        10792.12000000
        0.002377610841
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2051-06-23
            0.00000000
            USD
            0.00000000
            USD
            482333.00000000
            USD
            10792.12000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        17356.54000000
        0.003823817533
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            636673.00000000
            NZD
            460850.02000000
            USD
            2021-09-15
            17356.54000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        98753.98000000
        0.021756479127
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            35436538.00000000
            NOK
            4110247.28000000
            USD
            2021-09-15
            98753.98000000
          
        
        
          N
          N
          N
        
      
      
        SNC-Lavalin Group Inc
        UL01OYG5OMLM5G6CFM03
        SNC-Lavalin Group Inc
        000000000
        
          
        
        55270.00000000
        NS
        
        1470795.13000000
        0.324030723088
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        FTSE 100 INDEX
        000000000
        
          
        
        -100.00000000
        NC
        
        -54905.04000000
        -0.01209612368
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            7200.00000000
            GBP
            2021-09-17
            XXXX
            10943.73000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2867.31000000
        -0.00063169676
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            369741.62000000
            USD
            309183.00000000
            EUR
            2021-08-18
            -2867.31000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -946.15000000
        -0.00020844620
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            217866.64000000
            USD
            311408.00000000
            NZD
            2021-09-15
            -946.15000000
          
        
        
          N
          N
          N
        
      
      
        Aurizon Holdings Ltd
        5299005PC1O6NOWL3H48
        Aurizon Holdings Ltd
        000000000
        
          
        
        280899.00000000
        NS
        
        795691.82000000
        0.175298782632
        Long
        EC
        CORP
        AU
        N
        
        1
        
          N
          N
          N
        
      
      
        Tricon Residential Inc
        N/A
        Tricon Residential Inc
        89612W102
        
          
        
        15930.00000000
        NS
        
        190889.31000000
        0.042054804158
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        PANDORA MEDIA LLC
        254900NJMDCK4VVX9P20
        Pandora Media LLC
        698354AD9
        
          
        
        828000.00000000
        PA
        USD
        966052.44000000
        0.212830913218
        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
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        9434.29000000
        0.002078467454
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            4859211.00000000
            SEK
            574099.14000000
            USD
            2021-09-15
            9434.29000000
          
        
        
          N
          N
          N
        
      
      
        Rogers Communications Inc
        54930030NVF3Y2OL0A78
        Rogers Communications Inc
        775109200
        
          
        
        13930.00000000
        NS
        USD
        710847.90000000
        0.156606827385
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        3810.88000000
        0.000839574578
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            482860.00000000
            NZD
            340161.35000000
            USD
            2021-09-15
            3810.88000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        11306.03000000
        0.002490830300
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1081022.97000000
            USD
            988402.00000000
            CHF
            2021-09-15
            11306.03000000
          
        
        
          N
          N
          N
        
      
      
        Epiroc AB
        5493004Q73OEYW1SPE91
        Epiroc AB
        000000000
        
          
        
        54644.00000000
        NS
        
        1275898.42000000
        0.281093049050
        Long
        EC
        CORP
        SE
        N
        
        1
        
          N
          N
          N
        
      
      
        Champion Iron Ltd
        894500WQI96G4T75O202
        Champion Iron Ltd
        000000000
        
          
        
        31380.00000000
        NS
        
        173299.29000000
        0.038179548670
        Long
        EC
        CORP
        AU
        N
        
        1
        
          N
          N
          N
        
      
      
        PTC Inc
        54930050SSMU8SKDJ030
        PTC Inc
        69370C100
        
          
        
        4648.00000000
        NS
        USD
        629571.60000000
        0.138700854132
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Carnival Corp
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        000000000
        
          
        
        20943.00000000
        NS
        USD
        453415.95000000
        0.099892021085
        Long
        EC
        CORP
        PA
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        -4299.88000000
        -0.00094730611
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            5727429.00000000
            SEK
            661256.29000000
            USD
            2021-09-15
            -4299.88000000
          
        
        
          N
          N
          N
        
      
      
        Ulta Beauty Inc
        529900CIV6HN8M28YM82
        Ulta Beauty Inc
        90384S303
        
          
        
        3273.00000000
        NS
        USD
        1099073.40000000
        0.242136747168
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -25576.23000000
        -0.00563469658
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1361684.37000000
            USD
            961127.00000000
            GBP
            2021-09-15
            -25576.23000000
          
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        EURO STOXX 50 PR
        000000000
        
          
        
        189.00000000
        NC
        
        144385.54000000
        0.031809563395
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Purchased
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            4150.00000000
            EUR
            2021-09-17
            XXXX
            3152.97000000
          
        
        
          N
          N
          N
        
      
      
        NYSE Liffe
        N/A
        MSCI EMGMKT SEP21
        000000000
        
          
        
        15.00000000
        NC
        USD
        22871.87000000
        0.005038899315
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              NYSE Liffe
              N/A
            
            Long
            
              
                ICE US MSCI Emerging Markets EM Index
                MESU1 Index
              
            
            2021-09-17
            935403.13000000
            USD
            22871.87000000
          
        
        
          N
          N
          N
        
      
      
        Pacira BioSciences Inc
        N/A
        Pacira BioSciences Inc
        695127100
        
          
        
        -2544.00000000
        NS
        USD
        -149968.80000000
        -0.03303961082
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -381.90000000
        -0.00008413634
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            318460.00000000
            NZD
            221450.87000000
            USD
            2021-09-15
            -381.90000000
          
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        S+P 500 INDEX
        000000000
        
          
        
        -17.00000000
        NC
        USD
        -5134.00000000
        -0.00113107100
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3800.00000000
            USD
            2021-08-20
            XXXX
            41621.44000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        49279.46000000
        0.010856752739
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            6988258.00000000
            NOK
            840365.49000000
            USD
            2021-09-15
            49279.46000000
          
        
        
          N
          N
          N
        
      
      
        QUALCOMM Inc
        H1J8DDZKZP6H7RWC0H53
        QUALCOMM Inc
        747525103
        
          
        
        7863.00000000
        NS
        USD
        1177877.40000000
        0.259498048264
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -27029.36000000
        -0.00595483550
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            7611757.68000000
            USD
            9462893.00000000
            CAD
            2021-09-15
            -27029.36000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -37.67000000
        -0.00000829907
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            20815.82000000
            USD
            2278717.00000000
            JPY
            2021-09-15
            -37.67000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        350.16000000
        0.000077143713
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            30910443.00000000
            JPY
            282202.59000000
            USD
            2021-09-15
            350.16000000
          
        
        
          N
          N
          N
        
      
      
        Siemens AG
        W38RGI023J3WT1HWRP32
        Siemens AG
        000000000
        
          
        
        1520.00000000
        NS
        
        237251.79000000
        0.052268917335
        Long
        EC
        CORP
        DE
        N
        
        1
        
          N
          N
          N
        
      
      
        Intertape Polymer Group Inc
        549300ESFR3Z1YNR6O65
        Intertape Polymer Group Inc
        000000000
        
          
        
        33460.00000000
        NS
        
        744777.33000000
        0.164081816602
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        2742.47000000
        0.000604193282
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            780488.00000000
            SGD
            578736.86000000
            USD
            2021-09-15
            2742.47000000
          
        
        
          N
          N
          N
        
      
      
        Iida Group Holdings Co Ltd
        35380051BV8PV1I4S949
        Iida Group Holdings Co Ltd
        000000000
        
          
        
        13500.00000000
        NS
        
        323640.67000000
        0.071301242560
        Long
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        Z Holdings Corp
        52990078MD2OL792YM35
        Z Holdings Corp
        000000000
        
          
        
        -156000.00000000
        NS
        
        -777120.46000000
        -0.17120732822
        Short
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        597.70000000
        0.000131679225
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            25183064.00000000
            JPY
            230225.85000000
            USD
            2021-09-15
            597.70000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        19.64000000
        0.000004326886
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            33343.90000000
            USD
            24000.00000000
            GBP
            2021-09-15
            19.64000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -11226.25000000
        -0.00247325397
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            576683.00000000
            CHF
            626092.94000000
            USD
            2021-09-15
            -11226.25000000
          
        
        
          N
          N
          N
        
      
      
        Container Store Group Inc/The
        529900L7KB2N9KXCDI76
        Container Store Group Inc/The
        210751103
        
          
        
        -19430.00000000
        NS
        USD
        -204403.60000000
        -0.04503213599
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gatos Silver Inc
        N/A
        Gatos Silver Inc
        368036109
        
          
        
        19036.00000000
        NS
        USD
        259651.04000000
        0.057203693788
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MATCH GROUP FINANCECO
        N/A
        Match Group Financeco Inc
        44931RAA0
        
          
        
        3375000.00000000
        PA
        USD
        12260733.75000000
        2.701160985359
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-10-01
          Fixed
          0.87500000
          N
          N
          N
          N
          Y
          
            
              Match Group Inc
              Match Group Inc
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Maple Leaf Foods Inc
        549300LX07S5J8F76F37
        Maple Leaf Foods Inc
        000000000
        
          
        
        -15340.00000000
        NS
        
        -303824.46000000
        -0.06693553538
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -46412.17000000
        -0.01022506037
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            735312.97000000
            USD
            6085579.00000000
            NOK
            2021-09-15
            -46412.17000000
          
        
        
          N
          N
          N
        
      
      
        Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
        529900MUF4C20K50JS49
        Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
        000000000
        
          
        
        978.00000000
        NS
        
        264398.64000000
        0.058249637053
        Long
        EC
        CORP
        DE
        N
        
        1
        
          N
          N
          N
        
      
      
        Home Depot Inc/The
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076102
        
          
        
        -2310.00000000
        NS
        USD
        -758118.90000000
        -0.16702109651
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        7604.51000000
        0.001675348812
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            282840.00000000
            GBP
            400793.78000000
            USD
            2021-09-15
            7604.51000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        6996.41000000
        0.001541378364
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            696852.60000000
            USD
            636883.00000000
            CHF
            2021-09-15
            6996.41000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        -10083.24000000
        -0.00222143756
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            15694078.00000000
            NOK
            1766520.58000000
            USD
            2021-09-15
            -10083.24000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -206.94000000
        -0.00004559093
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            70528.05000000
            USD
            100952.00000000
            NZD
            2021-09-15
            -206.94000000
          
        
        
          N
          N
          N
        
      
      
        Gevo Inc
        549300IV6EW4O1OJD686
        Gevo Inc
        374396406
        
          
        
        -44274.00000000
        NS
        USD
        -269628.66000000
        -0.05940186221
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CyberAgent Inc
        3538006T5KZABPGS8Q08
        CyberAgent Inc
        000000000
        
          
        
        48700.00000000
        NS
        
        871854.52000000
        0.192078179198
        Long
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        Otis Worldwide Corp
        549300ZLBKR8VSU25153
        Otis Worldwide Corp
        68902V107
        
          
        
        3788.00000000
        NS
        USD
        339215.40000000
        0.074732509717
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        Long: BAV65G4M7 TRS USD R V 01MLIBOR US0001M-25BPS / Short: BAV65G4M7 TRS USD P E VICR
        000000000
        
          
        
        103228.88000000
        OU
        Notional Amount
        USD
        -7294.28000000
        -0.00160700207
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            
              
                Vicor Corp
                Vicor Corp
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-11-29
            0.00000000
            USD
            0.00000000
            USD
            103228.88000000
            USD
            -7294.28000000
          
        
        
          N
          N
          N
        
      
      
        Ethan Allen Interiors Inc
        N/A
        Ethan Allen Interiors Inc
        297602104
        
          
        
        17238.00000000
        NS
        USD
        409747.26000000
        0.090271376504
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Telefonaktiebolaget LM Ericsson
        549300W9JLPW15XIFM52
        Telefonaktiebolaget LM Ericsson
        000000000
        
          
        
        20212.00000000
        NS
        
        232140.75000000
        0.051142904641
        Long
        EC
        CORP
        SE
        N
        
        1
        
          N
          N
          N
        
      
      
        Stantec Inc
        549300MZ7NGUZDCP2T16
        Stantec Inc
        000000000
        
          
        
        13400.00000000
        NS
        
        623815.33000000
        0.137432690883
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Keisei Electric Railway Co Ltd
        529900VNP95IIHXPCY17
        Keisei Electric Railway Co Ltd
        000000000
        
          
        
        -900.00000000
        NS
        
        -26621.39000000
        -0.00586495567
        Short
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        NVR Inc
        529900RWXR4JI3JYTV70
        NVR Inc
        62944T105
        
          
        
        4.00000000
        NS
        USD
        20890.40000000
        0.004602361865
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Electronic Arts Inc
        549300O7A67PUEYKDL45
        Electronic Arts Inc
        285512109
        
          
        
        1933.00000000
        NS
        USD
        278274.68000000
        0.061306665992
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        Long: BAV65A9L7 TRS USD R V 01MLIBOR US0001M-0.01 BPS / Short: BAV65A9L7 TRS USD P E MPWR US
        000000000
        
          
        
        90411.72000000
        OU
        Notional Amount
        USD
        -9324.00000000
        -0.00205416947
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            
              
                Monolithic Power Systems Inc
                Monolithic Power Systems Inc
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-11-29
            0.00000000
            USD
            0.00000000
            USD
            90411.72000000
            USD
            -9324.00000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1984.90000000
        -0.00043729311
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            645505.81000000
            USD
            876733.00000000
            AUD
            2021-09-15
            -1984.90000000
          
        
        
          N
          N
          N
        
      
      
        Knorr-Bremse AG
        5299001GRRO0Z25YZT52
        Knorr-Bremse AG
        000000000
        
          
        
        3076.00000000
        NS
        
        348835.16000000
        0.076851838048
        Long
        EC
        CORP
        DE
        N
        
        1
        
          N
          N
          N
        
      
      
        Cortexyme Inc
        N/A
        Cortexyme Inc
        22053A107
        
          
        
        -441.00000000
        NS
        USD
        -24920.91000000
        -0.00549032310
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tapestry Inc
        549300LJNVY5SW3VTN33
        Tapestry Inc
        876030107
        
          
        
        10771.00000000
        NS
        USD
        455613.30000000
        0.100376119036
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Keysight Technologies Inc
        549300GLKVIO8YRCYN02
        Keysight Technologies Inc
        49338L103
        
          
        
        1747.00000000
        NS
        USD
        287468.85000000
        0.063332232634
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kroger Co/The
        6CPEOKI6OYJ13Q6O7870
        Kroger Co/The
        501044101
        
          
        
        3290.00000000
        NS
        USD
        133903.00000000
        0.029500156091
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Viking Therapeutics Inc
        529900IVC72YPFA25M37
        Viking Therapeutics Inc
        92686J106
        
          
        
        -25582.00000000
        NS
        USD
        -157329.30000000
        -0.03466120182
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        FERRO CORP
        000000000
        
          
        
        1768492.12000000
        OU
        Notional Amount
        USD
        -66864.92000000
        -0.01473100361
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Ferro Corp
                Ferro Corp
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-05-13
            0.00000000
            USD
            0.00000000
            USD
            1768492.12000000
            USD
            -66864.92000000
          
        
        
          N
          N
          N
        
      
      
        Xinyi Glass Holdings Ltd
        52990082YXVVZFK1QJ17
        Xinyi Glass Holdings Ltd
        000000000
        
          
        
        238000.00000000
        NS
        
        888156.84000000
        0.195669741632
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        COHERENT INC
        000000000
        
          
        
        2285090.96000000
        OU
        Notional Amount
        USD
        -150823.64000000
        -0.03322794054
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Coherent Inc
                Coherent Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-01-21
            0.00000000
            USD
            0.00000000
            USD
            2285090.96000000
            USD
            -150823.64000000
          
        
        
          N
          N
          N
        
      
      
        Universal Logistics Holdings Inc
        N/A
        Universal Logistics Holdings Inc
        91388P105
        
          
        
        14590.00000000
        NS
        USD
        336299.50000000
        0.074090108089
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Weyerhaeuser Co
        08IRJODWFYBI7QWRGS31
        Weyerhaeuser Co
        962166104
        
          
        
        -8800.00000000
        NS
        USD
        -296824.00000000
        -0.06539326476
        Short
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Capital Power Corp
        549300QRKTEXGXYVPO80
        Capital Power Corp
        000000000
        
          
        
        -18830.00000000
        NS
        
        -638432.99000000
        -0.14065310604
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        4361.96000000
        0.000960982956
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            493923.08000000
            USD
            4287981.00000000
            SEK
            2021-09-15
            4361.96000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        143.71000000
        0.000031660735
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            138601.92000000
            USD
            15216079.00000000
            JPY
            2021-09-15
            143.71000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        629.56000000
        0.000138698298
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            30372.00000000
            NZD
            21786.08000000
            USD
            2021-09-15
            629.56000000
          
        
        
          N
          N
          N
        
      
      
        Canadian Apartment Properties REIT
        549300B1MYVTQEB2DI90
        Canadian Apartment Properties REIT
        000000000
        
          
        
        12300.00000000
        NS
        
        614704.23000000
        0.135425425383
        Long
        EC
        
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Cie de Saint-Gobain
        NFONVGN05Z0FMN5PEC35
        Cie de Saint-Gobain
        000000000
        
          
        
        4578.00000000
        NS
        
        327196.67000000
        0.072084664553
        Long
        EC
        CORP
        FR
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        13676.81000000
        0.003013136597
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            709655.00000000
            CAD
            582481.76000000
            USD
            2021-09-15
            13676.81000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: 99RAV2748 TRS USD R V 01MFEDL0 FEDL01M -35 BPS / Short: 99RAV2748 TRS USD P E RE DJSHMBT INDEX
        000000000
        
          
        
        206015.32000000
        OU
        Notional Amount
        USD
        -10981.59000000
        -0.00241935295
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Dow Jones U.S. Select Home Construction Total Return Index
                DJSHMBT Index
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2024-07-24
            0.00000000
            USD
            0.00000000
            USD
            206015.32000000
            USD
            -10981.59000000
          
        
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833100
        
          
        
        6775.00000000
        NS
        USD
        988201.50000000
        0.217710570337
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BAV67SB90 IRS USD R V 12MUSCPI BAV67SB90_FLO CCPINFLATIONZERO / Short: BAV67SB90 IRS USD P F  2.31750 BAV67SB90_FIX CCPINFLATIONZERO
        000000000
        
          
        
        93941.00000000
        OU
        Notional Amount
        USD
        5231.56000000
        0.001152564442
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2051-01-14
            0.00000000
            USD
            0.00000000
            USD
            93941.00000000
            USD
            5231.56000000
          
        
        
          N
          N
          N
        
      
      
        Danaher Corp
        S4BKK9OTCEWQ3YHPFM11
        Danaher Corp
        235851102
        
          
        
        4896.00000000
        NS
        USD
        1456511.04000000
        0.320883796697
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1065.10000000
        -0.00023465207
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1591065.78000000
            USD
            2154494.00000000
            SGD
            2021-09-15
            -1065.10000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        40046.52000000
        0.008822644682
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1071213.00000000
            AUD
            826315.50000000
            USD
            2021-09-15
            40046.52000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        4880.87000000
        0.001075303965
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            11698792.00000000
            SEK
            1364339.57000000
            USD
            2021-09-15
            4880.87000000
          
        
        
          N
          N
          N
        
      
      
        Vermilion Energy Inc
        WT03B8BB1IX8WI9ZGV02
        Vermilion Energy Inc
        000000000
        
          
        
        -44530.00000000
        NS
        
        -320161.99000000
        -0.07053485492
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -270.40000000
        -0.00005957179
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            40385.00000000
            NZD
            27860.97000000
            USD
            2021-09-15
            -270.40000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        267.27000000
        0.000058882226
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            722771.30000000
            USD
            1037984.00000000
            NZD
            2021-09-15
            267.27000000
          
        
        
          N
          N
          N
        
      
      
        Adecco Group AG
        NI14Y5UMU60O7JE9P611
        Adecco Group AG
        000000000
        
          
        
        15472.00000000
        NS
        
        927107.31000000
        0.204250915652
        Long
        EC
        CORP
        CH
        N
        
        1
        
          N
          N
          N
        
      
      
        Dassault Systemes SE
        96950065LBWY0APQIM86
        Dassault Systemes SE
        000000000
        
          
        
        3865.00000000
        NS
        
        213287.42000000
        0.046989329457
        Long
        EC
        CORP
        FR
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        -1288.59000000
        -0.00028388912
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            784171.00000000
            SGD
            577423.82000000
            USD
            2021-09-15
            -1288.59000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        1652.98000000
        0.000364167852
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            122708.00000000
            AUD
            91720.50000000
            USD
            2021-09-15
            1652.98000000
          
        
        
          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
        113628.99000000
        0.025033591043
        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
            113628.99000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PERFORMANCE FOOD GROUP CO
        000000000
        
          
        
        529661.57000000
        OU
        Notional Amount
        USD
        31506.53000000
        0.006941200368
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Performance Food Group Co
                Performance Food Group Co
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2022-05-20
            0.00000000
            USD
            0.00000000
            USD
            529661.57000000
            USD
            31506.53000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        32093.97000000
        0.007070619213
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1972305.00000000
            NZD
            1405961.56000000
            USD
            2021-09-15
            32093.97000000
          
        
        
          N
          N
          N
        
      
      
        Norwegian Cruise Line Holdings Ltd
        N/A
        Norwegian Cruise Line Holdings Ltd
        000000000
        
          
        
        -198653.00000000
        NS
        USD
        -4773631.59000000
        -1.05167828225
        Short
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        57922.46000000
        0.012760891176
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            3685063.00000000
            AUD
            2762754.01000000
            USD
            2021-09-15
            57922.46000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        14588.74000000
        0.003214043801
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            528310.00000000
            AUD
            402367.61000000
            USD
            2021-09-15
            14588.74000000
          
        
        
          N
          N
          N
        
      
      
        UniFirst Corp/MA
        5493003XBTNWBC8UK019
        UniFirst Corp/MA
        904708104
        
          
        
        1053.00000000
        NS
        USD
        229311.81000000
        0.050519661162
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMERCO
        5493003WIDMLDHYC6Y24
        AMERCO
        023586100
        
          
        
        605.00000000
        NS
        USD
        355715.80000000
        0.078367711136
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1231.24000000
        0.000271254357
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            84498.29000000
            USD
            77573.00000000
            CHF
            2021-09-15
            1231.24000000
          
        
        
          N
          N
          N
        
      
      
        Vodafone Group PLC
        213800TB53ELEUKM7Q61
        Vodafone Group PLC
        000000000
        
          
        
        41435.00000000
        NS
        
        66913.50000000
        0.014741706269
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -4708.63000000
        -0.00103735778
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            953126.56000000
            USD
            1285132.00000000
            SGD
            2021-09-15
            -4708.63000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PEOPLE'S UNITED FINANCIAL
        000000000
        
          
        
        1644211.48000000
        OU
        Notional Amount
        USD
        -222325.28000000
        -0.04898045946
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                People's United Financial Inc
                People's United Financial Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-02-24
            0.00000000
            USD
            0.00000000
            USD
            1644211.48000000
            USD
            -222325.28000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        1780.51000000
        0.000392263974
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            191263.00000000
            CHF
            213154.14000000
            USD
            2021-09-15
            1780.51000000
          
        
        
          N
          N
          N
        
      
      
        NCL CORPORATION LTD
        UNZWILHE4KMRP9K2L524
        NCL Corp Ltd
        62886HAT8
        
          
        
        2730000.00000000
        PA
        USD
        5360518.80000000
        1.180975342837
        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 NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -27154.71000000
        -0.00598245135
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1072541.17000000
            USD
            9234685.00000000
            NOK
            2021-09-15
            -27154.71000000
          
        
        
          N
          N
          N
        
      
      
        Epizyme Inc
        549300TNFWF88O4U4605
        Epizyme Inc
        29428V104
        
          
        
        -16991.00000000
        NS
        USD
        -112650.33000000
        -0.02481798256
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -98.38000000
        -0.00002167408
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            212385.22000000
            USD
            304756.00000000
            NZD
            2021-09-15
            -98.38000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1205.51000000
        -0.00026558578
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            48206.38000000
            USD
            64034.00000000
            AUD
            2021-09-15
            -1205.51000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        9554.44000000
        0.002104937688
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            8331398.00000000
            NOK
            952686.84000000
            USD
            2021-09-15
            9554.44000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -15867.74000000
        -0.00349582015
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            945277.00000000
            CHF
            1028801.82000000
            USD
            2021-09-15
            -15867.74000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        3274.53000000
        0.000721411365
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            437217.00000000
            AUD
            324191.25000000
            USD
            2021-09-15
            3274.53000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: 99FC38620 TRS USD R V 01MFEDL0 FEDL01 -35 BPS / Short: 99FC38620 TRS USD P E IXM INDEX
        000000000
        
          
        
        499511.00000000
        OU
        Notional Amount
        USD
        -150986.56000000
        -0.03326383342
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Financial Select Sector Index
                IXM Index
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2022-10-27
            0.00000000
            USD
            0.00000000
            USD
            499511.00000000
            USD
            -150986.56000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2449.83000000
        0.000539721794
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            358052.86000000
            USD
            449772.00000000
            CAD
            2021-09-15
            2449.83000000
          
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        S+P 500 INDEX
        000000000
        
          
        
        81.00000000
        NC
        USD
        692550.00000000
        0.152575618927
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Purchased
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4350.00000000
            USD
            2021-08-20
            XXXX
            472093.92000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BAV6AK9K1 IRS USD R V 12MUSCPI BAV6AK9K1_FLO CCPINFLATIONZERO / Short: BAV6AK9K1 IRS USD P F  2.38150 BAV6AK9K1_FIX CCPINFLATIONZERO
        000000000
        
          
        
        102000.00000000
        OU
        Notional Amount
        USD
        3041.86000000
        0.000670151862
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2051-02-18
            0.00000000
            USD
            0.00000000
            USD
            102000.00000000
            USD
            3041.86000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        7109.94000000
        0.001566390146
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            670821.82000000
            USD
            487669.00000000
            GBP
            2021-09-15
            7109.94000000
          
        
        
          N
          N
          N
        
      
      
        Wayfair Inc
        54930027N9ZAVYFDHK53
        Wayfair Inc
        94419L101
        
          
        
        -15390.00000000
        NS
        USD
        -3714530.40000000
        -0.81834780854
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        Long: BAV65A5E7 TRS EUR R V 01MEURIB EUR001M-0.35BPS / Short: BAV65A5E7 TRS EUR P E MTX GR
        000000000
        
          
        
        64838.40000000
        OU
        Notional Amount
        
        218.51000000
        0.000048139915
        N/A
        DE
        
        DE
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            
              
                MTU Aero Engines AG
                MTU Aero Engines AG
                
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-11-29
            0.00000000
            EUR
            0.00000000
            EUR
            64838.40000000
            EUR
            271.57000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3944.08000000
        0.000868919857
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            475646.02000000
            USD
            52596114.00000000
            JPY
            2021-09-15
            3944.08000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        124704.23000000
        0.027473576023
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            11270696.00000000
            CHF
            12580474.35000000
            USD
            2021-09-15
            124704.23000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1166.03000000
        0.000256887948
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            53815.69000000
            USD
            39551.00000000
            GBP
            2021-09-15
            1166.03000000
          
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -59751.13000000
        -0.01316376527
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            1833127.64000000
            USD
            2212500.00000000
            CAD
            2021-08-18
            -59751.13000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BAV6KAEF7 IRS USD R V 12MUSCPI BAV6KAEF7_FLO CCPINFLATIONZERO / Short: BAV6KAEF7 IRS USD P F  2.39150 BAV6KAEF7_FIX CCPINFLATIONZERO
        000000000
        
          
        
        482334.00000000
        OU
        Notional Amount
        USD
        7054.40000000
        0.001554154134
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2051-06-23
            0.00000000
            USD
            0.00000000
            USD
            482334.00000000
            USD
            7054.40000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BAV6AWLR6 IRS USD R V 12MUSCPI BAV6AWLR6_FLO CCPINFLATIONZERO / Short: BAV6AWLR6 IRS USD P F  2.30000 BAV6AWLR6_FIX CCPINFLATIONZERO
        000000000
        
          
        
        75000.00000000
        OU
        Notional Amount
        USD
        4580.27000000
        0.001009078810
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2051-02-24
            0.00000000
            USD
            0.00000000
            USD
            75000.00000000
            USD
            4580.27000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -10776.16000000
        -0.00237409469
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            180220.01000000
            USD
            1496825.00000000
            NOK
            2021-09-15
            -10776.16000000
          
        
        
          N
          N
          N
        
      
      
        Mission Advancement Corp
        N/A
        Mission Advancement Corp
        60501L119
        
          
        
        11947.00000000
        NS
        USD
        10632.83000000
        0.002342517678
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              N/A
              N/A
            
            Call
            Purchased
            
              
                Mission Advancement Corp
                Mission Advancement Corp
                
                  
                  
                
              
            
            1.00000000
            11.50000000
            USD
            2028-12-31
            XXXX
            2330.98000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3894.39000000
        0.000857972658
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            2509413.86000000
            USD
            21628219.00000000
            SEK
            2021-09-15
            3894.39000000
          
        
        
          N
          N
          N
        
      
      
        Royal Mail PLC
        213800TCZZU84G8Z2M70
        Royal Mail PLC
        000000000
        
          
        
        35048.00000000
        NS
        
        245629.87000000
        0.054114691274
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2162.85000000
        -0.00047649725
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            491722.05000000
            USD
            53689414.00000000
            JPY
            2021-09-15
            -2162.85000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        11569.71000000
        0.002548921614
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1385193.00000000
            CAD
            1121834.04000000
            USD
            2021-09-15
            11569.71000000
          
        
        
          N
          N
          N
        
      
      
        World Wrestling Entertainment Inc
        549300WZVLSCS3L4L698
        World Wrestling Entertainment Inc
        98156Q108
        
          
        
        -34750.00000000
        NS
        USD
        -1715955.00000000
        -0.37804186871
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Boston Beer Co Inc/The
        529900Q02MQ0DCQNRM58
        Boston Beer Co Inc/The
        100557107
        
          
        
        650.00000000
        NS
        USD
        461500.00000000
        0.101673017305
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -654.25000000
        -0.00014413774
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            93073.07000000
            USD
            125230.00000000
            SGD
            2021-09-15
            -654.25000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        765.52000000
        0.000168651632
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            91385.96000000
            USD
            66289.00000000
            GBP
            2021-09-15
            765.52000000
          
        
        
          N
          N
          N
        
      
      
        WAYFAIR INC
        54930027N9ZAVYFDHK53
        Wayfair Inc
        94419LAF8
        
          
        
        2450000.00000000
        PA
        USD
        4278925.00000000
        0.942689524538
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          1.00000000
          N
          N
          N
          N
          Y
          
            
              Wayfair Inc
              Wayfair Inc
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        436.82000000
        0.000096235769
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            120746.76000000
            USD
            13290069.00000000
            JPY
            2021-09-15
            436.82000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        MAGELLAN HEALTH INC
        000000000
        
          
        
        1624348.76000000
        OU
        Notional Amount
        USD
        5878.12000000
        0.001295008009
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Magellan Health Inc
                Magellan Health Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-01-06
            0.00000000
            USD
            0.00000000
            USD
            1624348.76000000
            USD
            5878.12000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        10618.11000000
        0.002339274716
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1265019.94000000
            USD
            1074448.00000000
            EUR
            2021-09-15
            10618.11000000
          
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        EURO STOXX 50 PR SEP21 4250 CALL
        000000000
        
          
        
        -189.00000000
        NC
        
        -48651.65000000
        -0.01071843998
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            4250.00000000
            EUR
            2021-09-17
            XXXX
            7402.96000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -1618.89000000
        -0.00035665748
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1260490.00000000
            AUD
            923579.17000000
            USD
            2021-09-15
            -1618.89000000
          
        
        
          N
          N
          N
        
      
      
        T-Mobile US Inc
        549300QHIJYOHPACPG31
        T-Mobile US Inc
        872590104
        
          
        
        3082.00000000
        NS
        USD
        443869.64000000
        0.097788874516
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -1324.34000000
        -0.00029176520
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            17294277.00000000
            JPY
            156371.04000000
            USD
            2021-09-15
            -1324.34000000
          
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        Long: BAV6KFBU6 TRS USD R V 01MLIBOR US0001M / Short: BAV6KFBU6 TRS USD P E FTV US EQUITY
        000000000
        
          
        
        87337.90000000
        OU
        Notional Amount
        USD
        -4940.30000000
        -0.00108839698
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            
              
                Fortive Corp
                Fortive Corp
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-11-29
            0.00000000
            USD
            0.00000000
            USD
            87337.90000000
            USD
            -4940.30000000
          
        
        
          N
          N
          N
        
      
      
        Medifast Inc
        5299000YHQJ21T5KKI80
        Medifast Inc
        58470H101
        
          
        
        1230.00000000
        NS
        USD
        351177.30000000
        0.077367834670
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Keyera Corp
        N/A
        Keyera Corp
        000000000
        
          
        
        -32400.00000000
        NS
        
        -867393.40000000
        -0.19109535031
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        DCC PLC
        213800UPS1QEE4TD3T45
        DCC PLC
        000000000
        
          
        
        9679.00000000
        NS
        
        810727.11000000
        0.178611205818
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -1040.27000000
        -0.00022918177
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            598047.00000000
            GBP
            830333.18000000
            USD
            2021-09-15
            -1040.27000000
          
        
        
          N
          N
          N
        
      
      
        Planet Fitness Inc
        549300LLE5HUPF6H8G33
        Planet Fitness Inc
        72703H101
        
          
        
        -6546.00000000
        NS
        USD
        -492455.58000000
        -0.10849283793
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Weyerhaeuser Co
        08IRJODWFYBI7QWRGS31
        Weyerhaeuser Co
        962166104
        
          
        
        39606.00000000
        NS
        USD
        1335910.38000000
        0.294314277756
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -49966.14000000
        -0.01100803513
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1252885.88000000
            USD
            10626295.00000000
            NOK
            2021-09-15
            -49966.14000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -6540.94000000
        -0.00144103381
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            472477.46000000
            USD
            634792.00000000
            AUD
            2021-09-15
            -6540.94000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        7982.96000000
        0.001758725092
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            544074.00000000
            SGD
            409505.56000000
            USD
            2021-09-15
            7982.96000000
          
        
        
          N
          N
          N
        
      
      
        iShares S&P/TSX 60 Index ETF
        5493008RYO4S47ZRDF66
        iShares S&P/TSX 60 Index ETF
        000000000
        
          
        
        -160287.00000000
        NS
        
        -3955784.49000000
        -0.87149847217
        Short
        EC
        RF
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        Long: BAV65A978 TRS USD R V 01MLIBOR US0001M 0 BPS / Short: BAV65A978 TRS USD P E ITW US EQUITY
        000000000
        
          
        
        75834.09000000
        OU
        Notional Amount
        USD
        352.98000000
        0.000077764987
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            
              
                Illinois Tool Works Inc
                Illinois Tool Works Inc
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-11-29
            0.00000000
            USD
            0.00000000
            USD
            75834.09000000
            USD
            352.98000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SAV5ZQYE9 IRS CNY R F   .02883 CCP LCH / Short: SAV5ZQYE9 IRS CNY P V 03MCNRR CNRR007-CCP
        000000000
        
          
        
        56160000.00000000
        OU
        Notional Amount
        
        147930.54000000
        0.032590561979
        N/A
        DIR
        
        CN
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2025-12-16
            0.00000000
            CNY
            0.00000000
            CNY
            56160000.00000000
            CNY
            147930.54000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        323.94000000
        0.000071367187
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            25771332.00000000
            JPY
            235316.12000000
            USD
            2021-09-15
            323.94000000
          
        
        
          N
          N
          N
        
      
      
        CGI Inc
        549300WSRCZY73ZG3090
        CGI Inc
        12532H104
        
          
        
        10100.00000000
        NS
        USD
        918393.00000000
        0.202331066917
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        19430.47000000
        0.004280724837
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            3139941.00000000
            NOK
            374878.63000000
            USD
            2021-09-15
            19430.47000000
          
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        Long: BAV65EZ30 TRS USD R V 01MLIBOR US0001M 0BPS / Short: BAV65EZ30 TRS USD P E FTV US EQUITY
        000000000
        
          
        
        72896.20000000
        OU
        Notional Amount
        USD
        -4123.40000000
        -0.00090842582
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            
              
                Fortive Corp
                Fortive Corp
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-11-29
            0.00000000
            USD
            0.00000000
            USD
            72896.20000000
            USD
            -4123.40000000
          
        
        
          N
          N
          N
        
      
      
        Hydro One Ltd
        5493007QZDXTP1W2VL44
        Hydro One Ltd
        000000000
        
          
        
        -33360.00000000
        NS
        
        -823571.66000000
        -0.18144098730
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Dream Industrial Real Estate Investment Trust
        549300QOI0TM3CBYUH79
        Dream Industrial Real Estate Investment Trust
        000000000
        
          
        
        228770.00000000
        NS
        
        2943057.47000000
        0.648384687061
        Long
        EC
        
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Cinemark Holdings Inc
        549300LL2QMPTYIE0K55
        Cinemark Holdings Inc
        17243V102
        
          
        
        -127156.00000000
        NS
        USD
        -1974732.68000000
        -0.43505315264
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        S+P 500 INDEX SEP21 3400 PUT
        000000000
        
          
        
        17.00000000
        NC
        USD
        9180.00000000
        0.002022444851
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3400.00000000
            USD
            2021-09-17
            XXXX
            -6654.31000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -8166.16000000
        -0.00179908586
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            571358.00000000
            CHF
            623268.13000000
            USD
            2021-09-15
            -8166.16000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2751.40000000
        -0.00060616064
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            333460.96000000
            USD
            474762.00000000
            NZD
            2021-09-15
            -2751.40000000
          
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        S+P 500 INDEX SEP21 4050 PUT
        000000000
        
          
        
        -22.00000000
        NC
        USD
        -68970.00000000
        -0.01519477357
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4050.00000000
            USD
            2021-09-17
            XXXX
            6343.04000000
          
        
        
          N
          N
          N
        
      
      
        Royal Dutch Shell PLC
        21380068P1DRHMJ8KU70
        Royal Dutch Shell PLC
        000000000
        
          
        
        61500.00000000
        NS
        
        1246935.62000000
        0.274712257575
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -1710.29000000
        -0.00037679381
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            416791.00000000
            EUR
            493124.69000000
            USD
            2021-09-15
            -1710.29000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -48617.37000000
        -0.01071088776
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1216355.86000000
            USD
            10048948.00000000
            SEK
            2021-09-15
            -48617.37000000
          
        
        
          N
          N
          N
        
      
      
        Aptiv PLC
        N/A
        Aptiv PLC
        000000000
        
          
        
        1600.00000000
        NS
        USD
        266960.00000000
        0.058813930010
        Long
        EC
        CORP
        JE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        1077.10000000
        0.000237295789
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            16191000.00000000
            JPY
            148679.60000000
            USD
            2021-08-18
            1077.10000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        75788.58000000
        0.016696974227
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            2668770.00000000
            NZD
            1934799.54000000
            USD
            2021-09-15
            75788.58000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2774.97000000
        -0.00061135335
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            123292.69000000
            USD
            101510.00000000
            EUR
            2021-09-15
            -2774.97000000
          
        
        
          N
          N
          N
        
      
      
        Live Nation Entertainment Inc
        5493007B9BM9ZXJINO78
        Live Nation Entertainment Inc
        538034109
        
          
        
        -6105.00000000
        NS
        USD
        -481623.45000000
        -0.10610641249
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tesla Inc
        54930043XZGB27CTOV49
        Tesla Inc
        88160R101
        
          
        
        -1404.00000000
        NS
        USD
        -964828.80000000
        -0.21256133321
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        FTSE 100 INDEX
        000000000
        
          
        
        -18.00000000
        NC
        
        -29398.52000000
        -0.00647678490
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Put
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            7050.00000000
            GBP
            2021-08-20
            XXXX
            11218.88000000
          
        
        
          N
          N
          N
        
      
      
        Invesco DB Gold Fund
        549300B1PZK1PO15FD11
        Invesco DB Gold Fund
        46140H601
        
          
        
        66972.00000000
        NS
        USD
        3495020.88000000
        0.769987688874
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -563.94000000
        -0.00012424156
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            77186.02000000
            USD
            103825.00000000
            SGD
            2021-09-15
            -563.94000000
          
        
        
          N
          N
          N
        
      
      
        Colgate-Palmolive Co
        YMEGZFW4SBUSS5BQXF88
        Colgate-Palmolive Co
        194162103
        
          
        
        19136.00000000
        NS
        USD
        1521312.00000000
        0.335160089497
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Birchcliff Energy Ltd
        5493000BBN3EF2L0XW29
        Birchcliff Energy Ltd
        000000000
        
          
        
        -125860.00000000
        NS
        
        -475152.77000000
        -0.10468085765
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -59331.27000000
        -0.01307126596
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            1832707.78000000
            USD
            2212500.00000000
            CAD
            2021-08-18
            -59331.27000000
          
        
        
          N
          N
          N
        
      
      
        Dye & Durham Ltd
        N/A
        Dye & Durham Ltd
        267488104
        
          
        
        20100.00000000
        NS
        
        759952.71000000
        0.167425103001
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Carillon Reams Unconstrained Bond Fund
        549300MVU3XYYWJ6RX19
        Carillon Reams Unconstrained Bond Fund
        14214M724
        
          
        
        1465659.16900000
        NS
        USD
        18950973.06000000
        4.175086916332
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eli Lilly & Co
        FRDRIPF3EKNDJ2CQJL29
        Eli Lilly & Co
        532457108
        
          
        
        2381.00000000
        NS
        USD
        579773.50000000
        0.127729839867
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bunge Ltd
        5493007M0RIN8HY3MM77
        Bunge Ltd
        000000000
        
          
        
        18220.00000000
        NS
        USD
        1414418.60000000
        0.311610415590
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -424.17000000
        -0.00009344884
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            7829269.00000000
            JPY
            70965.89000000
            USD
            2021-09-15
            -424.17000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -41616.10000000
        -0.00916843869
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1020890.69000000
            USD
            8427126.00000000
            SEK
            2021-09-15
            -41616.10000000
          
        
        
          N
          N
          N
        
      
      
        Sirius XM Holdings Inc
        54930055RWDMVXAGZK98
        Sirius XM Holdings Inc
        82968B103
        
          
        
        -63200.00000000
        NS
        USD
        -408904.00000000
        -0.09008559798
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cenovus Energy Inc
        549300EIRQ0Z2B9C1W06
        Cenovus Energy Inc
        15135U109
        
          
        
        62390.00000000
        NS
        USD
        520332.60000000
        0.114634421331
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: 99TP5K957 TRS USD R V 01MFEDL FEDL01M-127 BPS / Short: 99TP5K957 TRS USD P E RE SPSIRE INDEX
        000000000
        
          
        
        203825.39000000
        OU
        Notional Amount
        USD
        -4580.08000000
        -0.00100903695
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                S&P Retail Select Industry Index
                SPSIRETR Index
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2024-07-24
            0.00000000
            USD
            0.00000000
            USD
            203825.39000000
            USD
            -4580.08000000
          
        
        
          N
          N
          N
        
      
      
        Brookfield Asset Management Inc
        C6J3FGIWG6MBDGTE8F80
        Brookfield Asset Management Inc
        112585104
        
          
        
        11140.00000000
        NS
        USD
        601448.60000000
        0.132505078908
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625H100
        
          
        
        886.00000000
        NS
        USD
        134477.08000000
        0.029626631597
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -319.82000000
        -0.00007045951
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            35000.00000000
            EUR
            41233.92000000
            USD
            2021-09-15
            -319.82000000
          
        
        
          N
          N
          N
        
      
      
        Amazon.com Inc
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135106
        
          
        
        505.00000000
        NS
        USD
        1680432.95000000
        0.370216009547
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Schneider Electric SE
        969500A1YF1XUYYXS284
        Schneider Electric SE
        000000000
        
          
        
        1929.00000000
        NS
        
        323333.29000000
        0.071233523704
        Long
        EC
        CORP
        FR
        
        N
        
        1
        
          N
          N
          N
        
      
      
        IGM Financial Inc
        254900RYHLVJNTUFDA95
        IGM Financial Inc
        000000000
        
          
        
        -13510.00000000
        NS
        
        -476791.68000000
        -0.10504192574
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        HP Inc
        WHKXQACZ14C5XRO8LW03
        HP Inc
        40434L105
        
          
        
        35344.00000000
        NS
        USD
        1020381.28000000
        0.224800094344
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BRP Inc
        529900EPQGESIRCPY551
        BRP Inc
        000000000
        
          
        
        -3060.00000000
        NS
        
        -256381.69000000
        -0.05648342362
        Short
        EC
        CORP
        CA
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Equinor ASA
        OW6OFBNCKXC4US5C7523
        Equinor ASA
        000000000
        
          
        
        59250.00000000
        NS
        
        1156463.96000000
        0.254780455511
        Long
        EC
        CORP
        NO
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        14162.87000000
        0.003120220426
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            953931.09000000
            USD
            875987.00000000
            CHF
            2021-09-15
            14162.87000000
          
        
        
          N
          N
          N
        
      
      
        Tourmaline Oil Corp
        549300EWGW5PUCV5A109
        Tourmaline Oil Corp
        000000000
        
          
        
        -11150.00000000
        NS
        
        -304399.65000000
        -0.06706225543
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BAV6GJGY0 IRS PLN R V 06MWIBOR BAV6GJGY0_FLO CCPVANILLA / Short: BAV6GJGY0 IRS PLN P F  1.43250 BAV6GJGY0_FIX CCPVANILLA
        000000000
        
          
        
        6005195.00000000
        OU
        Notional Amount
        
        -3732.04000000
        -0.00082220534
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2026-06-16
            0.00000000
            PLN
            0.00000000
            PLN
            6005195.00000000
            PLN
            -3732.04000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        -2857.82000000
        -0.00062960602
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            10192566.00000000
            NOK
            1150962.86000000
            USD
            2021-09-15
            -2857.82000000
          
        
        
          N
          N
          N
        
      
      
        Peloton Interactive Inc
        5493002YS021166W0339
        Peloton Interactive Inc
        70614W100
        
          
        
        -4453.00000000
        NS
        USD
        -525676.65000000
        -0.11581176843
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        3468.19000000
        0.000764076580
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            350376.00000000
            CHF
            390685.00000000
            USD
            2021-09-15
            3468.19000000
          
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        Long: BAV6KFAP8 TRS CHF R V 01MLIBOR SF0001M-0.35BPS / Short: BAV6KFAP8 TRS CHF P E GEBN CH EQUITY
        000000000
        
          
        
        74073.40000000
        OU
        Notional Amount
        
        -1159.57000000
        -0.00025546474
        N/A
        DE
        
        CH
        N
        
        2
        
          
            
              Credit Suisse Group AG
              549300506SI9CRFV9Z86
            
            
              
                Geberit AG
                Geberit AG
                
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-11-29
            0.00000000
            CHF
            0.00000000
            CHF
            74073.40000000
            CHF
            -1159.57000000
          
        
        
          N
          N
          N
        
      
      
        Venture Corp Ltd
        254900B1NLZC3J1MAE72
        Venture Corp Ltd
        000000000
        
          
        
        21800.00000000
        NS
        
        306015.72000000
        0.067418291647
        Long
        EC
        CORP
        SG
        N
        
        1
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        Long: BAV65A9G8 TRS USD R V 01MLIBOR US0001M 0 BPS / Short: BAV65A9G8 TRS USD P E PH US EQUITY
        000000000
        
          
        
        73584.84000000
        OU
        Notional Amount
        USD
        -678.30000000
        -0.00014943620
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            
              
                Parker-Hannifin Corp
                Parker-Hannifin Corp
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-11-29
            0.00000000
            USD
            0.00000000
            USD
            73584.84000000
            USD
            -678.30000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BAV6KF236 IRS USD R V 03MLIBOR BAV6KF236_FLO CCPVANILLA / Short: BAV6KF236 IRS USD P F  1.79270 BAV6KF236_FIX CCPVANILLA
        000000000
        
          
        
        507600.00000000
        OU
        Notional Amount
        USD
        -17759.25000000
        -0.00391253853
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2051-06-25
            0.00000000
            USD
            0.00000000
            USD
            507600.00000000
            USD
            -17759.25000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1143.43000000
        -0.00025190894
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            399665.84000000
            USD
            542947.00000000
            AUD
            2021-09-15
            -1143.43000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -10075.42000000
        -0.00221971473
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            2153415.26000000
            USD
            18444464.00000000
            SEK
            2021-09-15
            -10075.42000000
          
        
        
          N
          N
          N
        
      
      
        Boise Cascade Co
        549300Z8B8LSRHC7XA55
        Boise Cascade Co
        09739D100
        
          
        
        10114.00000000
        NS
        USD
        517331.10000000
        0.113973161176
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Motorola Solutions Inc
        6S552MUG6KGJVEBSEC55
        Motorola Solutions Inc
        620076307
        
          
        
        1164.00000000
        NS
        USD
        260642.88000000
        0.057422205956
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vonage Holdings Corp
        529900W7N0N4WLN1JY21
        Vonage Holdings Corp
        92886T201
        
          
        
        47336.00000000
        NS
        USD
        675011.36000000
        0.148711682961
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        637.14000000
        0.000140368247
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            12621344.00000000
            INR
            170000.00000000
            USD
            2021-08-18
            637.14000000
          
        
        
          N
          N
          N
        
      
      
        Atco Ltd/Canada
        5299005SPZ1QYL51JD25
        Atco Ltd/Canada
        000000000
        
          
        
        -11020.00000000
        NS
        
        -398189.80000000
        -0.08772515368
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        SEASPAN CORP
        5493007Z8Q1H45KT7W98
        Seaspan Corp
        81254UAH9
        
          
        
        125000.00000000
        PA
        USD
        146330.00000000
        0.032237947177
        Long
        DBT
        CORP
        MH
        
        N
        
        2
        
          2025-12-15
          Fixed
          3.75000000
          N
          N
          N
          N
          Y
          
            
              Atlas Corp
              Atlas Corp
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Medexus Pharmaceuticals Inc
        549300CN25ACX5TNFA18
        Medexus Pharmaceuticals Inc
        58410Q120
        
          
        
        12500.00000000
        NS
        
        12524.05000000
        0.002759172161
        N/A
        DE
        
        CA
        N
        
        1
        
          
            
              N/A
              N/A
            
            Call
            Purchased
            
              
                Medexus Pharmaceuticals Inc
                Medexus Pharmaceuticals Inc
                
                  
                
              
            
            1.00000000
            10.00000000
            CAD
            2023-02-23
            XXXX
            12524.05000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BAV6GP3D6 IRS PLN R V 06MWIBOR BAV6GP3D6_FLO CCPVANILLA / Short: BAV6GP3D6 IRS PLN P F  1.51500 BAV6GP3D6_FIX CCPVANILLA
        000000000
        
          
        
        6100000.00000000
        OU
        Notional Amount
        
        -9993.91000000
        -0.00220175727
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2026-06-16
            0.00000000
            PLN
            0.00000000
            PLN
            6100000.00000000
            PLN
            -9993.91000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        15504.54000000
        0.003415803605
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            369382.00000000
            AUD
            286630.46000000
            USD
            2021-09-15
            15504.54000000
          
        
        
          N
          N
          N
        
      
      
        Coles Group Ltd
        549300OHQRG2HN8LZ793
        Coles Group Ltd
        000000000
        
          
        
        25125.00000000
        NS
        
        322480.36000000
        0.071045614784
        Long
        EC
        CORP
        AU
        N
        
        1
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        S+P500 EMINI FUT SEP21
        000000000
        
          
        
        8.00000000
        NC
        USD
        50933.33000000
        0.011221116668
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                E-mini S&P 500 Index
                ESU1 Index
              
            
            2021-09-17
            1704866.67000000
            USD
            50933.33000000
          
        
        
          N
          N
          N
        
      
      
        PrairieSky Royalty Ltd
        529900AXG582AP7CV733
        PrairieSky Royalty Ltd
        000000000
        
          
        
        -66180.00000000
        NS
        
        -741580.96000000
        -0.16337762465
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -8546.97000000
        -0.00188298207
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            399326.08000000
            USD
            560997.00000000
            NZD
            2021-09-15
            -8546.97000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -45549.38000000
        -0.01003497920
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            717182.89000000
            USD
            5933044.00000000
            NOK
            2021-09-15
            -45549.38000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        20662.05000000
        0.004552054100
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            3717036.00000000
            SGD
            2763807.19000000
            USD
            2021-09-15
            20662.05000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        16596.04000000
        0.003656271857
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1133917.00000000
            SGD
            853418.42000000
            USD
            2021-09-15
            16596.04000000
          
        
        
          N
          N
          N
        
      
      
        Park Hotels & Resorts Inc
        5493005UZ5TQN0H6HS73
        Park Hotels & Resorts Inc
        700517105
        
          
        
        37344.00000000
        NS
        USD
        690864.00000000
        0.152204176441
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Allovir Inc
        N/A
        Allovir Inc
        019818103
        
          
        
        -10445.00000000
        NS
        USD
        -199917.30000000
        -0.04404375970
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        Long: BAV6KFBA0 TRS EUR R V 01MEURIB EUR001M-0.35BPS / Short: BAV6KFBA0 TRS EUR P E WDP BE EQUITY
        000000000
        
          
        
        62015.94000000
        OU
        Notional Amount
        
        -1447.34000000
        -0.00031886332
        N/A
        DE
        
        DE
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            
              
                Warehouses De Pauw CVA
                Warehouses De Pauw CVA
                
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-11-29
            0.00000000
            EUR
            0.00000000
            EUR
            62015.94000000
            EUR
            -1455.96000000
          
        
        
          N
          N
          N
        
      
      
        GUESS INC
        549300QVH3ZK2DW0KP86
        Guess? Inc
        401617AD7
        
          
        
        1000000.00000000
        PA
        USD
        1135620.00000000
        0.250188324837
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          2.00000000
          N
          N
          N
          N
          Y
          
            
              Guess? Inc
              Guess? Inc
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SAV5ZQYP4 IRS CNY R F   .02875 CCP LCH / Short: SAV5ZQYP4 IRS CNY P V 03MCNRR CNRR007-CCP
        000000000
        
          
        
        31881000.00000000
        OU
        Notional Amount
        
        82291.92000000
        0.018129724390
        N/A
        DIR
        
        CN
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2025-12-16
            0.00000000
            CNY
            0.00000000
            CNY
            31881000.00000000
            CNY
            82291.92000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        890.71000000
        0.000196232228
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            275642.96000000
            USD
            198924.00000000
            GBP
            2021-09-15
            890.71000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        35.70000000
        0.000007865063
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            9040.82000000
            USD
            7645.00000000
            EUR
            2021-09-15
            35.70000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        20955.63000000
        0.004616732679
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            1017754.00000000
            AUD
            767985.77000000
            USD
            2021-09-15
            20955.63000000
          
        
        
          N
          N
          N
        
      
      
        American Express Co
        R4PP93JZOLY261QX3811
        American Express Co
        025816109
        
          
        
        12260.00000000
        NS
        USD
        2090697.80000000
        0.460601416251
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Johnson Outdoors Inc
        N/A
        Johnson Outdoors Inc
        479167108
        
          
        
        126.00000000
        NS
        USD
        14914.62000000
        0.003285838390
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        2459.52000000
        0.000541856597
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            3373956.00000000
            SEK
            394530.24000000
            USD
            2021-09-15
            2459.52000000
          
        
        
          N
          N
          N
        
      
      
        CH Robinson Worldwide Inc
        529900WNWN5L0OVDHA79
        CH Robinson Worldwide Inc
        12541W209
        
          
        
        12946.00000000
        NS
        USD
        1154394.82000000
        0.254324603491
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        FLAGSTAR BANCORP INC
        000000000
        
          
        
        8709.72000000
        OU
        Notional Amount
        USD
        -564.44000000
        -0.00012435171
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Flagstar Bancorp Inc
                Flagstar Bancorp Inc
                
                  
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2022-04-28
            0.00000000
            USD
            0.00000000
            USD
            8709.72000000
            USD
            -564.44000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        131.57000000
        0.000028986173
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            79352.88000000
            USD
            57177.00000000
            GBP
            2021-09-15
            131.57000000
          
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        Long: BAV6KFBN2 TRS USD R V 01MLIBOR US0001M / Short: BAV6KFBN2 TRS USD P E ITW US EQUITY
        000000000
        
          
        
        90864.27000000
        OU
        Notional Amount
        USD
        422.94000000
        0.000093177867
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            
              
                Illinois Tool Works Inc
                Illinois Tool Works Inc
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-11-29
            0.00000000
            USD
            0.00000000
            USD
            90864.27000000
            USD
            422.94000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        -1249.35000000
        -0.00027524416
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            177045.00000000
            SGD
            129408.55000000
            USD
            2021-09-15
            -1249.35000000
          
        
        
          N
          N
          N
        
      
      
        RenaissanceRe Holdings Ltd
        EK6GB9U3U58PDI411C94
        RenaissanceRe Holdings Ltd
        000000000
        
          
        
        1758.00000000
        NS
        USD
        268429.02000000
        0.059137569655
        Long
        EC
        CORP
        BM
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -6672.01000000
        -0.00146990983
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1048447.79000000
            USD
            1299745.00000000
            CAD
            2021-09-15
            -6672.01000000
          
        
        
          N
          N
          N
        
      
      
        Capital One Financial Corp
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp
        14040H105
        
          
        
        4440.00000000
        NS
        USD
        717948.00000000
        0.158171049682
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Arrow Electronics Inc
        549300YNNLBXT8N8R512
        Arrow Electronics Inc
        042735100
        
          
        
        11118.00000000
        NS
        USD
        1318261.26000000
        0.290426001952
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Yamana Gold Inc
        54930002VY22NXG01418
        Yamana Gold Inc
        000000000
        
          
        
        -48380.00000000
        NS
        
        -216771.56000000
        -0.04775691998
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BAV6HLSS4 IRS PLN R V 06MWIBOR BAV6HLSS4_FLO CCPVANILLA / Short: BAV6HLSS4 IRS PLN P F  1.50500 BAV6HLSS4_FIX CCPVANILLA
        000000000
        
          
        
        7228092.00000000
        OU
        Notional Amount
        
        -10951.20000000
        -0.00241265774
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2026-06-16
            0.00000000
            PLN
            0.00000000
            PLN
            7228092.00000000
            PLN
            -10951.20000000
          
        
        
          N
          N
          N
        
      
      
        Altus Group Ltd/Canada
        54930041VO1EIY4IV355
        Altus Group Ltd/Canada
        000000000
        
          
        
        -7750.00000000
        NS
        
        -364764.35000000
        -0.08036119625
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -2485.37000000
        -0.00054755160
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            852281.00000000
            GBP
            1182310.79000000
            USD
            2021-09-15
            -2485.37000000
          
        
        
          N
          N
          N
        
      
      
        Loblaw Cos Ltd
        5493008LN3O1DIDTSH67
        Loblaw Cos Ltd
        000000000
        
          
        
        19400.00000000
        NS
        
        1312407.82000000
        0.289136431191
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -34854.10000000
        -0.00767870316
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            908986.83000000
            USD
            7721872.00000000
            NOK
            2021-09-15
            -34854.10000000
          
        
        
          N
          N
          N
        
      
      
        State Street Global Advisors
        549300BZ5TGIFZUZDZ37
        State Street Institutional US Government Money Market Fund
        857492706
        
          
        
        619742.06000000
        NS
        USD
        619742.06000000
        0.136535309190
        Long
        STIV
        RF
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        ZOOM VIDEO COMMUNICATIONS-A
        000000000
        
          
        
        1992845.89000000
        OU
        Notional Amount
        USD
        -160433.61000000
        -0.03534511203
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                Zoom Video Communications Inc
                Zoom Video Communications Inc
                
                  
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2022-07-21
            0.00000000
            USD
            0.00000000
            USD
            1992845.89000000
            USD
            -160433.61000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        16680.77000000
        0.003674938714
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            10397703.00000000
            NOK
            1193723.40000000
            USD
            2021-09-15
            16680.77000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        21265.41000000
        0.004684980279
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            959760.86000000
            USD
            8666143.00000000
            NOK
            2021-09-15
            21265.41000000
          
        
        
          N
          N
          N
        
      
      
        SPDR Bloomberg Barclays High Yield Bond ETF
        549300NCLW2248PN7J24
        SPDR Bloomberg Barclays High Yield Bond ETF
        78468R622
        
          
        
        -22000.00000000
        NS
        USD
        -2414940.00000000
        -0.53203518182
        Short
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        841.17000000
        0.000185318075
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            194882.88000000
            USD
            164855.00000000
            EUR
            2021-09-15
            841.17000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BAV6HLKF0 IRS PLN R V 06MWIBOR BAV6HLKF0_FLO CCPVANILLA / Short: BAV6HLKF0 IRS PLN P F  1.50080 BAV6HLKF0_FIX CCPVANILLA
        000000000
        
          
        
        5050906.00000000
        OU
        Notional Amount
        
        -7391.09000000
        -0.00162833027
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2026-06-16
            0.00000000
            PLN
            0.00000000
            PLN
            5050906.00000000
            PLN
            -7391.09000000
          
        
        
          N
          N
          N
        
      
      
        Caterpillar Inc
        WRJR7GS4GTRECRRTVX92
        Caterpillar Inc
        149123101
        
          
        
        -2200.00000000
        NS
        USD
        -454850.00000000
        -0.10020795649
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1354.32000000
        0.000298370099
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            426356.48000000
            USD
            307673.00000000
            GBP
            2021-09-15
            1354.32000000
          
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        Long: BAV6HPTP0 TRS SEK R V 01MSTIBO STIB1M-0.35 BPS / Short: BAV6HPTP0 TRS SEK P E NIBE B SE EQUITY
        000000000
        
          
        
        885589.92000000
        OU
        Notional Amount
        
        -14919.06000000
        -0.00328681656
        N/A
        DE
        
        SE
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            
              
                Nibe Industrier AB
                Nibe Industrier AB
                
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-11-29
            0.00000000
            SEK
            0.00000000
            SEK
            885589.92000000
            SEK
            -14920.14000000
          
        
        
          N
          N
          N
        
      
      
        Invesco QQQ Trust Series 1
        549300VY6FEJBCIMET58
        Invesco QQQ Trust Series 1
        46090E103
        
          
        
        -2080.00000000
        NS
        USD
        -758305.60000000
        -0.16706222836
        Short
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        -7479.92000000
        -0.00164790040
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            13532484.00000000
            NOK
            1524426.75000000
            USD
            2021-09-15
            -7479.92000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -40879.61000000
        -0.00900618265
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            1819582.14000000
            USD
            1499000.00000000
            EUR
            2021-08-18
            -40879.61000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2942.81000000
        -0.00064833016
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            194462.02000000
            USD
            137769.00000000
            GBP
            2021-09-15
            -2942.81000000
          
        
        
          N
          N
          N
        
      
      
        ConocoPhillips
        WPTL2Z3FIYTHSP5V2253
        ConocoPhillips
        20825C104
        
          
        
        1196.00000000
        NS
        USD
        67047.76000000
        0.014771285076
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: 78378X107 TRS USD R V 01MFEDL0 FEDL01 -25 BPS / Short: 78378X107 TRS USD P E SPX INDEX
        000000000
        
          
        
        1523208.17000000
        OU
        Notional Amount
        USD
        -107433.29000000
        -0.02366861701
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                S&P 500 Index
                SPX Index
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2022-10-27
            0.00000000
            USD
            0.00000000
            USD
            1523208.17000000
            USD
            -107433.29000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        2985.96000000
        0.000657836539
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            166706.00000000
            SGD
            126013.76000000
            USD
            2021-09-15
            2985.96000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        11488.34000000
        0.002530994998
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            508019.00000000
            CAD
            418677.36000000
            USD
            2021-09-15
            11488.34000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        2020.75000000
        0.000445191223
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            764010.00000000
            NZD
            534214.59000000
            USD
            2021-09-15
            2020.75000000
          
        
        
          N
          N
          N
        
      
    
    
      
      
    
    
      2021-08-27
      PACE SELECT ADVISORS TRUST
      Joanne Kilkeary
      Joanne Kilkeary
      Vice President and Treasurer
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