0001752724-22-000201.txt : 20220104
0001752724-22-000201.hdr.sgml : 20220104
20220104134954
ACCESSION NUMBER: 0001752724-22-000201
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211130
FILED AS OF DATE: 20220104
PERIOD START: 20220531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AltShares Trust
CENTRAL INDEX KEY: 0001779306
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0531
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23475
FILM NUMBER: 22505117
BUSINESS ADDRESS:
STREET 1: 41 MADISON AVENUE
STREET 2: 42ND FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10010
BUSINESS PHONE: 1-800-560-8210
MAIL ADDRESS:
STREET 1: 41 MADISON AVENUE
STREET 2: 42ND FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10010
FORMER COMPANY:
FORMER CONFORMED NAME: wicShares Trust
DATE OF NAME CHANGE: 20190930
FORMER COMPANY:
FORMER CONFORMED NAME: AltShares Trust
DATE OF NAME CHANGE: 20190926
FORMER COMPANY:
FORMER CONFORMED NAME: wicShares Trusts
DATE OF NAME CHANGE: 20190926
0001779306
S000067196
AltShares Merger Arbitrage ETF
C000216184
AltShares Merger Arbitrage ETF
ARB
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001779306
XXXXXXXX
S000067196
C000216184
AltShares Trust
811-23475
0001779306
549300MJC5CESCLT8M40
41 Madison Avenue
42nd Floor
New York
10010
855-955-1607
AltShares Merger Arbitrage ETF
S000067196
549300253RKVXL6EB213
2022-05-31
2021-11-30
N
8818672.12
140245.53
8678426.59
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
144793.32000000
N
PAE Inc
N/A
PAE Inc
69290Y109
19049.00000000
NS
USD
188966.08000000
2.177423269533
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
2528.08000000
0.029130626085
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
108090.00000000
CAD
87151.92000000
USD
2021-12-15
2528.08000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-2154.37000000
-0.02482443076
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
85486.42000000
USD
106440.00000000
CAD
2021-12-15
-2154.37000000
N
N
N
Swedish Orphan Biovitrum AB
549300124Y3MQI87PT35
Swedish Orphan Biovitrum AB
000000000
5604.00000000
NS
136937.63000000
1.577908490437
Long
EC
CORP
SE
N
1
N
N
N
Enable Midstream Partners LP
549300TLGDBYE711G509
Enable Midstream Partners LP
292480100
11398.00000000
NS
USD
81381.72000000
0.937747403357
Long
EC
CORP
US
N
1
N
N
N
Atotech Ltd
N/A
Atotech Ltd
000000000
5219.00000000
NS
USD
125986.66000000
1.451722368028
Long
EC
CORP
JE
N
1
N
N
N
Meggitt PLC
YMFO3TKB4UAWQTDZJJ31
Meggitt PLC
000000000
2277.00000000
NS
22336.71000000
0.257382023899
Long
EC
CORP
GB
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: WBSMSS TRS USD R V 01MFEDL FEDL01M-40BPS / Short: WBSMSS TRS USD P E WBS US PE
000000000
83326.10000000
OU
Notional Amount
USD
3407.23000000
0.039260918608
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Webster Financial Corp
Webster Financial Corp
Y
equity-performance leg
2022-03-31
0.00000000
USD
0.00000000
USD
83326.10000000
USD
3407.23000000
N
N
N
Corvus Gold Inc
529900RCMTBBPJKNYZ51
Corvus Gold Inc
221013105
13090.00000000
NS
41705.19000000
0.480561649827
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
606.07000000
0.006983639185
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
16800.00000000
GBP
22953.76000000
USD
2021-12-15
606.07000000
N
N
N
FTS International Inc
549300LIZ1UTOOLOZV47
FTS International Inc
30283W302
1616.00000000
NS
USD
42565.44000000
0.490474160938
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: MGGTMS TRS GBP R E MGGT LN RE / Short: MGGTMS TRS GBP P V 01MSONIO SONIO/N+90BPS
000000000
121979.72000000
OU
Notional Amount
-2573.88000000
-0.02965837151
N/A
DE
GB
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Meggitt PLC
Meggitt PLC
Y
equity-performance leg
2022-08-02
0.00000000
GBP
0.00000000
GBP
121979.72000000
GBP
-2573.88000000
N
N
N
Rogers Corp
PW0CN80KNFR7RUOOKJ84
Rogers Corp
775133101
874.00000000
NS
USD
238269.88000000
2.745542380626
Long
EC
CORP
US
N
1
N
N
N
Forterra Inc
549300M8CB93DI1JD480
Forterra Inc
34960W106
1785.00000000
NS
USD
42465.15000000
0.489318536714
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
2968.09000000
0.034200784776
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
55200.00000000
GBP
76396.20000000
USD
2021-12-15
2968.09000000
N
N
N
GCP Student Living PLC
2138004J4ID66FK38H25
GCP Student Living PLC
000000000
1392.00000000
NS
3906.22000000
0.045010693580
Long
EC
GB
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-12.44000000
-0.00014334395
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1147.04000000
USD
1000.00000000
EUR
2021-12-15
-12.44000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
5945.53000000
0.068509307975
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
113700.00000000
GBP
157191.47000000
USD
2021-12-15
5945.53000000
N
N
N
Atlantic Capital Bancshares Inc
5493005URKIOUNJO6097
Atlantic Capital Bancshares Inc
048269203
1668.00000000
NS
USD
46603.92000000
0.537008863492
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: IIVIMSS TRS USD R V 01MFEDL FEDL01M-40BPS / Short: IIVIMSS TRS USD P E IIVI US PE
000000000
38398.67000000
OU
Notional Amount
USD
-995.23000000
-0.01146786217
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
II-VI Inc
II-VI Inc
Y
equity-performance leg
2022-02-28
0.00000000
USD
0.00000000
USD
38398.67000000
USD
-995.23000000
N
N
N
Welbilt Inc
549300UR3W71YLZWI068
Welbilt Inc
949090104
5661.00000000
NS
USD
133373.16000000
1.536835722660
Long
EC
CORP
US
N
1
N
N
N
Hill-Rom Holdings Inc
JLZ01A0E2071OH26RE45
Hill-Rom Holdings Inc
431475102
1515.00000000
NS
USD
235582.50000000
2.714576168351
Long
EC
CORP
US
N
1
N
N
N
Ferro Corp
1YTO5R7OHOPE81ZNYD08
Ferro Corp
315405100
4352.00000000
NS
USD
91914.24000000
1.059111799204
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
434.75000000
0.005009548626
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
135120.00000000
SEK
15428.60000000
USD
2021-12-15
434.75000000
N
N
N
Dicerna Pharmaceuticals Inc
549300CTZMJMPH28WN39
Dicerna Pharmaceuticals Inc
253031108
5807.00000000
NS
USD
220724.07000000
2.543365064058
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: EQNMS TRS GBP R E RE EQN LN / Short: EQNMS TRS GBP P V 01MSONIA SONIA01M+150BPS
000000000
19033.50000000
OU
Notional Amount
198.64000000
0.002288894166
N/A
DE
GB
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Equiniti Group PLC
Equiniti Group PLC
Y
equity-performance leg
2022-04-28
0.00000000
GBP
0.00000000
GBP
19033.50000000
GBP
198.64000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-105.87000000
-0.00121992159
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
83093.45000000
USD
106000.00000000
CAD
2021-12-15
-105.87000000
N
N
N
Charles Stanley Group PLC
213800LBSEGKE5MCYC90
Charles Stanley Group PLC
000000000
515.00000000
NS
3544.49000000
0.040842541712
Long
EC
CORP
GB
N
1
N
N
N
Marlin Business Services Corp
N/A
Marlin Business Services Corp
571157106
941.00000000
NS
USD
21595.95000000
0.248846375273
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
96.00000000
0.001106191300
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
4830.00000000
CAD
3877.42000000
USD
2021-12-15
96.00000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
93.97000000
0.001082799964
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
6300.00000000
GBP
8474.35000000
USD
2021-12-15
93.97000000
N
N
N
Phillips 66 Partners LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549207
5531.00000000
NS
USD
190487.64000000
2.194955940740
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-94.13000000
-0.00108464361
N/A
DFE
SE
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1710.92000000
USD
14570.00000000
SEK
2021-12-15
-94.13000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: AMDMSS TRS USD R V 01MFEDL FEDL01M-40 BPS / Short: AMDMSS TRS USD P E AMD US PE
000000000
352244.43000000
OU
Notional Amount
USD
-103069.32000000
-1.18764984563
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Advanced Micro Devices Inc
Advanced Micro Devices Inc
Y
equity-performance leg
2021-12-31
0.00000000
USD
0.00000000
USD
352244.43000000
USD
-103069.32000000
N
N
N
Neo Lithium Corp
254900R0YJWNNUFEYU56
Neo Lithium Corp
64047A108
27665.00000000
NS
138601.12000000
1.597076596346
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-3738.49000000
-0.04307796996
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
88811.13000000
USD
74980.00000000
EUR
2021-12-15
-3738.49000000
N
N
N
Morgan Stanley & Co. LLC
549300BI6Y5SI6BYPB26
Morgan Stanley Institutional Liquidity Funds - Government Portfolio
61747C707
5833.00000000
NS
USD
5833.00000000
0.067212644360
Long
STIV
RF
US
N
1
N
N
N
Raven Industries Inc
ZN4TZXB8X0VUOSZJ5442
Raven Industries Inc
754212108
1644.00000000
NS
USD
95352.00000000
1.098724509692
Long
EC
CORP
US
N
2
N
N
N
Kirkland Lake Gold Ltd
5493000QHU254ST8A805
Kirkland Lake Gold Ltd
49741E100
1996.00000000
NS
USD
78941.80000000
0.909632629617
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: RJFMSS TRS USD R V 01MFEDL FEDL01M-40BPS / Short: RJFMSS TRS USD P E RJF US PE
000000000
149711.30000000
OU
Notional Amount
USD
3652.36000000
0.042085508958
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Raymond James Financial Inc
Raymond James Financial Inc
Y
equity-performance leg
2022-10-31
0.00000000
USD
0.00000000
USD
149711.30000000
USD
3652.36000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
20.53000000
0.000236563618
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1000.00000000
EUR
1155.13000000
USD
2021-12-15
20.53000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
4108.29000000
0.047339111040
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1258890.00000000
SEK
143803.43000000
USD
2021-12-15
4108.29000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
167.74000000
0.001932838841
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
13356.75000000
USD
11920.00000000
EUR
2021-12-15
167.74000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: SSBMSS TRS USD R V 01MFEDL FEDL01M-40BPS / Short: SSBMSS TRS USD P E SSB US RE
000000000
47142.69000000
OU
Notional Amount
USD
258.69000000
0.002980839871
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
South State Corp
South State Corp
Y
equity-performance leg
2022-08-31
0.00000000
USD
0.00000000
USD
47142.69000000
USD
258.69000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: CAYMS TRS GBP R E CAY LN RE / Short: CAYMS TRS GBP P V 01MSONIA SONIO/N+135BPS
000000000
17440.38000000
OU
Notional Amount
226.29000000
0.002607500307
N/A
DE
GB
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Charles Stanley Group PLC
Charles Stanley Group PLC
Y
equity-performance leg
2022-08-11
0.00000000
GBP
0.00000000
GBP
17440.38000000
GBP
226.29000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
422.95000000
0.004873579278
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
33160.00000000
CAD
26383.97000000
USD
2021-12-15
422.95000000
N
N
N
Aerojet Rocketdyne Holdings Inc
549300VULNLWHE8QWI76
Aerojet Rocketdyne Holdings Inc
007800105
3083.00000000
NS
USD
129609.32000000
1.493465649053
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: STCKMS TRS GBP R E STCK LN RE / Short: STCKMS TRS GBP P V 01MSONIO SONIO/N+135 BPS
000000000
57672.62000000
OU
Notional Amount
527.58000000
0.006079212568
N/A
DE
GB
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Stock Spirits Group PLC
Stock Spirits Group PLC
Y
equity-performance leg
2022-08-12
0.00000000
GBP
0.00000000
GBP
57672.62000000
GBP
527.58000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-1424.56000000
-0.01641495708
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
35345.15000000
USD
25500.00000000
GBP
2021-12-15
-1424.56000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
26.33000000
0.000303396009
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
2930.00000000
CAD
2320.23000000
USD
2021-12-15
26.33000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-36.93000000
-0.00042553796
N/A
DFE
SE
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
2399.42000000
USD
21290.00000000
SEK
2021-12-15
-36.93000000
N
N
N
Columbia Property Trust Inc
549300J5GYF2C9BGCC39
Columbia Property Trust Inc
198287203
7511.00000000
NS
USD
144211.20000000
1.661720572323
Long
EC
US
N
1
N
N
N
Soliton Inc
N/A
Soliton Inc
834251100
2056.00000000
NS
USD
42209.68000000
0.486374800342
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: SPGIMSS TRS USD R V 01MFEDL FEDL01M-40BPS / Short: SPGIMSS TRS USD P E SPGI US PE
000000000
245508.94000000
OU
Notional Amount
USD
8529.34000000
0.098282101156
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
S&P Global Inc
S&P Global Inc
Y
equity-performance leg
2021-12-31
0.00000000
USD
0.00000000
USD
245508.94000000
USD
8529.34000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
3838.32000000
0.044228293691
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
85300.00000000
GBP
117306.03000000
USD
2021-12-15
3838.32000000
N
N
N
Change Healthcare Inc
549300GS1BPJEDOZHM07
Change Healthcare Inc
15912K100
8411.00000000
NS
USD
170575.08000000
1.965506975614
Long
EC
CORP
US
N
1
N
N
N
Intersect ENT Inc
549300SWZUVLSFMOXR50
Intersect ENT Inc
46071F103
3431.00000000
NS
USD
91847.87000000
1.058347029239
Long
EC
CORP
US
N
1
N
N
N
CorePoint Lodging Inc
549300VM1I60JN1Z8171
CorePoint Lodging Inc
21872L104
5651.00000000
NS
USD
87194.93000000
1.004732010990
Long
EC
US
N
1
N
N
N
Nuance Communications Inc
AEMSOT3SS15TNMJCE605
Nuance Communications Inc
67020Y100
4289.00000000
NS
USD
237996.61000000
2.742393537951
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
772.01000000
0.008895736940
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
30330.00000000
CAD
24517.42000000
USD
2021-12-15
772.01000000
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
000000000
1826.00000000
NS
USD
233399.32000000
2.689419764971
Long
EC
CORP
BM
N
1
N
N
N
First Midwest Bancorp Inc/IL
7XRS7ORI584PF41IVU88
First Midwest Bancorp Inc/IL
320867104
3718.00000000
NS
USD
73356.14000000
0.845270041052
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-143.39000000
-0.00165225802
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
15856.23000000
USD
20070.00000000
CAD
2021-12-15
-143.39000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: ULEMS TRS GBP R E ULE LN RE / Short: ULEMS TRS GBP P V 01MSONIA SONIO/N01M+90BPS
000000000
92429.42000000
OU
Notional Amount
-5381.48000000
-0.06200985794
N/A
DE
GB
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Ultra Electronics Holdings PLC
Ultra Electronics Holdings PLC
Y
equity-performance leg
2022-07-23
0.00000000
GBP
0.00000000
GBP
92429.42000000
GBP
-5381.48000000
N
N
N
Casper Sleep Inc
N/A
Casper Sleep Inc
147626105
20270.00000000
NS
USD
132565.80000000
1.527532653819
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
9.34000000
0.000107623195
N/A
DFE
SE
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
3410.66000000
USD
30820.00000000
SEK
2021-12-15
9.34000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: UAIMS TRS GBP R E UAI LN RE / Short: UAIMS TRS GBP P V 01MSONIO SONIO/N +254BPS
000000000
29068.55000000
OU
Notional Amount
-9.67000000
-0.00011142572
N/A
DE
GB
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
U & I Group PLC
U & I Group PLC
Y
equity-performance leg
2022-11-10
0.00000000
GBP
0.00000000
GBP
29068.55000000
GBP
-9.67000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: NLOKMSS TRS USD R V 01MFEDL FEDL01M-40BPS / Short: NLOKMSS TRS USD P E NLOK USPE
000000000
18923.35000000
OU
Notional Amount
USD
385.25000000
0.004439168736
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
NortonLifeLock Inc
NortonLifeLock Inc
Y
equity-performance leg
2022-07-31
0.00000000
USD
0.00000000
USD
18923.35000000
USD
385.25000000
N
N
N
Veoneer Inc
54930082R4LTC7PERT23
Veoneer Inc
92336X109
4908.00000000
NS
USD
174724.80000000
2.013323477337
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: ETMSS TRS USD R V 01MFEDL FEDL01/-40.00 BPS / Short: ETMSS TRS USD P E ET US SWAP/US29273V1008
000000000
88555.84000000
OU
Notional Amount
USD
6073.52000000
0.069984114482
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Energy Transfer LP
Energy Transfer LP
Y
equity-performance leg
2022-03-31
0.00000000
USD
0.00000000
USD
88555.84000000
USD
6073.52000000
N
N
N
Independence Holding Co
N/A
Independence Holding Co
453440307
529.00000000
NS
USD
29888.50000000
0.344399986449
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
204.89000000
0.002360911829
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
5300.00000000
EUR
6218.29000000
USD
2021-12-15
204.89000000
N
N
N
Flagstar Bancorp Inc
549300Q22V2Y3J4R2715
Flagstar Bancorp Inc
337930705
3907.00000000
NS
USD
181831.78000000
2.095215971631
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-114.05000000
-0.00131417831
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
6172.84000000
USD
5340.00000000
EUR
2021-12-15
-114.05000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-117.80000000
-0.00135738890
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
5041.98000000
USD
4340.00000000
EUR
2021-12-15
-117.80000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-611.91000000
-0.00705093248
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
20166.13000000
USD
14700.00000000
GBP
2021-12-15
-611.91000000
N
N
N
CyrusOne Inc
5493006S177ZK2ZNBU43
CyrusOne Inc
23283R100
2546.00000000
NS
USD
226644.92000000
2.611589988687
Long
EC
US
N
1
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
5833.03000000
NS
USD
5833.03000000
0.067212990045
Long
STIV
RF
US
N
1
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170302
736.00000000
NS
USD
214065.60000000
2.466640672477
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY CASH COLLATERAL
N/A
MORGAN STANLEY CASH COLLATERAL
000000000
12220.47000000
NS
USD
12220.47000000
0.140814350081
Long
STIV
CORP
US
N
1
N
N
N
1317774 BC LTD
N/A
1317774 BC LTD
682443205
1014.11400000
NS
51991.69000000
0.599091200009
Long
EP
CORP
CA
N
2
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: GSMSS TRS USD R V 01MFEDL FEDL01M-40BPS / Short: GSMSS TRS USD P E GS US PE
000000000
138870.46000000
OU
Notional Amount
USD
10476.83000000
0.120722689664
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Goldman Sachs Group Inc/The
Goldman Sachs Group Inc/The
Y
equity-performance leg
2022-08-31
0.00000000
USD
0.00000000
USD
138870.46000000
USD
10476.83000000
N
N
N
Sumo Group PLC
213800LTZXJCG5QKIM14
Sumo Group PLC
000000000
5864.00000000
NS
37785.31000000
0.435393554443
Long
EC
CORP
GB
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-26.91000000
-0.00031007924
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1161.51000000
USD
1000.00000000
EUR
2021-12-15
-26.91000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-135.77000000
-0.00156445409
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
4566.99000000
USD
5660.00000000
CAD
2021-12-15
-135.77000000
N
N
N
Community Bankers Trust Corp
549300FKOFQ1R5SK6I07
Community Bankers Trust Corp
203612106
2026.00000000
NS
USD
22772.24000000
0.262400560330
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: ONBMSS TRS USD R V 01MFEDL FEDL01M-40 BPS / Short: ONBMSS TRS USD P E ONB US PE
000000000
77345.25000000
OU
Notional Amount
USD
2908.35000000
0.033512411147
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Old National Bancorp/IN
Old National Bancorp/IN
Y
equity-performance leg
2022-10-31
0.00000000
USD
0.00000000
USD
77345.25000000
USD
2908.35000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: CPMSS TRS USD R V 01MFEDL FEDL01M-40BPS / Short: CPMSS TRS USD P E CP US
000000000
82065.36000000
OU
Notional Amount
USD
7763.53000000
0.089457805738
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Canadian Pacific Railway Ltd
Canadian Pacific Railway Ltd
Y
equity-performance leg
2022-02-28
0.00000000
USD
0.00000000
USD
82065.36000000
USD
7763.53000000
N
N
N
1st Constitution Bancorp
N/A
1st Constitution Bancorp
31986N102
1000.00000000
NS
USD
23840.00000000
0.274704173075
Long
EC
CORP
US
N
1
N
N
N
Shaw Communications Inc
549300SCT0RG6178CI40
Shaw Communications Inc
82028K200
3276.00000000
NS
94885.91000000
1.093353835697
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1949.06000000
0.022458679344
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
100140.00000000
EUR
115568.35000000
USD
2021-12-15
1949.06000000
N
N
N
MORGAN STANLEY PRIME BROKER CA
N/A
MORGAN STANLEY PRIME BROKER CA
000000000
5.67000000
NS
4.44000000
0.000051161347
Long
STIV
CORP
CA
N
1
N
N
N
McAfee Corp
N/A
McAfee Corp
579063108
8893.00000000
NS
USD
229884.05000000
2.648913920236
Long
EC
CORP
US
N
1
N
N
N
Sanderson Farms Inc
529900KZGVFTWHUO2759
Sanderson Farms Inc
800013104
1011.00000000
NS
USD
189845.58000000
2.187557595045
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-14.76000000
-0.00017007691
N/A
DFE
SE
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1507.27000000
USD
13450.00000000
SEK
2021-12-15
-14.76000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
387.38000000
0.004463712355
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
45010.00000000
CAD
35625.78000000
USD
2021-12-15
387.38000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: FCNCAMSS TRS USD R V 01MFEDL FEDL01M-40BPS / Short: FCNCAMSS TRS USD P E FCNCA US RE
000000000
107434.80000000
OU
Notional Amount
USD
1309.44000000
0.015088449345
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
First Citizens BancShares Inc/NC
First Citizens BancShares Inc/NC
Y
equity-performance leg
2021-11-30
0.00000000
USD
0.00000000
USD
107434.80000000
USD
1309.44000000
N
N
N
Sanne Group PLC
2138005UBLKEZRITH576
Sanne Group PLC
000000000
7659.00000000
NS
92489.67000000
1.065742378999
Long
EC
CORP
JE
N
1
N
N
N
Hella GmbH & Co KGaA
529900PLX4ADJFWIY024
Hella GmbH & Co KGaA
000000000
1834.00000000
NS
123964.45000000
1.428420793958
Long
EC
CORP
DE
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-417.90000000
-0.00481538900
N/A
DFE
SE
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
15909.99000000
USD
139610.00000000
SEK
2021-12-15
-417.90000000
N
N
N
Zix Corp
N/A
Zix Corp
98974P100
15275.00000000
NS
USD
129379.25000000
1.490814592464
Long
EC
CORP
US
N
1
N
N
N
PNM Resources Inc
5493003JOBJGLZSDDQ28
PNM Resources Inc
69349H107
1831.00000000
NS
USD
90158.44000000
1.038880021222
Long
EC
CORP
US
N
1
N
N
N
U & I Group PLC
213800HTEQQEIOGR5A58
U & I Group PLC
000000000
1938.00000000
NS
3814.62000000
0.043955202713
Long
EC
CORP
GB
N
1
N
N
N
Avast PLC
213800IR8G8LCZH4BO27
Avast PLC
000000000
24749.00000000
NS
199398.65000000
2.297635958916
Long
EC
CORP
GB
Y
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
640.47000000
0.007380024401
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
47300.00000000
GBP
63559.85000000
USD
2021-12-15
640.47000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
1571.29000000
0.018105701346
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
76430.00000000
CAD
61408.46000000
USD
2021-12-15
1571.29000000
N
N
N
Sportsman's Warehouse Holdings Inc
549300JVV8YLQSRSF462
Sportsman's Warehouse Holdings Inc
84920Y106
5473.00000000
NS
USD
93205.19000000
1.073987191496
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-1697.04000000
-0.01955469672
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
49185.87000000
USD
35700.00000000
GBP
2021-12-15
-1697.04000000
N
N
N
BAML CASH COLLATERAL
N/A
BAML CASH COLLATERAL
000000000
63459.73000000
NS
USD
63459.73000000
0.731235430085
Long
STIV
CORP
US
N
1
N
N
N
DSP Group Inc
N/A
DSP Group Inc
23332B106
1943.00000000
NS
USD
42726.57000000
0.492330833900
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
873.45000000
0.010064612414
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
28200.00000000
GBP
38385.64000000
USD
2021-12-15
873.45000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-1405.51000000
-0.01619544724
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
114873.22000000
USD
85300.00000000
GBP
2021-12-15
-1405.51000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
268.12000000
0.003089500121
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
52450.00000000
SEK
6088.33000000
USD
2021-12-15
268.12000000
N
N
N
Equiniti Group PLC
213800TS721HGE2JIV94
Equiniti Group PLC
000000000
5142.00000000
NS
12295.81000000
0.141682479796
Long
EC
CORP
GB
Y
1
N
N
N
MORGAN STANLEY PRIME BROKER EU
N/A
MORGAN STANLEY PRIME BROKER EU
000000000
-1.23000000
NS
-1.39000000
-0.00001601672
Short
CORP
EE
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: NYCMSS TRS USD R V 01MFEDL0 FEDL01M-40 BPS / Short: NYCMSS TRS USD P E NYCB US PE
000000000
196149.84000000
OU
Notional Amount
USD
8219.58000000
0.094712790558
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
New York Community Bancorp Inc
New York Community Bancorp Inc
Y
equity-performance leg
2022-04-30
0.00000000
USD
0.00000000
USD
196149.84000000
USD
8219.58000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
20.93000000
0.000241172749
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
13450.00000000
SEK
1513.44000000
USD
2021-12-15
20.93000000
N
N
N
State Auto Financial Corp
N/A
State Auto Financial Corp
855707105
774.00000000
NS
USD
39830.04000000
0.458954622556
Long
EC
CORP
US
N
1
N
N
N
Golden Star Resources Ltd
549300NSWNLPBZ2XTO69
Golden Star Resources Ltd
38119T807
25057.00000000
NS
USD
93963.75000000
1.082727946426
Long
EC
CORP
CA
N
1
N
N
N
American National Group Inc
549300I1RRC5M591MY93
American National Group Inc
02772A109
456.00000000
NS
USD
86298.00000000
0.994396842619
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-81.38000000
-0.00093772758
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
81820.00000000
SEK
8997.93000000
USD
2021-12-15
-81.38000000
N
N
N
Sterling Bancorp/DE
549300LQK6SKH5ZXO648
Sterling Bancorp/DE
85917A100
3206.00000000
NS
USD
79540.86000000
0.916535493791
Long
EC
CORP
US
N
1
N
N
N
GreenSky Inc
N/A
GreenSky Inc
39572G100
11223.00000000
NS
USD
127268.82000000
1.466496474679
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: MKSIMSS TRS USD R V 01MFEDL FEDL01M-40BPS / Short: MKSIMSS TRS USD P E MKSI US PE
000000000
44399.83000000
OU
Notional Amount
USD
577.75000000
0.006657312751
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MKS Instruments Inc
MKS Instruments Inc
Y
equity-performance leg
2022-07-30
0.00000000
USD
0.00000000
USD
44399.83000000
USD
577.75000000
N
N
N
SWAP BANK OF AMERICA COC
N/A
SWAP BANK OF AMERICA COC
000000000
12000.00000000
NS
USD
12000.00000000
0.138273912621
Long
STIV
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: PSXMSS TRS USD R V 01MFEDL FEDL01M-40BPS / Short: PSXMSS TRS USD P E PSX US PE
000000000
212980.93000000
OU
Notional Amount
USD
21656.71000000
0.249546502184
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Phillips 66
Phillips 66
Y
equity-performance leg
2022-10-31
0.00000000
USD
0.00000000
USD
212980.93000000
USD
21656.71000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: DIGSMS TRS GBP R E DIGS LN RE / Short: DIGSMS TRS GBP P V 01MSONIO SONIO/N+90BPS
000000000
29681.60000000
OU
Notional Amount
83.88000000
0.000966534649
N/A
DE
GB
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
GCP Student Living PLC
GCP Student Living PLC
Y
equity-performance leg
2022-07-16
0.00000000
GBP
0.00000000
GBP
29681.60000000
GBP
83.88000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: UBSIMSS TRS USD R V 01MFEDL FEDL 01M /-40.00 BPS / Short: UBSIMSS TRS USD P E UBSI US SWAP
000000000
23851.67000000
OU
Notional Amount
USD
913.01000000
0.010520455413
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
United Bankshares Inc/WV
United Bankshares Inc/WV
Y
equity-performance leg
2022-06-30
0.00000000
USD
0.00000000
USD
23851.67000000
USD
913.01000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
38.60000000
0.000444781085
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
6270.00000000
CAD
4947.39000000
USD
2021-12-15
38.60000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
154.95000000
0.001785461896
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
6640.00000000
CAD
5353.42000000
USD
2021-12-15
154.95000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: LBAIMSS TRS USD R V 01MFEDL FEDL01M-40BPS / Short: LBAIMSS TRS USD P E LBAI US PE
000000000
24602.39000000
OU
Notional Amount
USD
271.99000000
0.003134093457
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Lakeland Bancorp Inc
Lakeland Bancorp Inc
Y
equity-performance leg
2022-06-30
0.00000000
USD
0.00000000
USD
24602.39000000
USD
271.99000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: UCBIMSS TRS USD R V 01MFEDL FEDL01M-40BPS / Short: UCBIMSS TRS USD P E UCBI US PE
000000000
42228.57000000
OU
Notional Amount
USD
2441.10000000
0.028128370675
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
United Community Banks Inc/GA
United Community Banks Inc/GA
Y
equity-performance leg
2022-09-30
0.00000000
USD
0.00000000
USD
42228.57000000
USD
2441.10000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
34.19000000
0.000393965422
N/A
DFE
SE
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
3573.34000000
USD
32510.00000000
SEK
2021-12-15
34.19000000
N
N
N
TriState Capital Holdings Inc
5493003JKSPN0881WX29
TriState Capital Holdings Inc
89678F100
5945.00000000
NS
USD
177814.95000000
2.048930738261
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
340.76000000
0.003926518205
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
9680.00000000
EUR
11323.73000000
USD
2021-12-15
340.76000000
N
N
N
Magellan Health Inc
N/A
Magellan Health Inc
559079207
1493.00000000
NS
USD
141521.47000000
1.630727281406
Long
EC
CORP
US
N
1
N
N
N
Kraton Corp
N/A
Kraton Corp
50077C106
3996.00000000
NS
USD
184055.76000000
2.120842506314
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
39.67000000
0.000457110509
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
4740.00000000
CAD
3750.62000000
USD
2021-12-15
39.67000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-1381.08000000
-0.01591394460
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
35301.67000000
USD
25500.00000000
GBP
2021-12-15
-1381.08000000
N
N
N
Ultra Electronics Holdings PLC
213800E68EATZGAJIP64
Ultra Electronics Holdings PLC
000000000
387.00000000
NS
15883.35000000
0.183021079170
Long
EC
CORP
GB
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: PENNMSS TRS USD R V 01MFEDL FEDL01M-40BPS / Short: PENNMSS TRS USD P E PENN US PE
000000000
72602.40000000
OU
Notional Amount
USD
20655.18000000
0.238006046208
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Penn National Gaming Inc
Penn National Gaming Inc
Y
equity-performance leg
2022-07-30
0.00000000
USD
0.00000000
USD
72602.40000000
USD
20655.18000000
N
N
N
NeoPhotonics Corp
5493001EHDO3GEGZ6930
NeoPhotonics Corp
64051T100
11359.00000000
NS
USD
174587.83000000
2.011745195853
Long
EC
CORP
US
N
1
N
N
N
Reliant Bancorp Inc
549300K01QVP0R3WTW85
Reliant Bancorp Inc
75956B101
1180.00000000
NS
USD
39258.60000000
0.452370018837
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-4460.59000000
-0.05139860265
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
193882.81000000
USD
166950.00000000
EUR
2021-12-15
-4460.59000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: DKNGMSS TRS USD R V 01MFEDL FEDL01M-40BPS / Short: DKNGMSS TRS USD P E DKNG US PE
000000000
105902.30000000
OU
Notional Amount
USD
23396.90000000
0.269598408851
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
DraftKings Inc
DraftKings Inc
Y
equity-performance leg
2022-07-30
0.00000000
USD
0.00000000
USD
105902.30000000
USD
23396.90000000
N
N
N
Xilinx Inc
6EY4K7ZMF9UX1CU6KC79
Xilinx Inc
983919101
1668.00000000
NS
USD
381054.60000000
4.390825872043
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
1368.88000000
0.015773366125
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
25500.00000000
GBP
35289.47000000
USD
2021-12-15
1368.88000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: CFGMSS TRS USD R V 01MFEDL FEDL01M-40BPS / Short: CFGMSS TRS USD P E CFG US PE
000000000
120151.74000000
OU
Notional Amount
USD
794.99000000
0.009160531482
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Citizens Financial Group Inc
Citizens Financial Group Inc
Y
equity-performance leg
2022-06-30
0.00000000
USD
0.00000000
USD
120151.74000000
USD
794.99000000
N
N
N
Monmouth Real Estate Investment Corp
549300DFIUDCN3KVN260
Monmouth Real Estate Investment Corp
609720107
8522.00000000
NS
USD
177001.94000000
2.039562565453
Long
EC
US
N
1
N
N
N
Desktop Metal Inc
N/A
Desktop Metal Inc
25058X105
688.00000000
NS
USD
4485.76000000
0.051688632190
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
230.39000000
0.002654743894
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
22090.00000000
EUR
25293.80000000
USD
2021-12-15
230.39000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
27.17000000
0.000313075183
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
3840.00000000
CAD
3033.51000000
USD
2021-12-15
27.17000000
N
N
N
Golden Nugget Online Gaming Inc
N/A
Golden Nugget Online Gaming Inc
38113L107
6543.00000000
NS
USD
81591.21000000
0.940161320186
Long
EC
CORP
US
N
1
N
N
N
Independent Bank Corp
549300C5K3W8THR3GE10
Independent Bank Corp
453836108
0.92500000
NS
USD
73.13000000
0.000842664269
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
11646.53000000
0.134200939297
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
236630.00000000
EUR
280127.99000000
USD
2021-12-15
11646.53000000
N
N
N
Coherent Inc
549300RYOCKUMWACR010
Coherent Inc
192479103
693.00000000
NS
USD
179438.49000000
2.067638507270
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
1275.95000000
0.014702549900
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
268110.00000000
CAD
211179.71000000
USD
2021-12-15
1275.95000000
N
N
N
MORGAN STANLEY PRIME BROKER US
N/A
MORGAN STANLEY PRIME BROKER US
000000000
57.58000000
NS
USD
57.58000000
0.000663484324
Long
CORP
US
N
1
N
N
N
CIT Group Inc
N8O96ZZJQRFYQUJY7K79
CIT Group Inc
125581801
2332.00000000
NS
USD
114407.92000000
1.318302561109
Long
EC
CORP
US
N
1
N
N
N
PPD Inc
N/A
PPD Inc
69355F102
5006.00000000
NS
USD
235782.60000000
2.716881885844
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: AEMMSS TRS USD R V 01MFEDL FEDL01M-40BPS / Short: AEMMSS TRS USD P E AEM US PE
000000000
82382.73000000
OU
Notional Amount
USD
3499.53000000
0.040324475453
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Agnico Eagle Mines Ltd
Agnico Eagle Mines Ltd
Y
equity-performance leg
2022-11-26
0.00000000
USD
0.00000000
USD
82382.73000000
USD
3499.53000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-861.61000000
-0.00992818215
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
49281.60000000
USD
36400.00000000
GBP
2021-12-15
-861.61000000
N
N
N
Investors Bancorp Inc
N/A
Investors Bancorp Inc
46146L101
8501.00000000
NS
USD
126579.89000000
1.458558054127
Long
EC
CORP
US
N
1
N
N
N
2021-12-21
AltShares Trust
Jonathon Hickey
Jonathon Hickey
Chief Financial Officer