0001752724-23-150935.txt : 20230705
0001752724-23-150935.hdr.sgml : 20230705
20230705152837
ACCESSION NUMBER: 0001752724-23-150935
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230531
FILED AS OF DATE: 20230705
DATE AS OF CHANGE: 20230705
PERIOD START: 20230531
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: 231068342
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
2023-05-31
2023-05-31
N
60172325.91
926508.16
59245817.75
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
1508.40000000
N
Water Island Merger Arbitrage USD Hedged Index
WIMARBH
Ready Capital Corp
549300MYWGZUG7ZUYO87
Ready Capital Corp
75574U101
-2300.00000000
NS
USD
-23253.00000000
-0.03924834002
Short
EC
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: RCMSS TRS USD R V 01MFEDL FEDL01M-40BPS / Short: RCMSS TRS USD P E RC US PE
000000000
177838.00000000
OU
Notional Amount
USD
7990.00000000
0.013486184010
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Ready Capital Corp.
Ready Capital Corp.
Y
equity-performance leg
2024-05-06
0.00000000
USD
0.00000000
USD
177838.00000000
USD
7990.00000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
874.06000000
0.001475310888
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
172800.00000000
GBP
215887.01000000
USD
2023-06-15
874.06000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
4117.35000000
0.006949604472
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
851220.00000000
CAD
631375.07000000
USD
2023-06-15
4117.35000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-542.19000000
-0.00091515320
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
221130.00000000
CAD
162406.87000000
USD
2023-06-15
-542.19000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-2002.96000000
-0.00338076184
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
62729.35000000
USD
56770.00000000
EUR
2023-06-15
-2002.96000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1943.24000000
-0.00327996147
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
119962.31000000
USD
110330.00000000
EUR
2023-06-15
-1943.24000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
811.34000000
0.001369446875
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
115880.00000000
EUR
124767.20000000
USD
2023-06-15
811.34000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
468.02000000
0.000789962933
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
26600.00000000
GBP
33566.08000000
USD
2023-06-15
468.02000000
N
N
N
Ranger Oil Corp
5493003S4AVU6OSXB118
Ranger Oil Corp
70788V102
20872.00000000
NS
USD
767046.00000000
1.294683792258
Long
EC
CORP
US
N
1
N
N
N
Magellan Midstream Partners LP
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners LP
559080106
34201.00000000
NS
USD
2059242.21000000
3.475759620180
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
537.50000000
0.000907237034
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
206116.66000000
USD
280440.00000000
CAD
2023-06-15
537.50000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD DKK
000000000
1.00000000
NC
6690.60000000
0.011292949028
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1759600.00000000
DKK
259486.14000000
USD
2023-06-15
6690.60000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-7167.38000000
-0.01209769781
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
586700.00000000
GBP
722856.35000000
USD
2023-06-15
-7167.38000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
79.82000000
0.000134726809
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
39130.00000000
CAD
28914.43000000
USD
2023-06-15
79.82000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-431.30000000
-0.00072798387
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
134335.29000000
USD
125180.00000000
EUR
2023-06-15
-431.30000000
N
N
N
National Instruments Corp
549300TP4OOPCYWDUP86
National Instruments Corp
636518102
28040.00000000
NS
USD
1620712.00000000
2.735571997400
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
2969.63000000
0.005012387562
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
305530.46000000
USD
418650.00000000
CAD
2023-06-15
2969.63000000
N
N
N
Kimball International Inc
549300RYF7HKL9SKYG25
Kimball International Inc
494274103
40042.00000000
NS
USD
492516.60000000
0.831310324854
Long
EC
CORP
US
N
1
N
N
N
Diversey Holdings Ltd
N/A
Diversey Holdings Ltd
000000000
147544.00000000
NS
USD
1229041.52000000
2.074478109469
Long
EC
CORP
KY
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
FIRST HORIZON CORP
000000000
-408.00000000
NC
USD
-3060.00000000
-0.00516492153
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
First Horizon Corp.
First Horizon Corp.
100.00000000
12.00000000
USD
2023-06-16
XXXX
22494.94000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
1203.28000000
0.002030995681
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
247100.00000000
NOK
23478.33000000
USD
2023-06-15
1203.28000000
N
N
N
Spirit Airlines Inc
549300DCAFIXFNFR3304
Spirit Airlines Inc
848577102
69440.00000000
NS
USD
1056182.40000000
1.782712164522
Long
EC
CORP
US
N
1
N
N
N
Prometheus Biosciences Inc
N/A
Prometheus Biosciences Inc
74349U108
11253.00000000
NS
USD
2235971.10000000
3.774057283562
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
549300BI6Y5SI6BYPB26
Morgan Stanley Institutional Liquidity Funds - Government Portfolio
61747C707
4982.58000000
NS
USD
4982.58000000
0.008410011354
Long
STIV
RF
US
N
1
N
N
N
Ready Capital Corp
549300MYWGZUG7ZUYO87
Ready Capital Corp
75574U101
19113.78000000
NS
USD
193240.30000000
0.326166989230
Long
EC
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
5696.91000000
0.009615716714
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
170250.00000000
EUR
187811.90000000
USD
2023-06-15
5696.91000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1322.92000000
-0.00223293398
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
58776.06000000
USD
53710.00000000
EUR
2023-06-15
-1322.92000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
13095.78000000
0.022104142532
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1469420.00000000
EUR
1584922.00000000
USD
2023-06-15
13095.78000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
493.89000000
0.000833628463
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
116500.00000000
GBP
145453.43000000
USD
2023-06-15
493.89000000
N
N
N
Telenet Group Holding NV
213800FA3K4S56INQI67
Telenet Group Holding NV
000000000
37750.00000000
NS
804195.11000000
1.357387138098
Long
EC
CORP
BE
N
1
N
N
N
Lakeland Bancorp Inc
549300NF90LR9ETZDR73
Lakeland Bancorp Inc
511637100
37357.00000000
NS
USD
486014.57000000
0.820335659895
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
7357.42000000
0.012418463073
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
199650.00000000
EUR
220921.35000000
USD
2023-06-15
7357.42000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: HNIMSS TRS USD R V 01MFEDL FEDL01-40BPS / Short: HNIMSS TRS USD P E HNI US SWAP
000000000
138020.17000000
OU
Notional Amount
USD
5165.17000000
0.008718201885
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
HNI Corp.
HNI Corp.
Y
equity-performance leg
2024-05-06
0.00000000
USD
-1041.44000000
USD
138020.17000000
USD
6206.61000000
N
N
N
SimCorp A/S
5299000WVEJNSG42AK88
SimCorp A/S
000000000
11754.00000000
NS
1218144.73000000
2.056085604456
Long
EC
CORP
DK
N
1
N
N
N
Arconic Corp
549300B4YFWH3U74B152
Arconic Corp
03966V107
75835.00000000
NS
USD
2192389.85000000
3.700497238895
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1031.67000000
0.001741338104
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
29750.00000000
EUR
32854.99000000
USD
2023-06-15
1031.67000000
N
N
N
Indus Realty Trust Inc
549300FS2G2L16L2GO91
Indus Realty Trust Inc
45580R103
5494.00000000
NS
USD
366999.20000000
0.619451657412
Long
EC
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
3756.10000000
0.006339856790
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
674007.53000000
USD
544700.00000000
GBP
2023-06-15
3756.10000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
304.32000000
0.000513656510
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
395840.00000000
CAD
291995.89000000
USD
2023-06-15
304.32000000
N
N
N
Franchise Group Inc
549300MWCHSL8BSOMV77
Franchise Group Inc
35180X105
55758.00000000
NS
USD
1622557.80000000
2.738687491574
Long
EC
CORP
US
N
1
N
N
N
First Horizon Corp
TF3RXI1ZB1TQ30H9JV10
First Horizon Corp
320517105
126497.00000000
NS
USD
1304184.07000000
2.201309931282
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: BTEMSS TRS CAD R V 01MCORRA CORRA01M-40BPS / Short: BTEMSS TRS CAD P E BTE CN SWAP
000000000
704385.74000000
OU
Notional Amount
25995.62000000
0.043877561298
N/A
DE
CA
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Baytex Energy Corp.
Baytex Energy Corp.
Y
equity-performance leg
2025-03-07
0.00000000
CAD
0.00000000
CAD
704385.74000000
CAD
25995.62000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
2323.18000000
0.003921255690
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
234100.00000000
GBP
293610.98000000
USD
2023-06-15
2323.18000000
N
N
N
SWAP BANK OF AMERICA COC
N/A
SWAP BANK OF AMERICA COC
000000000
-63459.73000000
NS
USD
-63459.73000000
-0.10711259023
Short
STIV
CORP
US
N
1
N
N
N
Horizon Therapeutics Plc
529900P0GSQ79OOZEV53
Horizon Therapeutics Plc
000000000
21371.00000000
NS
USD
2137741.13000000
3.608256601369
Long
EC
CORP
IE
N
1
N
N
N
Seagen Inc
N/A
Seagen Inc
81181C104
9031.00000000
NS
USD
1767366.70000000
2.983107951109
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
1124.68000000
0.001898328089
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
444341.64000000
USD
604520.00000000
CAD
2023-06-15
1124.68000000
N
N
N
Morgan Stanley & Co. LLC
549300BI6Y5SI6BYPB26
Morgan Stanley Institutional Liquidity Funds - Government Portfolio
61747C707
1420187.51000000
NS
USD
1420187.51000000
2.397110148758
Long
STIV
RF
US
N
1
N
N
N
Aerojet Rocketdyne Holdings Inc
549300VULNLWHE8QWI76
Aerojet Rocketdyne Holdings Inc
007800105
22260.00000000
NS
USD
1212724.80000000
2.046937397534
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-885.82000000
-0.00149516039
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
71312.52000000
USD
56600.00000000
GBP
2023-06-15
-885.82000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-20483.27000000
-0.03457336024
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
647942.96000000
USD
586580.00000000
EUR
2023-06-15
-20483.27000000
N
N
N
iRobot Corp
5493009PRNKOUKBAT390
iRobot Corp
462726100
24610.00000000
NS
USD
872424.50000000
1.472550355674
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-10088.12000000
-0.01702756478
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
393037.71000000
USD
358000.00000000
EUR
2023-06-15
-10088.12000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
135.04000000
0.000227931700
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
81161.52000000
USD
76000.00000000
EUR
2023-06-15
135.04000000
N
N
N
NuVasive Inc
549300C5ZB4NZ6TWM881
NuVasive Inc
670704105
4717.00000000
NS
USD
180000.72000000
0.303820129143
Long
EC
CORP
US
N
1
N
N
N
US Xpress Enterprises Inc
549300NXY19K1OZN4915
US Xpress Enterprises Inc
90338N202
59836.00000000
NS
USD
363802.88000000
0.614056643686
Long
EC
CORP
US
N
1
N
N
N
Momentive Global Inc
549300PR9RG3VC9OH575
Momentive Global Inc
60878Y108
87200.00000000
NS
USD
824912.00000000
1.392354821535
Long
EC
CORP
US
N
2
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
1271.42000000
0.002146008019
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
821704.98000000
USD
1116820.00000000
CAD
2023-06-15
1271.42000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
FIRST HORIZON CORP
000000000
-200.00000000
NC
USD
-5000.00000000
-0.00843941427
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
First Horizon Corp.
First Horizon Corp.
100.00000000
11.00000000
USD
2023-06-16
XXXX
13644.38000000
N
N
N
Albertsons Cos Inc
549300YKWOC0AOR16R51
Albertsons Cos Inc
013091103
53678.00000000
NS
USD
1092884.08000000
1.844660300937
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-273.85000000
-0.00046222671
N/A
DFE
NO
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
6043.19000000
USD
64000.00000000
NOK
2023-06-15
-273.85000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: GMEDMSS TRS USD R V 01MFEDL FEDL01/-40.00 BPS / Short: GMEDMSS TRS USD P E GMED US SWAP
000000000
274798.68000000
OU
Notional Amount
USD
11456.23000000
0.019336774197
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Globus Medical, Inc.
Globus Medical, Inc.
Y
equity-performance leg
2024-02-25
0.00000000
USD
0.00000000
USD
274798.68000000
USD
11456.23000000
N
N
N
CTI BioPharma Corp
N/A
CTI BioPharma Corp
12648L601
181380.00000000
NS
USD
1641489.00000000
2.770641139475
Long
EC
CORP
US
N
1
N
N
N
Syneos Health Inc
549300F1ZGKDS8P6GU13
Syneos Health Inc
87166B102
52791.00000000
NS
USD
2196105.60000000
3.706768989613
Long
EC
CORP
US
N
1
N
N
N
Industrials REIT Ltd
5493004JYL71EMLTB211
Industrials REIT Ltd
000000000
177303.00000000
NS
367225.78000000
0.619834097909
Long
EC
GG
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD DKK
000000000
1.00000000
NC
3634.38000000
0.006134407689
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1406700.00000000
DKK
205730.02000000
USD
2023-06-15
3634.38000000
N
N
N
Ruth's Hospitality Group Inc
529900JQW9JP41OHOD14
Ruth's Hospitality Group Inc
783332109
57676.00000000
NS
USD
1235996.68000000
2.086217604786
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-3761.40000000
-0.00634880257
N/A
DFE
NO
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
77762.15000000
USD
820900.00000000
NOK
2023-06-15
-3761.40000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-890.85000000
-0.00150365044
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
33174.14000000
USD
30180.00000000
EUR
2023-06-15
-890.85000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD DKK
000000000
1.00000000
NC
17386.37000000
0.029346155830
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
5284600.00000000
DKK
776606.27000000
USD
2023-06-15
17386.37000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-2150.15000000
-0.00362920132
N/A
DFE
NO
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
62701.13000000
USD
671700.00000000
NOK
2023-06-15
-2150.15000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-675.38000000
-0.00113996232
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
152814.23000000
USD
206460.00000000
CAD
2023-06-15
-675.38000000
N
N
N
Meltwater NV
213800LTM5FFHVRLNM97
Meltwater NV
000000000
193577.00000000
NS
313902.99000000
0.529831474897
Long
EC
CORP
NL
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
2228.34000000
0.003761176880
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
407000.00000000
NOK
38917.71000000
USD
2023-06-15
2228.34000000
N
N
N
va-Q-tec AG
529900MHY0HTHX71DO39
va-Q-tec AG
000000000
16893.00000000
NS
415309.43000000
0.700993666341
Long
EC
CORP
DE
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-4838.23000000
-0.00816636546
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
269565.51000000
USD
247480.00000000
EUR
2023-06-15
-4838.23000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-659.50000000
-0.00111315874
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
240700.00000000
GBP
298840.60000000
USD
2023-06-15
-659.50000000
N
N
N
Radius Global Infrastructure Inc
213800NT341MQ5USBX63
Radius Global Infrastructure Inc
750481103
55802.00000000
NS
USD
825869.60000000
1.393971138156
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
507.58000000
0.000856735579
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
25600.00000000
GBP
32361.35000000
USD
2023-06-15
507.58000000
N
N
N
Uni-Select Inc
549300GQ1WI8PKN1NQ40
Uni-Select Inc
90457D100
35145.00000000
NS
1209816.46000000
2.042028460312
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-19113.58000000
-0.03226148397
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1641021.57000000
USD
2201010.00000000
CAD
2023-06-15
-19113.58000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-337.05000000
-0.00056890091
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
135873.71000000
USD
183930.00000000
CAD
2023-06-15
-337.05000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
332.96000000
0.000561997475
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
61500.00000000
NOK
5876.93000000
USD
2023-06-15
332.96000000
N
N
N
MORGAN STANLEY CASH COLLATERAL
N/A
MORGAN STANLEY CASH COLLATERAL
000000000
70.00000000
NS
USD
70.00000000
0.000118151799
Long
STIV
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
3013.84000000
0.005087008863
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
485300.00000000
NOK
46761.63000000
USD
2023-06-15
3013.84000000
N
N
N
Life Storage Inc
W9EE01AFDDF9DQCQZC68
Life Storage Inc
53223X107
8270.00000000
NS
USD
1053515.30000000
1.778210412160
Long
EC
US
N
1
N
N
N
Urstadt Biddle Properties Inc
549300XXD0YL0AER3Z82
Urstadt Biddle Properties Inc
917286205
18129.00000000
NS
USD
350796.15000000
0.592102807121
Long
EC
US
N
1
N
N
N
Xylem Inc/NY
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419M100
18327.36000000
NS
USD
1836401.47000000
3.099630555778
Long
EC
CORP
US
N
1
N
N
N
Sureserve Group PLC
213800FHUTNVX8LWPH50
Sureserve Group PLC
000000000
236668.00000000
NS
365795.85000000
0.617420543579
Long
EC
CORP
GB
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: OKEMSS TRS USD R V 01MFEDL OKE FEDL01-40BPS / Short: OKEMSS TRS USD P E OKEMSSUS SWAP
000000000
1335414.48000000
OU
Notional Amount
USD
42886.56000000
0.072387489326
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ONEOK, Inc.
ONEOK, Inc.
Y
equity-performance leg
2024-05-24
0.00000000
USD
0.00000000
USD
1335414.48000000
USD
42886.56000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
968.94000000
0.001635457213
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
97460.00000000
CAD
72786.49000000
USD
2023-06-15
968.94000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: AVGOMSS TRS USD R V 01MFEDL FEDL01 -40BPS / Short: AVGOMSS TRS USD P V 01MFEDL
000000000
873112.62000000
OU
Notional Amount
USD
-292773.66000000
-0.49416764105
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Broadcom Inc
Broadcom Inc
Y
equity-performance leg
2023-06-11
0.01000000
USD
0.00000000
USD
873112.62000000
USD
-292773.67000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-8308.86000000
-0.01402438233
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
306200.00000000
GBP
372692.10000000
USD
2023-06-15
-8308.86000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-1752.10000000
-0.00295733954
N/A
DFE
NO
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
45959.64000000
USD
490400.00000000
NOK
2023-06-15
-1752.10000000
N
N
N
MORGAN STANLEY PRIME BROKER CA
N/A
MORGAN STANLEY PRIME BROKER CA
000000000
2.63000000
NS
1.94000000
0.000003274492
Long
STIV
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: PFSMSS TRS USD R V 01MFEDL FEDL01M-40BPS / Short: PFSMSS TRS USD P E PFS US SWAP
000000000
576137.21000000
OU
Notional Amount
USD
72360.09000000
0.122135355284
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Provident Financial Services, Inc.
Provident Financial Services, Inc.
Y
equity-performance leg
2023-10-09
0.00000000
USD
-168.55000000
USD
576137.21000000
USD
72528.64000000
N
N
N
Curtis Banks Group PLC
213800LYP7YTVDXRMP40
Curtis Banks Group PLC
000000000
36064.00000000
NS
144903.62000000
0.244580335799
Long
EC
CORP
GB
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-1590.40000000
-0.00268440889
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
94538.71000000
USD
74700.00000000
GBP
2023-06-15
-1590.40000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: EXRMSS TRS USD R V 01MFEDL FEDL01/ -40.00 BPS / Short: EXRMSS TRS USD P E EXR US SWAP
000000000
1165539.41000000
OU
Notional Amount
USD
130402.16000000
0.220103570095
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Extra Space Storage, Inc.
Extra Space Storage, Inc.
Y
equity-performance leg
2024-05-06
3962.21000000
USD
0.00000000
USD
1165539.41000000
USD
126439.95000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
FIRST HORIZON CORP
000000000
-50.00000000
NC
USD
-0.01000000
-0.00000001687
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
First Horizon Corp.
First Horizon Corp.
100.00000000
13.00000000
USD
2023-06-16
XXXX
2166.02000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-731.59000000
-0.00123483821
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
282890.00000000
CAD
207727.96000000
USD
2023-06-15
-731.59000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED DKK / SOLD USD
000000000
1.00000000
NC
-361.43000000
-0.00061005150
N/A
DFE
DK
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
56319.53000000
USD
389500.00000000
DKK
2023-06-15
-361.43000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-49550.58000000
-0.08363557442
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
8700190.00000000
CAD
6361555.09000000
USD
2023-06-15
-49550.58000000
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
1420187.50000000
NS
USD
1420187.50000000
2.397110131879
Long
STIV
RF
US
N
1
N
N
N
ForgeRock Inc
N/A
ForgeRock Inc
34631B101
40586.00000000
NS
USD
816996.18000000
1.378993844675
Long
EC
CORP
US
N
1
N
N
N
Heska Corp
529900O1OR2EB7L0HY27
Heska Corp
42805E306
10528.00000000
NS
USD
1260517.44000000
2.127605775177
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-4228.36000000
-0.00713697634
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
280194.64000000
USD
374500.00000000
CAD
2023-06-15
-4228.36000000
N
N
N
BAML CASH COLLATERAL
N/A
BAML CASH COLLATERAL
000000000
63459.73000000
NS
USD
63459.73000000
0.107112590238
Long
STIV
CORP
US
N
1
N
N
N
Home Capital Group Inc
529900BYMJZJJLBC8L85
Home Capital Group Inc
436913107
25102.00000000
NS
803448.91000000
1.356127639912
Long
EC
CORP
CA
N
1
N
N
N
DCP Midstream LP
52990024YYS3MLGW0E91
DCP Midstream LP
23311P100
29747.00000000
NS
USD
1237177.73000000
2.088211078831
Long
EC
CORP
US
N
1
N
N
N
IVERIC bio Inc
549300GZXI59U71XPM70
IVERIC bio Inc
46583P102
58393.00000000
NS
USD
2204335.75000000
3.720660518691
Long
EC
CORP
US
N
1
N
N
N
Qualtrics International Inc
549300NW34K5PVZGTN68
Qualtrics International Inc
747601201
90420.00000000
NS
USD
1634793.60000000
2.759340088609
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
787.94000000
0.001329950416
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
62890.00000000
CAD
47131.12000000
USD
2023-06-15
787.94000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
4997.33000000
0.008434907626
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
382860.00000000
CAD
287124.03000000
USD
2023-06-15
4997.33000000
N
N
N
ESC GCI LIBERTY INC SR
5493003JDENERRDYFN86
ESC GCI LIBERTY INC SR
361ESC049
2728.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
3010.23000000
0.005080915606
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
83230.00000000
EUR
92040.66000000
USD
2023-06-15
3010.23000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-41280.86000000
-0.06967725582
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1555900.00000000
GBP
1894706.72000000
USD
2023-06-15
-41280.86000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
21912.37000000
0.036985513631
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
560810.00000000
EUR
621806.11000000
USD
2023-06-15
21912.37000000
N
N
N
Cvent Holding Corp
N/A
Cvent Holding Corp
126677103
144305.00000000
NS
USD
1225149.45000000
2.067908751246
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
8738.39000000
0.014749378659
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
877846.58000000
USD
1203140.00000000
CAD
2023-06-15
8738.39000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: XYLMSS TRS USD R V 01MFEDL XYL US / Short: XYLMSS TRS USD P E FEDL01/-40.00 BPS
000000000
1854222.88000000
OU
Notional Amount
USD
18057.88000000
0.030479586046
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Xylem, Inc.
Xylem, Inc.
Y
equity-performance leg
2024-05-06
0.00000000
USD
0.00000000
USD
1854222.88000000
USD
18057.88000000
N
N
N
Ordina NV
724500MMGD8ICL21IZ39
Ordina NV
000000000
60406.00000000
NS
365454.81000000
0.616844908010
Long
EC
CORP
NL
N
1
N
N
N
Kloeckner & Co SE
529900CQ31CN6GV5LL52
Kloeckner & Co SE
000000000
37293.00000000
NS
384274.47000000
0.648610289457
Long
EC
CORP
DE
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
11775.56000000
0.019875765829
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1030780.10000000
USD
1414800.00000000
CAD
2023-06-15
11775.56000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-111.68000000
-0.00018850275
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
39401.45000000
USD
36730.00000000
EUR
2023-06-15
-111.68000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
1565.11000000
0.002641722334
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
143990.00000000
CAD
107670.28000000
USD
2023-06-15
1565.11000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
22598.45000000
0.038143536300
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
4496100.00000000
NOK
427903.32000000
USD
2023-06-15
22598.45000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: REGMSS TRS USD R V 01MFEDL FEDL01M-40BPS / Short: REGMSS TRS USD P E REG US SWAP
000000000
355813.64000000
OU
Notional Amount
USD
1875.34000000
0.003165354232
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Regency Centers Corp.
Regency Centers Corp.
Y
equity-performance leg
2024-05-22
0.00000000
USD
0.00000000
USD
355813.64000000
USD
1875.34000000
N
N
N
Univar Solutions Inc
549300VSXHFQVR770L55
Univar Solutions Inc
91336L107
46333.00000000
NS
USD
1650381.46000000
2.785650570246
Long
EC
CORP
US
N
1
N
N
N
Numis Corp PLC
213800ARWWDZZCNBHD25
Numis Corp PLC
000000000
194381.00000000
NS
806403.65000000
1.361114894899
Long
EC
CORP
GB
N
1
N
N
N
Focus Financial Partners Inc
5493006FFJCGLZ246V12
Focus Financial Partners Inc
34417P100
23432.00000000
NS
USD
1220572.88000000
2.060184037209
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
30254.51000000
0.051066068709
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
915610.00000000
EUR
1009674.83000000
USD
2023-06-15
30254.51000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
881.63000000
0.001488088161
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
405160.93000000
USD
551020.00000000
CAD
2023-06-15
881.63000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1625.30000000
0.002743316003
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
161120.00000000
EUR
173974.01000000
USD
2023-06-15
1625.30000000
N
N
N
BELLUS Health Inc
549300QZYQDSMOXCP667
BELLUS Health Inc
07987C204
150398.00000000
NS
USD
2197314.78000000
3.708809943804
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
437.39000000
0.000738263081
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
79574.41000000
USD
108580.00000000
CAD
2023-06-15
437.39000000
N
N
N
MORGAN STANLEY PRIME BROKER US
N/A
MORGAN STANLEY PRIME BROKER US
000000000
112748.05000000
NS
USD
112748.05000000
0.190305500509
Long
CORP
US
N
1
N
N
N
EMIS Group PLC
213800K474ZZK76NX913
EMIS Group PLC
000000000
47516.00000000
NS
788494.26000000
1.330885942577
Long
EC
CORP
GB
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-644.30000000
-0.00108750292
N/A
DFE
NO
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
15572.46000000
USD
165600.00000000
NOK
2023-06-15
-644.30000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
8048.11000000
0.013584266882
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
320568.33000000
USD
264100.00000000
GBP
2023-06-15
8048.11000000
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMware Inc
928563402
11457.00000000
NS
USD
1561474.53000000
2.635586087424
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
1673.66000000
0.002824942018
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
219830.00000000
CAD
163664.76000000
USD
2023-06-15
1673.66000000
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
4982.58000000
NS
USD
4982.58000000
0.008410011354
Long
STIV
RF
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-680.44000000
-0.00114850300
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
88234.70000000
USD
81850.00000000
EUR
2023-06-15
-680.44000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD DKK
000000000
1.00000000
NC
1346.02000000
0.002271924080
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
577800.00000000
DKK
84356.51000000
USD
2023-06-15
1346.02000000
N
N
N
2023-06-29
AltShares Trust
Jonathon Hickey
Jonathon Hickey
Chief Financial Officer