0001752724-24-000645.txt : 20240104
0001752724-24-000645.hdr.sgml : 20240104
20240104142104
ACCESSION NUMBER: 0001752724-24-000645
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231130
FILED AS OF DATE: 20240104
DATE AS OF CHANGE: 20240104
PERIOD START: 20240531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AltShares Trust
CENTRAL INDEX KEY: 0001779306
ORGANIZATION NAME:
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: 24511180
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
2024-05-31
2023-11-30
N
69894081.12
2603273.67
67290807.45
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
1545304.48000000
N
Water Island Merger Arbitrage USD Hedged Index
WIMARBH
Sovos Brands Inc
N/A
Sovos Brands Inc
84612U107
138174.00000000
NS
USD
3027392.34000000
4.498968662620
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-119.11000000
-0.00017700783
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
6900.00000000
CHF
7769.82000000
USD
2023-12-15
-119.11000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
259.19000000
0.000385178911
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
16458.26000000
USD
22680.00000000
CAD
2023-12-15
259.19000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-17043.17000000
-0.02532763485
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
377500.00000000
GBP
459570.27000000
USD
2023-12-15
-17043.17000000
N
N
N
Amedisys Inc
5299001RBS9GK9STN379
Amedisys Inc
023436108
25242.00000000
NS
USD
2362146.36000000
3.510355202313
Long
EC
CORP
US
N
1
N
N
N
LiveVox Holdings Inc
5493008LL6C0ZXV5O729
LiveVox Holdings Inc
53838L100
75723.00000000
NS
USD
278660.64000000
0.414113978654
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-5943.13000000
-0.00883200874
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
528730.00000000
CAD
383784.33000000
USD
2023-12-15
-5943.13000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
726.68000000
0.001079909764
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
40143.83000000
USD
37530.00000000
EUR
2023-12-15
726.68000000
N
N
N
Consolidated Communications Holdings Inc
529900F6S64KOO8CXH48
Consolidated Communications Holdings Inc
209034107
142416.00000000
NS
USD
612388.80000000
0.910063087673
Long
EC
CORP
US
N
1
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
29561.00000000
NS
USD
4155094.16000000
6.174831774886
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-73539.22000000
-0.10928568520
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
4859800.00000000
GBP
6062211.72000000
USD
2023-12-15
-73539.22000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-178.69000000
-0.00026554890
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
29353.24000000
USD
26790.00000000
EUR
2023-12-15
-178.69000000
N
N
N
American National Bankshares Inc
5493001AQ734BV16EM88
American National Bankshares Inc
027745108
5339.00000000
NS
USD
217030.35000000
0.322526000540
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-6.25000000
-0.00000928804
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
4863.75000000
USD
6590.00000000
CAD
2023-12-15
-6.25000000
N
N
N
Morgan Stanley & Co. LLC
549300BI6Y5SI6BYPB26
Morgan Stanley Institutional Liquidity Funds - Government Portfolio
61747C707
34721.81000000
NS
USD
34721.81000000
0.051599633465
Long
STIV
RF
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-48951.93000000
-0.07274683103
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
3691980.00000000
EUR
3971647.49000000
USD
2023-12-15
-48951.93000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: AUBMSS TRS USD R V 01MFEDL AUBMSS TRS R V 01MFEDL / Short: AUBMSS TRS USD P E AUB US SWAP
000000000
210515.62000000
OU
Notional Amount
USD
-10474.91000000
-0.01556662848
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Atlantic Union Bankshares Corp.
Atlantic Union Bankshares Corp.
Y
equity-performance leg
2024-08-08
0.00000000
USD
0.00000000
USD
210515.62000000
USD
-10474.91000000
N
N
N
Gresham House PLC
213800JYVCBZZHBFEL28
Gresham House PLC
000000000
17435.00000000
NS
242669.12000000
0.360627445554
Long
EC
CORP
GB
N
1
N
N
N
Old National Bancorp/IN
549300MMK90CL5KMVX16
Old National Bancorp/IN
680033107
-5132.00000000
NS
USD
-76415.48000000
-0.11356005804
Short
EC
CORP
US
N
1
N
N
N
Splunk Inc
549300XGDSGBP6UEI867
Splunk Inc
848637104
28021.00000000
NS
USD
4246302.34000000
6.310375073378
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
607.36000000
0.000902589852
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
24919.01000000
USD
23440.00000000
EUR
2023-12-15
607.36000000
N
N
N
Morgan Stanley & Co. LLC
549300BI6Y5SI6BYPB26
Morgan Stanley Institutional Liquidity Funds - Government Portfolio
61747C707
3237388.42000000
NS
USD
3237388.42000000
4.811041125350
Long
STIV
RF
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
69.51000000
0.000103297913
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
8178.65000000
USD
11190.00000000
CAD
2023-12-15
69.51000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-29034.87000000
-0.04314834536
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
863700.00000000
GBP
1061431.42000000
USD
2023-12-15
-29034.87000000
N
N
N
Capri Holdings Ltd
549300LPG8W0H1OX3A26
Capri Holdings Ltd
000000000
27689.00000000
NS
USD
1341255.16000000
1.993221973144
Long
EC
CORP
VG
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-6632.99000000
-0.00985720078
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
234050.00000000
EUR
248249.56000000
USD
2023-12-15
-6632.99000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
1349.01000000
0.002004746340
N/A
DFE
CH
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
52272.86000000
USD
46900.00000000
CHF
2023-12-15
1349.01000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
25688.19000000
0.038174887437
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
796738.28000000
USD
651400.00000000
GBP
2023-12-15
25688.19000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-235.36000000
-0.00034976545
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
14300.00000000
CHF
16114.16000000
USD
2023-12-15
-235.36000000
N
N
N
Kin & Carta PLC
213800B32KQM8CENCR16
Kin & Carta PLC
000000000
309411.00000000
NS
402334.18000000
0.597903629405
Long
EC
CORP
GB
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
96.25000000
0.000143035882
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
17911.13000000
USD
24430.00000000
CAD
2023-12-15
96.25000000
N
N
N
Seagen Inc
N/A
Seagen Inc
81181C104
15543.00000000
NS
USD
3313923.03000000
4.924778220951
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD DKK
000000000
1.00000000
NC
-18320.52000000
-0.02722588819
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
10757500.00000000
DKK
1553336.64000000
USD
2023-12-15
-18320.52000000
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
3237388.40000000
NS
USD
3237388.40000000
4.811041095628
Long
STIV
RF
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
2703.56000000
0.004017725603
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
2083800.00000000
NOK
195359.10000000
USD
2023-12-15
2703.56000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
63776.36000000
0.094777225027
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
2368743.02000000
USD
2233700.00000000
EUR
2023-12-15
63776.36000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
144.31000000
0.000214457227
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
39850.00000000
CAD
29517.79000000
USD
2023-12-15
144.31000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: KIMMSS TRS USD R V 01MFEDL FEDL01M-40BPS / Short: KIMMSS TRS USD P E KIM US PE
000000000
1649917.76000000
OU
Notional Amount
USD
-161544.76000000
-0.24006958174
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Kimco Realty Corp.
Kimco Realty Corp.
Y
equity-performance leg
2024-10-29
0.00000000
USD
0.00000000
USD
1649917.76000000
USD
-161544.76000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD DKK
000000000
1.00000000
NC
-6629.59000000
-0.00985214808
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1786000.00000000
DKK
254302.75000000
USD
2023-12-15
-6629.59000000
N
N
N
Dechra Pharmaceuticals PLC
213800J4UVB5OWG8VX82
Dechra Pharmaceuticals PLC
000000000
53815.00000000
NS
2597976.29000000
3.860819015926
Long
EC
CORP
GB
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
3203.46000000
0.004760620538
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
87952.81000000
USD
72200.00000000
GBP
2023-12-15
3203.46000000
N
N
N
H2O Innovation Inc
254900RHUMVCQOB7LB46
H2O Innovation Inc
443300306
389376.00000000
NS
1213796.00000000
1.803806561396
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
9583.57000000
0.014242019620
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
225251.13000000
USD
186000.00000000
GBP
2023-12-15
9583.57000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-2984.12000000
-0.00443466219
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
503207.28000000
USD
396200.00000000
GBP
2023-12-15
-2984.12000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
45129.81000000
0.067066827862
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1130432.50000000
USD
931100.00000000
GBP
2023-12-15
45129.81000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
15313.51000000
0.022757209461
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
453598.36000000
USD
371400.00000000
GBP
2023-12-15
15313.51000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
2540.20000000
0.003774958417
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1428290.00000000
CAD
1055334.33000000
USD
2023-12-15
2540.20000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-1121.76000000
-0.00166703305
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
391900.00000000
GBP
493672.43000000
USD
2023-12-15
-1121.76000000
N
N
N
OHB SE
391200Y9EA2FRAPKRQ70
OHB SE
000000000
7783.00000000
NS
359373.74000000
0.534060674286
Long
EC
CORP
DE
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
50.57000000
0.000075151423
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
5138.62000000
USD
7040.00000000
CAD
2023-12-15
50.57000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
173.69000000
0.000258118466
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
47140.83000000
USD
64190.00000000
CAD
2023-12-15
173.69000000
N
N
N
Mirati Therapeutics Inc
529900GYRW59IDQV6N54
Mirati Therapeutics Inc
60468T105
51826.00000000
NS
USD
2941125.50000000
4.370768625692
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-944.26000000
-0.00140325259
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
53540.00000000
EUR
57361.28000000
USD
2023-12-15
-944.26000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: DINOMSS TRS USD R V 00MFEDL DINOMSS TRS R V 00MFEDL / Short: DINOMSS TRS USD P E DINO US SWAP
000000000
1144783.88000000
OU
Notional Amount
USD
8959.24000000
0.013314210869
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
HF Sinclair Corp.
HF Sinclair Corp.
Y
equity-performance leg
2024-08-26
0.00000000
USD
0.00000000
USD
1144783.88000000
USD
8959.24000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-20.13000000
-0.00002991493
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
2467.31000000
USD
3320.00000000
CAD
2023-12-15
-20.13000000
N
N
N
Caverion Oyj
7437007ECQWVPCJIS695
Caverion Oyj
000000000
785.00000000
NS
7263.02000000
0.010793480231
Long
EC
CORP
FI
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-500.14000000
-0.00074325159
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
15610.00000000
EUR
16499.29000000
USD
2023-12-15
-500.14000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: CVXMSS TRS USD R V 00MFEDL0 FEDL01 -40BPS / Short: CVXMSS TRS USD P E CVXMSS TRS RE
000000000
4329603.80000000
OU
Notional Amount
USD
-21189.00000000
-0.03148869927
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Chevron Corp.
Chevron Corp.
Y
equity-performance leg
2024-05-06
0.00000000
USD
0.00000000
USD
4329603.80000000
USD
-21189.00000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-902.74000000
-0.00134155025
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
22300.00000000
CHF
24593.37000000
USD
2023-12-15
-902.74000000
N
N
N
MORGAN STANLEY CASH COLLATERAL
N/A
MORGAN STANLEY CASH COLLATERAL
000000000
70.00000000
NS
USD
70.00000000
0.000104026096
Long
STIV
CORP
US
N
1
N
N
N
National Western Life Group Inc
549300HPXNVHFT1BJ192
National Western Life Group Inc
638517102
4659.00000000
NS
USD
2234596.17000000
3.320804512058
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-6339.41000000
-0.00942091533
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
181100.00000000
GBP
222308.78000000
USD
2023-12-15
-6339.41000000
N
N
N
Capstar Financial Holdings Inc
N/A
Capstar Financial Holdings Inc
14070T102
36319.00000000
NS
USD
596721.17000000
0.886779625052
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
1888.60000000
0.002806624071
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
77010.10000000
USD
72450.00000000
EUR
2023-12-15
1888.60000000
N
N
N
Olink Holding AB
8945004Z7ZHV3LML4J27
Olink Holding AB
680710100
112912.00000000
NS
USD
2918775.20000000
4.337554133480
Long
EC
CORP
SE
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
1059.20000000
0.001574063442
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
181144.82000000
USD
247190.00000000
CAD
2023-12-15
1059.20000000
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
520298.81000000
OU
Notional Amount
USD
-27936.10000000
-0.04151547746
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Old National Bancorp
Old National Bancorp
Y
equity-performance leg
2024-05-08
0.00000000
USD
0.00000000
USD
520298.81000000
USD
-27936.10000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-3112.10000000
-0.00462485162
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
872780.83000000
USD
1179850.00000000
CAD
2023-12-15
-3112.10000000
N
N
N
Spirit Realty Capital Inc
549300LTU6LVPZSHMJ25
Spirit Realty Capital Inc
84860W300
105383.00000000
NS
USD
4352317.90000000
6.467923428075
Long
EC
US
N
1
N
N
N
Opdenergy Holdings SA
959800KT1FVNZ7HC1R25
Opdenergy Holdings SA
000000000
56687.00000000
NS
357882.21000000
0.531844130813
Long
EC
CORP
ES
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-27.58000000
-0.00004098628
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
4730.29000000
USD
6380.00000000
CAD
2023-12-15
-27.58000000
N
N
N
MORGAN STANLEY PRIME BROKER CA
N/A
MORGAN STANLEY PRIME BROKER CA
000000000
4.09000000
NS
3.01000000
0.000004473122
Long
STIV
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-79.95000000
-0.00011881266
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
9680.00000000
CAD
7055.19000000
USD
2023-12-15
-79.95000000
N
N
N
Smurfit Kappa Group PLC
635400CPLP8H5ITDVT56
Smurfit Kappa Group PLC
000000000
-18456.00000000
NS
-699109.93000000
-1.03893823910
Short
EC
CORP
IE
N
1
N
N
N
Holly Energy Partners LP
529900NVV7ODCT0QCG29
Holly Energy Partners LP
435763107
68705.00000000
NS
USD
1405017.25000000
2.087977991710
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-11.07000000
-0.00001645098
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1905.42000000
USD
2570.00000000
CAD
2023-12-15
-11.07000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
14687.21000000
0.021826473119
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
478993.24000000
USD
453330.00000000
EUR
2023-12-15
14687.21000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
15521.14000000
0.023065765723
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
11559200.00000000
NOK
1084214.81000000
USD
2023-12-15
15521.14000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
496.96000000
0.000738525838
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
19137.87000000
USD
18030.00000000
EUR
2023-12-15
496.96000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED DKK / SOLD USD
000000000
1.00000000
NC
53361.17000000
0.079299345664
N/A
DFE
DK
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1563601.20000000
USD
11067600.00000000
DKK
2023-12-15
53361.17000000
N
N
N
RPT Realty
549300T03GDH1L37S188
RPT Realty
74971D101
144866.00000000
NS
USD
1683342.92000000
2.501594175773
Long
EC
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
7934.11000000
0.011790778414
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
188645.26000000
USD
155700.00000000
GBP
2023-12-15
7934.11000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
325.28000000
0.000483394407
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
2181400.00000000
NOK
202004.32000000
USD
2023-12-15
325.28000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-4653.99000000
-0.00691623444
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
415526.19000000
USD
377290.00000000
EUR
2023-12-15
-4653.99000000
N
N
N
Chico's FAS Inc
5299003ESGN5T1MFXY13
Chico's FAS Inc
168615102
299771.00000000
NS
USD
2260273.34000000
3.358963022816
Long
EC
CORP
US
N
1
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
Greenhill & Co Inc
529900VEOQHHHSPI9C69
Greenhill & Co Inc
395259104
63252.00000000
NS
USD
948147.48000000
1.409029726243
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: XOMMSS TRS USD R V 00MFEDL FEDL01M-40BPS / Short: XOMMSS TRS USD P E XOM US SWAP
000000000
4480454.17000000
OU
Notional Amount
USD
184792.03000000
0.274617049494
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Exxon Mobil Corp.
Exxon Mobil Corp.
Y
equity-performance leg
2024-07-25
0.00000000
USD
0.00000000
USD
4480454.17000000
USD
184792.03000000
N
N
N
Abcam PLC
213800B9N83DSNT33F79
Abcam PLC
000380204
178549.00000000
NS
USD
4279819.53000000
6.360184536617
Long
EC
CORP
GB
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-7817.93000000
-0.01161812481
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
157100.00000000
GBP
190529.01000000
USD
2023-12-15
-7817.93000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
3198.74000000
0.004753606207
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
272668.90000000
USD
218500.00000000
GBP
2023-12-15
3198.74000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-1716.54000000
-0.00255092792
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
41100.00000000
GBP
50174.35000000
USD
2023-12-15
-1716.54000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
309.11000000
0.000459364379
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
441900.00000000
NOK
41164.51000000
USD
2023-12-15
309.11000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
3170.96000000
0.004712322708
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
82051.31000000
USD
67500.00000000
GBP
2023-12-15
3170.96000000
N
N
N
Westrock Co
5493004Z9TCQW68YVL89
Westrock Co
96145D105
18456.00000000
NS
USD
759833.52000000
1.129178782056
Long
EC
CORP
US
N
1
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
17987.00000000
NS
USD
4166508.68000000
6.191794745658
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
31936.23000000
0.047460018998
N/A
DFE
NO
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1471947.41000000
USD
16266300.00000000
NOK
2023-12-15
31936.23000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
724.65000000
0.001076893007
N/A
DFE
CH
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
31745.73000000
USD
28400.00000000
CHF
2023-12-15
724.65000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
2711.64000000
0.004029733187
N/A
DFE
CH
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
121910.61000000
USD
109000.00000000
CHF
2023-12-15
2711.64000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
115.22000000
0.000171226954
N/A
DFE
CH
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
3657.75000000
USD
3300.00000000
CHF
2023-12-15
115.22000000
N
N
N
Kloeckner & Co SE
529900CQ31CN6GV5LL52
Kloeckner & Co SE
000000000
37293.00000000
NS
392132.73000000
0.582743386295
Long
EC
CORP
DE
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-156.38000000
-0.00023239429
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
278675.38000000
USD
220600.00000000
GBP
2023-12-15
-156.38000000
N
N
N
SP Plus Corp
0IDE18EMH1CUKQCUYE69
SP Plus Corp
78469C103
44163.00000000
NS
USD
2258937.45000000
3.356977773938
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-7246.07000000
-0.01076829105
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
275100.00000000
EUR
292340.30000000
USD
2023-12-15
-7246.07000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD DKK
000000000
1.00000000
NC
-485.74000000
-0.00072185194
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
309400.00000000
DKK
44717.21000000
USD
2023-12-15
-485.74000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-1209.28000000
-0.00179709539
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
798510.00000000
CAD
587373.32000000
USD
2023-12-15
-1209.28000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-5777.18000000
-0.00858539259
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
815199.36000000
USD
641100.00000000
GBP
2023-12-15
-5777.18000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-6360.40000000
-0.00945210830
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
409640.00000000
CAD
295585.69000000
USD
2023-12-15
-6360.40000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-2928.61000000
-0.00435216950
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
144100.00000000
CHF
161824.29000000
USD
2023-12-15
-2928.61000000
N
N
N
Bluegreen Vacations Holding Corp
549300HWTUPNFVNT5B06
Bluegreen Vacations Holding Corp
096308101
23942.00000000
NS
USD
1784157.84000000
2.651413926524
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED DKK / SOLD USD
000000000
1.00000000
NC
3509.53000000
0.005215467213
N/A
DFE
DK
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
257320.54000000
USD
1785300.00000000
DKK
2023-12-15
3509.53000000
N
N
N
Hotel Chocolat Group PLC
213800B4D3J15PZHVY29
Hotel Chocolat Group PLC
000000000
98959.00000000
NS
458495.75000000
0.681364613347
Long
EC
CORP
GB
N
1
N
N
N
MORGAN STANLEY PRIME BROKER US
N/A
MORGAN STANLEY PRIME BROKER US
000000000
895270.68000000
NS
USD
895270.68000000
1.330450196581
Long
CORP
US
N
1
N
N
N
Orchard Therapeutics plc
21380056R45ONMT94Z50
Orchard Therapeutics plc
68570P200
27284.00000000
NS
USD
442273.64000000
0.657257145158
Long
EC
CORP
GB
N
1
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional U.S. Government Money Market Fund
857492706
34721.81000000
NS
USD
34721.81000000
0.051599633465
Long
STIV
RF
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: OMSS TRS USD R V 01MFEDL0 FEDL01M-40 BPS / Short: OMSS TRS USD P E O US PE
000000000
4129338.06000000
OU
Notional Amount
USD
-203110.34000000
-0.30183965343
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Realty Income Corp.
Realty Income Corp.
Y
equity-performance leg
2024-10-30
0.00000000
USD
0.00000000
USD
4129338.06000000
USD
-203110.34000000
N
N
N
2023-12-18
AltShares Trust
Jonathon Hickey
Jonathon Hickey
Chief Financial Officer