0001752724-24-152815.txt : 20240708
0001752724-24-152815.hdr.sgml : 20240708
20240708155154
ACCESSION NUMBER: 0001752724-24-152815
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240531
FILED AS OF DATE: 20240708
DATE AS OF CHANGE: 20240708
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: 241104524
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
2024-05-31
N
81813908.25
10685482.01
71128426.24
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
47546.45000000
N
Water Island Merger Arbitrage USD Hedged Index
WIMARBH
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
10202.00000000
NS
USD
1251377.32000000
1.759320972149
Long
EC
CORP
US
N
1
N
N
N
Crescent Energy Co
N/A
Crescent Energy Co
44952J104
-27800.00000000
NS
USD
-350280.00000000
-0.49246133861
Short
EC
CORP
US
N
1
N
N
N
Barratt Developments PLC
2138006R85VEOF5YNK29
Barratt Developments PLC
000000000
-70704.00000000
NS
-453356.10000000
-0.63737681819
Short
EC
CORP
GB
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
4164.21000000
0.005854494778
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
553549.07000000
USD
513720.00000000
EUR
2024-06-17
4164.21000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: FAMSS TRS USD R V 01MFEDL FEDL01/-40 BPS / Short: FAMSS TRS USD P E FAMSS US PAY EQUITY
000000000
121106.19000000
OU
Notional Amount
USD
-1447.67000000
-0.00203529035
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
First Advantage Corp.
First Advantage Corp.
Y
equity-performance leg
2025-03-26
0.00000000
USD
0.00000000
USD
121106.19000000
USD
-1447.67000000
N
N
N
Amedisys Inc
5299001RBS9GK9STN379
Amedisys Inc
023436108
11236.00000000
NS
USD
1024161.40000000
1.439876367493
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
11241.76000000
0.015804876607
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
497726.97000000
USD
399400.00000000
GBP
2024-06-17
11241.76000000
N
N
N
Endeavor Group Holdings Inc
N/A
Endeavor Group Holdings Inc
29260Y109
70474.00000000
NS
USD
1890817.42000000
2.658314713192
Long
EC
CORP
US
N
1
N
N
N
Consolidated Communications Holdings Inc
529900F6S64KOO8CXH48
Consolidated Communications Holdings Inc
209034107
91738.00000000
NS
USD
403647.20000000
0.567490694420
Long
EC
CORP
US
N
1
N
N
N
Mattioli Woods PLC
2138003LAM79SNI63R97
Mattioli Woods PLC
000000000
39335.00000000
NS
396470.13000000
0.557400396660
Long
EC
CORP
GB
N
1
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
15238.00000000
NS
USD
2348175.80000000
3.301318367535
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
12004.23000000
0.016876839028
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
383039.10000000
USD
310000.00000000
GBP
2024-06-17
12004.23000000
N
N
N
PlayAGS Inc
N/A
PlayAGS Inc
72814N104
80996.00000000
NS
USD
935503.80000000
1.315231967657
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-629.44000000
-0.00088493452
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
451998.30000000
USD
354200.00000000
GBP
2024-06-17
-629.44000000
N
N
N
United States Steel Corp
JNLUVFYJT1OZSIQ24U47
United States Steel Corp
912909108
34927.00000000
NS
USD
1339450.45000000
1.883143661129
Long
EC
CORP
US
N
1
N
N
N
Redrow PLC
2138008WJZBBA7EYEL28
Redrow PLC
000000000
49105.00000000
NS
445513.17000000
0.626350382752
Long
EC
CORP
GB
N
1
N
N
N
Sterling Check Corp
N/A
Sterling Check Corp
85917T109
27840.00000000
NS
USD
428179.20000000
0.601980421379
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
549300BI6Y5SI6BYPB26
Morgan Stanley Institutional Liquidity Funds - Government Portfolio
61747C707
825107.32000000
NS
USD
825107.32000000
1.160024709693
Long
STIV
RF
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
2136.53000000
0.003003763914
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
100574.74000000
USD
80600.00000000
GBP
2024-06-17
2136.53000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-310.37000000
-0.00043635156
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
31500.00000000
GBP
39831.13000000
USD
2024-06-17
-310.37000000
N
N
N
Gram Car Carriers ASA
549300DDMB7X84EDQN80
Gram Car Carriers ASA
000000000
17563.00000000
NS
432536.75000000
0.608106734346
Long
EC
CORP
NO
N
1
N
N
N
HashiCorp Inc
549300XGOB9ZFQHMIP56
HashiCorp Inc
418100103
70279.00000000
NS
USD
2359968.82000000
3.317898264804
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
947.22000000
0.001331703863
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
164764.36000000
USD
152640.00000000
EUR
2024-06-17
947.22000000
N
N
N
Axonics Inc
549300LJY4X7N57VJL05
Axonics Inc
05465P101
22110.00000000
NS
USD
1483359.90000000
2.085467060658
Long
EC
CORP
US
N
1
N
N
N
Model N Inc
549300WCIL3W0EYSBN94
Model N Inc
607525102
35699.00000000
NS
USD
1067043.11000000
1.500164092481
Long
EC
CORP
US
N
1
N
N
N
SilverBow Resources Inc
5493007QR70AVQSNF619
SilverBow Resources Inc
82836G102
14902.00000000
NS
USD
584158.40000000
0.821272775006
Long
EC
CORP
US
N
1
N
N
N
Capri Holdings Ltd
549300LPG8W0H1OX3A26
Capri Holdings Ltd
000000000
35924.00000000
NS
USD
1241174.20000000
1.744976327484
Long
EC
CORP
VG
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
756.91000000
0.001064145574
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
141586.12000000
USD
111700.00000000
GBP
2024-06-17
756.91000000
N
N
N
Overseas Shipholding Group Inc
N/A
Overseas Shipholding Group Inc
69036R863
56070.00000000
NS
USD
473791.50000000
0.666107103791
Long
EC
CORP
US
N
1
N
N
N
Darktrace PLC
213800PC5S5P9CSNFC89
Darktrace PLC
000000000
242994.00000000
NS
1820655.25000000
2.559673180251
Long
EC
CORP
GB
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
150.45000000
0.000211518808
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
37445.15000000
USD
34630.00000000
EUR
2024-06-17
150.45000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-1068.45000000
-0.00150214204
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
36300.00000000
GBP
45189.85000000
USD
2024-06-17
-1068.45000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-30.43000000
-0.00004278177
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
52100.00000000
GBP
66362.34000000
USD
2024-06-17
-30.43000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
1648.45000000
0.002317568498
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
442711.58000000
USD
348700.00000000
GBP
2024-06-17
1648.45000000
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
2419608.19000000
NS
USD
2419608.19000000
3.401745712516
Long
STIV
RF
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-243.69000000
-0.00034260564
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
33200.00000000
GBP
42064.18000000
USD
2024-06-17
-243.69000000
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884L109
-43720.00000000
NS
USD
-1796454.80000000
-2.52564958198
Short
EC
CORP
US
N
1
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
Synopsys Inc
871607107
-2356.00000000
NS
USD
-1321244.80000000
-1.85754819815
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2491.45000000
0.003502748664
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1604470.00000000
EUR
1744362.94000000
USD
2024-06-17
2491.45000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-12064.35000000
-0.01696136219
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
4388400.00000000
NOK
406159.94000000
USD
2024-06-17
-12064.35000000
N
N
N
Snap One Holdings Corp
254900UH1TKVPR8FDW43
Snap One Holdings Corp
83303Y105
39415.00000000
NS
USD
422528.80000000
0.594036480681
Long
EC
CORP
US
N
1
N
N
N
Chord Energy Corp
529900FA4V2YNIKZ0M71
Chord Energy Corp
674215207
-8340.00000000
NS
USD
-1546319.40000000
-2.17398230460
Short
EC
CORP
US
N
1
N
N
N
ChampionX Corp
549300EP2909K6DYYP38
ChampionX Corp
15872M104
55627.00000000
NS
USD
1814552.74000000
2.551093614636
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
29883.46000000
0.042013385617
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1788080.47000000
USD
1426600.00000000
GBP
2024-06-17
29883.46000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-417.95000000
-0.00058759911
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
11093200.00000000
NOK
1056788.71000000
USD
2024-06-17
-417.95000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
7795.27000000
0.010959429882
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
659190.79000000
USD
523400.00000000
GBP
2024-06-17
7795.27000000
N
N
N
OHB SE
391200Y9EA2FRAPKRQ70
OHB SE
000000000
7783.00000000
NS
369888.36000000
0.520028882337
Long
EC
CORP
DE
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
103.18000000
0.000145061553
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
39720.00000000
EUR
43224.67000000
USD
2024-06-17
103.18000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
53.33000000
0.000074977056
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
354949.87000000
USD
327000.00000000
EUR
2024-06-17
53.33000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
463.89000000
0.000652186508
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
44980.86000000
USD
41860.00000000
EUR
2024-06-17
463.89000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
1503.11000000
0.002113233877
N/A
DFE
NO
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1042084.86000000
USD
10950300.00000000
NOK
2024-06-17
1503.11000000
N
N
N
Perficient Inc
549300HTBXKL2755T650
Perficient Inc
71375U101
25729.00000000
NS
USD
1907805.35000000
2.682198174275
Long
EC
CORP
US
N
1
N
N
N
Cerevel Therapeutics Holdings Inc
254900RJNIRS9COSQR41
Cerevel Therapeutics Holdings Inc
15678U128
32646.00000000
NS
USD
1329998.04000000
1.869854445411
Long
EC
CORP
US
N
1
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
2502615.96000000
OU
Notional Amount
USD
-32347.74000000
-0.04547793577
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Chevron Corp.
Chevron Corp.
Y
equity-performance leg
2025-05-08
0.00000000
USD
0.00000000
USD
2502615.96000000
USD
-32347.74000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-9358.89000000
-0.01315773523
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
4617360.00000000
SEK
429669.96000000
USD
2024-06-17
-9358.89000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-15970.40000000
-0.02245290785
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1442800.00000000
GBP
1822637.73000000
USD
2024-06-17
-15970.40000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: SKGMSS TRS EUR R V 01MEURIB EUR001M PAY VARIABLE-40 BPS / Short: SKGMSS TRS EUR P E SKGMSS PAY EQUITY
000000000
560422.00000000
OU
Notional Amount
4724.30000000
0.006641929604
N/A
DE
ER
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Smurfit Kappa Group PLC
Smurfit Kappa Group PLC
Y
equity-performance leg
2026-05-29
0.00000000
EUR
0.00000000
EUR
560422.00000000
EUR
4724.30000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
249.06000000
0.000350155364
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
286040.00000000
EUR
310784.58000000
USD
2024-06-17
249.06000000
N
N
N
National Western Life Group Inc
549300HPXNVHFT1BJ192
National Western Life Group Inc
638517102
1855.00000000
NS
USD
909877.50000000
1.279203755935
Long
EC
CORP
US
N
1
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
Juniper Networks Inc
48203R104
45905.00000000
NS
USD
1637431.35000000
2.302077293928
Long
EC
CORP
US
N
1
N
N
N
Olink Holding AB
8945004Z7ZHV3LML4J27
Olink Holding AB
680710100
18275.00000000
NS
USD
437686.25000000
0.615346455892
Long
EC
CORP
SE
N
1
N
N
N
Vizio Holding Corp
N/A
Vizio Holding Corp
92858V101
131429.00000000
NS
USD
1411547.46000000
1.984505400467
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
7722.53000000
0.010857164158
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
2341100.00000000
GBP
2991064.28000000
USD
2024-06-17
7722.53000000
N
N
N
Heartland Financial USA Inc
549300QF7B0DFZT32C73
Heartland Financial USA Inc
42234Q102
30308.00000000
NS
USD
1332339.68000000
1.873146575047
Long
EC
CORP
US
N
1
N
N
N
Independent Bank Group Inc
N/A
Independent Bank Group Inc
45384B106
10374.00000000
NS
USD
477618.96000000
0.671488159162
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY PRIME BROKER CA
N/A
MORGAN STANLEY PRIME BROKER CA
000000000
4.09000000
NS
3.00000000
0.000004217723
Long
STIV
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
3218.49000000
0.004524899776
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
191544.73000000
USD
179400.00000000
EUR
2024-06-17
3218.49000000
N
N
N
Everbridge Inc
549300WCY0UMR64ATW81
Everbridge Inc
29978A104
40446.00000000
NS
USD
1405902.96000000
1.976569754624
Long
EC
CORP
US
N
1
N
N
N
Virgin Money UK PLC
213800ZK9VGCYYR6O495
Virgin Money UK PLC
000000000
168449.00000000
NS
456767.19000000
0.642172495787
Long
EC
CORP
GB
N
1
N
N
N
Equitrans Midstream Corp
549300RH0NLJNZ5SXU64
Equitrans Midstream Corp
294600101
124771.00000000
NS
USD
1781729.88000000
2.504947704013
Long
EC
CORP
US
N
1
N
N
N
Hawaiian Holdings Inc
529900TQUS2JVPSSPP86
Hawaiian Holdings Inc
419879101
64020.00000000
NS
USD
874513.20000000
1.229484815324
Long
EC
CORP
US
N
1
N
N
N
Nuvei Corp
894500ET22NO0AUZRG34
Nuvei Corp
67079A102
46348.00000000
NS
USD
1492405.60000000
2.098184479668
Long
EC
CORP
CA
N
1
N
N
N
OX2 AB
549300DSDIWP6USPXU21
OX2 AB
000000000
160356.00000000
NS
908139.78000000
1.276760682059
Long
EC
CORP
SE
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
307.68000000
0.000432569671
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
80040.00000000
EUR
87202.04000000
USD
2024-06-17
307.68000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
937.11000000
0.001317490136
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
58319.39000000
USD
46500.00000000
GBP
2024-06-17
937.11000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-609.24000000
-0.00085653518
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1544829.72000000
USD
1422410.00000000
EUR
2024-06-17
-609.24000000
N
N
N
AssetMark Financial Holdings Inc
5493001K4EDHT2T6W812
AssetMark Financial Holdings Inc
04546L106
37707.00000000
NS
USD
1296743.73000000
1.823101955924
Long
EC
CORP
US
N
1
N
N
N
SouthState Corp
549300JZUANXM0YQ4W53
SouthState Corp
840441109
-6200.00000000
NS
USD
-479322.00000000
-0.67388247616
Short
EC
CORP
US
N
1
N
N
N
Deciphera Pharmaceuticals Inc
529900QR4WAPYY0CBF25
Deciphera Pharmaceuticals Inc
24344T101
88933.00000000
NS
USD
2271348.82000000
3.193306727096
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY PRIME BROKER EU
N/A
MORGAN STANLEY PRIME BROKER EU
000000000
-566027.47000000
NS
-614167.78000000
-0.86346319251
Short
CORP
EE
N
1
N
N
N
Hibbett Inc
529900RD6P643J1CZM55
Hibbett Inc
428567101
21989.00000000
NS
USD
1903807.62000000
2.676577735005
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
533.49000000
0.000750037682
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
35275.28000000
USD
28100.00000000
GBP
2024-06-17
533.49000000
N
N
N
Transphorm Inc
549300P3H6NZD06TZ064
Transphorm Inc
89386L100
42227.00000000
NS
USD
201845.06000000
0.283775517989
Long
EC
CORP
US
N
1
N
N
N
Chord Energy Corp
529900FA4V2YNIKZ0M71
Chord Energy Corp
674215207
8339.76000000
NS
USD
1546274.90000000
2.173919741711
Long
EC
CORP
US
N
1
N
N
N
Shockwave Medical Inc
549300LDXO56IC5Y1538
Shockwave Medical Inc
82489T104
6997.00000000
NS
USD
2343995.00000000
3.295440548749
Long
EC
CORP
US
N
2
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
1645.90000000
0.002313983433
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
202374.87000000
USD
160100.00000000
GBP
2024-06-17
1645.90000000
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
30279.49000000
0.042570167232
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
3012970.00000000
EUR
3301270.25000000
USD
2024-06-17
30279.49000000
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167735
-15106.00000000
NS
USD
-1373588.58000000
-1.93113871993
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
534.00000000
0.000750754695
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
87554.56000000
USD
81140.00000000
EUR
2024-06-17
534.00000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
2000.78000000
0.002812911947
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
102239.69000000
USD
81800.00000000
GBP
2024-06-17
2000.78000000
N
N
N
Matterport Inc
N/A
Matterport Inc
577096100
292468.00000000
NS
USD
1286859.20000000
1.809205219384
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
1219.30000000
0.001714223221
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
75495.57000000
USD
60200.00000000
GBP
2024-06-17
1219.30000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-1115.64000000
-0.00156848683
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
31200.00000000
GBP
38643.56000000
USD
2024-06-17
-1115.64000000
N
N
N
Westrock Co
5493004Z9TCQW68YVL89
Westrock Co
96145D105
12440.00000000
NS
USD
667281.60000000
0.938136319435
Long
EC
CORP
US
N
1
N
N
N
ALLETE Inc
549300NNLSIMY6Z8OT86
ALLETE Inc
018522300
23461.00000000
NS
USD
1481562.15000000
2.082939590144
Long
EC
CORP
US
N
1
N
N
N
Encavis AG
391200ECRGNL09Y2KJ67
Encavis AG
000000000
52608.00000000
NS
964690.54000000
1.356265829283
Long
EC
CORP
DE
N
1
N
N
N
Morgan Stanley & Co. LLC
549300BI6Y5SI6BYPB26
Morgan Stanley Institutional Liquidity Funds - Government Portfolio
61747C707
2419608.27000000
NS
USD
2419608.27000000
3.401745824989
Long
STIV
RF
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-5919.76000000
-0.00832263598
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
4867700.00000000
SEK
456911.97000000
USD
2024-06-17
-5919.76000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-2991.28000000
-0.00420546349
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
288900.00000000
GBP
365163.62000000
USD
2024-06-17
-2991.28000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: CSGPMSS TRS USD R V 00MFEDL0 FEDDL01 - 40 BPS / Short: CSGPMSS TRS USD P E CSGPMSS TRS PE
000000000
824258.93000000
OU
Notional Amount
USD
105954.80000000
0.148962665984
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CoStar Group, Inc.
CoStar Group, Inc.
Y
equity-performance leg
2025-05-08
0.00000000
USD
0.00000000
USD
824258.93000000
USD
105954.80000000
N
N
N
Apartment Income REIT Corp
N/A
Apartment Income REIT Corp
03750L109
61123.00000000
NS
USD
2368516.25000000
3.329915162199
Long
EC
US
N
1
N
N
N
ANSYS Inc
549300VJV8H15Z5FJ571
ANSYS Inc
03662Q105
6828.00000000
NS
USD
2167548.60000000
3.047373201659
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
9082.62000000
0.012769325120
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
775452.73000000
USD
722650.00000000
EUR
2024-06-17
9082.62000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-32.63000000
-0.00004587476
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
31381.23000000
USD
24600.00000000
GBP
2024-06-17
-32.63000000
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467109
174234.00000000
NS
USD
1311982.02000000
1.844525584712
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-3149.48000000
-0.00442787808
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
289200.00000000
GBP
365387.72000000
USD
2024-06-17
-3149.48000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: COFMSS TRS USD R V 01MFEDL FEDL01/-40 BPS / Short: COFMSS TRS USD P E COF US P E
000000000
1437482.91000000
OU
Notional Amount
USD
6543.80000000
0.009199978610
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Capital One Financial Corp.
Capital One Financial Corp.
Y
equity-performance leg
2025-03-01
0.66000000
USD
0.00000000
USD
1437482.91000000
USD
6543.14000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
10021.57000000
0.014089402127
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1437748.52000000
USD
1136100.00000000
GBP
2024-06-17
10021.57000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-28065.99000000
-0.03945819060
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1257700.00000000
GBP
1574663.04000000
USD
2024-06-17
-28065.99000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
306.04000000
0.000430263983
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
45220.00000000
EUR
49398.53000000
USD
2024-06-17
306.04000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-4933.21000000
-0.00693563777
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
396185.81000000
USD
360390.00000000
EUR
2024-06-17
-4933.21000000
N
N
N
McGrath RentCorp
254900EUH6IPWFQ83445
McGrath RentCorp
580589109
8833.00000000
NS
USD
962620.34000000
1.353355319224
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
350.86000000
0.000493276765
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
64130.41000000
USD
50600.00000000
GBP
2024-06-17
350.86000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: SLBMSS TRS USD R V 00MFEDL FEDL01/-40 BPS / Short: SLBMSS TRS USD P E SLBMSS US PAY EQUITY
000000000
2016064.45000000
OU
Notional Amount
USD
139805.91000000
0.196554201168
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Schlumberger NV
Schlumberger NV
Y
equity-performance leg
2025-05-08
0.00000000
USD
0.00000000
USD
2016064.45000000
USD
139805.91000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: WSCMSS TRS USD R V 01MFEDL FEDL01/-40 BPS / Short: WSCMSS TRS USD P E WSC US P E
000000000
443034.94000000
OU
Notional Amount
USD
50036.13000000
0.070346178940
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
WillScot Mobile Mini Holdings Corp.
WillScot Mobile Mini Holdings Corp.
Y
equity-performance leg
2025-02-08
0.00000000
USD
-0.02000000
USD
443034.94000000
USD
50036.15000000
N
N
N
MORGAN STANLEY PRIME BROKER US
N/A
MORGAN STANLEY PRIME BROKER US
000000000
8314102.06000000
NS
USD
8314102.06000000
11.68885985463
Long
CORP
US
N
1
N
N
N
Haynes International Inc
549300I9MS5UZLRFDO40
Haynes International Inc
420877201
15828.00000000
NS
USD
931002.96000000
1.308904202180
Long
EC
CORP
US
N
1
N
N
N
Catalent Inc
N/A
Catalent Inc
148806102
29475.00000000
NS
USD
1585460.25000000
2.229010725824
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: UMBFMSS TRS USD R V 00MFEDL0 FEDL01 -40BPS / Short: UMBFMSS TRS USD P E UMBFMSS TRS PE
000000000
956740.40000000
OU
Notional Amount
USD
24.20000000
0.000034022965
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
UMB Financial Corp.
UMB Financial Corp.
Y
equity-performance leg
2025-05-08
0.00000000
USD
0.00000000
USD
956740.40000000
USD
24.20000000
N
N
N
UMB Financial Corp
549300MGEH3N3CUCV828
UMB Financial Corp
902788108
-5564.00000000
NS
USD
-458696.16000000
-0.64488444950
Short
EC
CORP
US
N
1
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional U.S. Government Money Market Fund
857492706
825107.31000000
NS
USD
825107.31000000
1.160024695634
Long
STIV
RF
US
N
1
N
N
N
Encore Wire Corp
N/A
Encore Wire Corp
292562105
6768.00000000
NS
USD
1954124.64000000
2.747318819351
Long
EC
CORP
US
N
1
N
N
N
2024-06-20
AltShares Trust
Jonathon Hickey
Jonathon Hickey
Chief Financial Officer