NPORT-P
false
0001105076
XXXXXXXX
S000030113
C000092484
C000127229
C000115402
C000092485
ARBITRAGE FUNDS
811-09815
0001105076
549300NPBJYDNFZ58M30
C/O ALPS FUND SERVICES, INC.
1290 BROADWAY, SUITE 1100
DENVER
80203
303-623-2577
Water Island Event-Driven Fund
S000030113
71ZPS0ACY0O0VMTK8636
2021-05-31
2021-05-31
N
174379114.64
37795733.93
136583380.71
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2312650.00000000
0.00000000
0.00000000
1478083.44000000
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
1093.76000000
0.000800800210
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
34243.66000000
USD
24900.00000000
GBP
2021-06-15
1093.76000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
123.80000000
0.000090640603
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
865300.00000000
NOK
103594.29000000
USD
2021-06-15
123.80000000
N
N
N
SEK CASH COLLATERAL
N/A
SEK CASH COLLATERAL MS CASH
000000000
-11.68000000
NS
-1.41000000
-0.00000103233
Short
STIV
CORP
SE
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-9233.60000000
-0.00676041254
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
431000.00000000
EUR
516480.01000000
USD
2021-06-15
-9233.60000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MIDDLEBY CORP/THE JUL21 180 CALL
000000000
13.00000000
NC
USD
3607.50000000
0.002641243745
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Middleby Corp/The
Middleby Corp/The
100.00000000
180.00000000
USD
2021-07-16
XXXX
-306.86000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
16529.16000000
0.012101882318
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
880843.24000000
USD
735700.00000000
EUR
2021-06-15
16529.16000000
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
HERMAN MILLER INC JUN21 50 CALL
000000000
59.00000000
NC
USD
3540.00000000
0.002591823384
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Call
Purchased
Herman Miller Inc
Herman Miller Inc
100.00000000
50.00000000
USD
2021-06-18
XXXX
-773.77000000
N
N
N
Globalworth Real Estate Investments Ltd
213800R3E823B1UBIA81
Globalworth Real Estate Investments Ltd
000000000
77947.00000000
NS
682476.58000000
0.499677615572
Long
EC
GG
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-768.33000000
-0.00056253549
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
72200.00000000
EUR
87297.85000000
USD
2021-06-15
-768.33000000
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360105
0.95300000
NS
USD
399.75000000
0.000292678360
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
788.78000000
0.000577508036
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
27594.69000000
USD
20000.00000000
GBP
2021-06-15
788.78000000
N
N
N
Core-Mark Holding Co Inc
529900CI5YANWVE54N57
Core-Mark Holding Co Inc
218681104
25316.00000000
NS
USD
1160991.76000000
0.850024178611
Long
EC
CORP
US
N
1
N
N
N
Forterra Inc
549300M8CB93DI1JD480
Forterra Inc
34960W106
56115.00000000
NS
USD
1311968.70000000
0.960562473399
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: SPIGS TRS GBP R E SPI LN RE / Short: SPIGS TRS GBP P V 01MSONIO SONIO/N01M+90BPS
000000000
481575.50000000
OU
Notional Amount
5981.71000000
0.004379529902
N/A
DE
GB
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Spire Healthcare Group PLC
Spire Healthcare Group PLC
Y
equity-performance leg
2022-05-26
0.00000000
GBP
0.00000000
GBP
481575.50000000
GBP
5981.71000000
N
N
N
Pershing LLC
ZI8Q1A8EI8LQFJNM0D94
DEFIANCE NEXTGEN SPAC DERIVED AUG21 21 PUT
000000000
80.00000000
NC
USD
7600.00000000
0.005564366587
N/A
DE
US
N
1
Pershing LLC
ZI8Q1A8EI8LQFJNM0D94
Put
Purchased
Defiance NextGen SPAC Derived ETF
Defiance NextGen SPAC Derived ETF
100.00000000
21.00000000
USD
2021-08-20
XXXX
-4868.53000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MIDDLEBY CORP/THE JUN21 190 CALL
000000000
14.00000000
NC
USD
336.00000000
0.000246003575
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Middleby Corp/The
Middleby Corp/The
100.00000000
190.00000000
USD
2021-06-18
XXXX
-10116.19000000
N
N
N
Suez SA
549300JQIZM6CL7POC81
Suez SA
000000000
66922.00000000
NS
1630936.18000000
1.194095629733
Long
EC
CORP
FR
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: KNMS TRS EUR R E KN FP RE / Short: KNMS TRS EUR P V 01MEONIA EONIA01M+50BPS
000000000
933461.57000000
OU
Notional Amount
-1603.11000000
-0.00117372259
N/A
DE
ER
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Natixis SA
Natixis SA
Y
equity-performance leg
2021-06-30
0.00000000
EUR
0.00000000
EUR
933461.57000000
EUR
-1603.11000000
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: JLGGS TRS GBP R E JLG LN RE / Short: JLGGS TRS GBP P V 01MSONIA SONIA01M+49BPS
000000000
484593.58000000
OU
Notional Amount
2193.81000000
0.001606205666
N/A
DE
GB
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
John Laing Group PLC
John Laing Group PLC
Y
equity-performance leg
2022-05-19
0.00000000
GBP
0.00000000
GBP
484593.58000000
GBP
2193.81000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-531.69000000
-0.00038927869
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
17200.00000000
CAD
13705.79000000
USD
2021-06-15
-531.69000000
N
N
N
VEREIT Inc
5493002H54FNIBW75H44
VEREIT Inc
92339V308
55396.00000000
NS
USD
2635187.72000000
1.929361907943
Long
EC
US
N
1
N
N
N
Goodyear Tire & Rubber Co/The
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550101
16208.00000000
NS
USD
321404.64000000
0.235317531554
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
660.71000000
0.000483741137
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
16805.04000000
USD
21100.00000000
CAD
2021-06-15
660.71000000
N
N
N
Magnachip Semiconductor Corp
529900P54J1ATLRBUV29
Magnachip Semiconductor Corp
55933J203
15769.00000000
NS
USD
373725.30000000
0.273624285807
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-134.47000000
-0.00009845268
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
884300.00000000
NOK
105607.99000000
USD
2021-06-15
-134.47000000
N
N
N
Extended Stay America Inc
549300IESZBC3BJUJW64
Extended Stay America Inc
30224P200
213026.00000000
NS
USD
4198742.46000000
3.074123980658
Long
EC
CORP
US
N
1
N
N
N
Welbilt Inc
549300UR3W71YLZWI068
Welbilt Inc
949090104
129552.00000000
NS
USD
3201229.92000000
2.343791684873
Long
EC
CORP
US
N
1
N
N
N
Ferro Corp
1YTO5R7OHOPE81ZNYD08
Ferro Corp
315405100
98547.00000000
NS
USD
2128615.20000000
1.558473065269
Long
EC
CORP
US
N
1
N
N
N
LIGHTNING EMOTORS INC
549300JQ9U3NF5XD5A71
Lightning eMotors Inc
53228RAA3
403000.00000000
PA
USD
336940.24000000
0.246691975442
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
7.50000000
N
N
N
N
N
Lightning eMotors Inc
Lightning eMotors Inc
USD
XXXX
N
N
N
GrubHub Inc
529900CR2K1AJ5W4RR39
GrubHub Inc
400110102
11361.00000000
NS
USD
682909.71000000
0.499994733217
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
4969.09000000
0.003638136626
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
279717.08000000
USD
200600.00000000
GBP
2021-06-15
4969.09000000
N
N
N
Dialog Semiconductor PLC
529900QA2LORU6646N15
Dialog Semiconductor PLC
000000000
21600.00000000
NS
1714741.44000000
1.255453944020
Long
EC
CORP
GB
N
1
N
N
N
Dermira Inc
549300O9N05J47OFMV14
Dermira Inc
24983LAB0
1430000.00000000
PA
USD
1444300.00000000
1.057449297632
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
3.00000000
N
N
N
N
N
Dermira Inc
Dermira Inc
USD
XXXX
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-592.69000000
-0.00043394005
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
637800.00000000
NOK
75673.90000000
USD
2021-06-15
-592.69000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: CTBMSS TRS USD R V 01MFEDL FEDL01M- 40 BPS / Short: CTBMSS TRS USD P E CTB US RE
000000000
1057963.20000000
OU
Notional Amount
USD
-3216.78000000
-0.00235517673
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Cooper Tire & Rubber Co
Cooper Tire & Rubber Co
Y
equity-performance leg
2022-04-30
0.00000000
USD
0.00000000
USD
1057963.20000000
USD
-3216.78000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
21.42000000
0.000015682727
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
28900.00000000
CAD
23943.70000000
USD
2021-06-15
21.42000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-2600.64000000
-0.00190406767
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
56000.00000000
EUR
65705.54000000
USD
2021-06-15
-2600.64000000
N
N
N
Domtar Corp
XYSIJOU3HNVROZWNA008
Domtar Corp
257559203
31269.00000000
NS
USD
1695717.87000000
1.241525770694
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: VECGS TRS GBP R E VEC LN RE / Short: VECGS TRS GBP P V 01MSONIO SONIO/N01M+80BPS
000000000
720171.00000000
OU
Notional Amount
-18588.03000000
-0.01360929119
N/A
DE
GB
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Vectura Group PLC
Vectura Group PLC
Y
equity-performance leg
2022-05-26
0.00000000
GBP
0.00000000
GBP
720171.00000000
GBP
-18588.03000000
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: AGKGS TRS GBP R E AGK LN RE / Short: AGKGS TRS GBP P V 01MBP000 BP0001M+45BPS
000000000
684574.00000000
OU
Notional Amount
-561.96000000
-0.00041144097
N/A
DE
GB
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Aggreko PLC
Aggreko PLC
Y
equity-performance leg
2022-03-05
0.00000000
GBP
0.00000000
GBP
684574.00000000
GBP
-561.96000000
N
N
N
Pershing LLC
ZI8Q1A8EI8LQFJNM0D94
CHURCHILL CAPITAL CORP IV JUL21 17.5 PUT
000000000
62.00000000
NC
USD
9827.00000000
0.007194872428
N/A
DE
US
N
1
Pershing LLC
ZI8Q1A8EI8LQFJNM0D94
Put
Purchased
Churchill Capital Corp IV
Churchill Capital Corp IV
100.00000000
17.50000000
USD
2021-07-16
XXXX
-6878.24000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-6367.96000000
-0.00466232419
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
314900.00000000
EUR
377732.31000000
USD
2021-06-15
-6367.96000000
N
N
N
Middleby Corp/The
JDFO86U9VQRBKW5KYA35
Middleby Corp/The
596278101
-16056.00000000
NS
USD
-2637679.68000000
-1.93118640517
Short
EC
CORP
US
N
1
N
N
N
STARS GRP HLDS/STARS GRP
N/A
Stars Group Holdings BV / Stars Group US Co-Borrower LLC
85572NAA6
1585000.00000000
PA
USD
1648812.10000000
1.207183547097
Long
DBT
CORP
NL
N
2
2026-07-15
Fixed
7.00000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-779.54000000
-0.00057074293
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
19200.00000000
GBP
26468.59000000
USD
2021-06-15
-779.54000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
1068.90000000
0.000782598874
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
30882.66000000
USD
38600.00000000
CAD
2021-06-15
1068.90000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
9.37000000
0.000006860278
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
39500.00000000
CAD
32705.91000000
USD
2021-06-15
9.37000000
N
N
N
STEMLINE THERAPEUTICS INC
529900EFNCIRC8Q7V234
STEMLINE THERAPEUTICS INC
858CVR020
121306.00000000
NS
USD
43888.51000000
0.032133126132
N/A
DE
US
N
3
N/A
N/A
Stemline Therapeutics Inc
Stemline Therapeutics Inc
2099-12-31
XXXX
3857.53000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
750.41000000
0.000549415306
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
22426.89000000
USD
28000.00000000
CAD
2021-06-15
750.41000000
N
N
N
FUSE SPONSOR CAPITAL
N/A
FUSE SPONSOR CAPITAL
000000000
56600.00000000
NS
USD
51454.49000000
0.037672584858
Long
EC
CORP
US
N
3
N
N
N
Aerojet Rocketdyne Holdings Inc
549300VULNLWHE8QWI76
Aerojet Rocketdyne Holdings Inc
007800105
54335.00000000
NS
USD
2632530.75000000
1.927416598062
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
299.43000000
0.000219228722
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
222500.00000000
EUR
271694.51000000
USD
2021-06-15
299.43000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-1362.30000000
-0.00099741271
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
2831200.00000000
NOK
337185.78000000
USD
2021-06-15
-1362.30000000
N
N
N
At Home Group Inc
549300LGPR0P05O30I24
At Home Group Inc
04650Y100
70861.00000000
NS
USD
2660121.94000000
1.947617584344
Long
EC
CORP
US
N
1
N
N
N
Equity Commonwealth
549300YPGVU9PR4L0606
Equity Commonwealth
294628102
-70167.00000000
NS
USD
-1925382.48000000
-1.40967551834
Short
EC
US
N
1
N
N
N
CA Immobilien Anlagen AG
5299003ICAPV07J0R180
CA Immobilien Anlagen AG
000000000
18714.00000000
NS
813560.89000000
0.595651451714
Long
EC
CORP
AT
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
470.76000000
0.000344668580
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
10372.90000000
USD
13100.00000000
CAD
2021-06-15
470.76000000
N
N
N
Talend SA
549300CGJZ1TI6ZGS674
Talend SA
874224207
26377.00000000
NS
USD
1713713.69000000
1.254701473262
Long
EC
CORP
FR
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-187.08000000
-0.00013697127
N/A
DFE
NO
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
15803.91000000
USD
130600.00000000
NOK
2021-06-15
-187.08000000
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466L302
-11531.00000000
NS
USD
-2745531.10000000
-2.01015019962
Short
EC
CORP
US
N
1
N
N
N
Sbanken ASA
5967007LIEEXZXB8WO76
Sbanken ASA
000000000
117197.00000000
NS
1440613.61000000
1.054750294297
Long
EC
CORP
NO
Y
1
N
N
N
W R Grace & Co
5493003X5Z6TVAXIPW56
W R Grace & Co
38388F108
62364.00000000
NS
USD
4273181.28000000
3.128624623132
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-135.44000000
-0.00009916286
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
641000.00000000
NOK
76513.80000000
USD
2021-06-15
-135.44000000
N
N
N
Soliton Inc
N/A
Soliton Inc
834251100
61176.00000000
NS
USD
1363001.28000000
0.997926155374
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
7218802.07000000
OU
Notional Amount
USD
141307.10000000
0.103458487603
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
7218802.07000000
USD
141307.10000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
558.15000000
0.000408651475
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
12686.02000000
USD
16000.00000000
CAD
2021-06-15
558.15000000
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: GYSGS TRS GBP R E GYS LNRE / Short: GYSGS TRS GBP P V 01MBP000 BP0001M+75BPS
000000000
360858.15000000
OU
Notional Amount
-18526.01000000
-0.01356388303
N/A
DE
GB
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Jackpotjoy PLC
Jackpotjoy PLC
Y
equity-performance leg
2022-03-25
0.00000000
GBP
0.00000000
GBP
360858.15000000
GBP
-18526.01000000
N
N
N
Change Healthcare Inc
549300GS1BPJEDOZHM07
Change Healthcare Inc
15912K100
238624.00000000
NS
USD
5593346.56000000
4.095188251252
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1557.09000000
-0.00114002889
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
212100.00000000
EUR
257152.56000000
USD
2021-06-15
-1557.09000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-28464.42000000
-0.02084032468
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
855200.00000000
CAD
679436.45000000
USD
2021-06-15
-28464.42000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
1447.19000000
0.001059565221
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
801700.00000000
NOK
97312.55000000
USD
2021-06-15
1447.19000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
GRUBHUB INC JUN21 77.5 CALL
000000000
37.00000000
NC
USD
1480.00000000
0.001083587177
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
GrubHub Inc
GrubHub Inc
100.00000000
77.50000000
USD
2021-06-18
XXXX
-11102.39000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-377.18000000
-0.00027615365
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
12900.00000000
CAD
10300.93000000
USD
2021-06-15
-377.18000000
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
Willis Towers Watson PLC
000000000
20196.00000000
NS
USD
5278426.56000000
3.864618471560
Long
EC
CORP
IE
N
1
N
N
N
Nuance Communications Inc
AEMSOT3SS15TNMJCE605
Nuance Communications Inc
67020Y100
88703.00000000
NS
USD
4692388.70000000
3.435548802209
Long
EC
CORP
US
N
1
N
N
N
Pershing LLC
ZI8Q1A8EI8LQFJNM0D94
STEM INC JUL21 17.5 PUT
000000000
74.00000000
NC
USD
3145.00000000
0.002302622752
N/A
DE
US
N
1
Pershing LLC
ZI8Q1A8EI8LQFJNM0D94
Put
Purchased
Stem Inc
Stem Inc
100.00000000
17.50000000
USD
2021-07-16
XXXX
-15393.52000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: AGKMS TRS GBP R E AGK LN RE / Short: AGKMS TRS GBP P V 01MSONIA SONIO/N+90BPS
000000000
419989.42000000
OU
Notional Amount
187.53000000
0.000137300745
N/A
DE
GB
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Aggreko PLC
Aggreko PLC
Y
equity-performance leg
2022-03-05
0.00000000
GBP
0.00000000
GBP
419989.42000000
GBP
187.53000000
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
000000000
65719.00000000
NS
USD
6920867.89000000
5.067137637114
Long
EC
CORP
BM
N
1
N
N
N
SWAP MORGAN STANLEY COC SWAP CASH COLLATERAL USD
N/A
SWAP MORGAN STANLEY COC SWAP CASH COLLATERAL USD
000000000
4800000.00000000
NS
USD
4800000.00000000
3.514336791964
Long
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: MLHRMSS TRS USD R V 01MFEDL FEDL01M-40BPS / Short: MLHRMSS TRS USD P E MLHR US PE
000000000
266245.74000000
OU
Notional Amount
USD
-15439.66000000
-0.01130420108
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Herman Miller Inc
Herman Miller Inc
Y
equity-performance leg
2022-03-31
0.00000000
USD
0.00000000
USD
266245.74000000
USD
-15439.66000000
N
N
N
Cabot Oil & Gas Corp
FCNMH6O7VWU7LHXMK351
Cabot Oil & Gas Corp
127097103
-105415.00000000
NS
USD
-1728806.00000000
-1.26575136082
Short
EC
CORP
US
N
1
N
N
N
Photon Control Inc
5493008V5JJMYVFISD50
Photon Control Inc
000000000
454895.00000000
NS
1351825.71000000
0.989743922703
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-11829.21000000
-0.00866079748
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
422800.00000000
EUR
503882.43000000
USD
2021-06-15
-11829.21000000
N
N
N
Crown Resorts Ltd
549300D88XW2GD6R0Y98
Crown Resorts Ltd
000000000
33674.00000000
NS
335913.20000000
0.245940024513
Long
EC
CORP
AU
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
554.27000000
0.000405810719
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
22294.42000000
USD
16100.00000000
GBP
2021-06-15
554.27000000
N
N
N
Proofpoint Inc
529900C5FODDK0WSR085
Proofpoint Inc
743424103
19773.00000000
NS
USD
3416972.13000000
2.501748098661
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
266.01000000
0.000194760152
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
258100.00000000
NOK
31128.99000000
USD
2021-06-15
266.01000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
533.23000000
0.000390406209
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
396409.55000000
USD
279700.00000000
GBP
2021-06-15
533.23000000
N
N
N
GIX PIPE CONVERT
N/A
GIX PIPE CONVERT
000000000
616000.00000000
PA
USD
560061.04000000
0.410050649712
Long
DBT
CORP
US
N
3
2099-12-31
Variable
1.00000000
N
N
N
N
N
GIX PIPE CONVERT
GIX PIPE CONVERT
USD
XXXX
N
N
N
SWAP GOLDMAN SACHS COC SWAP CASH COLLATERAL USD
N/A
SWAP GOLDMAN SACHS COC SWAP CASH COLLATERAL USD
000000000
900000.00000000
NS
USD
900000.00000000
0.658938148493
Long
CORP
US
N
1
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
-74320.00000000
NS
USD
-5951545.60000000
-4.35744493148
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
1111.39000000
0.000813708076
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
73253.29000000
USD
52400.00000000
GBP
2021-06-15
1111.39000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-2445.20000000
-0.00179026173
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
159600.00000000
EUR
192227.41000000
USD
2021-06-15
-2445.20000000
N
N
N
Tarkett SA
9695002EVBYM5B2OIP31
Tarkett SA
000000000
47303.00000000
NS
1165209.34000000
0.853112094562
Long
EC
CORP
FR
N
1
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170302
16878.00000000
NS
USD
5024243.04000000
3.678517118175
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY CASH COLLATERAL
N/A
MORGAN STANLEY CASH COLLATERAL PAYMENT ON PLEDGED SHARES
000000000
5098.11000000
NS
USD
5098.11000000
0.003732599071
Long
CORP
US
N
1
N
N
N
Pershing LLC
ZI8Q1A8EI8LQFJNM0D94
CHARGEPOINT HOLDINGS INC AUG21 17.5 PUT
000000000
58.00000000
NC
USD
4669.00000000
0.003418424683
N/A
DE
US
N
1
Pershing LLC
ZI8Q1A8EI8LQFJNM0D94
Put
Purchased
ChargePoint Holdings Inc
ChargePoint Holdings Inc
100.00000000
17.50000000
USD
2021-08-20
XXXX
-16726.92000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-152.12000000
-0.00011137519
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
91200.00000000
EUR
111089.37000000
USD
2021-06-15
-152.12000000
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: EQNGS TRS GBP R E RE EQN LN / Short: EQNGS TRS GBP P V 01MSONIA SONIA01M+70 BPS
000000000
369392.00000000
OU
Notional Amount
16856.88000000
0.012341823662
N/A
DE
GB
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Equiniti Group PLC
Equiniti Group PLC
Y
equity-performance leg
2022-04-28
0.00000000
GBP
0.00000000
GBP
369392.00000000
GBP
16856.88000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: ADIMSS TRS USD R V 01MFEDL0 FEDL01-40.00BPS / Short: ADIMSS TRS USD P E US0326541051/ADI US
000000000
4147470.56000000
OU
Notional Amount
USD
-249160.04000000
-0.18242339492
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Analog Devices Inc
Analog Devices Inc
Y
equity-performance leg
2021-08-31
0.00000000
USD
0.00000000
USD
4147470.56000000
USD
-249160.04000000
N
N
N
Maxim Integrated Products Inc
SO0H5YEO14Y4PVKQH532
Maxim Integrated Products Inc
57772K101
42399.00000000
NS
USD
4325121.99000000
3.166653195664
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-83.42000000
-0.00006107624
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
827600.00000000
NOK
98878.99000000
USD
2021-06-15
-83.42000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: GYSMS TRS GBP R E GYS LN RE / Short: GYSMS TRS GBP P V 01MSONIA SONIA01M+90BPS
000000000
237985.65000000
OU
Notional Amount
-12217.89000000
-0.00894537090
N/A
DE
GB
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Jackpotjoy PLC
Jackpotjoy PLC
Y
equity-performance leg
2022-03-25
0.00000000
GBP
0.00000000
GBP
237985.65000000
GBP
-12217.89000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
752.05000000
0.000550616038
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
19693.64000000
USD
24700.00000000
CAD
2021-06-15
752.05000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-2353.43000000
-0.00172307200
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
93200.00000000
EUR
111327.57000000
USD
2021-06-15
-2353.43000000
N
N
N
PRA Health Sciences Inc
549300R1HR1VWWHIAK47
PRA Health Sciences Inc
69354M108
8588.00000000
NS
USD
1467860.96000000
1.074699536919
Long
EC
CORP
US
N
1
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
000000000
-21812.00000000
NS
USD
-5526506.44000000
-4.04625102356
Short
EC
CORP
IE
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-339.02000000
-0.00024821467
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
12300.00000000
CAD
9842.44000000
USD
2021-06-15
-339.02000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
II-VI INC JUN21 65 CALL
000000000
236.00000000
NC
USD
93220.00000000
0.068251349113
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
II-VI Inc
II-VI Inc
100.00000000
65.00000000
USD
2021-06-18
XXXX
38525.89000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-3460.22000000
-0.00253341217
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1628900.00000000
CAD
1344879.03000000
USD
2021-06-15
-3460.22000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
2561.93000000
0.001875726011
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
442800.00000000
AUD
343935.73000000
USD
2021-06-15
2561.93000000
N
N
N
Performance Food Group Co
549300EUK8GR9IT1YK57
Performance Food Group Co
71377A103
-11118.00000000
NS
USD
-557345.34000000
-0.40806234045
Short
EC
CORP
US
N
1
N
N
N
FUSE SPONSOR CAPITAL
N/A
FUSE SPONSOR CAPITAL Z2 SHARES
000000000
5660.00000000
NS
USD
5145.45000000
0.003767259217
Long
EC
CORP
US
N
3
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: IWMMSS TRS USD R V 01MFEDL FEDL01M-40BPS / Short: IWMMSS TRS USD P E IWM US PE
000000000
440109.73000000
OU
Notional Amount
USD
-1193.77000000
-0.00087402288
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares Russell 2000 ETF
iShares Russell 2000 ETF
Y
equity-performance leg
2022-02-28
0.00000000
USD
0.00000000
USD
440109.73000000
USD
-1193.77000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-426.49000000
-0.00031225614
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
15900.00000000
CAD
12734.90000000
USD
2021-06-15
-426.49000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
157.08000000
0.000115006671
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
163300.00000000
NOK
19684.10000000
USD
2021-06-15
157.08000000
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375102
-19055.00000000
NS
USD
-2145021.35000000
-1.57048488538
Short
EC
CORP
CA
N
1
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: ARWGS TRS GBP R E ARW LN RE / Short: ARWGS TRS GBP P V 01MBP000 BP0001M+85 BPS
000000000
391645.76000000
OU
Notional Amount
59.22000000
0.000043358130
N/A
DE
GB
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Arrow Global Group PLC
Arrow Global Group PLC
Y
equity-performance leg
2022-03-31
0.00000000
GBP
0.00000000
GBP
391645.76000000
GBP
59.22000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
11233.21000000
0.008224433998
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
563531.99000000
USD
405000.00000000
GBP
2021-06-15
11233.21000000
N
N
N
Cimarex Energy Co
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co
171798101
26258.00000000
NS
USD
1778979.50000000
1.302486064374
Long
EC
CORP
US
N
1
N
N
N
Pluralsight Inc
254900B3VHPCKNREOX50
Pluralsight Inc
72941B106
85955.00000000
NS
USD
1933987.50000000
1.415975713843
Long
EC
CORP
US
N
3
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
GRUBHUB INC JUN21 80 CALL
000000000
52.00000000
NC
USD
780.00000000
0.000571079728
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
GrubHub Inc
GrubHub Inc
100.00000000
80.00000000
USD
2021-06-18
XXXX
-12798.48000000
N
N
N
Luminex Corp
5299004PD7MBYRVKM104
Luminex Corp
55027E102
57942.00000000
NS
USD
2137480.38000000
1.564963737819
Long
EC
CORP
US
N
1
N
N
N
BAML CASH COLLATERAL
N/A
BAML CASH COLLATERAL PAYMENT ON PLEDGED SHARES
000000000
1605.00000000
NS
USD
1605.00000000
0.001175106364
Long
STIV
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-947.70000000
-0.00069386187
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
60300.00000000
EUR
72603.42000000
USD
2021-06-15
-947.70000000
N
N
N
ORBCOMM Inc
529900PSC8WVCY267I23
ORBCOMM Inc
68555P100
176664.00000000
NS
USD
1976870.16000000
1.447372403380
Long
EC
CORP
US
N
1
N
N
N
iShares Russell 2000 ETF
549300O80OAR5VTWR172
iShares Russell 2000 ETF
464287655
-441.00000000
NS
USD
-99445.50000000
-0.07280937071
Short
EC
RF
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MIDDLEBY CORP/THE JUN21 185 CALL
000000000
29.00000000
NC
USD
1377.50000000
0.001008541443
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Middleby Corp/The
Middleby Corp/The
100.00000000
185.00000000
USD
2021-06-18
XXXX
-19390.61000000
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122157
67803.00000000
NS
USD
74583.30000000
0.054606424011
N/A
DE
US
N
2
N/A
N/A
Bristol-Myers Squibb Co
Bristol-Myers Squibb Co
2021-03-31
XXXX
-36197.39000000
N
N
N
Tikkurila Oyj
743700PKLY067IZIF588
Tikkurila Oyj
000000000
28972.00000000
NS
1197683.53000000
0.876888186376
Long
EC
CORP
FI
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-586.48000000
-0.00042939338
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
3078900.00000000
NOK
367580.97000000
USD
2021-06-15
-586.48000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: AZNMSS TRS USD R V 01MFEDL FEDL01M-40 BPS / Short: AZNMSS TRS USD P E AZN US RE
000000000
4432884.03000000
OU
Notional Amount
USD
-309057.30000000
-0.22627738337
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ASTRAZENECA PLC
ASTRAZENECA PLC
Y
equity-performance leg
2021-12-31
0.00000000
USD
0.00000000
USD
4432884.03000000
USD
-309057.30000000
N
N
N
Lightning eMotors Inc
549300JQ9U3NF5XD5A71
Lightning eMotors Inc
53228T119
35043.00000000
NS
USD
46957.62000000
0.034380185756
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
Lightning eMotors Inc
Lightning eMotors Inc
1.00000000
11.50000000
USD
2025-05-18
XXXX
46957.62000000
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: UDGGS TRS GBP R E UDG LN RE / Short: UDGGS TRS GBP P V 01MSONIA SONIA01M+50BPS
000000000
1416576.86000000
OU
Notional Amount
37251.96000000
0.027274152833
N/A
DE
GB
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
UDG Healthcare PLC
UDG Healthcare PLC
Y
equity-performance leg
2022-04-30
0.00000000
GBP
0.00000000
GBP
1416576.86000000
GBP
37251.96000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1298.02000000
-0.00095034988
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
48000.00000000
EUR
57250.13000000
USD
2021-06-15
-1298.02000000
N
N
N
ICON PLC
6354008SRQGEMC4XFI67
ICON PLC
000000000
-3543.00000000
NS
USD
-792781.68000000
-0.58043788042
Short
EC
CORP
IE
N
1
N
N
N
II-VI Inc
549300O5C25A0MMHHU33
II-VI Inc
902104108
-23606.00000000
NS
USD
-1590336.22000000
-1.16437022698
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-94001.16000000
-0.06882327814
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
4237500.00000000
EUR
5074702.88000000
USD
2021-06-15
-94001.16000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-417.49000000
-0.00030566676
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
14800.00000000
CAD
11833.37000000
USD
2021-06-15
-417.49000000
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
ADVANCED MICRO DEVICES INC JUN21 90 CALL
000000000
149.00000000
NC
USD
3874.00000000
0.002836362652
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Call
Purchased
Advanced Micro Devices Inc
Advanced Micro Devices Inc
100.00000000
90.00000000
USD
2021-06-18
XXXX
-51605.76000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-321.69000000
-0.00023552645
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
10800.00000000
CAD
8618.12000000
USD
2021-06-15
-321.69000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1813.68000000
-0.00132789215
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
133800.00000000
EUR
161389.29000000
USD
2021-06-15
-1813.68000000
N
N
N
Deutsche Wohnen SE
529900QE24Q67I3FWZ10
Deutsche Wohnen SE
000000000
23236.00000000
NS
1480227.40000000
1.083753669227
Long
EC
CORP
DE
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
223.41000000
0.000163570413
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
14262.40000000
USD
17500.00000000
CAD
2021-06-15
223.41000000
N
N
N
Recticel SA
549300R8K43AXHYP5M15
Recticel SA
000000000
41175.00000000
NS
789314.45000000
0.577899335846
Long
EC
CORP
BE
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-601.53000000
-0.00044041229
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
24600.00000000
CAD
19761.38000000
USD
2021-06-15
-601.53000000
N
N
N
Cincinnati Bell Inc
549300JYVZOCUJOHL272
Cincinnati Bell Inc
171871AP1
1305000.00000000
PA
USD
1344150.00000000
0.984124124774
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
7.00000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2986.09000000
0.002186276239
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1174500.00000000
EUR
1435586.18000000
USD
2021-06-15
2986.09000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-51.33000000
-0.00003758143
N/A
DFE
AU
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
7298.20000000
USD
9400.00000000
AUD
2021-06-15
-51.33000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-562.42000000
-0.00041177777
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
18000.00000000
CAD
14337.27000000
USD
2021-06-15
-562.42000000
N
N
N
KLR PIPE
N/A
KLR PIPE
000000000
22292.00000000
NS
USD
270847.80000000
0.198302164283
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-39.69000000
-0.00002905917
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
47200.00000000
CAD
39030.61000000
USD
2021-06-15
-39.69000000
N
N
N
Slack Technologies Inc
549300VIZRB02KN4IJ45
Slack Technologies Inc
83088V102
148656.00000000
NS
USD
6546810.24000000
4.793270020091
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
GRUBHUB INC JUN21 75 CALL
000000000
33.00000000
NC
USD
577.50000000
0.000422818645
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
GrubHub Inc
GrubHub Inc
100.00000000
75.00000000
USD
2021-06-18
XXXX
-11669.95000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: SMPMS TRS GBP R E SMP LN RE / Short: SMPMS TRS GBP P V 01MSONIA SONIA01M+54 BPS
000000000
896692.10000000
OU
Notional Amount
21029.10000000
0.015396529131
N/A
DE
GB
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
St Modwen Properties PLC
St Modwen Properties PLC
Y
equity-performance leg
2022-05-07
0.00000000
GBP
0.00000000
GBP
896692.10000000
GBP
21029.10000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-89.09000000
-0.00006522755
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
29300.00000000
CAD
24164.30000000
USD
2021-06-15
-89.09000000
N
N
N
Cineplex Inc
549300WDU0AS30W35T75
Cineplex Inc
000000000
23133.00000000
NS
292022.89000000
0.213805580504
Long
EC
CORP
CA
N
1
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515104
5343.00000000
NS
USD
349165.05000000
0.255642412850
Long
EC
CORP
US
N
1
N
N
N
Magellan Health Inc
N/A
Magellan Health Inc
559079207
26153.00000000
NS
USD
2463351.07000000
1.803551103505
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-42.81000000
-0.00003134349
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1118900.00000000
NOK
133752.56000000
USD
2021-06-15
-42.81000000
N
N
N
JPY CSSH AT MORGAN STANLEY JPY CASH HELD AT MS
N/A
JPY CSSH AT MORGAN STANLEY JPY CASH HELD AT MS
000000000
-2.00000000
NS
-0.02000000
-0.00000001464
Short
CORP
JP
N
1
N
N
N
Signature Aviation PLC
2138001T2QEV5RXMFI32
Signature Aviation PLC
000000000
97074.00000000
NS
545539.88000000
0.399418931618
Long
EC
CORP
GB
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
162.01000000
0.000118616188
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
18545.38000000
USD
22600.00000000
CAD
2021-06-15
162.01000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MIDDLEBY CORP/THE JUN21 180 CALL
000000000
13.00000000
NC
USD
2795.00000000
0.002046369027
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Middleby Corp/The
Middleby Corp/The
100.00000000
180.00000000
USD
2021-06-18
XXXX
-7580.10000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-2188.97000000
-0.00160266204
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
80100.00000000
EUR
95513.26000000
USD
2021-06-15
-2188.97000000
N
N
N
CINEPLEX INC
549300WDU0AS30W35T75
Cineplex Inc
172454AC4
392000.00000000
PA
497118.50000000
0.363967048857
Long
DBT
CORP
CA
N
2
2025-09-30
Fixed
5.75000000
N
N
N
N
N
Cineplex Inc
Cineplex Inc
CAD
XXXX
N
N
N
FAST SPONSOR CAPITAL
N/A
FAST SPONSOR CAPITAL
000000000
22800.00000000
NS
USD
22800.00000000
0.016693099761
Long
EC
CORP
US
N
3
N
N
N
Xilinx Inc
6EY4K7ZMF9UX1CU6KC79
Xilinx Inc
983919101
43124.00000000
NS
USD
5476748.00000000
4.009820207649
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS PRIME BROKER CAD
N/A
GOLDMAN SACHS PRIME BROKER CAD
927HZH909
0.32000000
NS
0.26000000
0.000000190359
Long
STIV
CORP
CA
N
1
N
N
N
Foundation Building Materials Inc
549300ZVE6MONHB01I28
Foundation Building Materials Inc
350392106
43264.00000000
NS
USD
871336.96000000
0.637952403484
Long
EC
CORP
US
N
3
N
N
N
Monmouth Real Estate Investment Corp
549300DFIUDCN3KVN260
Monmouth Real Estate Investment Corp
609720107
104731.00000000
NS
USD
1973132.04000000
1.444635525744
Long
EC
US
N
1
N
N
N
Jefferies LLC
58PU97L1C0WSRCWADL48
MAGNACHIP SEMICONDUCTOR CORP JUN21 25 CALL
000000000
158.00000000
NC
USD
10665.00000000
0.007808417059
N/A
DE
US
N
1
Jefferies LLC
58PU97L1C0WSRCWADL48
Call
Purchased
Magnachip Semiconductor Corp
Magnachip Semiconductor Corp
100.00000000
25.00000000
USD
2021-06-18
XXXX
-428.92000000
N
N
N
Fly Leasing Ltd
549300LI58A0MHGHTZ98
Fly Leasing Ltd
34407D109
9801.00000000
NS
USD
165734.91000000
0.121343394151
Long
EC
CORP
BM
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-137.65000000
-0.00010078092
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
9700.00000000
CAD
7891.63000000
USD
2021-06-15
-137.65000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-22012.03000000
-0.01611618476
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1002500.00000000
GBP
1400709.24000000
USD
2021-06-15
-22012.03000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MIDDLEBY CORP/THE JUN21 195 CALL
000000000
13.00000000
NC
USD
611.00000000
0.000447345787
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Middleby Corp/The
Middleby Corp/The
100.00000000
195.00000000
USD
2021-06-18
XXXX
-8182.65000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
1076.19000000
0.000787936273
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
26653.79000000
USD
33500.00000000
CAD
2021-06-15
1076.19000000
N
N
N
Alexion Pharmaceuticals Inc
M1YXUUZR0EIMU8T0EM75
Alexion Pharmaceuticals Inc
015351109
39321.00000000
NS
USD
6942122.55000000
5.082699310789
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-934.89000000
-0.00068448298
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
28600.00000000
CAD
22739.06000000
USD
2021-06-15
-934.89000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
NUANCE COMMUNICATIONS INC JUN21 55 CALL
000000000
235.00000000
NC
USD
2350.00000000
0.001720560721
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Nuance Communications Inc
Nuance Communications Inc
100.00000000
55.00000000
USD
2021-06-18
XXXX
-4445.04000000
N
N
N
GIX PIPE
N/A
GIX PIPE
000000000
83400.00000000
NS
USD
840672.00000000
0.615500945744
Long
EC
CORP
US
N
2
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1158.90000000
-0.00084849268
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
76800.00000000
EUR
92518.14000000
USD
2021-06-15
-1158.90000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-6.07000000
-0.00000444417
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
16600.00000000
CAD
13734.76000000
USD
2021-06-15
-6.07000000
N
N
N
KLR PIPE CONVERT
N/A
KLR PIPE CONVERT
000000000
584000.00000000
PA
USD
521675.52000000
0.381946556958
Long
DBT
CORP
US
N
2
2099-12-31
Variable
1.00000000
N
N
N
N
N
KLR PIPE CONVERT
KLR PIPE CONVERT
USD
XXXX
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-10363.76000000
-0.00758786313
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1044400.00000000
EUR
1263546.45000000
USD
2021-06-15
-10363.76000000
N
N
N
Knoll Inc
549300R7T7KP3H4DHH46
Knoll Inc
498904200
18415.00000000
NS
USD
478790.00000000
0.350547773463
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
299.55000000
0.000219316580
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
8060.83000000
USD
10100.00000000
CAD
2021-06-15
299.55000000
N
N
N
Cincinnati Bell Inc
549300JYVZOCUJOHL272
Cincinnati Bell Inc
171871502
-12017.00000000
NS
USD
-185061.80000000
-0.13549364427
Short
EC
CORP
US
N
1
N
N
N
Bull Horn Holdings Corp
N/A
Bull Horn Holdings Corp
000000000
40295.00000000
NS
USD
413023.75000000
0.302396783454
Long
EC
CORP
VG
N
1
N
N
N
Coherent Inc
549300RYOCKUMWACR010
Coherent Inc
192479103
27503.00000000
NS
USD
7222562.83000000
5.288024642862
Long
EC
CORP
US
N
1
N
N
N
Pershing LLC
ZI8Q1A8EI8LQFJNM0D94
DEFIANCE NEXTGEN SPAC DERIVED AUG21 20 PUT
000000000
80.00000000
NC
USD
5600.00000000
0.004100059590
N/A
DE
US
N
1
Pershing LLC
ZI8Q1A8EI8LQFJNM0D94
Put
Purchased
Defiance NextGen SPAC Derived ETF
Defiance NextGen SPAC Derived ETF
100.00000000
20.00000000
USD
2021-08-20
XXXX
-6302.77000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
1016.77000000
0.000744431712
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
31624.22000000
USD
23000.00000000
GBP
2021-06-15
1016.77000000
N
N
N
MORGAN STANLEY PRIME BROKER US
N/A
MORGAN STANLEY PRIME BROKER US
000000000
25653753.68000000
NS
USD
25653753.68000000
18.78248550200
Long
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1741.72000000
-0.00127520639
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
382000.00000000
EUR
464203.99000000
USD
2021-06-15
-1741.72000000
N
N
N
AKASOL AG TEND
529900ZMVBM4A9UBTH42
AKASOL AG TEND COMMON STOCK
000000000
3724.00000000
NS
544947.70000000
0.398985364959
Long
EC
CORP
DE
N
2
N
N
N
Cerved Group SpA
8156005E0EF91772E207
Cerved Group SpA
000000000
82393.00000000
NS
980125.07000000
0.717601998797
Long
EC
CORP
IT
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-542.57000000
-0.00039724452
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
17100.00000000
CAD
13612.14000000
USD
2021-06-15
-542.57000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
MIDDLEBY CORP/THE JUL21 175 CALL
000000000
16.00000000
NC
USD
6000.00000000
0.004392920989
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Middleby Corp/The
Middleby Corp/The
100.00000000
175.00000000
USD
2021-07-16
XXXX
1.85000000
N
N
N
PPD Inc
N/A
PPD Inc
69355F102
92423.00000000
NS
USD
4262548.76000000
3.120839986418
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
342.31000000
0.000250623464
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
10501.35000000
USD
13100.00000000
CAD
2021-06-15
342.31000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
407.88000000
0.000298630768
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
9856.35000000
USD
12400.00000000
CAD
2021-06-15
407.88000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-6279.88000000
-0.00459783611
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
176900.00000000
EUR
209494.46000000
USD
2021-06-15
-6279.88000000
N
N
N
MINDBODY Inc
549300DOX928XM8ENR47
MINDBODY Inc
60255W105
48463.00000000
NS
USD
1768899.50000000
1.295105957111
Long
EC
CORP
US
N
3
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-5715.60000000
-0.00418469653
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
274100.00000000
EUR
328618.74000000
USD
2021-06-15
-5715.60000000
N
N
N
Aegion Corp
549300AG3DVJURRIT691
Aegion Corp
00770F104
49381.00000000
NS
USD
1481430.00000000
1.084634157024
Long
EC
CORP
US
N
3
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
2623861.78000000
OU
Notional Amount
USD
-45653.42000000
-0.03342531116
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Realty Income Corp
Realty Income Corp
Y
equity-performance leg
2022-04-30
0.00000000
USD
0.00000000
USD
2623861.78000000
USD
-45653.42000000
N
N
N
2021-06-16
ARBITRAGE FUNDS
Jonathon Hickey
Jonathon Hickey
Treasurer