0001752724-22-000198.txt : 20220104
0001752724-22-000198.hdr.sgml : 20220104
20220104134954
ACCESSION NUMBER: 0001752724-22-000198
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211130
FILED AS OF DATE: 20220104
PERIOD START: 20220531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: ARBITRAGE FUNDS
CENTRAL INDEX KEY: 0001105076
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0531
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-09815
FILM NUMBER: 22505114
BUSINESS ADDRESS:
STREET 1: C/O ALPS FUND SERVICES, INC.
STREET 2: 1290 BROADWAY, SUITE 1100
CITY: DENVER
STATE: CO
ZIP: 80203
BUSINESS PHONE: 303-623-2577
MAIL ADDRESS:
STREET 1: C/O ALPS FUND SERVICES, INC.
STREET 2: 1290 BROADWAY, SUITE 1100
CITY: DENVER
STATE: CO
ZIP: 80203
0001105076
S000030113
WATER ISLAND EVENT-DRIVEN FUND
C000092484
Class R
AEDFX
C000092485
Class I
AEDNX
C000127229
Class A
AGEAX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001105076
XXXXXXXX
S000030113
C000092484
C000127229
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
2022-05-31
2021-11-30
N
158130649.53
29779476.29
128351173.24
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
243688.71000000
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: SNNGS TRS GBP R E SNN LN RE / Short: SNNGS TRS GBP P V 01MSONIO SONIO/N+45BPS
000000000
451683.60000000
OU
Notional Amount
2658.03000000
0.002070904326
N/A
DE
GB
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Sanne Group PLC
Sanne Group PLC
Y
equity-performance leg
2022-06-14
0.00000000
GBP
0.00000000
GBP
451683.60000000
GBP
2658.03000000
N
N
N
Swedish Orphan Biovitrum AB
549300124Y3MQI87PT35
Swedish Orphan Biovitrum AB
000000000
41244.00000000
NS
1007825.77000000
0.785209628053
Long
EC
CORP
SE
N
1
N
N
N
SEK CASH COLLATERAL
N/A
SEK CASH COLLATERAL
000000000
-11.68000000
NS
-1.30000000
-0.00000101284
Short
STIV
CORP
SE
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2370.65000000
0.001847002984
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
227300.00000000
EUR
260266.25000000
USD
2021-12-15
2370.65000000
N
N
N
Sydney Airport
N/A
Sydney Airport
000000000
335297.00000000
NS
1983836.20000000
1.545631527878
Long
EC
CORP
AU
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
2648.55000000
0.002063518340
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
419300.00000000
SEK
49176.98000000
USD
2021-12-15
2648.55000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-598.92000000
-0.00046662604
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
602100.00000000
SEK
66214.26000000
USD
2021-12-15
-598.92000000
N
N
N
Rogers Corp
PW0CN80KNFR7RUOOKJ84
Rogers Corp
775133101
12674.00000000
NS
USD
3455185.88000000
2.691978415763
Long
EC
CORP
US
N
1
N
N
N
Forterra Inc
549300M8CB93DI1JD480
Forterra Inc
34960W106
56115.00000000
NS
USD
1334975.85000000
1.040096335935
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-236.99000000
-0.00018464186
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
24115.49000000
USD
30500.00000000
CAD
2021-12-15
-236.99000000
N
N
N
Suez SA
549300JQIZM6CL7POC81
Suez SA
000000000
66940.00000000
NS
1498215.95000000
1.167278733945
Long
EC
CORP
FR
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
12.76000000
0.000009941475
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
26449.32000000
USD
33800.00000000
CAD
2021-12-15
12.76000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
255.91000000
0.000199382672
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
30100.00000000
CAD
23821.25000000
USD
2021-12-15
255.91000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
22906.01000000
0.017846358098
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1087000.00000000
AUD
797879.52000000
USD
2021-12-15
22906.01000000
N
N
N
Magnachip Semiconductor Corp
529900P54J1ATLRBUV29
Magnachip Semiconductor Corp
55933J203
72698.00000000
NS
USD
1314379.84000000
1.024049727650
Long
EC
CORP
US
N
1
N
N
N
MGM Growth Properties LLC
549300E2UGIBHWE12262
MGM Growth Properties LLC
55303A105
32000.00000000
NS
USD
1171520.00000000
0.912745844410
Long
EC
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
177.71000000
0.000138456077
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
28300.86000000
USD
25100.00000000
EUR
2021-12-15
177.71000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-884.93000000
-0.00068946000
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
44179.39000000
USD
55300.00000000
CAD
2021-12-15
-884.93000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
150.23000000
0.000117046066
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
21000.00000000
CAD
16591.16000000
USD
2021-12-15
150.23000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
22158.39000000
0.017263878031
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
947400.00000000
CAD
763879.42000000
USD
2021-12-15
22158.39000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: VICIMSS TRS USD R V 01MFEDL FEDL01M-40BPS / Short: VICIMSS TRS USD P E VICI US PE/US9256521090
000000000
1282947.20000000
OU
Notional Amount
USD
93980.80000000
0.073221613505
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
VICI Properties Inc
VICI Properties Inc
Y
equity-performance leg
2022-08-31
0.00000000
USD
0.00000000
USD
1282947.20000000
USD
93980.80000000
N
N
N
Welbilt Inc
549300UR3W71YLZWI068
Welbilt Inc
949090104
177792.00000000
NS
USD
4188779.52000000
3.263530370826
Long
EC
CORP
US
N
1
N
N
N
Hill-Rom Holdings Inc
JLZ01A0E2071OH26RE45
Hill-Rom Holdings Inc
431475102
27672.00000000
NS
USD
4302996.00000000
3.352517855021
Long
EC
CORP
US
N
1
N
N
N
Dicerna Pharmaceuticals Inc
549300CTZMJMPH28WN39
Dicerna Pharmaceuticals Inc
253031108
50337.00000000
NS
USD
1913309.37000000
1.490683194942
Long
EC
CORP
US
N
1
N
N
N
LIGHTNING EMOTORS INC
549300JQ9U3NF5XD5A71
Lightning eMotors Inc
53228RAA3
403000.00000000
PA
USD
338336.90000000
0.263602498878
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
Bakkt Holdings Inc
N/A
Bakkt Holdings Inc
05759B107
-4747.00000000
NS
USD
-74100.67000000
-0.05773275625
Short
EC
CORP
US
Y
1
N
N
N
KALEYRA INC
549300Q16CZ1PDK9BL93
Kaleyra Inc
483379AA1
584000.00000000
PA
USD
592090.49000000
0.461305085924
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.12500000
N
N
N
N
N
Kaleyra Inc
Kaleyra Inc
USD
XXXX
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-324.80000000
-0.00025305573
N/A
DFE
SE
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
21097.81000000
USD
187200.00000000
SEK
2021-12-15
-324.80000000
N
N
N
DERMIRA INC
549300O9N05J47OFMV14
Dermira Inc
24983LAB0
1430000.00000000
PA
USD
1440725.00000000
1.122486817713
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
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: CNPGS TRS EUR R E CNP FP RE / Short: CNPGS TRS EUR P V 01MEUR00 EUR001W+55BPS
000000000
1406617.50000000
OU
Notional Amount
-6549.91000000
-0.00510311657
N/A
DE
ER
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
CNP Assurances
CNP Assurances
Y
equity-performance leg
2022-10-28
0.00000000
EUR
0.00000000
EUR
1406617.50000000
EUR
-6549.91000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-9.68000000
-0.00000754180
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
7603.83000000
USD
9700.00000000
CAD
2021-12-15
-9.68000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-424.61000000
-0.00033081894
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
49000.00000000
EUR
55171.01000000
USD
2021-12-15
-424.61000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-238.07000000
-0.00018548330
N/A
DFE
AU
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
12999.82000000
USD
17900.00000000
AUD
2021-12-15
-238.07000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
255827.04000000
0.199318037803
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
5197800.00000000
EUR
6153274.15000000
USD
2021-12-15
255827.04000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
5206.29000000
0.004056285477
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
129100.00000000
EUR
151683.73000000
USD
2021-12-15
5206.29000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-2719.28000000
-0.00211862496
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
79191.62000000
USD
67400.00000000
EUR
2021-12-15
-2719.28000000
N
N
N
Moneylion Inc
N/A
Moneylion Inc
60938K114
22640.00000000
NS
USD
17885.60000000
0.013934894047
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
Fusion Acquisition Corp
Fusion Acquisition Corp
11.50000000
11.50000000
USD
2026-09-22
XXXX
17885.60000000
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
FIVE9 INC
000000000
98.00000000
NC
USD
82810.00000000
0.064518303892
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Put
Purchased
Five9 Inc
Five9 Inc
100.00000000
145.00000000
USD
2021-12-17
XXXX
21536.60000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-73054.48000000
-0.05691765657
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1735476.95000000
USD
1465200.00000000
EUR
2021-12-15
-73054.48000000
N
N
N
Inovalon Holdings Inc
5493007H9QSF4NHIHL56
Inovalon Holdings Inc
45781D101
37435.00000000
NS
USD
1534835.00000000
1.195809092551
Long
EC
CORP
US
N
3
N
N
N
Stryve Foods Inc
N/A
Stryve Foods Inc
863685103
29191.00000000
NS
USD
113844.90000000
0.088697981581
Long
EC
CORP
US
Y
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
83.63000000
0.000065157176
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
58800.00000000
GBP
78300.53000000
USD
2021-12-15
83.63000000
N
N
N
Neles Oyj
2138007FRMWVPUDCMA45
Neles Oyj
000000000
27894.00000000
NS
416627.71000000
0.324599845473
Long
EC
CORP
FI
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-117.72000000
-0.00009171712
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
10373.73000000
USD
13100.00000000
CAD
2021-12-15
-117.72000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-909.37000000
-0.00070850150
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
39372.46000000
USD
33900.00000000
EUR
2021-12-15
-909.37000000
N
N
N
FUSE SPONSOR CAPITAL
N/A
FUSE SPONSOR CAPITAL
000000000
56600.00000000
NS
USD
173932.99000000
0.135513361981
Long
EC
CORP
US
Y
3
N
N
N
Just Eat Takeaway.com NV
724500FVZIBSSQ7SHI95
Just Eat Takeaway.com NV
000000000
7623.00000000
NS
477131.28000000
0.371738931523
Long
EC
CORP
NL
Y
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ADVANCED MICRO DEVICES INC
000000000
64.00000000
NC
USD
103040.00000000
0.080279749221
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Advanced Micro Devices Inc
Advanced Micro Devices Inc
100.00000000
145.00000000
USD
2021-12-17
XXXX
58544.29000000
N
N
N
Aerojet Rocketdyne Holdings Inc
549300VULNLWHE8QWI76
Aerojet Rocketdyne Holdings Inc
007800105
71960.00000000
NS
USD
3025198.40000000
2.356969806846
Long
EC
CORP
US
N
1
N
N
N
Teekay LNG Partners LP
549300CP38L0UER0I397
Teekay LNG Partners LP
000000000
39712.00000000
NS
USD
672324.16000000
0.523816138978
Long
EC
CORP
MH
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-707.66000000
-0.00055134673
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
30774.68000000
USD
26500.00000000
EUR
2021-12-15
-707.66000000
N
N
N
UpHealth Inc
549300OSKGXG2OH2XE50
UpHealth Inc
91532B119
834.00000000
NS
USD
400.32000000
0.000311894305
N/A
DE
US
Y
1
N/A
N/A
Call
Purchased
UpHealth Inc
UpHealth Inc
11.50000000
11.50000000
USD
2026-06-08
XXXX
400.32000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
6188.50000000
0.004821537539
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
545900.00000000
GBP
732355.26000000
USD
2021-12-15
6188.50000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-473.87000000
-0.00036919802
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
14331.23000000
USD
17700.00000000
CAD
2021-12-15
-473.87000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
137.39000000
0.000107042262
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
34694.97000000
USD
30700.00000000
EUR
2021-12-15
137.39000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-31.86000000
-0.00002482252
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
9035.23000000
USD
11500.00000000
CAD
2021-12-15
-31.86000000
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
-3853.00000000
NS
USD
-1467954.47000000
-1.14370163742
Short
EC
CORP
US
N
1
N
N
N
Blue Prism Group plc
2138006DQE9FNUW8KO83
Blue Prism Group plc
000000000
80477.00000000
NS
1390324.65000000
1.083219276383
Long
EC
CORP
GB
N
1
N
N
N
UPHEALTH INC
549300OSKGXG2OH2XE50
UpHealth Inc
91532BAA9
616000.00000000
PA
USD
533150.30000000
0.415384048732
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.25000000
N
N
N
N
N
UpHealth Inc
UpHealth Inc
USD
XXXX
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
ZENDESK INC
000000000
193.00000000
NC
USD
171770.00000000
0.133828149493
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Call
Purchased
Zendesk Inc
Zendesk Inc
100.00000000
95.00000000
USD
2021-12-17
XXXX
54236.41000000
N
N
N
Momentive Global Inc
549300PR9RG3VC9OH575
Momentive Global Inc
60878Y108
68535.00000000
NS
USD
1400170.05000000
1.090889950325
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
3518.34000000
0.002741182578
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
196700.00000000
GBP
265172.49000000
USD
2021-12-15
3518.34000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
5943.71000000
0.004630818597
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
251100.00000000
GBP
339961.80000000
USD
2021-12-15
5943.71000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
3852.80000000
0.003001764536
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
798000.00000000
SEK
92404.40000000
USD
2021-12-15
3852.80000000
N
N
N
Columbia Property Trust Inc
549300J5GYF2C9BGCC39
Columbia Property Trust Inc
198287203
102222.00000000
NS
USD
1962662.40000000
1.529134756197
Long
EC
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
936.06000000
0.000729296021
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
32700.00000000
AUD
24249.43000000
USD
2021-12-15
936.06000000
N
N
N
Afterpay Ltd
529900P6ROPAX0QTB720
Afterpay Ltd
00832J102
6899.00000000
NS
USD
534534.52000000
0.416462511799
Long
EC
CORP
AU
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
9662432.48000000
OU
Notional Amount
USD
375566.54000000
0.292608575768
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
9662432.48000000
USD
375566.54000000
N
N
N
Change Healthcare Inc
549300GS1BPJEDOZHM07
Change Healthcare Inc
15912K100
251567.00000000
NS
USD
5101778.76000000
3.974859466582
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ACCELERON PHARMA INC
000000000
84.00000000
NC
USD
0.00000000
0.000000
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Acceleron Pharma Inc
Acceleron Pharma Inc
100.00000000
180.00000000
USD
2021-12-17
XXXX
-8784.45000000
N
N
N
Valmet Oyj
213800D9O7FUQDH83V62
Valmet OYJ
000000000
-9150.00000000
NS
-375648.14000000
-0.29267215134
Short
EC
CORP
FI
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-198.14000000
-0.00015437334
N/A
DFE
AU
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
6899.84000000
USD
9400.00000000
AUD
2021-12-15
-198.14000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
3936.53000000
0.003066999623
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
989300.00000000
SEK
113716.10000000
USD
2021-12-15
3936.53000000
N
N
N
CorePoint Lodging Inc
549300VM1I60JN1Z8171
CorePoint Lodging Inc
21872L104
51091.00000000
NS
USD
788334.13000000
0.614200953602
Long
EC
US
N
1
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
CANADIAN PACIFIC RAILWAY LTD
000000000
178.00000000
NC
USD
7120.00000000
0.005547280808
N/A
DE
CA
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Call
Purchased
Canadian Pacific Railway Ltd
Canadian Pacific Railway Ltd
100.00000000
78.00000000
USD
2021-12-17
XXXX
-31040.06000000
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
Willis Towers Watson PLC
000000000
36658.00000000
NS
USD
8278842.72000000
6.450149625449
Long
EC
CORP
IE
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
675.18000000
0.000526041159
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
150300.00000000
SEK
17353.51000000
USD
2021-12-15
675.18000000
N
N
N
Nuance Communications Inc
AEMSOT3SS15TNMJCE605
Nuance Communications Inc
67020Y100
125032.00000000
NS
USD
6938025.68000000
5.405502345527
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
531.02000000
0.000413724305
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
22900.00000000
AUD
16857.51000000
USD
2021-12-15
531.02000000
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
000000000
71806.00000000
NS
USD
9178242.92000000
7.150883539520
Long
EC
CORP
BM
N
1
N
N
N
Bakkt Holdings Inc
N/A
Bakkt Holdings Inc
05759B107
29314.00000000
NS
USD
457591.54000000
0.356515276369
Long
EC
CORP
US
Y
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-604.69000000
-0.00047112152
N/A
DFE
SE
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
10991.19000000
USD
93600.00000000
SEK
2021-12-15
-604.69000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
725.90000000
0.000565557744
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
31400.00000000
CAD
25309.01000000
USD
2021-12-15
725.90000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
1939.94000000
0.001511431450
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
680900.00000000
SEK
77497.31000000
USD
2021-12-15
1939.94000000
N
N
N
Intertrust NV
724500NRH17KKW68GO66
Intertrust NV
000000000
16836.00000000
NS
389511.84000000
0.303473532938
Long
EC
CORP
NL
Y
1
N
N
N
GOLDMAN SACHS PRIME BROKER GBP
N/A
GOLDMAN SACHS PRIME BROKER GBP
000000000
128.72000000
NS
171.19000000
0.000133376264
Long
CORP
GB
N
1
N
N
N
Casper Sleep Inc
N/A
Casper Sleep Inc
147626105
99776.00000000
NS
USD
652535.04000000
0.508398188756
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
TRILLIUM THERAPEUTICS INC
000000000
148.00000000
NC
USD
0.00000000
0.000000
N/A
DE
CA
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Trillium Therapeutics Inc
Trillium Therapeutics Inc
100.00000000
20.00000000
USD
2021-12-17
XXXX
-4613.60000000
N
N
N
Crown Resorts Ltd
549300D88XW2GD6R0Y98
Crown Resorts Ltd
000000000
33674.00000000
NS
264529.65000000
0.206098349802
Long
EC
CORP
AU
N
1
N
N
N
CA IMMOBILIEN ANLAGEN AG
N/A
CA IMMOBILIEN ANLAGEN AG
000000000
18714.00000000
NS
0.00000000
0.000000
N/A
DE
AT
N
3
N/A
N/A
CA Immobilien Anlagen AG
CA Immobilien Anlagen AG
2021-07-26
XXXX
0.00000000
N
N
N
National Financial Services Corporation
N/A
DICERNA PHARMACEUTICALS INC
000000000
-107.00000000
NC
USD
-2942.50000000
-0.00229253845
N/A
DE
US
N
1
National Financial Services Corporation
N/A
Call
Written
Dicerna Pharmaceuticals Inc
Dicerna Pharmaceuticals Inc
100.00000000
40.00000000
USD
2022-01-21
XXXX
-376.90000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
10154.88000000
0.007911793670
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
530800.00000000
AUD
388587.21000000
USD
2021-12-15
10154.88000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: DGHMS TRS ZAR R E DGH SJ RE / Short: DGHMS TRS ZAR P V 01MSABOR SAONBOR+125 BPS
000000000
1782595.11000000
OU
Notional Amount
-3153.98000000
-0.00245730515
N/A
DE
XX
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Distell Group Holdings Ltd
Distell Group Holdings Ltd
Y
equity-performance leg
2022-11-15
0.00000000
ZAR
0.00000000
ZAR
1782595.11000000
ZAR
-3153.98000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BAKKT HOLDINGS INC
000000000
55.00000000
NC
USD
89650.00000000
0.069847433207
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
Bakkt Holdings Inc
Bakkt Holdings Inc
100.00000000
30.00000000
USD
2021-12-17
XXXX
13634.37000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: NLOKMSS TRS USD R V 01MFEDL FEDL01M-40BPS / Short: NLOKMSS TRS USD P E NLOK USPE
000000000
51053.76000000
OU
Notional Amount
USD
1005.86000000
0.000783678072
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
NortonLifeLock Inc
NortonLifeLock Inc
Y
equity-performance leg
2022-07-31
0.00000000
USD
0.00000000
USD
51053.76000000
USD
1005.86000000
N
N
N
Veoneer Inc
54930082R4LTC7PERT23
Veoneer Inc
92336X109
39002.00000000
NS
USD
1388471.20000000
1.081775230370
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
152.07000000
0.000118479633
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
97700.00000000
SEK
10993.54000000
USD
2021-12-15
152.07000000
N
N
N
SWAP GOLDMAN SACHS COC
N/A
SWAP GOLDMAN SACHS COC
000000000
1280000.00000000
NS
USD
1280000.00000000
0.997263965485
Long
CORP
US
N
1
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
-81577.00000000
NS
USD
-12919349.49000000
-10.0656263311
Short
EC
CORP
US
N
1
N
N
N
CyrusOne Inc
5493006S177ZK2ZNBU43
CyrusOne Inc
23283R100
25622.00000000
NS
USD
2280870.44000000
1.777054609181
Long
EC
US
N
1
N
N
N
Forterra Inc
549300M8CB93DI1JD480
Forterra Inc
34960W106
-3048.00000000
NS
USD
-72511.92000000
-0.05649494131
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
984.27000000
0.000766857033
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
217500.00000000
SEK
25119.57000000
USD
2021-12-15
984.27000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-340.10000000
-0.00026497615
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
37606.22000000
USD
47600.00000000
CAD
2021-12-15
-340.10000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
54.69000000
0.000042609661
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
10200.00000000
CAD
8040.29000000
USD
2021-12-15
54.69000000
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170302
17191.00000000
NS
USD
5000002.35000000
3.895564196090
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY CASH COLLATERAL
N/A
MORGAN STANLEY CASH COLLATERAL
000000000
17008.16000000
NS
USD
17008.16000000
0.013251269599
Long
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-591.01000000
-0.00046046326
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
23451.74000000
USD
29200.00000000
CAD
2021-12-15
-591.01000000
N
N
N
1317774 BC LTD
N/A
1317774 BC LTD
682443205
2753.33200000
NS
141158.10000000
0.109978036379
Long
EP
CORP
CA
N
2
N
N
N
UpHealth Inc
549300OSKGXG2OH2XE50
UpHealth Inc
91532B101
8340.00000000
NS
USD
21767.40000000
0.016959252845
Long
EC
CORP
US
Y
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1221.29000000
-0.00095152227
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
54320.78000000
USD
46800.00000000
EUR
2021-12-15
-1221.29000000
N
N
N
Penn National Gaming Inc
N/A
Penn National Gaming Inc
707569109
-2755.00000000
NS
USD
-141138.65000000
-0.10996288264
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-292.26000000
-0.00022770341
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
26955.47000000
USD
23500.00000000
EUR
2021-12-15
-292.26000000
N
N
N
Zendesk Inc
549300SLI6BN94BKKO36
Zendesk Inc
98936J101
-15420.00000000
NS
USD
-1574536.20000000
-1.22674079266
Short
EC
CORP
US
N
1
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
447571.70000000
OU
Notional Amount
4671.23000000
0.003639413557
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
447571.70000000
GBP
4671.23000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
32151.66000000
0.025049759334
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
6284600.00000000
SEK
729534.34000000
USD
2021-12-15
32151.66000000
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: DGHGS TRS ZAR R E DGH SJ RE / Short: DGHGS TRS ZAR P V 01MSABOR JIBA1M +150 BPS
000000000
5025672.37000000
OU
Notional Amount
-17030.65000000
-0.01326879183
N/A
DE
XX
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Distell Group Holdings Ltd
Distell Group Holdings Ltd
Y
equity-performance leg
2022-11-15
0.00000000
ZAR
0.00000000
ZAR
5025672.37000000
ZAR
-17030.65000000
N
N
N
McAfee Corp
N/A
McAfee Corp
579063108
35725.00000000
NS
USD
923491.25000000
0.719503551613
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
554.42000000
0.000431955537
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
18700.00000000
AUD
13886.53000000
USD
2021-12-15
554.42000000
N
N
N
FUSE SPONSOR CAPITAL
N/A
FUSE SPONSOR CAPITAL
000000000
5660.00000000
NS
USD
22916.71000000
0.017854694601
Long
EC
CORP
US
N
3
N
N
N
Sanderson Farms Inc
529900KZGVFTWHUO2759
Sanderson Farms Inc
800013104
12392.00000000
NS
USD
2326969.76000000
1.812971164391
Long
EC
CORP
US
N
1
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
546863.90000000
OU
Notional Amount
USD
23692.24000000
0.018458919698
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
546863.90000000
USD
23692.24000000
N
N
N
Sanne Group PLC
2138005UBLKEZRITH576
Sanne Group PLC
000000000
31615.00000000
NS
381781.02000000
0.297450354650
Long
EC
CORP
JE
N
1
N
N
N
Cineplex Inc
549300WDU0AS30W35T75
Cineplex Inc
172454100
-3228.00000000
NS
-29615.37000000
-0.02307370416
Short
EC
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-25.67000000
-0.00001999981
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
22729.82000000
USD
29000.00000000
CAD
2021-12-15
-25.67000000
N
N
N
PNM Resources Inc
5493003JOBJGLZSDDQ28
PNM Resources Inc
69349H107
46113.00000000
NS
USD
2270604.12000000
1.769055991217
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
6189.97000000
0.004822682834
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
485300.00000000
CAD
386132.15000000
USD
2021-12-15
6189.97000000
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: MGGTGS TRS GBP R E MGGT LN RE / Short: MGGTGS TRS GBP P V 01MSONIO SONIO/N+55BPS
000000000
1007895.57000000
OU
Notional Amount
-18209.55000000
-0.01418728753
N/A
DE
GB
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Meggitt PLC
Meggitt PLC
Y
equity-performance leg
2022-08-02
0.00000000
GBP
0.00000000
GBP
1007895.57000000
GBP
-18209.55000000
N
N
N
Pluralsight Inc
254900B3VHPCKNREOX50
Pluralsight Inc
72941B106
85955.00000000
NS
USD
1978271.52000000
1.541296016282
Long
EC
CORP
US
N
3
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
555.53000000
0.000432820352
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
19100.00000000
AUD
14172.82000000
USD
2021-12-15
555.53000000
N
N
N
Avast PLC
213800IR8G8LCZH4BO27
Avast PLC
000000000
66516.00000000
NS
535908.56000000
0.417533043502
Long
EC
CORP
GB
Y
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-402.05000000
-0.00031324216
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
32859.40000000
USD
24400.00000000
GBP
2021-12-15
-402.05000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-5664.23000000
-0.00441307224
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
294454.86000000
USD
217100.00000000
GBP
2021-12-15
-5664.23000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
224.99000000
0.000175292515
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
19700.00000000
CAD
15648.15000000
USD
2021-12-15
224.99000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-2867.13000000
-0.00223381674
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
70149.17000000
USD
59300.00000000
EUR
2021-12-15
-2867.13000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-278.61000000
-0.00021706852
N/A
DFE
SE
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
9577.64000000
USD
83800.00000000
SEK
2021-12-15
-278.61000000
N
N
N
DSP Group Inc
N/A
DSP Group Inc
23332B106
69106.00000000
NS
USD
1519640.94000000
1.183971210889
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122157
67803.00000000
NS
USD
67803.00000000
0.052826163009
N/A
DE
US
N
2
N/A
N/A
Bristol-Myers Squibb Co
Bristol-Myers Squibb Co
2021-03-31
XXXX
-42977.69000000
N
N
N
MORGAN STANLEY PRIME BROKER EU
N/A
MORGAN STANLEY PRIME BROKER EU
000000000
-1.30000000
NS
-1.47000000
-0.00000114529
Short
CORP
EE
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-37752.72000000
-0.02941361504
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1640948.83000000
USD
1413000.00000000
EUR
2021-12-15
-37752.72000000
N
N
N
Lightning eMotors Inc
549300JQ9U3NF5XD5A71
Lightning eMotors Inc
53228T119
35043.00000000
NS
USD
49060.20000000
0.038223413749
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
Lightning eMotors Inc
Lightning eMotors Inc
11.50000000
11.50000000
USD
2025-05-18
XXXX
49060.20000000
N
N
N
Square Inc
549300OHIIUWSTIZME52
Square Inc
852234103
-2587.00000000
NS
USD
-538949.71000000
-0.41990244139
Short
EC
CORP
US
N
1
N
N
N
Cominar Real Estate Investment Trust
549300UPHCRPB5SL8E15
Cominar Real Estate Investment Trust
199910100
122842.00000000
NS
1103938.44000000
0.860092208067
Long
EC
CA
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1130.88000000
-0.00088108271
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
60130.31000000
USD
52000.00000000
EUR
2021-12-15
-1130.88000000
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
FIVE9 INC
000000000
110.00000000
NC
USD
128700.00000000
0.100271775279
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Put
Purchased
Five9 Inc
Five9 Inc
100.00000000
150.00000000
USD
2021-12-17
XXXX
53264.42000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BAKKT HOLDINGS INC
000000000
-53.00000000
NC
USD
-1192.50000000
-0.00092909162
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
Bakkt Holdings Inc
Bakkt Holdings Inc
100.00000000
40.00000000
USD
2021-12-17
XXXX
35842.53000000
N
N
N
Moneylion Inc
N/A
Moneylion Inc
60938K106
218409.00000000
NS
USD
921685.98000000
0.718097043239
Long
EC
CORP
US
Y
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
22486.56000000
0.017519559371
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
902600.00000000
AUD
665992.62000000
USD
2021-12-15
22486.56000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
14725.23000000
0.011472610361
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
281600.00000000
GBP
389315.01000000
USD
2021-12-15
14725.23000000
N
N
N
II-VI Inc
549300O5C25A0MMHHU33
II-VI Inc
902104108
-14985.00000000
NS
USD
-937012.05000000
-0.73003777553
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
600.28000000
0.000467685635
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
121900.00000000
SEK
14127.15000000
USD
2021-12-15
600.28000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
60.74000000
0.000047323291
N/A
DFE
SE
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
22188.13000000
USD
200500.00000000
SEK
2021-12-15
60.74000000
N
N
N
GreenSky Inc
N/A
GreenSky Inc
39572G100
128417.00000000
NS
USD
1456248.78000000
1.134581588340
Long
EC
CORP
US
N
1
N
N
N
Recticel SA
549300R8K43AXHYP5M15
Recticel SA
000000000
31826.00000000
NS
598436.62000000
0.466249434963
Long
EC
CORP
BE
N
1
N
N
N
Cincinnati Bell Inc
549300JYVZOCUJOHL272
Cincinnati Bell Inc
171871AP1
1305000.00000000
PA
USD
1327837.50000000
1.034534758414
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 AUD
000000000
1.00000000
NC
888.47000000
0.000692218058
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
71700.00000000
AUD
52006.78000000
USD
2021-12-15
888.47000000
N
N
N
Canadian Pacific Railway Ltd
N/A
Canadian Pacific Railway Ltd
13645T100
-49579.00000000
NS
USD
-3472017.37000000
-2.70509203956
Short
EC
CORP
CA
N
1
N
N
N
Kaleyra Inc
549300Q16CZ1PDK9BL93
Kaleyra Inc
483379103
22292.00000000
NS
USD
233620.16000000
0.182016380608
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-222.74000000
-0.00017353951
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
9401.25000000
USD
6900.00000000
GBP
2021-12-15
-222.74000000
N
N
N
Cineplex Inc
549300WDU0AS30W35T75
Cineplex Inc
172454100
23133.00000000
NS
212234.34000000
0.165354421500
Long
EC
CORP
CA
N
1
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515104
5355.00000000
NS
USD
353965.50000000
0.275778936074
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-491.73000000
-0.00038311297
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
16541.21000000
USD
20500.00000000
CAD
2021-12-15
-491.73000000
N
N
N
Kraton Corp
N/A
Kraton Corp
50077C106
21400.00000000
NS
USD
985684.00000000
0.767958698871
Long
EC
CORP
US
N
1
N
N
N
JPY CSSH AT MORGAN STANLEY
N/A
JPY CSSH AT MORGAN STANLEY
000000000
-2.00000000
NS
-0.02000000
-0.00000001558
Short
CORP
JP
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BAKKT HOLDINGS INC
000000000
53.00000000
NC
USD
59890.00000000
0.046661046010
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
Bakkt Holdings Inc
Bakkt Holdings Inc
100.00000000
25.00000000
USD
2021-12-17
XXXX
6780.70000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ADVANCED MICRO DEVICES INC
000000000
41.00000000
NC
USD
50942.50000000
0.039689937157
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Advanced Micro Devices Inc
Advanced Micro Devices Inc
100.00000000
150.00000000
USD
2021-12-17
XXXX
22203.04000000
N
N
N
NeoPhotonics Corp
5493001EHDO3GEGZ6930
NeoPhotonics Corp
64051T100
85994.00000000
NS
USD
1321727.78000000
1.029774599355
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
4571.08000000
0.003561385443
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
247300.00000000
GBP
333534.33000000
USD
2021-12-15
4571.08000000
N
N
N
Vivo Energy PLC
213800TR7V9QN896AU56
Vivo Energy PLC
000000000
376395.00000000
NS
660774.19000000
0.514817413288
Long
EC
CORP
GB
Y
1
N
N
N
CINEPLEX INC
549300WDU0AS30W35T75
Cineplex Inc
172454AC4
392000.00000000
PA
361501.05000000
0.281649977070
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
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-876.55000000
-0.00068293103
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
29128.20000000
USD
24900.00000000
EUR
2021-12-15
-876.55000000
N
N
N
FAST SPONSOR CAPITAL
N/A
FAST SPONSOR CAPITAL
000000000
22800.00000000
NS
USD
22800.00000000
0.017763764385
Long
EC
CORP
US
Y
3
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-718.66000000
-0.00055991696
N/A
DFE
AU
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
13694.30000000
USD
18200.00000000
AUD
2021-12-15
-718.66000000
N
N
N
CoreSite Realty Corp
549300H0YYORITFM2B74
CoreSite Realty Corp
21870Q105
16971.00000000
NS
USD
2902889.55000000
2.261677456248
Long
EC
US
N
1
N
N
N
Xilinx Inc
6EY4K7ZMF9UX1CU6KC79
Xilinx Inc
983919101
47335.00000000
NS
USD
10813680.75000000
8.425073551746
Long
EC
CORP
US
N
1
N
N
N
Monmouth Real Estate Investment Corp
549300DFIUDCN3KVN260
Monmouth Real Estate Investment Corp
609720107
153905.00000000
NS
USD
3196606.85000000
2.490516268225
Long
EC
US
N
1
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
CANADIAN PACIFIC RAILWAY LTD
000000000
178.00000000
NC
USD
3115.00000000
0.002426935353
N/A
DE
CA
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Call
Purchased
Canadian Pacific Railway Ltd
Canadian Pacific Railway Ltd
100.00000000
80.00000000
USD
2021-12-17
XXXX
-22296.70000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-370.51000000
-0.00028866896
N/A
DFE
AU
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
11064.72000000
USD
15000.00000000
AUD
2021-12-15
-370.51000000
N
N
N
RR Donnelley & Sons Co
SU4X0P4WWRGOQDTSV032
RR Donnelley & Sons Co
257867200
187844.00000000
NS
USD
1983632.64000000
1.545472931743
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
631.83000000
0.000492266633
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
16800.00000000
AUD
12609.34000000
USD
2021-12-15
631.83000000
N
N
N
Five9 Inc
254900MXP6EWY0SFFR59
Five9 Inc
338307101
22305.00000000
NS
USD
3174670.65000000
2.473425501194
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: MRWGS TRS GBP R E MRW LN RE / Short: MRWGS TRS GBP P V 01MSONIA SONIO/N+40BPS
000000000
1751452.81000000
OU
Notional Amount
4880.73000000
0.003802637620
N/A
DE
GB
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Wm Morrison Supermarkets PLC
Wm Morrison Supermarkets PLC
Y
equity-performance leg
2022-07-31
0.00000000
GBP
0.00000000
GBP
1751452.81000000
GBP
4880.73000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SPORTSMAN'S WAREHOUSE HOLDINGS
000000000
137.00000000
NC
USD
6507.50000000
0.005070074418
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Sportsman's Warehouse Holdings Inc
Sportsman's Warehouse Holdings Inc
100.00000000
17.50000000
USD
2021-12-17
XXXX
-487.34000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-116.60000000
-0.00009084451
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
47600.00000000
EUR
53890.57000000
USD
2021-12-15
-116.60000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
3929.54000000
0.003061553627
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
825700.00000000
CAD
650371.44000000
USD
2021-12-15
3929.54000000
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: DIGSGS TRS GBP R E DIGS LN RE / Short: DIGSGS TRS GBP P V 01MSONIO SONIO/N+90BPS
000000000
281737.41000000
OU
Notional Amount
890.02000000
0.000693425683
N/A
DE
GB
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
GCP Student Living PLC
GCP Student Living PLC
Y
equity-performance leg
2022-07-16
0.00000000
GBP
0.00000000
GBP
281737.41000000
GBP
890.02000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
1383.42000000
0.001077839777
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
69600.00000000
CAD
55873.38000000
USD
2021-12-15
1383.42000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-599.84000000
-0.00046734282
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
25674.60000000
USD
22100.00000000
EUR
2021-12-15
-599.84000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
251.56000000
0.000195993533
N/A
DFE
SE
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
26291.73000000
USD
239200.00000000
SEK
2021-12-15
251.56000000
N
N
N
Coherent Inc
549300RYOCKUMWACR010
Coherent Inc
192479103
16467.00000000
NS
USD
4263800.31000000
3.321980004052
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY PRIME BROKER US
N/A
MORGAN STANLEY PRIME BROKER US
000000000
21915875.65000000
NS
USD
21915875.65000000
17.07493207640
Long
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
9788.67000000
0.007626474891
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
576700.00000000
AUD
420945.27000000
USD
2021-12-15
9788.67000000
N
N
N
PPD Inc
N/A
PPD Inc
69355F102
127530.00000000
NS
USD
6006663.00000000
4.679866064619
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
FIVE9 INC
000000000
16.00000000
NC
USD
23840.00000000
0.018574041357
N/A
DE
US
N
1
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Put
Purchased
Five9 Inc
Five9 Inc
100.00000000
155.00000000
USD
2021-12-17
XXXX
11276.76000000
N
N
N
Vonage Holdings Corp
529900W7N0N4WLN1JY21
Vonage Holdings Corp
92886T201
55303.00000000
NS
USD
1140347.86000000
0.888459241325
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-31.68000000
-0.00002468228
N/A
DFE
AU
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
58422.05000000
USD
81900.00000000
AUD
2021-12-15
-31.68000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-377.27000000
-0.00029393576
N/A
DFE
SE
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
7823.15000000
USD
67100.00000000
SEK
2021-12-15
-377.27000000
N
N
N
MINDBODY Inc
549300DOX928XM8ENR47
MINDBODY Inc
60255W105
48463.00000000
NS
USD
1809400.03000000
1.409726132083
Long
EC
CORP
US
N
3
N
N
N
2021-12-30
ARBITRAGE FUNDS
Jonathon Hickey
Jonathon Hickey
Treasurer