# EDGAR Filing Document

**Accession Number:** 0001779306
**File Stem:** 0001752724-23-000120
**Filing Date:** 2023-1
**Character Count:** 47488
**Document Hash:** ce93e3da8aa3461d6b4fc107026eb93d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-000120.hdr.sgml**: 20230104

**ACCESSION NUMBER**: 0001752724-23-000120

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230104

**DATE AS OF CHANGE**: 20230104

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AltShares Trust
- **CENTRAL INDEX KEY:** 0001779306
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23475
- **FILM NUMBER:** 23505604

**BUSINESS ADDRESS:**
- **STREET 1:** 41 MADISON AVENUE
- **STREET 2:** 42ND FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10010
- **BUSINESS PHONE:** 1-800-560-8210

**MAIL ADDRESS:**
- **STREET 1:** 41 MADISON AVENUE
- **STREET 2:** 42ND FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10010

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** wicShares Trust
- **DATE OF NAME CHANGE:** 20190930

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AltShares Trust
- **DATE OF NAME CHANGE:** 20190926

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** wicShares Trusts
- **DATE OF NAME CHANGE:** 20190926

## Series and Classes Contracts Data

### AltShares Event-Driven ETF (Series ID: S000072757)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000229260 | AltShares Event-Driven ETF | EVNT            |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** AltShares Trust

- **b. Investment Company Act file number:** 811-23475

- **c. CIK number of Registrant:** 0001779306

- **d. LEI of Registrant:** 549300MJC5CESCLT8M40

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 41 Madison Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10010

  - **Telephone number:** 855-955-1607

**Item A.2. Information about the Series.**

- **a. Name of Series:** AltShares Event-Driven ETF

- **b. EDGAR series identifier (if any):** S000072757

- **c. LEI of Series:** 549300W6I6KRV9NKQV40

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $3090383.56

**Total Liabilities:** $14794.95

**Net Assets:** $3075588.61

**Cash Not Reported:** $2107.35

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000229260 | -2.79%               | 0.74%                | 1.48%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5069.85                 | $-102687.91                                |
| Month 2  | $58240.95                | $-41998.26                                 |
| Month 3  | $-79167.32               | $125730.11                                 |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

- **Index Identifier:** Designated Reference Portfolio is the Fund`s Securities Portfolio

### Schedule of Portfolio Investments

| Name                                      | Title                                                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Cano Health Inc                           | Cano Health Inc                                                                              | CUSIP: 13781Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20500 | NS      | $38950.00     | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                  | EQT Corp                                                                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      1900 | NS      | $80579.00     | 2.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                 | Warner Bros Discovery Inc                                                                    | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      1950 | NS      | $22230.00     | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS PRIME BROKER USD            | GOLDMAN SACHS PRIME BROKER USD                                                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |        -2 | NS      | $-2.14        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp                         | DISH Network Corp                                                                            | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |      2600 | NS      | $41730.00     | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED CAD / SOLD USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $-28.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STORE Capital Corp                        | STORE Capital Corp                                                                           | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               |  | US        |      1500 | NS      | $47850.00     | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC FRESH MKT INC                         | ESC FRESH MKT INC                                                                            | CUSIP: 358ESC010<br>LEI: 529900QM5ZSBEBR6CS58 | Long             | EC               | CORP              | US        |       510 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED USD / SOLD CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-200.19      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Altra Industrial Motion Corp              | Altra Industrial Motion Corp                                                                 | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |      1000 | NS      | $58620.00     | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnachip Semiconductor Corp              | Magnachip Semiconductor Corp                                                                 | CUSIP: 55933J203<br>LEI: 529900P54J1ATLRBUV29 | Long             | EC               | CORP              | US        |      2207 | NS      | $22334.84     | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED CAD / SOLD USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $-30.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RXO Inc                                   | RXO Inc                                                                                      | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |       250 | NS      | $4750.00      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHTNING EMOTORS INC                     | Lightning eMotors Inc                                                                        | CUSIP: 53228RAA3<br>LEI: 549300JQ9U3NF5XD5A71 | Long             | DBT              | CORP              | US        |      2365 | PA      | $1404.34      | 0.05%             | 2024-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED USD / SOLD CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-76.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KALEYRA INC                               | Kaleyra Inc                                                                                  | CUSIP: 483379AA1<br>LEI: 549300Q16CZ1PDK9BL93 | Long             | DBT              | CORP              | US        |     73000 | PA      | $57790.00     | 1.88%             | 2026-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AVEO Pharmaceuticals Inc                  | AVEO Pharmaceuticals Inc                                                                     | CUSIP: 053588307<br>LEI: 529900PLC55DUQO4CR76 | Long             | EC               | CORP              | US        |      3000 | NS      | $44850.00     | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED CAD / SOLD USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $25.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 8x8 Inc                                   | 8x8 Inc                                                                                      | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |      2000 | NS      | $8560.00      | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of California Inc     | Pacific Biosciences of California Inc                                                        | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |      3500 | NS      | $37625.00     | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED CAD / SOLD USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $30.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Archaea Energy Inc                        | Archaea Energy Inc                                                                           | CUSIP: 03940F103<br>LEI: 549300ZBE567NNMH7V89 | Long             | EC               | CORP              | US        |      2000 | NS      | $51880.00     | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED CAD / SOLD USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $-1.26        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Moneylion Inc                             | Moneylion Inc                                                                                | CUSIP: 60938K114<br>LEI: N/A                  | N/A              | DE               |  | US        |       440 | NS      | $44.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED USD / SOLD CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $40.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aura Biosciences Inc                      | Aura Biosciences Inc                                                                         | CUSIP: 05153U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3500 | NS      | $49980.00     | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc                 | Caesars Entertainment Inc                                                                    | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       650 | NS      | $33026.50     | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED USD / SOLD CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $8.18         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED USD / SOLD CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-19.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Global Advisors              | State Street Institutional US Government Money Market Fund                                   | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    122652 | NS      | $122652.20    | 3.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED CAD / SOLD USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $31.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED CAD / SOLD USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $15.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Horizon Corp                        | First Horizon Corp                                                                           | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      1730 | NS      | $42990.50     | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | Long: SBCFMSS   TRS USD R V 01MFEDL FEDL01-40BPS / Short: SBCFMSS   TRS USD P E SBCF US PE   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     59857 | OU      | $-1407.78     | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                | Advanced Micro Devices Inc                                                                   | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      1650 | NS      | $128089.50    | 4.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED USD / SOLD CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $7.56         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED CAD / SOLD USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $-27.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                       | PayPal Holdings Inc                                                                          | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       244 | NS      | $19132.04     | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corp                               | iRobot Corp                                                                                  | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |       600 | NS      | $31254.00     | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED USD / SOLD CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $3232.76      | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UpHealth Inc                              | UpHealth Inc                                                                                 | CUSIP: 91532B119<br>LEI: 549300OSKGXG2OH2XE50 | N/A              | DE               |  | US        |       117 | NS      | $3.04         | 0.00%             |  |  |  | Yes           |                  1 | On Loan: No      |
| GXO Logistics Inc                         | GXO Logistics Inc                                                                            | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |       750 | NS      | $35145.00     | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UPHEALTH INC                              | UpHealth Inc                                                                                 | CUSIP: 91532BAA9<br>LEI: 549300OSKGXG2OH2XE50 | Long             | DBT              | CORP              | US        |     31000 | PA      | $9222.50      | 0.30%             | 2026-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Momentive Global Inc                      | Momentive Global Inc                                                                         | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |      1105 | NS      | $8762.65      | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                 | Block Inc                                                                                    | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |       700 | NS      | $47439.00     | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED USD / SOLD CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-19.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED USD / SOLD CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-36.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                          | Paramount Global                                                                             | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |       500 | NS      | $10040.00     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | Morgan Stanley Institutional Liquidity Funds - Government Portfolio                          | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |    122652 | NS      | $122652.05    | 3.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED CAD / SOLD USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $-11.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                               | NVIDIA Corp                                                                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       200 | NS      | $33846.00     | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Industrial Income REIT             | Summit Industrial Income REIT                                                                | CUSIP: 866120116<br>LEI: 2549002JNRHTJ9H0MR86 | Long             | EC               |  | CA        |      3500 | NS      | $58673.75     | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Paratek Pharmaceuticals Inc               | Paratek Pharmaceuticals Inc                                                                  | CUSIP: 699374302<br>LEI: 5493007V5QDIWECEYV79 | Long             | EC               | CORP              | US        |     11038 | NS      | $24504.36     | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Wireless Inc                       | Sierra Wireless Inc                                                                          | CUSIP: 826516106<br>LEI: 549300E33RZ5BJ726L53 | Long             | EC               | CORP              | CA        |      3000 | NS      | $87990.00     | 2.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience Inc                   | Meridian Bioscience Inc                                                                      | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |      2207 | NS      | $70624.00     | 2.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp                         | Bloom Energy Corp                                                                            | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |      1500 | NS      | $31935.00     | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED USD / SOLD CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $13.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED USD / SOLD CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-7.66        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED CAD / SOLD USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $5.45         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Myovant Sciences Ltd                      | Myovant Sciences Ltd                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      3000 | NS      | $80580.00     | 2.62%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral Inc                           | RingCentral Inc                                                                              | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |       250 | NS      | $9265.00      | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED CAD / SOLD USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $7.79         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crane Holdings Co                         | Crane Holdings Co                                                                            | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |       214 | NS      | $22671.16     | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED CAD / SOLD USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $34.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Activision Blizzard Inc                   | Activision Blizzard Inc                                                                      | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      1500 | NS      | $110925.00    | 3.61%             |  |  |  | No            |                  1 | On Loan: No      |
| UpHealth Inc                              | UpHealth Inc                                                                                 | CUSIP: 91532B101<br>LEI: 549300OSKGXG2OH2XE50 | Long             | EC               | CORP              | US        |      1176 | NS      | $406.31       | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED USD / SOLD CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $348.23       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED CAD / SOLD USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $-5.05        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED CAD / SOLD USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $-163.62      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | Long: AVGOMSS   TRS USD R V 01MFEDL FEDL01 -40BPS / Short: AVGOMSS   TRS USD P V 01MFEDL     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      6216 | OU      | $-1498.28     | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED USD / SOLD CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-37.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Houghton Mifflin Harcourt Co              | Houghton Mifflin Harcourt Co                                                                 | CUSIP: 44157R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2228 | NS      | $46788.00     | 1.52%             |  |  |  | No            |                  3 | On Loan: No      |
| Switch Inc                                | Switch Inc                                                                                   | CUSIP: 87105L104<br>LEI: 549300EZ98N5Y55J4X37 | Long             | EC               | CORP              | US        |      3312 | NS      | $113436.00    | 3.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED CAD / SOLD USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $54.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ForgeRock Inc                             | ForgeRock Inc                                                                                | CUSIP: 34631B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2000 | NS      | $43500.00     | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED CAD / SOLD USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $68.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAML PRIME BROKER USD                     | BAML PRIME BROKER USD                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |        49 | NS      | $48.97        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc                           | Foot Locker Inc                                                                              | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |       200 | NS      | $7960.00      | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                             | Snowflake Inc                                                                                | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |        65 | NS      | $9288.50      | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings Inc          | Atlas Air Worldwide Holdings Inc                                                             | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |       500 | NS      | $50385.00     | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED USD / SOLD CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-51.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cowen Inc                                 | Cowen Inc                                                                                    | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |      2500 | NS      | $96650.00     | 3.14%             |  |  |  | No            |                  1 | On Loan: No      |
| 1Life Healthcare Inc                      | 1Life Healthcare Inc                                                                         | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1750 | NS      | $29732.50     | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Moneylion Inc                             | Moneylion Inc                                                                                | CUSIP: 60938K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12059 | NS      | $9003.25      | 0.29%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Professional Holding Corp                 | Professional Holding Corp                                                                    | CUSIP: 743139107<br>LEI: 549300MOIYR1NW3J2W56 | Long             | EC               | CORP              | US        |      2000 | NS      | $59940.00     | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Zai Lab Ltd                               | Zai Lab Ltd                                                                                  | CUSIP: 98887Q104<br>LEI: 549300P2UYQ9U5LY1T58 | Long             | EC               | CORP              | KY        |       475 | NS      | $18316.00     | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED CAD / SOLD USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $64.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED CAD / SOLD USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $128.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LHC Group Inc                             | LHC Group Inc                                                                                | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |       800 | NS      | $130728.00    | 4.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED Inc                               | ABIOMED Inc                                                                                  | CUSIP: 003654100<br>LEI: 5493001EZN4ZTB4Z5887 | Long             | EC               | CORP              | US        |       200 | NS      | $75558.00     | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Evo Payments Inc                          | Evo Payments Inc                                                                             | CUSIP: 26927E104<br>LEI: 549300Z5UL344C8KEC55 | Long             | EC               | CORP              | US        |      2200 | NS      | $74162.00     | 2.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED USD / SOLD CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-34.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Signify Health Inc                        | Signify Health Inc                                                                           | CUSIP: 82671G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1219 | NS      | $34887.78     | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED USD / SOLD CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-19.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XPO Logistics Inc                         | XPO Logistics Inc                                                                            | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |       400 | NS      | $15448.00     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc                        | Unity Software Inc                                                                           | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |       400 | NS      | $15804.00     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Cineplex Inc                              | Cineplex Inc                                                                                 | CUSIP: 172454100<br>LEI: 549300WDU0AS30W35T75 | Long             | EC               | CORP              | CA        |     14900 | NS      | $114091.37    | 3.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Group Inc/The | Hartford Financial Services Group Inc/The                                                    | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       600 | NS      | $45822.00     | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                             | Pinterest Inc                                                                                | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $25420.00     | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED CAD / SOLD USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $65.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED USD / SOLD CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $68.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEGNA Inc                                 | TEGNA Inc                                                                                    | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |      4000 | NS      | $78960.00     | 2.57%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CASH COLLATERAL            | MORGAN STANLEY CASH COLLATERAL                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | DE        |       703 | NS      | $731.28       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FAST SPONSOR CAPITAL                      | FAST SPONSOR CAPITAL                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $800.00       | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED USD / SOLD CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $51.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| South Jersey Industries Inc               | South Jersey Industries Inc                                                                  | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |      2207 | NS      | $76582.90     | 2.49%             |  |  |  | No            |                  1 | On Loan: No      |
| UserTesting Inc                           | UserTesting Inc                                                                              | CUSIP: 91734E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5000 | NS      | $37100.00     | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED CAD / SOLD USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $35.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Five9 Inc                                 | Five9 Inc                                                                                    | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |      1250 | NS      | $80137.50     | 2.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc               | Healthcare Realty Trust Inc                                                                  | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |      2357 | NS      | $48389.21     | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED CAD / SOLD USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $-71.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIME BROKER US            | MORGAN STANLEY PRIME BROKER US                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             |  | CORP              | US        |       239 | NS      | $239.03       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware Inc                                | VMware Inc                                                                                   | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |       124 | NS      | $15064.76     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | Long: TENMSS    TRS USD R V 01MFEDL FEDL01M-40BPS / Short: TENMSS    TRS USD P E TEN US SWAP | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      6967 | OU      | $-49.14       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                  | PURCHASED CAD / SOLD USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $-48.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-15

**Name of Applicant:** AltShares Trust

**Signature:** Jonathon Hickey

**Name of Signer:** Jonathon Hickey

**Title:** Chief Financial Officer