# EDGAR Filing Document

**Accession Number:** 0001779306
**File Stem:** 0001752724-25-165072
**Filing Date:** 2025-7
**Character Count:** 36960
**Document Hash:** 549f419eac12744edc6c86fb7c14494e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-165072.hdr.sgml**: 20250708

**ACCESSION NUMBER**: 0001752724-25-165072

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250708

**DATE AS OF CHANGE**: 20250708

**PERIOD START**: 20250531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ALTSHARES TRUST
- **CENTRAL INDEX KEY:** 0001779306

**ORGANIZATION NAME:**
- **EIN:** 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:** 251111226

**BUSINESS ADDRESS:**
- **STREET 1:** C/O WATER ISLAND CAPITAL, LLC
- **STREET 2:** 104 FIFTH AVENUE, 9TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10011
- **BUSINESS PHONE:** 800-560-8210

**MAIL ADDRESS:**
- **STREET 1:** C/O WATER ISLAND CAPITAL, LLC
- **STREET 2:** 104 FIFTH AVENUE, 9TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10011

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AltShares Trust
- **DATE OF NAME CHANGE:** 20191002

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AltShares Trust
- **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:** C/O WATER ISLAND CAPITAL, LLC

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10011

  - **Telephone number:** 800-560-8210

**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:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-31

**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:** $6962689.14

**Total Liabilities:** $834598.51

**Net Assets:** $6128090.63

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000229260 | -0.46%               | 0.46%                | 2.48%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $29439.35                | $-61395.85                                 |
| Month 2  | $27067.37                | $-6763.24                                  |
| Month 3  | $65160.54                | $34388.29                                  |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Morgan Stanley & Co. LLC               | Long: MGRCMS    TRS USD R E MGRCMS R E USD / Short: MGRCMS    TRS USD P V 01MFEDL FEDL01M-40 BPS       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     25917 | OU      | $-406.33      | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Playa Hotels & Resorts NV              | Playa Hotels & Resorts NV                                                                              | CUSIP: 000000000<br>LEI: 529900BUP3KWPCJNLS49 | Long             | EC               | CORP              | NL        |      6500 | NS      | $87490.00     | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERI HOLDINGS INC                     | Everi Holdings Inc                                                                                     | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100753.60    | 1.64%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment Inc                 | Penn Entertainment Inc                                                                                 | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9566 | NS      | $141863.78    | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc                           | Amedisys Inc                                                                                           | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |      1797 | NS      | $169043.79    | 2.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                | PARAMOUNT GLOBAL                                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -11 | NC      | $-506.00      | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Redfin Corp                            | Redfin Corp                                                                                            | CUSIP: 75737F108<br>LEI: 549300HXWD3JEMZU3O57 | Long             | EC               | CORP              | US        |      8967 | NS      | $89580.33     | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                              | Hess Corp                                                                                              | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      1752 | NS      | $231596.88    | 3.78%             |  |  |  | No            |                  1 | On Loan: No      |
| FUBOTV INC                             | fuboTV Inc                                                                                             | CUSIP: 35953DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $27246.80     | 0.44%             | 2026-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Steel Corp               | United States Steel Corp                                                                               | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |      4684 | NS      | $252092.88    | 4.11%             |  |  |  | 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        |     50320 | NS      | $50320.29     | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC               | Long: RKTMSS    TRS USD R V 01MFEDL FEDL01/-40 BPS / Short: RKTMSS    TRS USD P E RKTMSS P E           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    101409 | OU      | $10807.09     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA CINCOR PHARMA I                 | CONTRA CINCOR PHARMA I                                                                                 | CUSIP: 172CVR011<br>LEI: N/A                  | N/A              | DE               |  | US        |       639 | NS      | $2427.50      | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CALPINE CORP                           | Calpine Corp                                                                                           | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56504.55     | 0.92%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC               | INFORMATICA INC                                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        21 | NC      | $105.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aura Biosciences Inc                   | Aura Biosciences Inc                                                                                   | CUSIP: 05153U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8778 | NS      | $51439.08     | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Dun & Bradstreet Holdings Inc          | Dun & Bradstreet Holdings Inc                                                                          | CUSIP: 26484T106<br>LEI: 254900LNALVKD1ZX7U27 | Long             | EC               | CORP              | US        |     19132 | NS      | $172379.32    | 2.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc              | Caesars Entertainment Inc                                                                              | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      2151 | NS      | $57818.88     | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC               | UNITED STATES STEEL CORP                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -3 | NC      | $-3540.00     | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Just Eat Takeaway.com NV               | Just Eat Takeaway.com NV                                                                               | CUSIP: 000000000<br>LEI: 724500FVZIBSSQ7SHI95 | Long             | EC               | CORP              | NL        |      5981 | NS      | $132189.30    | 2.16%             |  |  |  | Yes           |                  1 | On Loan: No      |
| AvidXchange Holdings Inc               | AvidXchange Holdings Inc                                                                               | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14079 | NS      | $137833.41    | 2.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC               | PURCHASED USD / SOLD EUR                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-5325.30     | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC               | UNITED STATES STEEL CORP                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -3 | NC      | $-3909.00     | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC               | UNITED STATES STEEL CORP                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -3 | NC      | $-2850.00     | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                           | Synopsys Inc                                                                                           | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Short            | EC               | CORP              | US        |      -111 | NS      | $-51501.78    | -0.84%            |  |  |  | No            |                  1 | On Loan: No      |
| NATIONSTAR MTG HLD INC                 | Nationstar Mortgage Holdings Inc                                                                       | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $76831.96     | 1.25%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                     | Bausch + Lomb Corp                                                                                     | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     54000 | PA      | $55828.44     | 0.91%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Marcus Corp/The                        | Marcus Corp/The                                                                                        | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |       644 | NS      | $11901.12     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                               | Bayer AG                                                                                               | CUSIP: 072730302<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |      1764 | NS      | $12471.48     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ABIOMED INC                     | CONTRA ABIOMED INC                                                                                     | CUSIP: 003CVR016<br>LEI: N/A                  | N/A              | DE               |  | US        |       200 | NS      | $320.00       | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FRONTIER COMMUNICATIONS                | Frontier Communications Holdings LLC                                                                   | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    193000 | PA      | $202800.03    | 3.31%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ChampionX Corp                         | ChampionX Corp                                                                                         | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |      5981 | NS      | $143962.67    | 2.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                       | Paramount Global                                                                                       | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |      8073 | NS      | $97683.30     | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC               | HERC HOLDINGS INC                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         1 | NC      | $105.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellanova                              | Kellanova                                                                                              | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       243 | NS      | $20079.09     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC               | PURCHASED USD / SOLD CAD                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-4992.53     | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                       | Enstar Group Ltd                                                                                       | CUSIP: 000000000<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               | CORP              | BM        |       540 | NS      | $180905.40    | 2.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc             | Amneal Pharmaceuticals Inc                                                                             | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |      8967 | NS      | $65638.44     | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ALBIREO PHARMA                  | CONTRA ALBIREO PHARMA                                                                                  | CUSIP: 013CVR022<br>LEI: 549300835H8LC7O8VC29 | N/A              | DE               |  | US        |       415 | NS      | $1105.06      | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Dick's Sporting Goods Inc              | Dick's Sporting Goods Inc                                                                              | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |       499 | NS      | $89490.66     | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                | PARAMOUNT GLOBAL                                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -89 | NC      | $-3560.00     | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| ASSUREDPARTNERS INC                    | AssuredPartners Inc                                                                                    | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36974.83     | 0.60%             | 2029-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC               | Long: CVXMSS    TRS USD R V 00MFEDL0 FEDL01 -40BPS / Short: CVXMSS    TRS USD P E CVXMSS TRS RE        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    265660 | OU      | $19463.07     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| E2open Parent Holdings Inc             | E2open Parent Holdings Inc                                                                             | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19000 | NS      | $60990.00     | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA Inc                       | Skechers USA Inc                                                                                       | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |      2986 | NS      | $185251.44    | 3.02%             |  |  |  | No            |                  1 | On Loan: No      |
| InterRent Real Estate Investment Trust | InterRent Real Estate Investment Trust                                                                 | CUSIP: 46071W205<br>LEI: N/A                  | Long             | EC               |  | CA        |      4648 | NS      | $46231.06     | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc                   | Juniper Networks Inc                                                                                   | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      4103 | NS      | $147420.79    | 2.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC               | Long: HRIMSS    TRS USD R V 01MFEDL FDL01 - 40 BPS / Short: HRIMSS    TRS USD P E HRIMSS TRS P E       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     36505 | OU      | $1413.03      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Andlauer Healthcare Group Inc          | Andlauer Healthcare Group Inc                                                                          | CUSIP: 034223107<br>LEI: 549300FEFF2VDKFOGG32 | Long             | EC               | CORP              | CA        |      2986 | NS      | $116298.10    | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC               | UNITED STATES STEEL CORP                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -3 | NC      | $-3387.00     | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                             | Intel Corp                                                                                             | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      1797 | NS      | $35131.35     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC               | PURCHASED USD / SOLD CAD                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-364.05      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC               | Long: COLBMSS   TRS USD R V 01MFEDL FEDL01M-40BPS / Short: COLBMSS   TRS USD P E COLB US PE            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    138183 | OU      | $9827.10      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors           | State Street Institutional US Government Money Market Fund                                             | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    152041 | NS      | $152040.59    | 2.48%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy Inc                        | TXNM Energy Inc                                                                                        | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      1493 | NS      | $84638.17     | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA CONCERT PHARMAC                 | CONTRA CONCERT PHARMAC                                                                                 | CUSIP: 206CVR011<br>LEI: 529900PYI5BSGQNATP82 | N/A              | DE               |  | US        |      2000 | NS      | $915.80       | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Morgan Stanley & Co. LLC               | Long: BAYRYMS   TRS USD R E BAYRYMS R E USD / Short: BAYRYMS   TRS USD P V 01MFEDL FEDL01M-40 BPS      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     62840 | OU      | $719.20       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc                        | Foot Locker Inc                                                                                        | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |      2396 | NS      | $56928.96     | 0.93%             |  |  |  | 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        |    152041 | NS      | $152040.59    | 2.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC               | PURCHASED USD / SOLD CAD                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-267.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC               | DANA INC                                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         4 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TK ELEVATOR HOLDCO GMBH                | TK Elevator Holdco GmbH                                                                                | CUSIP: 92537VAA8<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |     79000 | PA      | $79109.89     | 1.29%             | 2028-07-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Pacific Premier Bancorp Inc            | Pacific Premier Bancorp Inc                                                                            | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      7179 | NS      | $152194.80    | 2.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC          | Weatherford International PLC                                                                          | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |       894 | NS      | $38978.40     | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies Inc                  | FARO Technologies Inc                                                                                  | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |      2986 | NS      | $126516.82    | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                | PARAMOUNT GLOBAL                                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        50 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS Inc                              | ANSYS Inc                                                                                              | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |       407 | NS      | $134643.74    | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC               | Long: SNPSMSS   TRS USD R V 01MFEDL FEDL01/-40 BPS / Short: SNPSMSS   TRS USD P E SNPS US P E          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     15215 | OU      | $2687.48      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc           | Cross Country Healthcare Inc                                                                           | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |      8967 | NS      | $118185.06    | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Informatica Inc                        | Informatica Inc                                                                                        | CUSIP: 45674M101<br>LEI: 984500E0DEFFE6DE9588 | Long             | EC               | CORP              | US        |      3095 | NS      | $74310.95     | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC               | UNITED STATES STEEL CORP                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -3 | NC      | $-3675.00     | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC               | UNITED STATES STEEL CORP                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -10 | NC      | $-4600.00     | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| CI Financial Corp                      | CI Financial Corp                                                                                      | CUSIP: 125491100<br>LEI: 549300M9W7JJQSVCEM78 | Long             | EC               | CORP              | CA        |      5981 | NS      | $136978.78    | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc                      | Triumph Group Inc                                                                                      | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |      5677 | NS      | $146409.83    | 2.39%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA INC                               | Dana Inc                                                                                               | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61706.32     | 1.01%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC               | Boost Newco Borrower LLC                                                                               | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |     89000 | PA      | $94167.25     | 1.54%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| McGrath RentCorp                       | McGrath RentCorp                                                                                       | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |        45 | NS      | $5057.10      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                | VF Corp                                                                                                | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      6580 | NS      | $81986.80     | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC               | Long: SLBMSS    TRS USD R V 00MFEDL FEDL01/-40 BPS / Short: SLBMSS    TRS USD P E SLBMSS US PAY EQUITY | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     97635 | OU      | $24991.05     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                      | ProAssurance Corp                                                                                      | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      8967 | NS      | $207944.73    | 3.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY PRIME BROKER US         | MORGAN STANLEY PRIME BROKER US                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             |  | CORP              | US        |     50504 | NS      | $50503.89     | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| SpringWorks Therapeutics Inc           | SpringWorks Therapeutics Inc                                                                           | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4783 | NS      | $223413.93    | 3.65%             |  |  |  | No            |                  1 | On Loan: No      |
| H&E Equipment Services Inc             | H&E Equipment Services Inc                                                                             | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |      2750 | NS      | $260260.00    | 4.25%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors           | State Street Institutional U.S. Government Money Market Fund                                           | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |     50320 | NS      | $50320.29     | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-13

**Name of Applicant:** AltShares Trust

**Signature:** Jonathon Hickey

**Name of Signer:** Jonathon Hickey

**Title:** Chief Financial Officer