0001752724-23-000120.txt : 20230104
0001752724-23-000120.hdr.sgml : 20230104
20230104143302
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
0001779306
S000072757
AltShares Event-Driven ETF
C000229260
AltShares Event-Driven ETF
EVNT
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001779306
XXXXXXXX
S000072757
C000229260
AltShares Trust
811-23475
0001779306
549300MJC5CESCLT8M40
41 Madison Avenue
42nd Floor
New York
10010
855-955-1607
AltShares Event-Driven ETF
S000072757
549300W6I6KRV9NKQV40
2023-05-31
2022-11-30
N
3090383.56
14794.95
3075588.61
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
2107.35000000
N
Securities Portfolio VaR
Designated Reference Portfolio is the Fund`s Securities Portfolio
Cano Health Inc
N/A
Cano Health Inc
13781Y103
20500.00000000
NS
USD
38950.00000000
1.266424250413
Long
EC
CORP
US
N
1
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884L109
1900.00000000
NS
USD
80579.00000000
2.619953778538
Long
EC
CORP
US
N
1
N
N
N
Warner Bros Discovery Inc
5493006ZCRFWKF6B1K26
Warner Bros Discovery Inc
934423104
1950.00000000
NS
USD
22230.00000000
0.722788474626
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS PRIME BROKER USD
N/A
GOLDMAN SACHS PRIME BROKER USD
000000000
-2.14000000
NS
USD
-2.14000000
-0.00006958017
Short
STIV
CORP
US
N
1
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470M109
2600.00000000
NS
USD
41730.00000000
1.356813452368
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-28.45000000
-0.00092502618
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
2229.35000000
USD
2960.00000000
CAD
2022-12-15
-28.45000000
N
N
N
STORE Capital Corp
5493004EA6C9IHDZ7N66
STORE Capital Corp
862121100
1500.00000000
NS
USD
47850.00000000
1.555799753075
Long
EC
US
N
1
N
N
N
ESC FRESH MKT INC
529900QM5ZSBEBR6CS58
ESC FRESH MKT INC
358ESC010
510.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-200.19000000
-0.00650899796
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
8690.00000000
CAD
6261.24000000
USD
2022-12-15
-200.19000000
N
N
N
Altra Industrial Motion Corp
NQ0NIXPGW4YKG4MWM571
Altra Industrial Motion Corp
02208R106
1000.00000000
NS
USD
58620.00000000
1.905976625397
Long
EC
CORP
US
N
1
N
N
N
Magnachip Semiconductor Corp
529900P54J1ATLRBUV29
Magnachip Semiconductor Corp
55933J203
2207.00000000
NS
USD
22334.84000000
0.726197253019
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-30.02000000
-0.00097607332
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
3844.42000000
USD
5130.00000000
CAD
2022-12-15
-30.02000000
N
N
N
RXO Inc
549300KL8CA6GP8XPM30
RXO Inc
74982T103
250.00000000
NS
USD
4750.00000000
0.154441981757
Long
EC
CORP
US
N
1
N
N
N
LIGHTNING EMOTORS INC
549300JQ9U3NF5XD5A71
Lightning eMotors Inc
53228RAA3
2365.00000000
PA
USD
1404.34000000
0.045660853191
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
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-76.87000000
-0.00249935897
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
7180.00000000
CAD
5261.81000000
USD
2022-12-15
-76.87000000
N
N
N
KALEYRA INC
549300Q16CZ1PDK9BL93
Kaleyra Inc
483379AA1
73000.00000000
PA
USD
57790.00000000
1.878989921217
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
AVEO Pharmaceuticals Inc
529900PLC55DUQO4CR76
AVEO Pharmaceuticals Inc
053588307
3000.00000000
NS
USD
44850.00000000
1.458257448807
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
25.08000000
0.000815453663
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1090.24000000
USD
1500.00000000
CAD
2022-12-15
25.08000000
N
N
N
8x8 Inc
254900XWSOC5U1BRW939
8x8 Inc
282914100
2000.00000000
NS
USD
8560.00000000
0.278320708178
Long
EC
CORP
US
N
1
N
N
N
Pacific Biosciences of California Inc
529900F1BWRE1M0KZN89
Pacific Biosciences of California Inc
69404D108
3500.00000000
NS
USD
37625.00000000
1.223343066028
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
30.78000000
0.001000784041
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
2326.27000000
USD
3170.00000000
CAD
2022-12-15
30.78000000
N
N
N
Archaea Energy Inc
549300ZBE567NNMH7V89
Archaea Energy Inc
03940F103
2000.00000000
NS
USD
51880.00000000
1.686831581808
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-1.26000000
-0.00004096776
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
2685.47000000
USD
3610.00000000
CAD
2022-12-15
-1.26000000
N
N
N
Moneylion Inc
N/A
Moneylion Inc
60938K114
440.00000000
NS
USD
44.00000000
0.001430620462
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
44.00000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
40.07000000
0.001302840044
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
4080.00000000
CAD
3073.75000000
USD
2022-12-15
40.07000000
N
N
N
Aura Biosciences Inc
N/A
Aura Biosciences Inc
05153U107
3500.00000000
NS
USD
49980.00000000
1.625054789105
Long
EC
CORP
US
N
1
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769G100
650.00000000
NS
USD
33026.50000000
1.073826970636
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
8.18000000
0.000265965349
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
3020.00000000
CAD
2253.70000000
USD
2022-12-15
8.18000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-19.03000000
-0.00061874335
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
3340.00000000
CAD
2464.42000000
USD
2022-12-15
-19.03000000
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
122652.20000000
NS
USD
122652.20000000
3.987926070515
Long
STIV
RF
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
31.73000000
0.001031672438
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1581.77000000
USD
2170.00000000
CAD
2022-12-15
31.73000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
15.74000000
0.000511771956
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1225.99000000
USD
1670.00000000
CAD
2022-12-15
15.74000000
N
N
N
First Horizon Corp
TF3RXI1ZB1TQ30H9JV10
First Horizon Corp
320517105
1730.00000000
NS
USD
42990.50000000
1.397797477212
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: SBCFMSS TRS USD R V 01MFEDL FEDL01-40BPS / Short: SBCFMSS TRS USD P E SBCF US PE
000000000
59857.38000000
OU
Notional Amount
USD
-1407.78000000
-0.04577270170
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Seacoast Banking Corp. of Florida
Seacoast Banking Corp. of Florida
Y
equity-performance leg
2023-08-21
0.00000000
USD
0.00000000
USD
59857.38000000
USD
-1407.78000000
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
1650.00000000
NS
USD
128089.50000000
4.164714994181
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
7.56000000
0.000245806606
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
3260.00000000
CAD
2431.53000000
USD
2022-12-15
7.56000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-27.06000000
-0.00087983158
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
2146.17000000
USD
2850.00000000
CAD
2022-12-15
-27.06000000
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
244.00000000
NS
USD
19132.04000000
0.622061088982
Long
EC
CORP
US
N
1
N
N
N
iRobot Corp
5493009PRNKOUKBAT390
iRobot Corp
462726100
600.00000000
NS
USD
31254.00000000
1.016195725864
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
3232.76000000
0.105110286515
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
161670.00000000
CAD
123442.19000000
USD
2022-12-15
3232.76000000
N
N
N
UpHealth Inc
549300OSKGXG2OH2XE50
UpHealth Inc
91532B119
117.00000000
NS
USD
3.04000000
0.000098842868
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
3.04000000
N
N
N
GXO Logistics Inc
5493007CNWMXN78JRN66
GXO Logistics Inc
36262G101
750.00000000
NS
USD
35145.00000000
1.142708094500
Long
EC
CORP
US
N
1
N
N
N
UPHEALTH INC
549300OSKGXG2OH2XE50
UpHealth Inc
91532BAA9
31000.00000000
PA
USD
9222.50000000
0.299861300370
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
Momentive Global Inc
549300PR9RG3VC9OH575
Momentive Global Inc
60878Y108
1105.00000000
NS
USD
8762.65000000
0.284909690831
Long
EC
CORP
US
N
1
N
N
N
Block Inc
549300OHIIUWSTIZME52
Block Inc
852234103
700.00000000
NS
USD
47439.00000000
1.542436457390
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-19.70000000
-0.00064052779
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
4170.00000000
CAD
3080.90000000
USD
2022-12-15
-19.70000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-36.56000000
-0.00118871554
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
3500.00000000
CAD
2565.86000000
USD
2022-12-15
-36.56000000
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
92556H206
500.00000000
NS
USD
10040.00000000
0.326441578283
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
549300BI6Y5SI6BYPB26
Morgan Stanley Institutional Liquidity Funds - Government Portfolio
61747C707
122652.05000000
NS
USD
122652.05000000
3.987921193400
Long
STIV
RF
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-11.93000000
-0.00038789322
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1476.72000000
USD
1970.00000000
CAD
2022-12-15
-11.93000000
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
200.00000000
NS
USD
33846.00000000
1.100472276752
Long
EC
CORP
US
N
1
N
N
N
Summit Industrial Income REIT
2549002JNRHTJ9H0MR86
Summit Industrial Income REIT
866120116
3500.00000000
NS
58673.75000000
1.907724258349
Long
EC
CA
N
1
N
N
N
Paratek Pharmaceuticals Inc
5493007V5QDIWECEYV79
Paratek Pharmaceuticals Inc
699374302
11038.00000000
NS
USD
24504.36000000
0.796737246338
Long
EC
CORP
US
N
1
N
N
N
Sierra Wireless Inc
549300E33RZ5BJ726L53
Sierra Wireless Inc
826516106
3000.00000000
NS
USD
87990.00000000
2.860915784182
Long
EC
CORP
CA
N
1
N
N
N
Meridian Bioscience Inc
549300ELSRZEFFFRX195
Meridian Bioscience Inc
589584101
2207.00000000
NS
USD
70624.00000000
2.296275898875
Long
EC
CORP
US
N
1
N
N
N
Bloom Energy Corp
549300XB5J9BFW5JXV97
Bloom Energy Corp
093712107
1500.00000000
NS
USD
31935.00000000
1.038337828933
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
13.45000000
0.000437314664
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
2520.00000000
CAD
1887.19000000
USD
2022-12-15
13.45000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-7.66000000
-0.00024905801
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
3280.00000000
CAD
2431.18000000
USD
2022-12-15
-7.66000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
5.45000000
0.000177201852
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1437.03000000
USD
1940.00000000
CAD
2022-12-15
5.45000000
N
N
N
Myovant Sciences Ltd
N/A
Myovant Sciences Ltd
000000000
3000.00000000
NS
USD
80580.00000000
2.619986292640
Long
EC
CORP
BM
N
1
N
N
N
RingCentral Inc
549300C8EH0H1614VE84
RingCentral Inc
76680R206
250.00000000
NS
USD
9265.00000000
0.301243149681
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
7.79000000
0.000253284850
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
3583.55000000
USD
4830.00000000
CAD
2022-12-15
7.79000000
N
N
N
Crane Holdings Co
549300EXNPSXEWUD3N21
Crane Holdings Co
224441105
214.00000000
NS
USD
22671.16000000
0.737132395609
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
34.56000000
0.001123687345
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1333.57000000
USD
1840.00000000
CAD
2022-12-15
34.56000000
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507V109
1500.00000000
NS
USD
110925.00000000
3.606626700311
Long
EC
CORP
US
N
1
N
N
N
UpHealth Inc
549300OSKGXG2OH2XE50
UpHealth Inc
91532B101
1176.00000000
NS
USD
406.31000000
0.013210804549
Long
EC
CORP
US
Y
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
348.23000000
0.011322385538
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
89100.00000000
CAD
66598.37000000
USD
2022-12-15
348.23000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-5.05000000
-0.00016419621
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1908.53000000
USD
2560.00000000
CAD
2022-12-15
-5.05000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-163.62000000
-0.00531995727
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
12052.95000000
USD
15990.00000000
CAD
2022-12-15
-163.62000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: AVGOMSS TRS USD R V 01MFEDL FEDL01 -40BPS / Short: AVGOMSS TRS USD P V 01MFEDL
000000000
6216.14000000
OU
Notional Amount
USD
-1498.28000000
-0.04871522787
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Broadcom Inc
Broadcom Inc
Y
equity-performance leg
2023-06-11
0.00000000
USD
0.00000000
USD
6216.14000000
USD
-1498.28000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-37.23000000
-0.00121049999
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
2340.00000000
CAD
1702.67000000
USD
2022-12-15
-37.23000000
N
N
N
Houghton Mifflin Harcourt Co
N/A
Houghton Mifflin Harcourt Co
44157R109
2228.00000000
NS
USD
46788.00000000
1.521269777364
Long
EC
CORP
US
N
3
N
N
N
Switch Inc
549300EZ98N5Y55J4X37
Switch Inc
87105L104
3312.00000000
NS
USD
113436.00000000
3.688269608983
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
54.76000000
0.001780472193
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
5410.32000000
USD
7350.00000000
CAD
2022-12-15
54.76000000
N
N
N
ForgeRock Inc
N/A
ForgeRock Inc
34631B101
2000.00000000
NS
USD
43500.00000000
1.414363411886
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
68.28000000
0.002220062845
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
3285.12000000
USD
4510.00000000
CAD
2022-12-15
68.28000000
N
N
N
BAML PRIME BROKER USD
N/A
BAML PRIME BROKER USD
000000000
48.97000000
NS
USD
48.97000000
0.001592215546
Long
STIV
CORP
US
N
1
N
N
N
Foot Locker Inc
549300X383CBNP6MTV94
Foot Locker Inc
344849104
200.00000000
NS
USD
7960.00000000
0.258812247324
Long
EC
CORP
US
N
1
N
N
N
Snowflake Inc
254900CJNSY1K7T53Z16
Snowflake Inc
833445109
65.00000000
NS
USD
9288.50000000
0.302007231064
Long
EC
CORP
US
N
1
N
N
N
Atlas Air Worldwide Holdings Inc
549300R0A2TUVCYZB465
Atlas Air Worldwide Holdings Inc
049164205
500.00000000
NS
USD
50385.00000000
1.638223000182
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-51.80000000
-0.00168423045
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
5510.00000000
CAD
4045.15000000
USD
2022-12-15
-51.80000000
N
N
N
Cowen Inc
5493008QI0EFC5WBED75
Cowen Inc
223622606
2500.00000000
NS
USD
96650.00000000
3.142487902502
Long
EC
CORP
US
N
1
N
N
N
1Life Healthcare Inc
N/A
1Life Healthcare Inc
68269G107
1750.00000000
NS
USD
29732.50000000
0.966725520550
Long
EC
CORP
US
N
1
N
N
N
Moneylion Inc
N/A
Moneylion Inc
60938K106
12059.00000000
NS
USD
9003.25000000
0.292732583633
Long
EC
CORP
US
Y
1
N
N
N
Professional Holding Corp
549300MOIYR1NW3J2W56
Professional Holding Corp
743139107
2000.00000000
NS
USD
59940.00000000
1.948895239275
Long
EC
CORP
US
N
1
N
N
N
Zai Lab Ltd
549300P2UYQ9U5LY1T58
Zai Lab Ltd
98887Q104
475.00000000
NS
USD
18316.00000000
0.595528281657
Long
EC
CORP
KY
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
64.10000000
0.002084153901
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
3006.75000000
USD
4130.00000000
CAD
2022-12-15
64.10000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
128.71000000
0.004184889994
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
6578.09000000
USD
9020.00000000
CAD
2022-12-15
128.71000000
N
N
N
LHC Group Inc
5299009NPLWAMRQYZX73
LHC Group Inc
50187A107
800.00000000
NS
USD
130728.00000000
4.250503450784
Long
EC
CORP
US
N
1
N
N
N
ABIOMED Inc
5493001EZN4ZTB4Z5887
ABIOMED Inc
003654100
200.00000000
NS
USD
75558.00000000
2.456700475295
Long
EC
CORP
US
N
1
N
N
N
Evo Payments Inc
549300Z5UL344C8KEC55
Evo Payments Inc
26927E104
2200.00000000
NS
USD
74162.00000000
2.411310789709
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-34.70000000
-0.00112823931
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
3680.00000000
CAD
2701.56000000
USD
2022-12-15
-34.70000000
N
N
N
Signify Health Inc
N/A
Signify Health Inc
82671G100
1219.00000000
NS
USD
34887.78000000
1.134344817332
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-19.21000000
-0.00062459588
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1840.00000000
CAD
1348.92000000
USD
2022-12-15
-19.21000000
N
N
N
XPO Logistics Inc
54930096DB9LCLPN7H13
XPO Logistics Inc
983793100
400.00000000
NS
USD
15448.00000000
0.502277838777
Long
EC
CORP
US
N
1
N
N
N
Unity Software Inc
549300D1ESJMGNQNG432
Unity Software Inc
91332U101
400.00000000
NS
USD
15804.00000000
0.513852858884
Long
EC
CORP
US
N
1
N
N
N
Cineplex Inc
549300WDU0AS30W35T75
Cineplex Inc
172454100
14900.00000000
NS
114091.37000000
3.709578375633
Long
EC
CORP
CA
N
1
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515104
600.00000000
NS
USD
45822.00000000
1.489861155390
Long
EC
CORP
US
N
1
N
N
N
Pinterest Inc
N/A
Pinterest Inc
72352L106
1000.00000000
NS
USD
25420.00000000
0.826508458164
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
65.38000000
0.002125771951
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
3288.02000000
USD
4510.00000000
CAD
2022-12-15
65.38000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
68.74000000
0.002235019331
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
5070.00000000
CAD
3838.53000000
USD
2022-12-15
68.74000000
N
N
N
TEGNA Inc
549300YC5EDBGX85AO10
TEGNA Inc
87901J105
4000.00000000
NS
USD
78960.00000000
2.567313448335
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY CASH COLLATERAL
N/A
MORGAN STANLEY CASH COLLATERAL
000000000
702.75000000
NS
731.28000000
0.023776912088
Long
STIV
CORP
DE
N
1
N
N
N
FAST SPONSOR CAPITAL
N/A
FAST SPONSOR CAPITAL
000000000
400.00000000
NS
USD
800.00000000
0.026011281138
Long
EC
CORP
US
Y
3
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
51.72000000
0.001681629325
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
12880.00000000
CAD
9628.62000000
USD
2022-12-15
51.72000000
N
N
N
South Jersey Industries Inc
549300DJYWYT5VXLFA46
South Jersey Industries Inc
838518108
2207.00000000
NS
USD
76582.90000000
2.490024177843
Long
EC
CORP
US
N
1
N
N
N
UserTesting Inc
N/A
UserTesting Inc
91734E101
5000.00000000
NS
USD
37100.00000000
1.206273162781
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
35.31000000
0.001148072921
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1578.19000000
USD
2170.00000000
CAD
2022-12-15
35.31000000
N
N
N
Five9 Inc
254900MXP6EWY0SFFR59
Five9 Inc
338307101
1250.00000000
NS
USD
80137.50000000
2.605598802760
Long
EC
CORP
US
N
1
N
N
N
Healthcare Realty Trust Inc
549300L0I14L7I0VLX84
Healthcare Realty Trust Inc
42226K105
2357.00000000
NS
USD
48389.21000000
1.573331681703
Long
EC
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-71.55000000
-0.00232638395
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
3216.76000000
USD
4230.00000000
CAD
2022-12-15
-71.55000000
N
N
N
MORGAN STANLEY PRIME BROKER US
N/A
MORGAN STANLEY PRIME BROKER US
000000000
239.03000000
NS
USD
239.03000000
0.007771845663
Long
CORP
US
N
1
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMware Inc
928563402
124.00000000
NS
USD
15064.76000000
0.489817134548
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: TENMSS TRS USD R V 01MFEDL FEDL01M-40BPS / Short: TENMSS TRS USD P E TEN US SWAP
000000000
6967.35000000
OU
Notional Amount
USD
-49.14000000
-0.00159774294
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Tenneco, Inc.
Tenneco, Inc.
Y
equity-performance leg
2023-11-09
0.00000000
USD
0.00000000
USD
6967.35000000
USD
-49.14000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-48.59000000
-0.00157986018
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
2011.56000000
USD
2640.00000000
CAD
2022-12-15
-48.59000000
N
N
N
2022-12-15
AltShares Trust
Jonathon Hickey
Jonathon Hickey
Chief Financial Officer