0001752724-23-000123.txt : 20230104
0001752724-23-000123.hdr.sgml : 20230104
20230104143856
ACCESSION NUMBER: 0001752724-23-000123
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: 23505640
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
S000067196
AltShares Merger Arbitrage ETF
C000216184
AltShares Merger Arbitrage ETF
ARB
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001779306
XXXXXXXX
S000067196
C000216184
AltShares Trust
811-23475
0001779306
549300MJC5CESCLT8M40
41 Madison Avenue
42nd Floor
New York
10010
855-955-1607
AltShares Merger Arbitrage ETF
S000067196
549300253RKVXL6EB213
2023-05-31
2022-11-30
N
93186397.13
5639226.92
87547170.21
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
0.00000000
N
Water Island Merger Arbitrage USD Hedged Index
WIMARBH
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-2146.12000000
-0.00245138705
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
41250.00000000
EUR
40823.06000000
USD
2022-12-15
-2146.12000000
N
N
N
STORE Capital Corp
5493004EA6C9IHDZ7N66
STORE Capital Corp
862121100
103130.00000000
NS
USD
3289847.00000000
3.757799357887
Long
EC
US
N
1
N
N
N
AVEVA Group PLC
213800XHATUM2LFMKG16
AVEVA Group PLC
000000000
77456.00000000
NS
2969587.14000000
3.391985295329
Long
EC
CORP
GB
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-18529.62000000
-0.02116529861
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
571600.00000000
EUR
576893.02000000
USD
2022-12-15
-18529.62000000
N
N
N
Altra Industrial Motion Corp
NQ0NIXPGW4YKG4MWM571
Altra Industrial Motion Corp
02208R106
54720.00000000
NS
USD
3207686.40000000
3.663952121245
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-1282.45000000
-0.00146486745
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
220430.00000000
SEK
19724.62000000
USD
2022-12-15
-1282.45000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
3702.42000000
0.004229057308
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
168361.73000000
USD
142700.00000000
GBP
2022-12-15
3702.42000000
N
N
N
Spirit Airlines Inc
549300DCAFIXFNFR3304
Spirit Airlines Inc
848577102
65236.00000000
NS
USD
1416273.56000000
1.617726257288
Long
EC
CORP
US
N
1
N
N
N
PBF Energy Inc
2549003PBEDCSZMZIY02
PBF Energy Inc
69318G106
-1429.00000000
NS
USD
-56831.33000000
-0.06491509647
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
42274.89000000
0.048288128443
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
486698.78000000
USD
438700.00000000
GBP
2022-12-15
42274.89000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
633.20000000
0.000723267238
N/A
DFE
SE
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
19491.39000000
USD
211170.00000000
SEK
2022-12-15
633.20000000
N
N
N
AVEO Pharmaceuticals Inc
529900PLC55DUQO4CR76
AVEO Pharmaceuticals Inc
053588307
135109.00000000
NS
USD
2019879.55000000
2.307189992726
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-5670.27000000
-0.00647681699
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
88740.00000000
EUR
86768.16000000
USD
2022-12-15
-5670.27000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
31817.90000000
0.036343721817
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
677251.71000000
USD
680700.00000000
EUR
2022-12-15
31817.90000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-5256.60000000
-0.00600430600
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
115530.00000000
EUR
115088.36000000
USD
2022-12-15
-5256.60000000
N
N
N
Archaea Energy Inc
549300ZBE567NNMH7V89
Archaea Energy Inc
03940F103
124326.00000000
NS
USD
3225016.44000000
3.683747209948
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-3227.10000000
-0.00368612713
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
475710.00000000
SEK
42108.27000000
USD
2022-12-15
-3227.10000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-2419.62000000
-0.00276379007
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
2427060.00000000
SEK
228880.25000000
USD
2022-12-15
-2419.62000000
N
N
N
Micro Focus International PLC
213800F8E4X648142844
Micro Focus International PLC
000000000
317459.00000000
NS
1998029.29000000
2.282231721719
Long
EC
CORP
GB
N
1
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
4053219.54000000
NS
USD
4053219.54000000
4.629755056933
Long
STIV
RF
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-5948.66000000
-0.00679480557
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
264640.00000000
EUR
269720.77000000
USD
2022-12-15
-5948.66000000
N
N
N
First Horizon Corp
TF3RXI1ZB1TQ30H9JV10
First Horizon Corp
320517105
128206.00000000
NS
USD
3185919.10000000
3.639088610583
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
645.59000000
0.000737419608
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
32992.53000000
USD
45240.00000000
CAD
2022-12-15
645.59000000
N
N
N
RPS Group PLC
213800BHEVF3ZB6NG750
RPS Group PLC
000000000
246313.00000000
NS
650142.85000000
0.742620062350
Long
EC
CORP
GB
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
13158.06000000
0.015029680535
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
804098.00000000
USD
1099130.00000000
CAD
2022-12-15
13158.06000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-3852.67000000
-0.00440067907
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
102720.00000000
EUR
103148.40000000
USD
2022-12-15
-3852.67000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-611.64000000
-0.00069864051
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
26550.00000000
CAD
19129.56000000
USD
2022-12-15
-611.64000000
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
597302.28000000
OU
Notional Amount
USD
-71457.48000000
-0.08162169014
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
597302.28000000
USD
-71457.48000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-4770.58000000
-0.00544915385
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
299860.00000000
CAD
218189.76000000
USD
2022-12-15
-4770.58000000
N
N
N
KnowBe4 Inc
N/A
KnowBe4 Inc
49926T104
118391.00000000
NS
USD
2923073.79000000
3.338855822510
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-65111.24000000
-0.07437275224
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
475800.00000000
GBP
508596.70000000
USD
2022-12-15
-65111.24000000
N
N
N
iRobot Corp
5493009PRNKOUKBAT390
iRobot Corp
462726100
32971.00000000
NS
USD
1717459.39000000
1.961753173609
Long
EC
CORP
US
N
1
N
N
N
Atlas Corp
N/A
Atlas Corp
000000000
194500.00000000
NS
USD
2989465.00000000
3.414690609449
Long
EC
CORP
MH
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-18415.47000000
-0.02103491175
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
307120.00000000
EUR
301504.40000000
USD
2022-12-15
-18415.47000000
N
N
N
Morgan Stanley & Co. LLC
549300BI6Y5SI6BYPB26
Morgan Stanley Institutional Liquidity Funds - Government Portfolio
61747C707
4053219.63000000
NS
USD
4053219.63000000
4.629755159735
Long
STIV
RF
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-13150.43000000
-0.01502096523
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
2506700.00000000
GBP
3009366.80000000
USD
2022-12-15
-13150.43000000
N
N
N
Sierra Wireless Inc
549300E33RZ5BJ726L53
Sierra Wireless Inc
826516106
69810.00000000
NS
USD
2047527.30000000
2.338770396677
Long
EC
CORP
CA
N
1
N
N
N
PBF Logistics LP
529900XB9LDTN4488F04
PBF Logistics LP
69318Q104
30695.00000000
NS
USD
613528.59000000
0.700797739696
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
1275.32000000
0.001456723269
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
15912.35000000
USD
16500.00000000
EUR
2022-12-15
1275.32000000
N
N
N
Meridian Bioscience Inc
549300ELSRZEFFFRX195
Meridian Bioscience Inc
589584101
45490.00000000
NS
USD
1455680.00000000
1.662737923462
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-5625.26000000
-0.00642540471
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
75200.00000000
EUR
72708.86000000
USD
2022-12-15
-5625.26000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-6967.07000000
-0.00795807561
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
402000.00000000
GBP
477754.65000000
USD
2022-12-15
-6967.07000000
N
N
N
Orthofix Medical Inc
N/A
Orthofix Medical Inc
68752M108
-20240.00000000
NS
USD
-364117.60000000
-0.41591018776
Short
EC
CORP
US
N
1
N
N
N
Ritchie Bros Auctioneers Inc
5493002H8U24DJXQ4886
Ritchie Bros Auctioneers Inc
767744105
-16060.00000000
NS
USD
-880891.00000000
-1.00619014628
Short
EC
CORP
CA
N
1
N
N
N
Myovant Sciences Ltd
N/A
Myovant Sciences Ltd
000000000
117413.00000000
NS
USD
3153713.18000000
3.602301676267
Long
EC
CORP
BM
N
1
N
N
N
Caverion Oyj
7437007ECQWVPCJIS695
Caverion Oyj
000000000
77334.00000000
NS
560097.40000000
0.639766423810
Long
EC
CORP
FI
N
1
N
N
N
ContourGlobal PLC
5493002I3A4J5TFOR115
ContourGlobal PLC
000000000
30835.00000000
NS
92909.75000000
0.106125360508
Long
EC
CORP
GB
Y
1
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507V109
19814.00000000
NS
USD
1465245.30000000
1.673663804878
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY PRIME BROKER G
N/A
MORGAN STANLEY PRIME BROKER G
000000000
3483.26000000
NS
4198.20000000
0.004795357736
Long
STIV
CORP
GB
N
1
N
N
N
HomeServe PLC
213800EKBJTGNMXEDF11
HomeServe PLC
000000000
38114.00000000
NS
547108.71000000
0.624930204697
Long
EC
CORP
GB
N
1
N
N
N
MORGAN STANLEY CASH COLLATERAL
N/A
MORGAN STANLEY CASH COLLATERAL
000000000
70.00000000
NS
USD
70.00000000
0.000079956896
Long
STIV
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-40542.24000000
-0.04630902392
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
629400.00000000
GBP
718372.80000000
USD
2022-12-15
-40542.24000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-178.36000000
-0.00020373017
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
28870.00000000
CAD
21287.87000000
USD
2022-12-15
-178.36000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-65922.90000000
-0.07529986388
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1365700.00000000
GBP
1580804.58000000
USD
2022-12-15
-65922.90000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-25106.24000000
-0.02867738607
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
581700.00000000
GBP
676293.32000000
USD
2022-12-15
-25106.24000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: PEBOMSS TRS USD R V 01MFEDL FEDL01M-40BPS / Short: PEBOMSS TRS USD P E PEBO US PE
000000000
215885.37000000
OU
Notional Amount
USD
-4704.63000000
-0.00537382303
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Peoples Bancorp, Inc.
Peoples Bancorp, Inc.
Y
equity-performance leg
2024-05-08
0.00000000
USD
0.00000000
USD
215885.37000000
USD
-4704.63000000
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
1600930.50000000
OU
Notional Amount
USD
-331531.71000000
-0.37868923599
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
1600930.50000000
USD
-331531.71000000
N
N
N
Zendesk Inc
549300SLI6BN94BKKO36
Zendesk Inc
98936J101
226.00000000
NS
USD
17515.00000000
0.020006357667
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
9708.63000000
0.011089598871
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
90370.73000000
USD
83000.00000000
GBP
2022-12-15
9708.63000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-3837.40000000
-0.00438323704
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
731150.00000000
SEK
65841.51000000
USD
2022-12-15
-3837.40000000
N
N
N
ForgeRock Inc
N/A
ForgeRock Inc
34631B101
135778.00000000
NS
USD
2953171.50000000
3.373234672138
Long
EC
CORP
US
N
1
N
N
N
Peoples Bancorp Inc/OH
N/A
Peoples Bancorp Inc/OH
709789101
-2733.00000000
NS
USD
-81990.00000000
-0.09365237026
Short
EC
CORP
US
N
1
N
N
N
IAA Inc
549300PZCOPC5178W747
IAA Inc
449253103
27706.00000000
NS
USD
1035373.22000000
1.182646129528
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
13456.06000000
0.015370068464
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
426531.39000000
USD
364900.00000000
GBP
2022-12-15
13456.06000000
N
N
N
BAML CASH COLLATERAL
N/A
BAML CASH COLLATERAL
000000000
63459.73000000
NS
USD
63459.73000000
0.072486329195
Long
STIV
CORP
US
N
1
N
N
N
MORGAN STANLEY PRIME BROKER EU
N/A
MORGAN STANLEY PRIME BROKER EU
000000000
-1.22000000
NS
-1.27000000
-0.00000145064
Short
CORP
EE
N
1
N
N
N
Benefitfocus Inc
254900W89KP1OS3RXO89
Benefitfocus Inc
08180D106
151802.00000000
NS
USD
1574186.74000000
1.798101225001
Long
EC
CORP
US
N
1
N
N
N
Atlas Air Worldwide Holdings Inc
549300R0A2TUVCYZB465
Atlas Air Worldwide Holdings Inc
049164205
28620.00000000
NS
USD
2884037.40000000
3.294266842756
Long
EC
CORP
US
N
1
N
N
N
Home24 SE
5299002T3WE6IWG0E854
Home24 SE
000000000
78440.00000000
NS
611368.76000000
0.698330692509
Long
EC
CORP
DE
N
1
N
N
N
SLM Solutions Group AG
5299004VIBQF63906C97
SLM Solutions Group AG
000000000
30701.00000000
NS
635754.50000000
0.726185093675
Long
EC
CORP
DE
N
1
N
N
N
Cowen Inc
5493008QI0EFC5WBED75
Cowen Inc
223622606
51507.00000000
NS
USD
1991260.62000000
2.274500266797
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1542.75000000
-0.00176219287
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
25200.00000000
EUR
24707.51000000
USD
2022-12-15
-1542.75000000
N
N
N
1Life Healthcare Inc
N/A
1Life Healthcare Inc
68269G107
169516.00000000
NS
USD
2880076.84000000
3.289742927260
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1723.05000000
-0.00196813899
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
40560.00000000
EUR
40527.37000000
USD
2022-12-15
-1723.05000000
N
N
N
Professional Holding Corp
549300MOIYR1NW3J2W56
Professional Holding Corp
743139107
21834.00000000
NS
USD
654364.98000000
0.747442753923
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
21522.72000000
0.024584141267
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
311030.14000000
USD
275800.00000000
GBP
2022-12-15
21522.72000000
N
N
N
LHC Group Inc
5299009NPLWAMRQYZX73
LHC Group Inc
50187A107
17724.00000000
NS
USD
2896278.84000000
3.308249522003
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-16806.30000000
-0.01919685120
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
176700.00000000
GBP
196254.22000000
USD
2022-12-15
-16806.30000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: ERMMS TRS GBP R E ERM LN / Short: ERMMS TRS GBP P V 00MSONIO SONIO/N INDEX +100BPS
000000000
952895.14000000
OU
Notional Amount
14292.18000000
0.016325119322
N/A
DE
GB
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Euromoney Institutional Investor PLC
Euromoney Institutional Investor PLC
Y
equity-performance leg
2023-08-09
0.00000000
GBP
0.00000000
GBP
952895.14000000
GBP
14292.18000000
N
N
N
SWAP BANK OF AMERICA COC
N/A
SWAP BANK OF AMERICA COC
000000000
12000.00000000
NS
USD
12000.00000000
0.013706896489
Long
STIV
CORP
US
N
1
N
N
N
ABIOMED Inc
5493001EZN4ZTB4Z5887
ABIOMED Inc
003654100
8540.00000000
NS
USD
3226326.60000000
3.685243728907
Long
EC
CORP
US
N
1
N
N
N
Evo Payments Inc
549300Z5UL344C8KEC55
Evo Payments Inc
26927E104
59687.00000000
NS
USD
2012048.77000000
2.298245351818
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
32174.28000000
0.036750793798
N/A
DFE
SE
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
512178.93000000
USD
5711970.00000000
SEK
2022-12-15
32174.28000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1973.65000000
-0.00225438468
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
312400.00000000
EUR
323446.28000000
USD
2022-12-15
-1973.65000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
3176.82000000
0.003628695242
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
701100.00000000
GBP
848545.96000000
USD
2022-12-15
3176.82000000
N
N
N
SeaSpine Holdings Corp
5493006QNC6E00LJ7M10
SeaSpine Holdings Corp
81255T108
48619.00000000
NS
USD
364156.31000000
0.415954403924
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
48189.50000000
0.055044040697
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
2409950.00000000
CAD
1840103.32000000
USD
2022-12-15
48189.50000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
23986.01000000
0.027397813021
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1303070.00000000
CAD
992881.28000000
USD
2022-12-15
23986.01000000
N
N
N
Signify Health Inc
N/A
Signify Health Inc
82671G100
98380.00000000
NS
USD
2815635.60000000
3.216135476733
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-18569.08000000
-0.02121037145
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
324200.00000000
GBP
372343.31000000
USD
2022-12-15
-18569.08000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
23521.58000000
0.026867321860
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1103258.70000000
USD
1515410.00000000
CAD
2022-12-15
23521.58000000
N
N
N
Limestone Bancorp Inc
N/A
Limestone Bancorp Inc
53262L105
11206.00000000
NS
USD
289114.80000000
0.330238886427
Long
EC
CORP
US
N
1
N
N
N
TEGNA Inc
549300YC5EDBGX85AO10
TEGNA Inc
87901J105
50269.00000000
NS
USD
992310.06000000
1.133457606476
Long
EC
CORP
US
N
1
N
N
N
BTRS Holdings Inc
549300K51KDPS5MBVB54
BTRS Holdings Inc
11778X104
164971.00000000
NS
USD
1562275.37000000
1.784495565365
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-10680.78000000
-0.01220002882
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1852760.00000000
SEK
165888.05000000
USD
2022-12-15
-10680.78000000
N
N
N
MoneyGram International Inc
5299002DLX0Q04KC4156
MoneyGram International Inc
60935Y208
62747.00000000
NS
USD
685197.24000000
0.782660636953
Long
EC
CORP
US
N
1
N
N
N
South Jersey Industries Inc
549300DJYWYT5VXLFA46
South Jersey Industries Inc
838518108
59758.00000000
NS
USD
2073602.60000000
2.368554683179
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-6461.03000000
-0.00738005578
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
202800.00000000
EUR
204791.09000000
USD
2022-12-15
-6461.03000000
N
N
N
UserTesting Inc
N/A
UserTesting Inc
91734E101
205623.00000000
NS
USD
1525722.66000000
1.742743547667
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: HSVMS TRS GBP R E HSV LN / Short: HSVMS TRS GBP P V 00MSONIO SONIO/N+90BPS
000000000
1312969.91000000
OU
Notional Amount
9618.02000000
0.010986100381
N/A
DE
GB
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
HomeServe PLC
HomeServe PLC
Y
equity-performance leg
2023-06-11
0.00000000
GBP
0.00000000
GBP
1312969.91000000
GBP
9618.02000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-887.63000000
-0.00101388771
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
216030.00000000
SEK
19700.12000000
USD
2022-12-15
-887.63000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: PBFMSS TRS USD R V 01MFEDL FEDL01M-40 BPS / Short: PBFMSS TRS USD P E PBF US SWAP
000000000
318328.16000000
OU
Notional Amount
USD
45545.73000000
0.052024217219
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PBF Energy, Inc.
PBF Energy, Inc.
Y
equity-performance leg
2023-08-21
0.00000000
USD
0.00000000
USD
318328.16000000
USD
45545.73000000
N
N
N
Poshmark Inc
N/A
Poshmark Inc
73739W104
113451.00000000
NS
USD
2022831.33000000
2.310561637969
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY PRIME BROKER US
N/A
MORGAN STANLEY PRIME BROKER US
000000000
1260400.85000000
NS
USD
1260400.85000000
1.439681998831
Long
CORP
US
N
1
N
N
N
EMIS Group PLC
213800K474ZZK76NX913
EMIS Group PLC
000000000
64014.00000000
NS
1448931.63000000
1.655029656040
Long
EC
CORP
GB
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-15006.09000000
-0.01714057686
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
300000.00000000
EUR
297497.04000000
USD
2022-12-15
-15006.09000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
24346.40000000
0.027809465390
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1022956.02000000
USD
1408520.00000000
CAD
2022-12-15
24346.40000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
22955.53000000
0.026220756130
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
427160.43000000
USD
373300.00000000
GBP
2022-12-15
22955.53000000
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMware Inc
928563402
27832.00000000
NS
USD
3381309.68000000
3.862271815170
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: GLOMS TRS GBP R E GLO LN / Short: GLOMS TRS GBP P V 00MSONIO SONIO/N+90 BPS
000000000
208297.01000000
OU
Notional Amount
-1852.49000000
-0.00211599072
N/A
DE
GB
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ContourGlobal PLC
ContourGlobal PLC
Y
equity-performance leg
2023-05-24
0.00000000
GBP
0.00000000
GBP
208297.01000000
GBP
-1852.49000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-64284.64000000
-0.07342857552
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1287000.00000000
GBP
1487548.32000000
USD
2022-12-15
-64284.64000000
N
N
N
2022-12-15
AltShares Trust
Jonathon Hickey
Jonathon Hickey
Chief Financial Officer