Water Island Capital-Advised Funds > AltShares Trust
AltShares Merger Arbitrage ETF
$67.87M
Avg Monthly Net Assets
$81.81M
Total Assets
$10.69M
Total Liabilities
$71.13M
Net Assets
AltShares Merger Arbitrage ETF is an Exchange-Traded Fund in AltShares Trust
from Water Island Capital-Advised Funds,
based in New York,
United States of America.
The fund has one share class
and monthly net assets of $67.87M.
On July 8th, 2024 it reported 123 holdings, the largest
being MORGAN STANLEY PRIME BROKER US (11.7%), Morgan Stanley & Co. LLC (3.4%) and State Street Global Advisors (3.4%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Exchange | Ticker | Monthly Returns (2 years) |
|---|---|---|---|---|
| AltShares Merger Arbitrage ETF | C000216184 | ARCX | ARB |
Holdings
From latest NPORT-P, filed July 8th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| ALLETE Inc | Long | Equity-common | US | $1M | 23K | 2.08 |
| Amedisys Inc | Long | Equity-common | US | $1M | 11K | 1.44 |
| ANSYS Inc | Long | Equity-common | US | $2M | 7K | 3.05 |
| Apartment Income REIT Corp | Long | Equity-common | US | $2M | 61K | 3.33 |
| AssetMark Financial Holdings Inc | Long | Equity-common | US | $1M | 38K | 1.82 |
| Axonics Inc | Long | Equity-common | US | $1M | 22K | 2.09 |
| Barratt Developments PLC | Short | Equity-common | GB | $-453K | -71K | -0.64 |
| Capri Holdings Ltd | Long | Equity-common | VG | $1M | 36K | 1.74 |
| Catalent Inc | Long | Equity-common | US | $2M | 29K | 2.23 |
| Cerevel Therapeutics Holdings Inc | Long | Equity-common | US | $1M | 33K | 1.87 |
| ChampionX Corp | Long | Equity-common | US | $2M | 56K | 2.55 |
| Chesapeake Energy Corp | Short | Equity-common | US | $-1M | -15K | -1.93 |
| Chord Energy Corp | Long | Equity-common | US | $2M | 8K | 2.17 |
| Chord Energy Corp | Short | Equity-common | US | $-2M | -8K | -2.17 |
| Consolidated Communications Holdings Inc | Long | Equity-common | US | $404K | 92K | 0.57 |
| Crescent Energy Co | Short | Equity-common | US | $-350K | -28K | -0.49 |
| Darktrace PLC | Long | Equity-common | GB | $2M | 243K | 2.56 |
| Deciphera Pharmaceuticals Inc | Long | Equity-common | US | $2M | 89K | 3.19 |
| Discover Financial Services | Long | Equity-common | US | $1M | 10K | 1.76 |
| Encavis AG | Long | Equity-common | DE | $965K | 53K | 1.36 |
| Encore Wire Corp | Long | Equity-common | US | $2M | 7K | 2.75 |
| Endeavor Group Holdings Inc | Long | Equity-common | US | $2M | 70K | 2.66 |
| EQT Corp | Short | Equity-common | US | $-2M | -44K | -2.53 |
| Equitrans Midstream Corp | Long | Equity-common | US | $2M | 125K | 2.50 |
| ESC GCI LIBERTY INC SR | Long | Equity-common | US | $0 | 3K | – |
| Everbridge Inc | Long | Equity-common | US | $1M | 40K | 1.98 |
| Gram Car Carriers ASA | Long | Equity-common | NO | $433K | 18K | 0.61 |
| HashiCorp Inc | Long | Equity-common | US | $2M | 70K | 3.32 |
| Hawaiian Holdings Inc | Long | Equity-common | US | $875K | 64K | 1.23 |
| Haynes International Inc | Long | Equity-common | US | $931K | 16K | 1.31 |
| Heartland Financial USA Inc | Long | Equity-common | US | $1M | 30K | 1.87 |
| Hess Corp | Long | Equity-common | US | $2M | 15K | 3.30 |
| Hibbett Inc | Long | Equity-common | US | $2M | 22K | 2.68 |
| Independent Bank Group Inc | Long | Equity-common | US | $478K | 10K | 0.67 |
| Juniper Networks Inc | Long | Equity-common | US | $2M | 46K | 2.30 |
| Long: COFMSS TRS USD R V 01MFEDL FEDL01/-40 BPS / Short: COFMSS TRS USD P E COF US P E (Morgan Stanley & Co. LLC) | Derivative-equity | US | $7K | – | 0.01 | |
| Long: CSGPMSS TRS USD R V 00MFEDL0 FEDDL01 - 40 BPS / Short: CSGPMSS TRS USD P E CSGPMSS TRS PE (Morgan Stanley & Co. LLC) | Derivative-equity | US | $106K | – | 0.15 | |
| Long: CVXMSS TRS USD R V 00MFEDL0 FEDL01 -40BPS / Short: CVXMSS TRS USD P E CVXMSS TRS RE (Morgan Stanley & Co. LLC) | Derivative-equity | US | $-32K | – | -0.05 | |
| Long: FAMSS TRS USD R V 01MFEDL FEDL01/-40 BPS / Short: FAMSS TRS USD P E FAMSS US PAY EQUITY (Morgan Stanley & Co. LLC) | Derivative-equity | US | $-1K | – | -0.00 | |
| Long: SKGMSS TRS EUR R V 01MEURIB EUR001M PAY VARIABLE-40 BPS / Short: SKGMSS TRS EUR P E SKGMSS PAY EQUITY (Morgan Stanley & Co. LLC) | Derivative-equity | ER | $5K | – | 0.01 | |
| Long: SLBMSS TRS USD R V 00MFEDL FEDL01/-40 BPS / Short: SLBMSS TRS USD P E SLBMSS US PAY EQUITY (Morgan Stanley & Co. LLC) | Derivative-equity | US | $140K | – | 0.20 | |
| Long: UMBFMSS TRS USD R V 00MFEDL0 FEDL01 -40BPS / Short: UMBFMSS TRS USD P E UMBFMSS TRS PE (Morgan Stanley & Co. LLC) | Derivative-equity | US | $24.2 | – | 0.00 | |
| Long: WSCMSS TRS USD R V 01MFEDL FEDL01/-40 BPS / Short: WSCMSS TRS USD P E WSC US P E (Morgan Stanley & Co. LLC) | Derivative-equity | US | $50K | – | 0.07 | |
| Matterport Inc | Long | Equity-common | US | $1M | 292K | 1.81 |
| Mattioli Woods PLC | Long | Equity-common | GB | $396K | 39K | 0.56 |
| McGrath RentCorp | Long | Equity-common | US | $963K | 9K | 1.35 |
| Model N Inc | Long | Equity-common | US | $1M | 36K | 1.50 |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Morgan Stanley & Co. LLC) | Long | Short-term investment vehicle | US | $2M | 2M | 3.40 |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Morgan Stanley & Co. LLC) | Long | Short-term investment vehicle | US | $825K | 825K | 1.16 |
| MORGAN STANLEY PRIME BROKER CA | Long | Short-term investment vehicle | CA | $3 | 4.09 | 0.00 |
| MORGAN STANLEY PRIME BROKER EU | Short | Segregated Cash | EE | $-614K | -566K | -0.86 |
| MORGAN STANLEY PRIME BROKER US | Long | Segregated Cash | US | $8M | 8M | 11.69 |
| National Western Life Group Inc | Long | Equity-common | US | $910K | 2K | 1.28 |
| Nuvei Corp | Long | Equity-common | CA | $1M | 46K | 2.10 |
| OHB SE | Long | Equity-common | DE | $370K | 8K | 0.52 |
| Olink Holding AB | Long | Equity-common | SE | $438K | 18K | 0.62 |
| Overseas Shipholding Group Inc | Long | Equity-common | US | $474K | 56K | 0.67 |
| OX2 AB | Long | Equity-common | SE | $908K | 160K | 1.28 |
| Perficient Inc | Long | Equity-common | US | $2M | 26K | 2.68 |
| PlayAGS Inc | Long | Equity-common | US | $936K | 81K | 1.32 |
| PURCHASED EUR / SOLD USD (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | XX | $9K | – | 0.01 | |
| PURCHASED EUR / SOLD USD (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | XX | $4K | – | 0.01 | |
| PURCHASED EUR / SOLD USD (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | XX | $3K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | XX | $947.22 | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | XX | $534 | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | XX | $463.89 | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | XX | $150.45 | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | XX | $53.33 | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | XX | $-609.24 | – | -0.00 | |
| PURCHASED EUR / SOLD USD (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | XX | $-5K | – | -0.01 | |
| PURCHASED GBP / SOLD USD (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | GB | $30K | – | 0.04 | |
| PURCHASED GBP / SOLD USD (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | GB | $12K | – | 0.02 | |
| PURCHASED GBP / SOLD USD (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | GB | $11K | – | 0.02 | |
| PURCHASED GBP / SOLD USD (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | GB | $10K | – | 0.01 | |
| PURCHASED GBP / SOLD USD (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | GB | $8K | – | 0.01 | |
| PURCHASED GBP / SOLD USD (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | GB | $2K | – | 0.00 | |
| PURCHASED GBP / SOLD USD (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | GB | $2K | – | 0.00 | |
| PURCHASED GBP / SOLD USD (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | GB | $2K | – | 0.00 | |
| PURCHASED GBP / SOLD USD (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | GB | $2K | – | 0.00 | |
| PURCHASED GBP / SOLD USD (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | GB | $1K | – | 0.00 | |
| PURCHASED GBP / SOLD USD (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | GB | $937.11 | – | 0.00 | |
| PURCHASED GBP / SOLD USD (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | GB | $756.91 | – | 0.00 | |
| PURCHASED GBP / SOLD USD (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | GB | $533.49 | – | 0.00 | |
| PURCHASED GBP / SOLD USD (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | GB | $350.86 | – | 0.00 | |
| PURCHASED GBP / SOLD USD (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | GB | $-32.63 | – | -0.00 | |
| PURCHASED GBP / SOLD USD (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | GB | $-629.44 | – | -0.00 | |
| PURCHASED NOK / SOLD USD (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | NO | $2K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | US | $30K | – | 0.04 | |
| PURCHASED USD / SOLD EUR (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | US | $307.68 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | US | $306.04 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | US | $249.06 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | US | $103.18 | – | 0.00 | |
| PURCHASED USD / SOLD GBP (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | US | $8K | – | 0.01 | |
| PURCHASED USD / SOLD GBP (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | US | $-30.43 | – | -0.00 | |
| PURCHASED USD / SOLD GBP (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | US | $-243.69 | – | -0.00 | |
| PURCHASED USD / SOLD GBP (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | US | $-310.37 | – | -0.00 | |
| PURCHASED USD / SOLD GBP (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD GBP (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD GBP (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| PURCHASED USD / SOLD GBP (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| PURCHASED USD / SOLD GBP (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | US | $-16K | – | -0.02 | |
| PURCHASED USD / SOLD GBP (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | US | $-28K | – | -0.04 | |
| PURCHASED USD / SOLD NOK (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | US | $-417.95 | – | -0.00 | |
| PURCHASED USD / SOLD NOK (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | US | $-12K | – | -0.02 | |
| PURCHASED USD / SOLD SEK (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | US | $-6K | – | -0.01 | |
| PURCHASED USD / SOLD SEK (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | US | $-9K | – | -0.01 | |
| Redrow PLC | Long | Equity-common | GB | $446K | 49K | 0.63 |
| Shockwave Medical Inc | Long | Equity-common | US | $2M | 7K | 3.30 |
| SilverBow Resources Inc | Long | Equity-common | US | $584K | 15K | 0.82 |
| Snap One Holdings Corp | Long | Equity-common | US | $423K | 39K | 0.59 |
| SouthState Corp | Short | Equity-common | US | $-479K | -6K | -0.67 |
| Southwestern Energy Co | Long | Equity-common | US | $1M | 174K | 1.84 |
| State Street Institutional U.S. Government Money Market Fund (State Street Global Advisors) | Long | Short-term investment vehicle | US | $825K | 825K | 1.16 |
| State Street Institutional US Government Money Market Fund (State Street Global Advisors) | Long | Short-term investment vehicle | US | $2M | 2M | 3.40 |
| Sterling Check Corp | Long | Equity-common | US | $428K | 28K | 0.60 |
| Synopsys Inc | Short | Equity-common | US | $-1M | -2K | -1.86 |
| Transphorm Inc | Long | Equity-common | US | $202K | 42K | 0.28 |
| UMB Financial Corp | Short | Equity-common | US | $-459K | -6K | -0.64 |
| United States Steel Corp | Long | Equity-common | US | $1M | 35K | 1.88 |
| Virgin Money UK PLC | Long | Equity-common | GB | $457K | 168K | 0.64 |
| Vizio Holding Corp | Long | Equity-common | US | $1M | 131K | 1.98 |
| Westrock Co | Long | Equity-common | US | $667K | 12K | 0.94 |
Address
AltShares Trust
41 Madison Avenue
42nd Floor
New York
New York
10010
United States of America
Websites
Directors
Nancy M. Morris
John S. Orrico
Francis X. Tracy
Transfer Agents
State Street Bank and Trust Company
Pricing Services
J.P. Morgan Securities LLC
Bloomberg L.P.
S&P Global Inc.
London Stock Exchange Group PLC
ICE Data Services, Inc.
Custodians
State Street Bank International GmbH
Standard Chartered Bank (Johannesburg, Gauteng, ZA, Branch)
Clearstream Banking S.A.
Skandinaviska Enskilda Banken AB (Copenhagen, Hovedstaden, DK, Branch)
Royal Bank of Canada
Skandinaviska Enskilda Banken AB
Citibank Europe Public Limited Company
State Street Bank and Trust Company
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
Intesa Sanpaolo S.p.A.
Bank Hapoalim B.M.
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
UBS Switzerland AG
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
Citibank, National Association (Singapore, SG, Branch)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
State Street Trust Company Canada
The Hongkong and Shanghai Banking Corporation Limited
UniCredit Bank Austria AG
BNP Paribas
Shareholder Servicing Agents
State Street Bank and Trust Company
Admins
State Street Bank and Trust Company
Brokers
Mischler Financial Group, Inc.
Robert W. Baird & Co. Incorporated
Bloomberg Tradebook LLC
BofA Securities, Inc.
Raymond James & Associates, Inc.
Morgan Stanley & Co. LLC
Barclays Capital Inc.
Jefferies LLC
Nomura Securities International, Inc.
BTIG, LLC