AQR Arbitrage LLC Quant / Systematic

CIK: 0001167456 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 14, 2017

Total Value ($000): $9,144,661 (61.0% shares, 39.0% debt)

Holdings (338)

NOVELLUS SYS INC 5.5%
Value ($000) $501,074 Shares 119,892,000 Est. Cost $3.02 Unrealized
VERISIGN INC 4.1%
Value ($000) $371,758 Shares 136,300,000 Est. Cost $1.85 Unrealized
NXPI NXP SEMICONDUCTORS N V 2.3%
Value ($000) $211,928 Shares 1,936,300 Est. Cost $89.56 Unrealized +6.3%
TIME WARNER INC 2.2%
Value ($000) $204,399 Shares 2,035,648 Est. Cost $97.98 Unrealized
DUPONT FABROS TECHNOLOGY INC 2.1%
Value ($000) $190,756 Shares 3,118,972 Est. Cost $61.16 Unrealized
MONSANTO CO NEW 2.0%
Value ($000) $186,459 Shares 1,575,358 Est. Cost $104.98 Unrealized
WESTAR ENERGY INC 2.0%
Value ($000) $181,773 Shares 3,428,377 Est. Cost $55.92 Unrealized
MOBILEYE N V AMSTELVEEN 1.9%
Value ($000) $175,982 Shares 2,802,260 Est. Cost $61.53 Unrealized
BROCADE COMMUNICATIONS SYS I 1.9%
Value ($000) $175,089 Shares 13,884,905 Est. Cost $12.51 Unrealized
HUN HUNTSMAN CORP 1.9%
Value ($000) $173,105 Shares 6,699,104 Est. Cost $24.77 Unrealized 0.0%
PRICELINE GRP INC 1.8%
Value ($000) $168,331 Shares 85,150,000 Est. Cost $1.62 Unrealized
LEVEL 3 COMMUNICATIONS INC 1.8%
Value ($000) $168,069 Shares 2,834,210 Est. Cost $57.33 Unrealized
VCA INC 1.8%
Value ($000) $162,506 Shares 1,760,438 Est. Cost $91.66 Unrealized
REYNOLDS AMERICAN INC 1.7%
Value ($000) $157,507 Shares 2,421,694 Est. Cost $62.06 Unrealized
MOLINA HEALTHCARE INC 1.7%
Value ($000) $151,392 Shares 86,325,000 Est. Cost $1.47 Unrealized
RICE ENERGY INC 1.5%
Value ($000) $140,605 Shares 5,279,933 Est. Cost $26.63 Unrealized
ANTHEM INC 1.5%
Value ($000) $139,687 Shares 54,129,000 Est. Cost $2.04 Unrealized
CABELAS INC 1.5%
Value ($000) $139,407 Shares 2,346,126 Est. Cost $58.69 Unrealized
INTEL CORP 1.5%
Value ($000) $134,337 Shares 81,201,000 Est. Cost $1.59 Unrealized
TYSON FOODS INC 1.4%
Value ($000) $126,200 Shares 1,845,025 Est. Cost $49.94 Unrealized
AKORN INC 1.3%
Value ($000) $116,243 Shares 3,465,808 Est. Cost $33.54 Unrealized
BARD C R INC 1.3%
Value ($000) $116,100 Shares 367,276 Est. Cost $316.11 Unrealized
PANERA BREAD CO 1.3%
Value ($000) $114,846 Shares 365,009 Est. Cost $314.64 Unrealized
KATE SPADE & CO 1.2%
Value ($000) $112,633 Shares 6,091,574 Est. Cost $18.49 Unrealized
PAREXEL INTL CORP 1.2%
Value ($000) $109,948 Shares 1,265,075 Est. Cost $86.91 Unrealized
ALERE INC 1.2%
Value ($000) $106,426 Shares 2,120,458 Est. Cost $49.63 Unrealized
ANTHEM INC 1.1%
Value ($000) $101,894 Shares 1,920,000 Est. Cost $49.85 Unrealized
ADVANCED MICRO DEVICES INC 1.1%
Value ($000) $101,454 Shares 57,850,000 Est. Cost $1.96 Unrealized
MICROCHIP TECHNOLOGY INC 1.1%
Value ($000) $100,487 Shares 66,575,000 Est. Cost $1.51 Unrealized
WEATHERFORD INTL LTD 1.1%
Value ($000) $97,355 Shares 95,975,000 Est. Cost $1.11 Unrealized
CARE CAP PPTYS INC 1.0%
Value ($000) $95,534 Shares 3,578,037 Est. Cost $27.49 Unrealized
CEMEX SAB DE CV 1.0%
Value ($000) $88,917 Shares 74,175,000 Est. Cost $1.12 Unrealized
MICRON TECHNOLOGY INC 0.9%
Value ($000) $81,779 Shares 29,305,000 Est. Cost $1.95 Unrealized
TESLA INC 0.9%
Value ($000) $80,774 Shares 27,650,000 Est. Cost $1.65 Unrealized
DU PONT E I DE NEMOURS & CO 0.8%
Value ($000) $74,515 Shares 923,249 Est. Cost $80.33 Unrealized
WGL HLDGS INC 0.7%
Value ($000) $64,160 Shares 769,030 Est. Cost $82.61 Unrealized
STAPLES INC 0.7%
Value ($000) $63,079 Shares 6,264,011 Est. Cost $10.07 Unrealized
GREAT PLAINS ENERGY INC 0.7%
Value ($000) $61,977 Shares 1,159,125 Est. Cost $50.81 Unrealized
DIGITALGLOBE INC 0.7%
Value ($000) $59,962 Shares 1,800,665 Est. Cost $32.92 Unrealized
SWIFT TRANSN CO 0.6%
Value ($000) $57,360 Shares 2,164,544 Est. Cost $26.50 Unrealized
AGRIUM INC 0.6%
Value ($000) $56,615 Shares 625,653 Est. Cost $98.03 Unrealized
WHOLE FOODS MKT INC 0.6%
Value ($000) $53,962 Shares 1,281,445 Est. Cost $42.11 Unrealized
MEDICINES CO 0.6%
Value ($000) $53,219 Shares 40,800,000 Est. Cost $1.15 Unrealized
EURONET WORLDWIDE INC 0.6%
Value ($000) $52,999 Shares 41,325,000 Est. Cost $1.19 Unrealized
WEST CORP 0.6%
Value ($000) $52,212 Shares 2,238,946 Est. Cost $23.32 Unrealized
CAPITAL BK FINL CORP 0.6%
Value ($000) $50,800 Shares 1,333,344 Est. Cost $38.10 Unrealized
TTM TECHNOLOGIES INC 0.5%
Value ($000) $49,820 Shares 26,500,000 Est. Cost $1.11 Unrealized
ALLEGHENY TECHNOLOGIES INC 0.5%
Value ($000) $49,063 Shares 34,325,000 Est. Cost $1.38 Unrealized
PATHEON N V 0.5%
Value ($000) $46,539 Shares 1,334,274 Est. Cost $34.88 Unrealized
MOLINA HEALTHCARE INC 0.5%
Value ($000) $46,485 Shares 36,299,000 Est. Cost $1.20 Unrealized
WELLTOWER INC 0.5%
Value ($000) $46,352 Shares 697,025 Est. Cost $60.73 Unrealized
T MOBILE US INC 0.5%
Value ($000) $45,387 Shares 459,525 Est. Cost $63.49 Unrealized
ILLUMINA INC 0.5%
Value ($000) $44,635 Shares 43,975,000 Est. Cost $1.01 Unrealized
SPECTRANETICS CORP 0.5%
Value ($000) $44,215 Shares 1,151,431 Est. Cost $38.40 Unrealized
STRAIGHT PATH COMMUNICATNS I 0.4%
Value ($000) $39,956 Shares 222,413 Est. Cost $179.65 Unrealized
NEUSTAR INC 0.4%
Value ($000) $39,778 Shares 1,192,744 Est. Cost $33.38 Unrealized
FELCOR LODGING TR INC 0.4%
Value ($000) $39,424 Shares 5,467,973 Est. Cost $7.21 Unrealized
STARWOOD PPTY TR INC 0.4%
Value ($000) $38,917 Shares 34,175,000 Est. Cost $1.14 Unrealized
YUMC YUM CHINA HLDGS INC 0.4%
Value ($000) $38,836 Shares 984,946 Est. Cost $27.80 Unrealized +29.8%
TESLA INC 0.4%
Value ($000) $38,203 Shares 30,350,000 Est. Cost $1.15 Unrealized
EMERGENT BIOSOLUTIONS INC 0.4%
Value ($000) $38,036 Shares 29,400,000 Est. Cost $1.19 Unrealized
WEBMD HEALTH CORP 0.4%
Value ($000) $37,982 Shares 36,675,000 Est. Cost $1.02 Unrealized
ASTORIA FINL CORP 0.4%
Value ($000) $37,904 Shares 1,881,081 Est. Cost $20.51 Unrealized
COLONY CAP INC 0.4%
Value ($000) $37,434 Shares 36,700,000 Est. Cost $0.99 Unrealized
KCG HLDGS INC 0.4%
Value ($000) $37,390 Shares 1,875,135 Est. Cost $19.94 Unrealized
TRINITY INDS INC 0.4%
Value ($000) $37,052 Shares 29,450,000 Est. Cost $1.25 Unrealized
MERITOR INC 0.4%
Value ($000) $36,311 Shares 21,281,000 Est. Cost $1.48 Unrealized
VWR CORP 0.4%
Value ($000) $35,426 Shares 1,073,195 Est. Cost $33.01 Unrealized
SUCAMPO PHARMACEUTICALS INC 0.4%
Value ($000) $34,295 Shares 34,950,000 Est. Cost $0.99 Unrealized
AKAMAI TECHNOLOGIES INC 0.4%
Value ($000) $33,979 Shares 34,650,000 Est. Cost $0.99 Unrealized
BIOVERATIV INC 0.4%
Value ($000) $33,976 Shares 564,675 Est. Cost $54.46 Unrealized
SPIRIT RLTY CAP INC NEW 0.4%
Value ($000) $33,497 Shares 33,750,000 Est. Cost $1.00 Unrealized
BECTON DICKINSON & CO 0.4%
Value ($000) $32,904 Shares 600,000 Est. Cost $54.84 Unrealized
ATLAS AIR WORLDWIDE HLDGS IN 0.4%
Value ($000) $32,111 Shares 29,325,000 Est. Cost $1.10 Unrealized
AMAG PHARMACEUTICALS INC 0.3%
Value ($000) $31,409 Shares 32,675,000 Est. Cost $0.96 Unrealized
INTEGRATED DEVICE TECHNOLOGY 0.3%
Value ($000) $31,326 Shares 29,518,000 Est. Cost $1.03 Unrealized
LW LAMB WESTON HLDGS INC 0.3%
Value ($000) $31,080 Shares 705,730 Est. Cost $29.75 Unrealized +29.9%
CU BANCORP CALIF 0.3%
Value ($000) $30,739 Shares 850,314 Est. Cost $36.15 Unrealized
VERSUM MATLS INC 0.3%
Value ($000) $30,342 Shares 933,595 Est. Cost $28.07 Unrealized
HOLOGIC INC 0.3%
Value ($000) $30,252 Shares 23,950,000 Est. Cost $1.24 Unrealized
FTV FORTIVE CORP 0.3%
Value ($000) $29,820 Shares 470,721 Est. Cost $31.67 Unrealized +20.0%
ALLSCRIPTS HEALTHCARE SOLUTN 0.3%
Value ($000) $29,635 Shares 29,125,000 Est. Cost $1.02 Unrealized
DYNEGY INC NEW DEL 0.3%
Value ($000) $29,399 Shares 477,175 Est. Cost $90.84 Unrealized
GNW GENWORTH FINL INC 0.3%
Value ($000) $29,392 Shares 7,796,296 Est. Cost $4.16 Unrealized -8.9%
ALLIED WRLD ASSUR COM HLDG A 0.3%
Value ($000) $29,295 Shares 553,787 Est. Cost $53.41 Unrealized
STONEGATE BK FT LAUDERDALE F 0.3%
Value ($000) $29,289 Shares 634,233 Est. Cost $46.43 Unrealized
EBAY EBAY INC 0.3%
Value ($000) $29,096 Shares 833,220 Est. Cost $25.26 Unrealized +20.5%
AA ALCOA CORP 0.3%
Value ($000) $29,021 Shares 888,850 Est. Cost $26.52 Unrealized +16.9%
THERAVANCE INC 0.3%
Value ($000) $28,525 Shares 31,218,000 Est. Cost $0.85 Unrealized
MSG NETWORK INC 0.3%
Value ($000) $28,103 Shares 1,251,805 Est. Cost $19.67 Unrealized
FORESTAR GROUP INC 0.3%
Value ($000) $28,065 Shares 1,636,462 Est. Cost $17.15 Unrealized
ATWOOD OCEANICS INC 0.3%
Value ($000) $27,399 Shares 3,361,829 Est. Cost $8.15 Unrealized
EZCORP INC 0.3%
Value ($000) $27,356 Shares 27,950,000 Est. Cost $0.96 Unrealized
NGVT INGEVITY CORP 0.3%
Value ($000) $26,760 Shares 466,198 Est. Cost $35.35 Unrealized +66.4%
XCERRA CORP 0.3%
Value ($000) $26,633 Shares 2,725,971 Est. Cost $9.77 Unrealized
STANDARD PAC CORP NEW 0.3%
Value ($000) $26,367 Shares 26,236,000 Est. Cost $1.14 Unrealized
VECTOR GROUP LTD 0.3%
Value ($000) $26,096 Shares 17,775,000 Est. Cost $1.52 Unrealized
GENERAL CABLE CORP DEL NEW 0.3%
Value ($000) $26,072 Shares 34,390,000 Est. Cost $0.77 Unrealized
LSCC LATTICE SEMICONDUCTOR CORP 0.3%
Value ($000) $25,397 Shares 3,813,337 Est. Cost $7.18 Unrealized
SILVER STD RES INC 0.3%
Value ($000) $25,089 Shares 25,650,000 Est. Cost $0.93 Unrealized
ADNT ADIENT PLC 0.3%
Value ($000) $24,441 Shares 373,829 Est. Cost $50.50 Unrealized +31.9%
VREX VAREX IMAGING CORP 0.3%
Value ($000) $24,262 Shares 717,803 Est. Cost $31.34 Unrealized +8.7%
PACIFIC CONTINENTAL CORP 0.3%
Value ($000) $24,073 Shares 942,191 Est. Cost $24.59 Unrealized
QUALITY CARE PPTYS INC 0.3%
Value ($000) $23,939 Shares 1,307,407 Est. Cost $15.76 Unrealized
WORKDAY INC 0.3%
Value ($000) $23,560 Shares 19,000,000 Est. Cost $1.24 Unrealized
UNISYS CORP 0.3%
Value ($000) $23,457 Shares 15,325,000 Est. Cost $1.53 Unrealized
HURON CONSULTING GROUP INC 0.3%
Value ($000) $23,361 Shares 24,255,000 Est. Cost $0.97 Unrealized
BLD TOPBUILD CORP 0.3%
Value ($000) $23,317 Shares 439,358 Est. Cost $29.87 Unrealized +71.6%
SFL 5.75 10/15/21 SHIP FINANCE INTERNATIONAL L 0.3%
Value ($000) $23,124 Shares 24,025,000 Est. Cost $1.00 Unrealized
ACORDA THERAPEUTICS INC 0.2%
Value ($000) $21,859 Shares 25,325,000 Est. Cost $0.98 Unrealized
LITE LUMENTUM HLDGS INC 0.2%
Value ($000) $21,385 Shares 374,853 Est. Cost $22.37 Unrealized +139.7%
PANDORA MEDIA INC 0.2%
Value ($000) $21,241 Shares 22,300,000 Est. Cost $1.03 Unrealized
BLACK HILLS CORP 0.2%
Value ($000) $20,838 Shares 281,523 Est. Cost $60.80 Unrealized
NXP SEMICONDUCTORS N V 0.2%
Value ($000) $20,717 Shares 17,300,000 Est. Cost $1.14 Unrealized
STARWOOD PPTY TR INC 0.2%
Value ($000) $20,363 Shares 20,000,000 Est. Cost $1.00 Unrealized
HPE HEWLETT PACKARD ENTERPRISE C 0.2%
Value ($000) $20,360 Shares 1,227,238 Est. Cost $7.48 Unrealized +43.5%
SEACOR HOLDINGS INC 0.2%
Value ($000) $20,251 Shares 20,150,000 Est. Cost $0.98 Unrealized
CNDT CONDUENT INC 0.2%
Value ($000) $20,086 Shares 1,260,070 Est. Cost $15.36 Unrealized +6.6%
CABO CABLE ONE INC 0.2%
Value ($000) $19,597 Shares 27,567 Est. Cost $394.49 Unrealized +57.0%
RACE FERRARI N V 0.2%
Value ($000) $19,479 Shares 226,453 Est. Cost $41.15 Unrealized +99.1%
PROSPECT CAPITAL CORPORATION 0.2%
Value ($000) $18,794 Shares 18,700,000 Est. Cost $0.94 Unrealized
ALBANY MOLECULAR RESH INC 0.2%
Value ($000) $18,714 Shares 862,379 Est. Cost $21.70 Unrealized
PATTERN ENERGY GROUP INC 0.2%
Value ($000) $18,664 Shares 17,639,000 Est. Cost $1.04 Unrealized
ENR ENERGIZER HLDGS INC NEW 0.2%
Value ($000) $18,270 Shares 380,471 Est. Cost $28.91 Unrealized +40.3%
INTERDIGITAL INC 0.2%
Value ($000) $18,234 Shares 15,000,000 Est. Cost $1.22 Unrealized
OASIS PETE INC NEW 0.2%
Value ($000) $17,893 Shares 18,200,000 Est. Cost $1.34 Unrealized
DYCOM INDS INC 0.2%
Value ($000) $17,737 Shares 15,225,000 Est. Cost $1.17 Unrealized
PK PARK HOTELS RESORTS INC 0.2%
Value ($000) $17,507 Shares 649,362 Est. Cost $25.82 Unrealized
WEBMD HEALTH CORP 0.2%
Value ($000) $17,216 Shares 17,500,000 Est. Cost $0.98 Unrealized
NORD ANGLIA EDUCATION INC 0.2%
Value ($000) $16,730 Shares 513,656 Est. Cost $32.57 Unrealized
TSLA TESLA INC 0.2%
Value ($000) $16,618 Shares 45,955 Est. Cost $22.01 Unrealized 0.0%
GCP APPLIED TECHNOLOGIES INC 0.2%
Value ($000) $16,511 Shares 541,335 Est. Cost $23.20 Unrealized
SYNERON MEDICAL LTD 0.2%
Value ($000) $16,196 Shares 1,479,055 Est. Cost $10.95 Unrealized
DOMINION ENERGY INC 0.2%
Value ($000) $15,325 Shares 303,475 Est. Cost $50.55 Unrealized
NESR NATIONAL ENERGY SERVICES REU 0.2%
Value ($000) $15,137 Shares 1,590,000 Est. Cost $9.52 Unrealized
PROSPECT CAPITAL CORPORATION 0.2%
Value ($000) $15,019 Shares 15,000,000 Est. Cost $1.00 Unrealized
ECHO GLOBAL LOGISTICS INC 0.2%
Value ($000) $14,871 Shares 15,450,000 Est. Cost $0.97 Unrealized
SERVICENOW INC 0.2%
Value ($000) $14,669 Shares 10,000,000 Est. Cost $1.47 Unrealized
FIDELITY & GTY LIFE 0.2%
Value ($000) $14,630 Shares 471,189 Est. Cost $26.32 Unrealized
CSG SYS INTL INC 0.2%
Value ($000) $14,508 Shares 13,395,000 Est. Cost $1.08 Unrealized
BLACKSTONE MTG TR INC 0.2%
Value ($000) $14,324 Shares 14,000,000 Est. Cost $1.02 Unrealized
MODERN MEDIA ACQUISITION 0.2%
Value ($000) $14,167 Shares 1,450,000 Est. Cost $9.77 Unrealized
HGV HILTON GRAND VACATIONS INC 0.2%
Value ($000) $13,988 Shares 387,921 Est. Cost $29.24 Unrealized +18.0%
SUNPOWER CORP 0.2%
Value ($000) $13,872 Shares 14,450,000 Est. Cost $1.11 Unrealized
SPIRIT RLTY CAP INC NEW 0.1%
Value ($000) $13,449 Shares 13,525,000 Est. Cost $1.01 Unrealized
KNOWLES CORP 0.1%
Value ($000) $11,511 Shares 9,750,000 Est. Cost $1.18 Unrealized
LIBERTY MEDIA CORP 0.1%
Value ($000) $11,284 Shares 20,800,910 Est. Cost $0.55 Unrealized
MONEYGRAM INTL INC 0.1%
Value ($000) $11,233 Shares 651,160 Est. Cost $16.81 Unrealized
PARKWAY INC 0.1%
Value ($000) $11,228 Shares 490,522 Est. Cost $22.87 Unrealized
INTRAWEST RESORTS HLDGS INC 0.1%
Value ($000) $10,864 Shares 457,612 Est. Cost $23.74 Unrealized
MEDIDATA SOLUTIONS INC 0.1%
Value ($000) $10,724 Shares 7,650,000 Est. Cost $1.26 Unrealized
CONVERGYS CORP 0.1%
Value ($000) $10,448 Shares 4,725,000 Est. Cost $2.10 Unrealized
APOLLO COML REAL EST FIN INC 0.1%
Value ($000) $10,383 Shares 9,450,000 Est. Cost $1.05 Unrealized
STARWOOD PPTY TR INC 0.1%
Value ($000) $10,268 Shares 9,415,000 Est. Cost $1.10 Unrealized
KBL MERGER CORP IV 0.1%
Value ($000) $10,200 Shares 1,000,000 Est. Cost $10.20 Unrealized
BROCADE COMMUNICATIONS SYS I 0.1%
Value ($000) $10,169 Shares 10,000,000 Est. Cost $1.01 Unrealized
AMTRUST FINL SVCS INC 0.1%
Value ($000) $10,008 Shares 13,400,000 Est. Cost $0.77 Unrealized
ALON USA ENERGY INC 0.1%
Value ($000) $9,861 Shares 740,306 Est. Cost $12.19 Unrealized
GENERAL COMMUNICATION INC 0.1%
Value ($000) $9,671 Shares 263,937 Est. Cost $36.64 Unrealized
DOMINION ENERGY INC 0.1%
Value ($000) $9,658 Shares 200,000 Est. Cost $50.06 Unrealized
FAIRPOINT COMMUNICATIONS INC 0.1%
Value ($000) $8,969 Shares 573,084 Est. Cost $17.81 Unrealized
LUMOS NETWORKS CORP 0.1%
Value ($000) $8,567 Shares 479,425 Est. Cost $17.70 Unrealized
BLACKHAWK NETWORK HLDGS INC 0.1%
Value ($000) $8,331 Shares 191,080 Est. Cost $37.81 Unrealized
SOUTHWEST BANCORP INC OKLA 0.1%
Value ($000) $7,485 Shares 292,963 Est. Cost $29.00 Unrealized
BCE BCE INC 0.1%
Value ($000) $7,472 Shares 166,165 Est. Cost $25.70 Unrealized +3.5%
NOVADAQ TECHNOLOGIES INC 0.1%
Value ($000) $7,340 Shares 626,264 Est. Cost $11.72 Unrealized
XYZ SQUARE INC 0.1%
Value ($000) $7,332 Shares 312,534 Est. Cost $20.67 Unrealized 0.0%
INPHI CORP 0.1%
Value ($000) $7,292 Shares 6,475,000 Est. Cost $1.30 Unrealized
CONSTELLATION ALPHA CAPITAL 0.1%
Value ($000) $7,105 Shares 700,000 Est. Cost $10.15 Unrealized
NBIX NEUROCRINE BIOSCIENCES INC 0.1%
Value ($000) $7,055 Shares 153,377 Est. Cost $48.51 Unrealized 0.0%
AMYRIS INC 0.1%
Value ($000) $6,973 Shares 9,626,000 Est. Cost $0.64 Unrealized
FORUM MERGER CORP 0.1%
Value ($000) $6,797 Shares 700,000 Est. Cost $9.71 Unrealized
ALBANY MOLECULAR RESH INC 0.1%
Value ($000) $6,501 Shares 4,550,000 Est. Cost $1.38 Unrealized
XACTLY CORP 0.1%
Value ($000) $5,712 Shares 364,956 Est. Cost $15.65 Unrealized
SOUTHWESTERN ENERGY CO 0.1%
Value ($000) $5,642 Shares 379,300 Est. Cost $46.40 Unrealized
INVACARE CORP 0.1%
Value ($000) $5,381 Shares 5,000,000 Est. Cost $1.01 Unrealized
TPG PACE ENERGY HLDGS CORP 0.1%
Value ($000) $5,220 Shares 500,000 Est. Cost $10.44 Unrealized
SPECTRANETICS CORP 0.1%
Value ($000) $5,188 Shares 3,825,000 Est. Cost $1.36 Unrealized
DOW CHEM CO 0.1%
Value ($000) $5,134 Shares 81,395 Est. Cost $63.08 Unrealized
HENNESSY CAP ACQUSTON CORP I 0.1%
Value ($000) $5,025 Shares 500,000 Est. Cost $10.05 Unrealized
KAYNE ANDERSON ACQUISITION 0.1%
Value ($000) $4,848 Shares 498,750 Est. Cost $9.72 Unrealized
COWEN INC 0.1%
Value ($000) $4,687 Shares 4,550,000 Est. Cost $1.08 Unrealized
BROOKDALE SR LIVING INC 0.1%
Value ($000) $4,630 Shares 4,650,000 Est. Cost $0.99 Unrealized
HEALTHWAYS INC 0.1%
Value ($000) $4,621 Shares 2,250,000 Est. Cost $1.17 Unrealized
PARK STERLING CORP 0.0%
Value ($000) $4,563 Shares 384,054 Est. Cost $11.88 Unrealized
PDL BIOPHARMA INC 0.0%
Value ($000) $4,525 Shares 5,000,000 Est. Cost $0.81 Unrealized
FIRST POTOMAC RLTY TR 0.0%
Value ($000) $4,474 Shares 402,671 Est. Cost $11.11 Unrealized
AMERICAN RLTY CAP PPTYS INC 0.0%
Value ($000) $4,023 Shares 4,000,000 Est. Cost $1.00 Unrealized
M III ACQUISITION CORP 0.0%
Value ($000) $4,005 Shares 408,712 Est. Cost $9.80 Unrealized
RAMBUS INC DEL 0.0%
Value ($000) $3,883 Shares 3,575,000 Est. Cost $1.23 Unrealized
MATLIN & PARTNERS ACQUISITIO 0.0%
Value ($000) $3,864 Shares 400,000 Est. Cost $9.66 Unrealized
NEW YORK MTG TR INC 0.0%
Value ($000) $3,772 Shares 3,725,000 Est. Cost $0.98 Unrealized
PACIFIC SPL ACQUISITION CORP 0.0%
Value ($000) $3,735 Shares 373,500 Est. Cost $9.85 Unrealized
NICE NICE LTD 0.0%
Value ($000) $3,609 Shares 45,840 Est. Cost $69.58 Unrealized
NWSA NEWS CORP NEW 0.0%
Value ($000) $3,569 Shares 260,487 Est. Cost $12.36 Unrealized -4.0%
AVISTA HEALTHCARE PUB ACQ CO 0.0%
Value ($000) $3,500 Shares 355,300 Est. Cost $9.95 Unrealized
ORIGO ACQUISITION CORP 0.0%
Value ($000) $3,385 Shares 325,500 Est. Cost $10.22 Unrealized
NUANCE COMMUNICATIONS INC 0.0%
Value ($000) $3,161 Shares 181,559 Est. Cost $17.41 Unrealized
PHUN STELLAR ACQUISITION III INC 0.0%
Value ($000) $3,006 Shares 300,000 Est. Cost $10.05 Unrealized
FINTECH ACQUISITION CORP II 0.0%
Value ($000) $2,940 Shares 300,000 Est. Cost $9.80 Unrealized
MACQUARIE INFRASTRUCTURE COR 0.0%
Value ($000) $2,904 Shares 37,045 Est. Cost $80.66 Unrealized
GANNETT CO INC 0.0%
Value ($000) $2,569 Shares 294,634 Est. Cost $15.78 Unrealized
M I ACQUISITIONS INC 0.0%
Value ($000) $2,505 Shares 250,000 Est. Cost $10.07 Unrealized
COMPUCREDIT HLDGS CORP 0.0%
Value ($000) $2,463 Shares 5,000,000 Est. Cost $0.42 Unrealized
PRICELINE GRP INC 0.0%
Value ($000) $2,430 Shares 1,299 Est. Cost $1465.96 Unrealized
TESORO CORP 0.0%
Value ($000) $2,230 Shares 23,824 Est. Cost $93.60 Unrealized
TPGH/U TPG PACE HLDGS CORP 0.0%
Value ($000) $2,052 Shares 200,000 Est. Cost $10.26 Unrealized
VANTAGE ENERGY ACQUISITION 0.0%
Value ($000) $1,950 Shares 200,000 Est. Cost $9.75 Unrealized
VIRTUS INVT PARTNERS INC 0.0%
Value ($000) $1,803 Shares 17,975 Est. Cost $97.25 Unrealized
DELTA NAT GAS INC 0.0%
Value ($000) $1,793 Shares 58,838 Est. Cost $30.38 Unrealized
DHT HOLDINGS INC 0.0%
Value ($000) $1,726 Shares 1,750,000 Est. Cost $0.95 Unrealized
CORENERGY INFRASTRUCTURE TR 0.0%
Value ($000) $1,681 Shares 1,500,000 Est. Cost $0.85 Unrealized
GAS NAT INC 0.0%
Value ($000) $1,618 Shares 125,461 Est. Cost $12.55 Unrealized
ACCURAY INC 0.0%
Value ($000) $1,576 Shares 1,475,000 Est. Cost $1.78 Unrealized
RESOURCE CAP CORP 0.0%
Value ($000) $1,554 Shares 1,500,000 Est. Cost $0.96 Unrealized
BISON CAP ACQUISITION CORP 0.0%
Value ($000) $1,530 Shares 150,000 Est. Cost $10.20 Unrealized
PTEN PATTERSON UTI ENERGY INC 0.0%
Value ($000) $1,519 Shares 75,242 Est. Cost $21.79 Unrealized 0.0%
PACIFIC PREMIER BANCORP 0.0%
Value ($000) $1,384 Shares 37,511 Est. Cost $36.90 Unrealized
NOBLE ENERGY INC 0.0%
Value ($000) $1,348 Shares 47,645 Est. Cost $28.29 Unrealized
ENVISION HEALTHCARE CORP 0.0%
Value ($000) $1,296 Shares 11,400 Est. Cost $118.95 Unrealized
MATLIN & PARTNERS ACQUISITIO 0.0%
Value ($000) $1,250 Shares 2,500,000 Est. Cost $0.50 Unrealized
CM CDN IMPERIAL BK COMM TORONTO 0.0%
Value ($000) $1,165 Shares 14,356 Est. Cost $26.78 Unrealized 0.0%
HARMONIC INC 0.0%
Value ($000) $1,157 Shares 1,000,000 Est. Cost $1.12 Unrealized
NESRW NATIONAL ENERGY SERVICES REU 0.0%
Value ($000) $1,150 Shares 2,090,000 Est. Cost $0.55 Unrealized
BOULEVARD ACQUISITION 0.0%
Value ($000) $1,147 Shares 1,698,740 Est. Cost $0.40 Unrealized
ENERGY TRANSFER PARTNERS LP 0.0%
Value ($000) $1,144 Shares 56,084 Est. Cost $20.40 Unrealized
QUIDEL CORP 0.0%
Value ($000) $1,114 Shares 1,000,000 Est. Cost $1.09 Unrealized
HARMONY MERGER CORP 0.0%
Value ($000) $1,100 Shares 1,375,100 Est. Cost $0.40 Unrealized
FINTECH ACQUISITION CORP II 0.0%
Value ($000) $1,080 Shares 900,000 Est. Cost $1.20 Unrealized
INFINERA CORPORATION 0.0%
Value ($000) $1,079 Shares 1,000,000 Est. Cost $1.08 Unrealized
QUINPARIO ACQUISITION CORP 2 0.0%
Value ($000) $1,048 Shares 2,758,510 Est. Cost $0.30 Unrealized
TRGP TARGA RES CORP 0.0%
Value ($000) $981 Shares 21,713 Est. Cost $28.49 Unrealized +24.0%
ROCKWELL COLLINS INC 0.0%
Value ($000) $906 Shares 8,622 Est. Cost $105.08 Unrealized
ONEOK PARTNERS LP 0.0%
Value ($000) $876 Shares 17,157 Est. Cost $37.99 Unrealized
SMHI SEACOR MARINE HLDGS INC 0.0%
Value ($000) $862 Shares 42,320 Est. Cost $19.15 Unrealized 0.0%
MODUSLINK GLOBAL SOLUTIONS I 0.0%
Value ($000) $854 Shares 900,000 Est. Cost $0.81 Unrealized
TRANSMONTAIGNE PARTNERS L P 0.0%
Value ($000) $849 Shares 20,221 Est. Cost $31.15 Unrealized
SABAN CAP ACQUISITION CORP 0.0%
Value ($000) $840 Shares 84,000 Est. Cost $9.90 Unrealized
INSE INSPIRED ENTMT INC 0.0%
Value ($000) $819 Shares 62,976 Est. Cost $9.86 Unrealized +12.4%
VITAMIN SHOPPE INC 0.0%
Value ($000) $793 Shares 1,000,000 Est. Cost $0.93 Unrealized
WILLIAMS PARTNERS L P NEW 0.0%
Value ($000) $780 Shares 19,436 Est. Cost $48.98 Unrealized
MPLX MPLX LP 0.0%
Value ($000) $772 Shares 23,115 Est. Cost $50.41 Unrealized
EPD ENTERPRISE PRODS PARTNERS L 0.0%
Value ($000) $752 Shares 27,760 Est. Cost $32.94 Unrealized
RENEWABLE ENERGY GROUP INC 0.0%
Value ($000) $742 Shares 675,000 Est. Cost $0.93 Unrealized
NUSTAR ENERGY LP 0.0%
Value ($000) $720 Shares 15,439 Est. Cost $53.59 Unrealized
JENSYN ACQUISITION CORP 0.0%
Value ($000) $706 Shares 69,000 Est. Cost $10.03 Unrealized
SUMMIT MIDSTREAM PARTNERS LP 0.0%
Value ($000) $703 Shares 31,028 Est. Cost $24.94 Unrealized
DCP MIDSTREAM LP 0.0%
Value ($000) $698 Shares 20,646 Est. Cost $32.46 Unrealized
MODERN MEDIA ACQUISITION 0.0%
Value ($000) $680 Shares 1,700,000 Est. Cost $0.40 Unrealized
ENABLE MIDSTREAM PARTNERS LP 0.0%
Value ($000) $678 Shares 42,553 Est. Cost $13.66 Unrealized
IT GARTNER INC 0.0%
Value ($000) $678 Shares 5,490 Est. Cost $116.06 Unrealized 0.0%
BOARDWALK PIPELINE PARTNERS 0.0%
Value ($000) $672 Shares 37,302 Est. Cost $14.56 Unrealized
CRESTWOOD EQUITY PARTNERS LP 0.0%
Value ($000) $656 Shares 27,936 Est. Cost $21.28 Unrealized
ENLINK MIDSTREAM PARTNERS LP 0.0%
Value ($000) $651 Shares 38,409 Est. Cost $21.08 Unrealized
MAGELLAN MIDSTREAM PRTNRS LP 0.0%
Value ($000) $645 Shares 9,057 Est. Cost $76.20 Unrealized
WESTERN GAS PARTNERS LP 0.0%
Value ($000) $634 Shares 11,341 Est. Cost $60.76 Unrealized
VANTAGE ENERGY ACQUISITION 0.0%
Value ($000) $625 Shares 500,000 Est. Cost $1.25 Unrealized
EASTERLY ACQUISITION CORP 0.0%
Value ($000) $611 Shares 718,250 Est. Cost $0.33 Unrealized
SILVER RUN ACQUISITION 0.0%
Value ($000) $597 Shares 333,333 Est. Cost $1.79 Unrealized
BUCKEYE PARTNERS L P 0.0%
Value ($000) $594 Shares 9,287 Est. Cost $70.05 Unrealized
GEL GENESIS ENERGY L P 0.0%
Value ($000) $594 Shares 18,725 Est. Cost $40.57 Unrealized
FND FLOOR & DECOR HLDGS INC 0.0%
Value ($000) $589 Shares 15,000 Est. Cost $38.97 Unrealized 0.0%
CQP CHENIERE ENERGY PARTNERS LP 0.0%
Value ($000) $589 Shares 18,185 Est. Cost $29.83 Unrealized
HOLLY ENERGY PARTNERS L P 0.0%
Value ($000) $585 Shares 18,004 Est. Cost $31.42 Unrealized
TALLGRASS ENERGY PARTNERS LP 0.0%
Value ($000) $569 Shares 11,360 Est. Cost $49.53 Unrealized
ANI PHARMACEUTICALS INC 0.0%
Value ($000) $554 Shares 525,000 Est. Cost $1.15 Unrealized
TC PIPELINES LP 0.0%
Value ($000) $549 Shares 9,975 Est. Cost $58.86 Unrealized
FORUM MERGER CORP 0.0%
Value ($000) $547 Shares 1,500,000 Est. Cost $0.36 Unrealized
AMERIGAS PARTNERS L P 0.0%
Value ($000) $540 Shares 11,964 Est. Cost $46.44 Unrealized
MMLP MARTIN MIDSTREAM PRTNRS L P 0.0%
Value ($000) $535 Shares 30,468 Est. Cost $26.32 Unrealized
ROSEHILL RES INC 0.0%
Value ($000) $534 Shares 489,600 Est. Cost $1.09 Unrealized
KMI KINDER MORGAN INC DEL 0.0%
Value ($000) $526 Shares 27,467 Est. Cost $23.87 Unrealized -47.8%
ATLC ATLANTICUS HLDGS CORP 0.0%
Value ($000) $509 Shares 191,430 Est. Cost $2.61 Unrealized -3.7%
RICE MIDSTREAM PARTNERS LP 0.0%
Value ($000) $498 Shares 24,968 Est. Cost $13.71 Unrealized
ENBRIDGE ENERGY PARTNERS L P 0.0%
Value ($000) $491 Shares 30,665 Est. Cost $25.55 Unrealized
SPECTRA ENERGY PARTNERS LP 0.0%
Value ($000) $490 Shares 11,414 Est. Cost $49.07 Unrealized
TESORO LOGISTICS LP 0.0%
Value ($000) $483 Shares 9,350 Est. Cost $45.04 Unrealized
VALERO ENERGY PARTNERS LP 0.0%
Value ($000) $471 Shares 10,321 Est. Cost $47.94 Unrealized
PAA PLAINS ALL AMERN PIPELINE L 0.0%
Value ($000) $467 Shares 17,770 Est. Cost $35.73 Unrealized
DASEKE INC 0.0%
Value ($000) $461 Shares 378,003 Est. Cost $1.12 Unrealized
INVESCO VALUE MUN INCOME TR 0.0%
Value ($000) $460 Shares 30,342 Est. Cost $14.63 Unrealized
AVISTA HEALTHCARE PUB ACQ CO 0.0%
Value ($000) $450 Shares 1,000,000 Est. Cost $0.41 Unrealized
AVID TECHNOLOGY INC 0.0%
Value ($000) $443 Shares 600,000 Est. Cost $0.68 Unrealized
SEMGROUP CORP 0.0%
Value ($000) $433 Shares 16,033 Est. Cost $41.74 Unrealized
GAIN CAP HLDGS INC 0.0%
Value ($000) $433 Shares 450,000 Est. Cost $1.08 Unrealized
CENTRAL SECS CORP 0.0%
Value ($000) $429 Shares 17,224 Est. Cost $21.80 Unrealized
UBSI UNITED BANKSHARES INC WEST V 0.0%
Value ($000) $422 Shares 10,772 Est. Cost $39.69 Unrealized 0.0%
PHILLIPS 66 PARTNERS LP 0.0%
Value ($000) $417 Shares 8,445 Est. Cost $66.33 Unrealized
ASIX ADVANSIX INC 0.0%
Value ($000) $406 Shares 13,011 Est. Cost $16.41 Unrealized +58.5%
PJT PJT PARTNERS INC 0.0%
Value ($000) $383 Shares 9,524 Est. Cost $20.55 Unrealized +64.9%
LANDCADIA HLDGS INC 0.0%
Value ($000) $380 Shares 500,000 Est. Cost $0.70 Unrealized
UNH UNITEDHEALTH GROUP INC 0.0%
Value ($000) $379 Shares 2,042 Est. Cost $142.11 Unrealized +7.4%
SIRIUS XM HLDGS INC 0.0%
Value ($000) $366 Shares 66,942 Est. Cost $5.47 Unrealized
M III ACQUISITION CORP 0.0%
Value ($000) $364 Shares 808,712 Est. Cost $0.34 Unrealized
HESS MIDSTREAM PARTNERS LP 0.0%
Value ($000) $346 Shares 17,000 Est. Cost $20.35 Unrealized
MANITOWOC INC 0.0%
Value ($000) $336 Shares 55,865 Est. Cost $4.33 Unrealized
MODERN MEDIA ACQUISITION 0.0%
Value ($000) $332 Shares 850,000 Est. Cost $0.39 Unrealized
CBOE CBOE HLDGS INC 0.0%
Value ($000) $326 Shares 3,568 Est. Cost $69.83 Unrealized +9.5%
ANTERO MIDSTREAM GP LP 0.0%
Value ($000) $319 Shares 14,500 Est. Cost $22.00 Unrealized
AZUL S A 0.0%
Value ($000) $316 Shares 15,000 Est. Cost $21.07 Unrealized
TEEKAY LNG PARTNERS L P 0.0%
Value ($000) $315 Shares 20,519 Est. Cost $26.79 Unrealized
CONE MIDSTREAM PARTNERS LP 0.0%
Value ($000) $315 Shares 16,600 Est. Cost $10.00 Unrealized
WELBILT INC 0.0%
Value ($000) $314 Shares 16,639 Est. Cost $19.65 Unrealized
HRI HERC HLDGS INC 0.0%
Value ($000) $306 Shares 7,787 Est. Cost $30.89 Unrealized +24.6%
SHELL MIDSTREAM PARTNERS L P 0.0%
Value ($000) $297 Shares 9,809 Est. Cost $41.29 Unrealized
BARNES & NOBLE ED INC 0.0%
Value ($000) $297 Shares 27,916 Est. Cost $12.71 Unrealized
DFIN DONNELLEY FINL SOLUTIONS INC 0.0%
Value ($000) $292 Shares 12,726 Est. Cost $21.18 Unrealized +3.4%
TGLS TECNOGLASS INC 0.0%
Value ($000) $282 Shares 30,211 Est. Cost $9.08 Unrealized -12.4%
RESOURCE CAP CORP 0.0%
Value ($000) $279 Shares 275,000 Est. Cost $0.92 Unrealized
APTEVO THERAPEUTICS INC 0.0%
Value ($000) $274 Shares 132,502 Est. Cost $2.56 Unrealized
FORUM MERGER CORP 0.0%
Value ($000) $255 Shares 750,000 Est. Cost $0.34 Unrealized
AFIIQ ARMSTRONG FLOORING INC 0.0%
Value ($000) $251 Shares 13,995 Est. Cost $16.04 Unrealized +16.8%
SPX CORP 0.0%
Value ($000) $240 Shares 9,552 Est. Cost $9.33 Unrealized
LSC COMMUNICATIONS INC 0.0%
Value ($000) $233 Shares 10,871 Est. Cost $29.68 Unrealized
RMR REAL ESTATE INCOME FUND 0.0%
Value ($000) $227 Shares 10,378 Est. Cost $20.76 Unrealized
ELDORADO RESORTS INC 0.0%
Value ($000) $221 Shares 11,064 Est. Cost $19.97 Unrealized
PACIFIC SPL ACQUISITION CORP 0.0%
Value ($000) $220 Shares 373,500 Est. Cost $0.15 Unrealized
GARDNER DENVER HLDGS INC 0.0%
Value ($000) $216 Shares 10,000 Est. Cost $21.60 Unrealized
GLOBAL PARTNER ACQUISITION C 0.0%
Value ($000) $214 Shares 1,068,000 Est. Cost $0.27 Unrealized
AMYRIS INC 0.0%
Value ($000) $206 Shares 64,745 Est. Cost $3.18 Unrealized
GORES HLDGS II INC 0.0%
Value ($000) $199 Shares 133,333 Est. Cost $1.49 Unrealized
QUORUM HEALTH CORP 0.0%
Value ($000) $198 Shares 47,681 Est. Cost $10.71 Unrealized
KAYNE ANDERSON ACQUISITION 0.0%
Value ($000) $195 Shares 250,000 Est. Cost $0.78 Unrealized
BARINGTON HILCO ACQUISITION 0.0%
Value ($000) $195 Shares 487,260 Est. Cost $0.28 Unrealized
ALLIANCE CALIF MUN INCOME FD 0.0%
Value ($000) $191 Shares 13,965 Est. Cost $13.30 Unrealized
AGROFRESH SOLUTIONS 0.0%
Value ($000) $186 Shares 200,528 Est. Cost $2.10 Unrealized
COMMUNITY HEALTH SYS INC NEW 0.0%
Value ($000) $181 Shares 9,282,097 Est. Cost $0.02 Unrealized
JASON INDS INC 0.0%
Value ($000) $175 Shares 1,933,070 Est. Cost $0.79 Unrealized
FIRST CMNTY FINL PARTNERS IN 0.0%
Value ($000) $174 Shares 13,473 Est. Cost $12.77 Unrealized
INVESCO CALIF VALUE MUN INC 0.0%
Value ($000) $148 Shares 11,734 Est. Cost $12.15 Unrealized
ORIGO ACQUISITION CORP 0.0%
Value ($000) $77 Shares 325,500 Est. Cost $0.13 Unrealized
M I ACQUISITIONS INC 0.0%
Value ($000) $76 Shares 250,000 Est. Cost $0.32 Unrealized
BARINGTON HILCO ACQUISITION 0.0%
Value ($000) $74 Shares 487,260 Est. Cost $0.16 Unrealized
AXAR ACQUISITION CORP 0.0%
Value ($000) $56 Shares 697,500 Est. Cost $0.07 Unrealized
SABAN CAP ACQUISITION CORP 0.0%
Value ($000) $53 Shares 42,000 Est. Cost $1.31 Unrealized
JENSYN ACQUISITION CORP 0.0%
Value ($000) $42 Shares 174,000 Est. Cost $0.20 Unrealized
JENSYN ACQUISITION CORP 0.0%
Value ($000) $35 Shares 174,000 Est. Cost $0.07 Unrealized
VALLEY NATL BANCORP 0.0%
Value ($000) $30 Shares 116,185 Est. Cost $0.20 Unrealized