AQR Arbitrage LLC Q1 2017 Filing
Filed May 15, 2017
Portfolio Value
$8.9B
Holdings
335
Report Date
Q1 2017
Filing Type
13F-HR
All Holdings (335 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | —NOVELLUS SYS INC | 99,914,000 | $379.4B | 4279.87% | |
| 2 | VRSN 3.25 08/15/37VERISIGN INC | 136,800,000 | $350.0B | 3947.44% | |
| 3 | —VALSPAR CORP | 1,680,375 | $186.4B | 2102.82% | |
| 4 | —WHITEWAVE FOODS CO | 3,312,368 | $186.0B | 2097.95% | |
| 5 | —YAHOO INC | 3,793,194 | $176.0B | 1985.74% | |
| 6 | —CF CORP | 955,650 | $175.2B | 1976.43% | |
| 7 | WRUSDWESTAR ENERGY INC | 3,167,746 | $171.9B | 1939.18% | |
| 8 | NXPINXP SEMICONDUCTORS N V | 1,591,780 | $164.7B | 1858.36% | |
| 9 | —B/E AEROSPACE INC | 2,518,256 | $161.4B | 1821.09% | |
| 10 | —MOBILEYE N V AMSTELVEEN | 2,548,068 | $156.5B | 1764.76% | |
| 11 | —TYSON FOODS INC | 2,294,550 | $155.3B | 1752.24% | |
| 12 | —DU PONT E I DE NEMOURS & CO | 1,913,559 | $153.7B | 1733.91% | |
| 13 | —MONSANTO CO NEW | 1,344,164 | $152.2B | 1716.35% | |
| 14 | —CST BRANDS INC | 3,104,048 | $149.3B | 1683.80% | |
| 15 | INTC 3.25 08/01/39INTEL CORP | 81,201,000 | $142.0B | 1601.76% | |
| 16 | —BROCADE COMMUNICATIONS SYS I | 11,031,669 | $137.7B | 1552.97% | |
| 17 | TWXCHFTIME WARNER INC | 1,355,945 | $132.5B | 1494.47% | |
| 18 | —VCA INC | 1,419,869 | $129.9B | 1465.47% | |
| 19 | —LEVEL 3 COMMUNICATIONS INC | 2,251,274 | $128.8B | 1453.06% | |
| 20 | —REYNOLDS AMERICAN INC | 2,014,622 | $127.0B | 1432.11% | |
| 21 | ELV 2.75 10/15/42ANTHEM INC | 54,129,000 | $123.9B | 1397.07% | |
| 22 | —WEATHERFORD INTL LTD | 95,975,000 | $123.5B | 1393.16% | |
| 23 | —MEAD JOHNSON NUTRITION CO | 1,322,734 | $117.8B | 1329.10% | |
| 24 | —MOLINA HEALTHCARE INC | 86,325,000 | $110.5B | 1246.39% | |
| 25 | AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC | 54,275,000 | $107.3B | 1210.67% | |
| 26 | —WESTERN REFNG INC | 3,026,777 | $106.1B | 1197.36% | |
| 27 | —AGRIUM INC | 1,098,343 | $104.9B | 1183.80% | |
| 28 | —CABELAS INC | 1,961,659 | $104.2B | 1175.19% | |
| 29 | —ZELTIQ AESTHETICS INC | 1,857,194 | $103.3B | 1164.98% | |
| 30 | —EVERBANK FINL CORP | 5,281,863 | $102.9B | 1160.61% | |
| 31 | —PRICELINE GRP INC | 53,675,000 | $101.3B | 1142.79% | |
| 32 | —PALO ALTO NETWORKS INC | 76,050,000 | $90.9B | 1025.12% | |
| 33 | —T MOBILE US INC | 834,525 | $87.9B | 991.52% | |
| 34 | —CHEMTURA CORP | 2,478,336 | $82.8B | 933.71% | |
| 35 | —PRIVATEBANCORP INC | 1,391,683 | $82.6B | 931.99% | |
| 36 | —MICRON TECHNOLOGY INC | 30,355,000 | $81.1B | 915.07% | |
| 37 | —CEB INC | 1,025,832 | $80.6B | 909.50% | |
| 38 | —ALERE INC | 1,995,337 | $79.3B | 894.22% | |
| 39 | —HEADWATERS INC | 3,207,615 | $75.3B | 849.55% | |
| 40 | —MEDICINES CO | 47,425,000 | $75.0B | 845.89% | |
| 41 | —STILLWATER MNG CO | 4,275,966 | $73.8B | 832.98% | |
| 42 | —CEMEX SAB DE CV | 59,500,000 | $69.7B | 786.52% | |
| 43 | —MICROCHIP TECHNOLOGY INC | 21,475,000 | $66.8B | 753.51% | |
| 44 | ELV 5.25 05/01/18ANTHEM INC | 1,320,250 | $66.3B | 748.19% | |
| 45 | —TESLA INC | 27,650,000 | $61.8B | 696.88% | |
| 46 | —GREAT PLAINS ENERGY INC | 1,159,125 | $61.7B | 696.23% | |
| 47 | —WGL HLDGS INC | 703,320 | $58.0B | 654.74% | |
| 48 | —JOY GLOBAL INC | 1,949,851 | $55.1B | 621.33% | |
| 49 | —INVENSENSE INC | 4,233,776 | $53.5B | 603.17% | |
| 50 | —RITE AID CORP | 12,513,560 | $53.2B | 599.90% | |
| 51 | —EURONET WORLDWIDE INC | 41,325,000 | $52.5B | 591.71% | |
| 52 | —ALLEGHENY TECHNOLOGIES INC | 34,325,000 | $51.1B | 576.42% | |
| 53 | —TTM TECHNOLOGIES INC | 26,500,000 | $46.8B | 527.41% | |
| 54 | —NIMBLE STORAGE INC | 3,622,232 | $45.3B | 510.73% | |
| 55 | —WELLTOWER INC | 697,025 | $44.2B | 498.53% | |
| 56 | —INTEGRATED DEVICE TECHNOLOGY | 43,243,000 | $43.4B | 489.91% | |
| 57 | —SPIRIT RLTY CAP INC NEW | 42,250,000 | $42.9B | 483.73% | |
| 58 | —CARDINAL FINL CORP | 1,368,844 | $41.0B | 462.29% | |
| 59 | —DIGITALGLOBE INC | 1,250,986 | $41.0B | 462.14% | |
| 60 | —STARWOOD PPTY TR INC | 34,825,000 | $39.9B | 449.79% | |
| 61 | —PANDORA MEDIA INC | 39,480,000 | $39.8B | 448.67% | |
| 62 | —ASTORIA FINL CORP | 1,882,414 | $38.6B | 435.50% | |
| 63 | —MULTI PACKAGING SOLUTIONS IN | 2,132,031 | $38.3B | 431.68% | |
| 64 | —WEBMD HEALTH CORP | 36,675,000 | $37.4B | 421.97% | |
| 65 | —MERITOR INC | 21,281,000 | $37.3B | 420.69% | |
| 66 | —ISLE OF CAPRI CASINOS INC | 1,404,688 | $37.0B | 417.67% | |
| 67 | —HORIZON PHARMA INVT LTD | 38,875,000 | $35.6B | 401.24% | |
| 68 | —EMERGENT BIOSOLUTIONS INC | 29,400,000 | $35.1B | 396.30% | |
| 69 | —SUCAMPO PHARMACEUTICALS INC | 33,200,000 | $33.0B | 372.38% | |
| 70 | —BIOVERATIV INC | 598,525 | $32.6B | 367.68% | |
| 71 | —SHIP FINANCE INTERNATIONAL L | 31,350,000 | $31.3B | 352.96% | |
| 72 | —INPHI CORP | 22,125,000 | $30.6B | 345.19% | |
| 73 | —ALLIED WRLD ASSUR COM HLDG A | 559,918 | $29.7B | 335.38% | |
| 74 | INVA 2.125 01/15/23THERAVANCE INC | 31,218,000 | $29.6B | 334.09% | |
| 75 | LWLAMB WESTON HLDGS INC | 699,565 | $29.4B | 331.90% | |
| 76 | MTG 2 04/01/20MGIC INVT CORP WIS | 20,000,000 | $29.1B | 328.81% | |
| 77 | BLDTOPBUILD CORP | 613,981 | $28.9B | 325.51% | |
| 78 | ADNTADIENT PLC | 395,421 | $28.7B | 324.13% | |
| 79 | RACEFERRARI N V | 382,401 | $28.4B | 320.75% | |
| 80 | —WEBMD HEALTH CORP | 23,875,000 | $28.4B | 320.64% | |
| 81 | VSMEURVERSUM MATLS INC | 926,131 | $28.3B | 319.67% | |
| 82 | —DYNEGY INC NEW DEL | 477,175 | $28.1B | 316.49% | |
| 83 | —AIR METHODS CORP | 648,354 | $27.9B | 314.47% | |
| 84 | CCCHEMOURS CO | 706,607 | $27.2B | 306.86% | |
| 85 | AAALCOA CORP | 781,735 | $26.9B | 303.34% | |
| 86 | MSGNMSG NETWORK INC | 1,130,558 | $26.4B | 297.78% | |
| 87 | —EZCORP INC | 27,950,000 | $26.2B | 295.17% | |
| 88 | VGR V2.5 01/15/19VECTOR GROUP LTD | 17,775,000 | $25.8B | 291.18% | |
| 89 | ENRENERGIZER HLDGS INC NEW | 459,264 | $25.6B | 288.81% | |
| 90 | CABOCABLE ONE INC | 40,974 | $25.6B | 288.62% | |
| 91 | HPEHEWLETT PACKARD ENTERPRISE C | 1,078,487 | $25.6B | 288.32% | |
| 92 | —SILVER STD RES INC | 25,650,000 | $25.2B | 284.27% | |
| 93 | FTVFORTIVE CORP | 417,719 | $25.2B | 283.75% | |
| 94 | —MATLIN & PARTNERS ACQUISITIO | 2,500,000 | $25.1B | 282.56% | |
| 95 | NGVTINGEVITY CORP | 408,034 | $24.8B | 280.07% | |
| 96 | EBAEBAY INC | 732,981 | $24.6B | 277.55% | |
| 97 | LITELUMENTUM HLDGS INC | 452,047 | $24.1B | 272.04% | |
| 98 | —OASIS PETE INC NEW | 17,500,000 | $23.6B | 266.74% | |
| 99 | YUMCYUM CHINA HLDGS INC | 868,237 | $23.6B | 266.39% | |
| 100 | —COLONY CAP INC | 23,800,000 | $23.6B | 265.78% |
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