AQR Arbitrage LLC Q1 2018 Filing
Filed May 15, 2018
Portfolio Value
$8.6T
Holdings
391
Report Date
Q1 2018
Filing Type
13F-HR
All Holdings (391 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | —NOVELLUS SYS INC | 119,892,000 | $726.3B | 8.41% | |
| 2 | VRSN 3.25 08/15/37VERISIGN INC | 136,300,000 | $470.3B | 5.45% | |
| 3 | INTC 3.25 08/01/39INTEL CORP | 108,533,000 | $270.2B | 3.13% | |
| 4 | AABAUSDALTABA INC | 3,417,904 | $253.1B | 2.93% | |
| 5 | NXPINXP SEMICONDUCTORS N V | 1,998,520 | $233.8B | 2.71% | |
| 6 | —ROCKWELL COLLINS INC | 1,638,134 | $220.9B | 2.56% | |
| 7 | TWXCHFTIME WARNER INC | 2,231,570 | $211.1B | 2.44% | |
| 8 | —MONSANTO CO NEW | 1,675,001 | $195.5B | 2.26% | |
| 9 | —ORBITAL ATK INC | 1,347,303 | $178.7B | 2.07% | |
| 10 | MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC | 96,500,000 | $171.3B | 1.98% | |
| 11 | —CAVIUM INC | 2,140,894 | $169.9B | 1.97% | |
| 12 | ELV 2.75 10/15/42ANTHEM INC | 54,129,000 | $163.3B | 1.89% | |
| 13 | —WGL HLDGS INC | 1,936,789 | $162.0B | 1.88% | |
| 14 | —VALIDUS HOLDINGS LTD | 2,364,238 | $159.5B | 1.85% | |
| 15 | —CSRA INC | 3,522,789 | $145.2B | 1.68% | |
| 16 | —MOLINA HEALTHCARE INC | 71,450,000 | $144.0B | 1.67% | |
| 17 | AVAAVISTA CORP | 2,782,072 | $142.6B | 1.65% | |
| 18 | —MICRON TECHNOLOGY INC | 29,305,000 | $139.6B | 1.62% | |
| 19 | WRUSDWESTAR ENERGY INC | 2,508,123 | $131.9B | 1.53% | |
| 20 | —AETNA INC NEW | 619,400 | $104.7B | 1.21% | |
| 21 | —MICROSEMI CORP | 1,606,648 | $104.0B | 1.20% | |
| 22 | ELV 5.25 05/01/18ANTHEM INC | 1,920,000 | $103.6B | 1.20% | |
| 23 | —MULESOFT INC | 2,349,393 | $103.3B | 1.20% | |
| 24 | —RSP PERMIAN INC | 2,137,150 | $100.2B | 1.16% | |
| 25 | —SCANA CORP NEW | 2,617,690 | $98.3B | 1.14% | |
| 26 | AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC | 65,200,000 | $95.6B | 1.11% | |
| 27 | —PALO ALTO NETWORKS INC | 55,900,000 | $92.5B | 1.07% | |
| 28 | —NXSTAGE MEDICAL INC | 3,009,253 | $74.8B | 0.87% | |
| 29 | —DYNEGY INC NEW DEL | 5,205,046 | $70.4B | 0.82% | |
| 30 | —KAPSTONE PAPER & PACKAGING C | 2,002,950 | $68.7B | 0.80% | |
| 31 | —MICROCHIP TECHNOLOGY INC | 55,941,000 | $66.9B | 0.78% | |
| 32 | —DST SYS INC DEL | 799,519 | $66.9B | 0.77% | |
| 33 | —CHESAPEAKE ENERGY CORP | 75,275,000 | $65.2B | 0.76% | |
| 34 | —ENSCO JERSEY FIN LTD | 78,800,000 | $63.3B | 0.73% | |
| 35 | —ALLEGHENY TECHNOLOGIES INC | 33,950,000 | $62.0B | 0.72% | |
| 36 | —EXPRESS SCRIPTS HLDG CO | 845,845 | $58.4B | 0.68% | |
| 37 | —BLACKHAWK NETWORK HLDGS INC | 1,299,372 | $58.1B | 0.67% | |
| 38 | —GENERAL CABLE CORP DEL NEW | 1,920,393 | $56.8B | 0.66% | |
| 39 | —AKORN INC | 2,994,639 | $56.0B | 0.65% | |
| 40 | —WEATHERFORD INTL LTD | 62,075,000 | $55.8B | 0.65% | |
| 41 | —CHICAGO BRIDGE & IRON CO N V | 3,823,299 | $55.1B | 0.64% | |
| 42 | —TESLA INC | 49,800,000 | $52.0B | 0.60% | |
| 43 | HGVHILTON GRAND VACATIONS INC | 1,159,735 | $49.9B | 0.58% | |
| 44 | BMRN 0.599 08/01/24BIOMARIN PHARMACEUTICAL INC | 52,575,000 | $49.5B | 0.57% | |
| 45 | LWLAMB WESTON HLDGS INC | 787,986 | $45.9B | 0.53% | |
| 46 | —TWENTY FIRST CENTY FOX INC | 1,232,562 | $45.2B | 0.52% | |
| 47 | —TTM TECHNOLOGIES INC | 26,500,000 | $44.2B | 0.51% | |
| 48 | —WAYFAIR INC | 43,500,000 | $41.4B | 0.48% | |
| 49 | AAALCOA CORP | 921,003 | $41.4B | 0.48% | |
| 50 | —XL GROUP LTD | 701,169 | $38.7B | 0.45% | |
| 51 | AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN | 31,525,000 | $37.7B | 0.44% | |
| 52 | —ORBOTECH LTD | 595,000 | $37.0B | 0.43% | |
| 53 | FTVFORTIVE CORP | 469,531 | $36.4B | 0.42% | |
| 54 | —AMAG PHARMACEUTICALS INC | 33,575,000 | $34.7B | 0.40% | |
| 55 | —SPIRIT RLTY CAP INC NEW | 33,500,000 | $33.4B | 0.39% | |
| 56 | —CLEVELAND CLIFFS INC | 30,075,000 | $32.5B | 0.38% | |
| 57 | —WORKDAY INC | 20,000,000 | $32.4B | 0.38% | |
| 58 | —IMPAX LABORATORIES INC | 31,450,000 | $31.3B | 0.36% | |
| 59 | —PINNACLE ENTMT INC NEW | 1,025,406 | $30.9B | 0.36% | |
| 60 | —BLUE BUFFALO PET PRODS INC | 772,356 | $30.7B | 0.36% | |
| 61 | —ALLSCRIPTS HEALTHCARE SOLUTN | 30,250,000 | $30.5B | 0.35% | |
| 62 | BRK-BQUALITY CARE PPTYS INC | 1,552,294 | $30.2B | 0.35% | |
| 63 | —PACIRA PHARMACEUTICALS INC | 32,000,000 | $29.3B | 0.34% | |
| 64 | INVA 2.125 01/15/23THERAVANCE INC | 27,018,000 | $29.1B | 0.34% | |
| 65 | ADNTADIENT PLC | 466,806 | $27.9B | 0.32% | |
| 66 | —INFINITY PPTY & CAS CORP | 230,562 | $27.3B | 0.32% | |
| 67 | —CALLIDUS SOFTWARE INC | 755,446 | $27.2B | 0.31% | |
| 68 | —COLONY STARWOOD HOMES | 23,725,000 | $26.6B | 0.31% | |
| 69 | NGVTINGEVITY CORP | 352,451 | $26.0B | 0.30% | |
| 70 | —MUDRICK CAP ACQUISITION CORP | 2,500,000 | $25.4B | 0.29% | |
| 71 | —EZCORP INC | 24,000,000 | $25.4B | 0.29% | |
| 72 | —LEO HOLDINGS CORP | 2,480,000 | $24.8B | 0.29% | |
| 73 | —INPHI CORP | 26,150,000 | $24.6B | 0.29% | |
| 74 | —APOLLO COML REAL EST FIN INC | 22,650,000 | $24.2B | 0.28% | |
| 75 | —ONE MADISON CORP | 2,500,000 | $24.0B | 0.28% | |
| 76 | —SHIP FINANCE INTERNATIONAL L | 23,600,000 | $23.9B | 0.28% | |
| 77 | VGR V2.5 01/15/19VECTOR GROUP LTD | 16,650,000 | $23.9B | 0.28% | |
| 78 | —EURONET WORLDWIDE INC | 20,075,000 | $23.8B | 0.28% | |
| 79 | VREXVAREX IMAGING CORP | 658,718 | $23.6B | 0.27% | |
| 80 | YUMCYUM CHINA HLDGS INC | 561,874 | $23.3B | 0.27% | |
| 81 | —HURON CONSULTING GROUP INC | 23,955,000 | $22.6B | 0.26% | |
| 82 | GNWGENWORTH FINL INC | 7,851,196 | $22.2B | 0.26% | |
| 83 | —HERCULES CAPITAL INC | 21,150,000 | $21.5B | 0.25% | |
| 84 | —NUVASIVE INC | 19,408,000 | $21.4B | 0.25% | |
| 85 | —AMTRUST FINL SVCS INC | 1,720,885 | $21.2B | 0.25% | |
| 86 | —PATTERN ENERGY GROUP INC | 21,314,000 | $21.1B | 0.24% | |
| 87 | —MICRO FOCUS INTERNATIONAL PL | 1,496,015 | $21.0B | 0.24% | |
| 88 | VECO 2.7 01/15/23VEECO INSTRS INC DEL | 23,000,000 | $21.0B | 0.24% | |
| 89 | —SEACOR HOLDINGS INC | 19,300,000 | $20.3B | 0.24% | |
| 90 | —UNISYS CORP | 15,325,000 | $20.2B | 0.23% | |
| 91 | —DFB HEALTHCARE ACQUISTION CO | 2,000,000 | $20.1B | 0.23% | |
| 92 | CNDTCONDUENT INC | 1,062,676 | $19.8B | 0.23% | |
| 93 | BXMT 4.75 03/15/23BLACKSTONE MTG TR INC | 20,000,000 | $19.7B | 0.23% | |
| 94 | —ASSURANT INC | 183,975 | $19.2B | 0.22% | |
| 95 | —WORKDAY INC | 12,550,000 | $19.1B | 0.22% | |
| 96 | —ACORDA THERAPEUTICS INC | 20,325,000 | $18.6B | 0.22% | |
| 97 | —PROSPECT CAPITAL CORPORATION | 18,450,000 | $18.5B | 0.21% | |
| 98 | —STARWOOD PPTY TR INC | 16,980,000 | $18.4B | 0.21% | |
| 99 | RWT 4.75 08/15/23REDWOOD TR INC | 18,575,000 | $18.1B | 0.21% | |
| 100 | —DELPHI TECHNOLOGIES PLC | 374,830 | $17.9B | 0.21% |
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