AQR Arbitrage LLC Q1 2019 Filing
Filed May 14, 2019
Portfolio Value
$8.0T
Holdings
528
Report Date
Q1 2019
Filing Type
13F-HR
All Holdings (528 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | —NOVELLUS SYS INC | 103,555,000 | $572.7B | 7.20% | |
| 2 | —L3 TECHNOLOGIES INC | 1,214,208 | $250.6B | 3.15% | |
| 3 | —SUNTRUST BKS INC | 4,063,784 | $240.8B | 3.03% | |
| 4 | AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC | 71,325,000 | $233.2B | 2.93% | |
| 5 | AABAUSDALTABA INC | 2,488,238 | $184.4B | 2.32% | |
| 6 | TRCOTRIBUNE MEDIA CO | 3,938,656 | $181.7B | 2.28% | |
| 7 | —INTEGRATED DEVICE TECHNOLOGY | 3,656,069 | $179.1B | 2.25% | |
| 8 | —U S G CORP | 4,125,711 | $178.6B | 2.24% | |
| 9 | —GOLDCORP INC NEW | 15,579,953 | $178.2B | 2.24% | |
| 10 | —ARRIS INTERNATIONAL PLC | 5,390,189 | $170.4B | 2.14% | |
| 11 | ELV 2.75 10/15/42ANTHEM INC | 40,654,000 | $161.5B | 2.03% | |
| 12 | MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC | 99,000,000 | $161.1B | 2.02% | |
| 13 | FDCFIRST DATA CORP NEW | 5,945,520 | $156.2B | 1.96% | |
| 14 | RHT1EURRED HAT INC | 825,774 | $150.9B | 1.90% | |
| 15 | WPWORLDPAY INC | 1,276,400 | $144.9B | 1.82% | |
| 16 | —SPRINT CORPORATION | 20,673,364 | $116.8B | 1.47% | |
| 17 | —FINISAR CORP | 4,976,466 | $115.3B | 1.45% | |
| 18 | CELGCELGENE CORP | 1,182,780 | $111.6B | 1.40% | |
| 19 | —MOLINA HEALTHCARE INC | 32,325,000 | $111.3B | 1.40% | |
| 20 | —MELLANOX TECHNOLOGIES LTD | 938,354 | $111.1B | 1.40% | |
| 21 | —MICRON TECHNOLOGY INC | 27,379,000 | $103.6B | 1.30% | |
| 22 | —SQUARE INC | 31,635,000 | $103.6B | 1.30% | |
| 23 | —PALO ALTO NETWORKS INC | 44,150,000 | $97.1B | 1.22% | |
| 24 | —BELMOND LTD | 3,713,774 | $92.6B | 1.16% | |
| 25 | —SPARK THERAPEUTICS INC | 788,993 | $89.9B | 1.13% | |
| 26 | VSMEURVERSUM MATLS INC | 1,775,230 | $89.3B | 1.12% | |
| 27 | —HERBALIFE LTD | 65,000,000 | $81.0B | 1.02% | |
| 28 | —LUXOFT HLDG INC | 1,317,695 | $77.4B | 0.97% | |
| 29 | —MICROCHIP TECHNOLOGY INC | 65,441,000 | $72.3B | 0.91% | |
| 30 | AVAAVISTA CORP | 1,679,751 | $68.2B | 0.86% | |
| 31 | —COLFAX CORP | 497,150 | $66.4B | 0.83% | |
| 32 | —CAESARS ENTMT CORP | 46,250,000 | $65.9B | 0.83% | |
| 33 | —ALLEGHENY TECHNOLOGIES INC | 33,950,000 | $64.8B | 0.81% | |
| 34 | WCGEURWELLCARE HEALTH PLANS INC | 235,000 | $63.4B | 0.80% | |
| 35 | —FORTIVE CORP | 57,025 | $60.1B | 0.76% | |
| 36 | —ULTIMATE SOFTWARE GROUP INC | 181,977 | $60.1B | 0.75% | |
| 37 | —CHESAPEAKE ENERGY CORP | 64,500,000 | $59.9B | 0.75% | |
| 38 | —TRAVELPORT WORLDWIDE LTD | 3,598,284 | $56.6B | 0.71% | |
| 39 | WBC1EURWABCO HLDGS INC | 385,098 | $50.8B | 0.64% | |
| 40 | PACBPACIFIC BIOSCIENCES CALIF IN | 6,751,127 | $48.8B | 0.61% | |
| 41 | —WORKDAY INC | 20,000,000 | $47.4B | 0.60% | |
| 42 | —ELLIE MAE INC | 470,868 | $46.5B | 0.58% | |
| 43 | —CLEVELAND CLIFFS INC | 33,075,000 | $45.2B | 0.57% | |
| 44 | —TERADYNE INC | 32,050,000 | $44.9B | 0.56% | |
| 45 | GNWGENWORTH FINL INC | 11,462,117 | $43.9B | 0.55% | |
| 46 | —TCF FINL CORP | 1,967,767 | $40.7B | 0.51% | |
| 47 | —AEROJET ROCKETDYNE HLDGS INC | 26,750,000 | $39.8B | 0.50% | |
| 48 | —INFRAREIT INC | 1,825,647 | $38.3B | 0.48% | |
| 49 | —SERVICENOW INC | 20,000,000 | $37.1B | 0.47% | |
| 50 | HLF 2.625 03/15/24HERBALIFE LTD | 34,050,000 | $36.1B | 0.45% | |
| 51 | ARCC 4.625 03/01/24ARES CAP CORP | 35,000,000 | $34.9B | 0.44% | |
| 52 | —TTM TECHNOLOGIES INC | 26,500,000 | $34.6B | 0.43% | |
| 53 | —DANAHER CORPORATION | 30,000 | $31.5B | 0.40% | |
| 54 | AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN | 27,300,000 | $29.4B | 0.37% | |
| 55 | —WORKDAY INC | 20,000,000 | $28.3B | 0.36% | |
| 56 | —AMAG PHARMACEUTICALS INC | 32,475,000 | $28.3B | 0.36% | |
| 57 | NBIX 2.25 05/15/24NEUROCRINE BIOSCIENCES INC | 20,000,000 | $27.1B | 0.34% | |
| 58 | —ISTAR INC | 28,925,000 | $26.6B | 0.33% | |
| 59 | INVA 2.125 01/15/23THERAVANCE INC | 25,543,000 | $26.0B | 0.33% | |
| 60 | —ROWAN COMPANIES PLC | 2,399,190 | $25.9B | 0.33% | |
| 61 | EXAS 0.375 03/15/27EXACT SCIENCES CORP | 25,000,000 | $25.6B | 0.32% | |
| 62 | —RMG ACQUISITION CORP | 2,500,000 | $25.1B | 0.32% | |
| 63 | —MICRO FOCUS INTERNATIONAL PL | 965,357 | $24.9B | 0.31% | |
| 64 | —WEATHERFORD INTL LTD | 30,600,000 | $24.9B | 0.31% | |
| 65 | —DYCOM INDS INC | 25,773,000 | $23.8B | 0.30% | |
| 66 | —HURON CONSULTING GROUP INC | 23,955,000 | $23.6B | 0.30% | |
| 67 | STCSTEWART INFORMATION SVCS COR | 551,658 | $23.6B | 0.30% | |
| 68 | —SHIP FINANCE INTERNATIONAL L | 23,600,000 | $23.5B | 0.30% | |
| 69 | DISH 3.375 08/15/26DISH NETWORK CORP | 27,500,000 | $23.4B | 0.29% | |
| 70 | —TRINE ACQUISITION CORP | 2,300,000 | $23.0B | 0.29% | |
| 71 | —DIAMONDPEAK HLDGS COR | 2,300,000 | $23.0B | 0.29% | |
| 72 | —ACAMAR PARTNERS ACQSITION CO | 2,250,000 | $22.5B | 0.28% | |
| 73 | —CONNECTICUT WTR SVC INC | 316,701 | $21.7B | 0.27% | |
| 74 | JBGSJBG SMITH PPTYS | 508,510 | $21.0B | 0.26% | |
| 75 | NVTNVENT ELECTRIC PLC | 772,500 | $20.8B | 0.26% | |
| 76 | —TORTOISE ACQUISITION CORP | 2,077,939 | $20.8B | 0.26% | |
| 77 | —PRICELINE GRP INC | 15,000,000 | $20.3B | 0.26% | |
| 78 | —ZILLOW GROUP INC | 22,175,000 | $20.3B | 0.26% | |
| 79 | —HENNESSY CAP ACQUSTION CORP | 2,000,000 | $20.2B | 0.25% | |
| 80 | —CRESCENT ACQUISITION CORP | 2,000,000 | $20.0B | 0.25% | |
| 81 | —NUVASIVE INC | 17,826,000 | $19.9B | 0.25% | |
| 82 | OPTUALTICE USA INC | 921,515 | $19.8B | 0.25% | |
| 83 | VECO 2.7 01/15/23VEECO INSTRS INC DEL | 23,000,000 | $19.7B | 0.25% | |
| 84 | APY1USDAPERGY CORP | 471,485 | $19.4B | 0.24% | |
| 85 | NXPINXP SEMICONDUCTORS N V | 218,631 | $19.3B | 0.24% | |
| 86 | —TESLA INC | 17,400,000 | $19.0B | 0.24% | |
| 87 | OPK 4.5 02/15/25OPKO HEALTH INC | 20,000,000 | $18.9B | 0.24% | |
| 88 | —II VI INC | 18,000,000 | $18.9B | 0.24% | |
| 89 | —HERCULES CAPITAL INC | 19,150,000 | $18.8B | 0.24% | |
| 90 | —J2 GLOBAL INC | 14,000,000 | $18.7B | 0.24% | |
| 91 | BXMT 4.75 03/15/23BLACKSTONE MTG TR INC | 18,450,000 | $18.7B | 0.23% | |
| 92 | —BEMIS CO INC | 336,750 | $18.7B | 0.23% | |
| 93 | —APOLLO COML REAL EST FIN INC | 18,875,000 | $18.5B | 0.23% | |
| 94 | RWT 5.625 07/15/24REDWOOD TR INC | 18,875,000 | $18.5B | 0.23% | |
| 95 | —BOXWOOD MERGER CORP | 1,894,115 | $18.4B | 0.23% | |
| 96 | —SYNAPTICS INC | 19,778,000 | $18.3B | 0.23% | |
| 97 | —SEACOR HOLDINGS INC | 19,244,000 | $18.2B | 0.23% | |
| 98 | —INPHI CORP | 17,075,000 | $17.9B | 0.22% | |
| 99 | RWT 4.75 08/15/23REDWOOD TR INC | 18,575,000 | $17.9B | 0.22% | |
| 100 | —PIVOTAL ACQUISITION CORP | 1,800,000 | $17.6B | 0.22% |
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