AQR Arbitrage LLC Q2 2017 Filing
Filed August 14, 2017
Portfolio Value
$9.1T
Holdings
338
Report Date
Q2 2017
Filing Type
13F-HR
All Holdings (338 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | —NOVELLUS SYS INC | 119,892,000 | $501.1B | 5.48% | |
| 2 | VRSN 3.25 08/15/37VERISIGN INC | 136,300,000 | $371.8B | 4.07% | |
| 3 | NXPINXP SEMICONDUCTORS N V | 1,936,300 | $211.9B | 2.32% | |
| 4 | TWXCHFTIME WARNER INC | 2,035,648 | $204.4B | 2.24% | |
| 5 | —DUPONT FABROS TECHNOLOGY INC | 3,118,972 | $190.8B | 2.09% | |
| 6 | —MONSANTO CO NEW | 1,575,358 | $186.5B | 2.04% | |
| 7 | WRUSDWESTAR ENERGY INC | 3,428,377 | $181.8B | 1.99% | |
| 8 | —MOBILEYE N V AMSTELVEEN | 2,802,260 | $176.0B | 1.92% | |
| 9 | —BROCADE COMMUNICATIONS SYS I | 13,884,905 | $175.1B | 1.91% | |
| 10 | HUNHUNTSMAN CORP | 6,699,104 | $173.1B | 1.89% | |
| 11 | —PRICELINE GRP INC | 85,150,000 | $168.3B | 1.84% | |
| 12 | —LEVEL 3 COMMUNICATIONS INC | 2,834,210 | $168.1B | 1.84% | |
| 13 | —VCA INC | 1,760,438 | $162.5B | 1.78% | |
| 14 | —REYNOLDS AMERICAN INC | 2,421,694 | $157.5B | 1.72% | |
| 15 | —MOLINA HEALTHCARE INC | 86,325,000 | $151.4B | 1.66% | |
| 16 | RICEEURRICE ENERGY INC | 5,279,933 | $140.6B | 1.54% | |
| 17 | ELV 2.75 10/15/42ANTHEM INC | 54,129,000 | $139.7B | 1.53% | |
| 18 | —CABELAS INC | 2,346,126 | $139.4B | 1.52% | |
| 19 | INTC 3.25 08/01/39INTEL CORP | 81,201,000 | $134.3B | 1.47% | |
| 20 | —TYSON FOODS INC | 1,845,025 | $126.2B | 1.38% | |
| 21 | —AKORN INC | 3,465,808 | $116.2B | 1.27% | |
| 22 | BCRUSDBARD C R INC | 367,276 | $116.1B | 1.27% | |
| 23 | —PANERA BREAD CO | 365,009 | $114.8B | 1.26% | |
| 24 | —KATE SPADE & CO | 6,091,574 | $112.6B | 1.23% | |
| 25 | —PAREXEL INTL CORP | 1,265,075 | $109.9B | 1.20% | |
| 26 | —ALERE INC | 2,120,458 | $106.4B | 1.16% | |
| 27 | ELV 5.25 05/01/18ANTHEM INC | 1,920,000 | $101.9B | 1.11% | |
| 28 | AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC | 57,850,000 | $101.5B | 1.11% | |
| 29 | MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC | 66,575,000 | $100.5B | 1.10% | |
| 30 | —WEATHERFORD INTL LTD | 95,975,000 | $97.4B | 1.06% | |
| 31 | —CARE CAP PPTYS INC | 3,578,037 | $95.5B | 1.04% | |
| 32 | —CEMEX SAB DE CV | 74,175,000 | $88.9B | 0.97% | |
| 33 | —MICRON TECHNOLOGY INC | 29,305,000 | $81.8B | 0.89% | |
| 34 | —TESLA INC | 27,650,000 | $80.8B | 0.88% | |
| 35 | —DU PONT E I DE NEMOURS & CO | 923,249 | $74.5B | 0.81% | |
| 36 | —WGL HLDGS INC | 769,030 | $64.2B | 0.70% | |
| 37 | —STAPLES INC | 6,264,011 | $63.1B | 0.69% | |
| 38 | —GREAT PLAINS ENERGY INC | 1,159,125 | $62.0B | 0.68% | |
| 39 | —DIGITALGLOBE INC | 1,800,665 | $60.0B | 0.66% | |
| 40 | —SWIFT TRANSN CO | 2,164,544 | $57.4B | 0.63% | |
| 41 | —AGRIUM INC | 625,653 | $56.6B | 0.62% | |
| 42 | —WHOLE FOODS MKT INC | 1,281,445 | $54.0B | 0.59% | |
| 43 | —MEDICINES CO | 40,800,000 | $53.2B | 0.58% | |
| 44 | —EURONET WORLDWIDE INC | 41,325,000 | $53.0B | 0.58% | |
| 45 | —WEST CORP | 2,238,946 | $52.2B | 0.57% | |
| 46 | —CAPITAL BK FINL CORP | 1,333,344 | $50.8B | 0.56% | |
| 47 | —TTM TECHNOLOGIES INC | 26,500,000 | $49.8B | 0.54% | |
| 48 | —ALLEGHENY TECHNOLOGIES INC | 34,325,000 | $49.1B | 0.54% | |
| 49 | —PATHEON N V | 1,334,274 | $46.5B | 0.51% | |
| 50 | —MOLINA HEALTHCARE INC | 36,299,000 | $46.5B | 0.51% | |
| 51 | —WELLTOWER INC | 697,025 | $46.4B | 0.51% | |
| 52 | —T MOBILE US INC | 459,525 | $45.4B | 0.50% | |
| 53 | —ILLUMINA INC | 43,975,000 | $44.6B | 0.49% | |
| 54 | —SPECTRANETICS CORP | 1,151,431 | $44.2B | 0.48% | |
| 55 | —STRAIGHT PATH COMMUNICATNS I | 222,413 | $40.0B | 0.44% | |
| 56 | —NEUSTAR INC | 1,192,744 | $39.8B | 0.43% | |
| 57 | —FELCOR LODGING TR INC | 5,467,973 | $39.4B | 0.43% | |
| 58 | —STARWOOD PPTY TR INC | 34,175,000 | $38.9B | 0.43% | |
| 59 | YUMCYUM CHINA HLDGS INC | 984,946 | $38.8B | 0.42% | |
| 60 | —TESLA INC | 30,350,000 | $38.2B | 0.42% | |
| 61 | —EMERGENT BIOSOLUTIONS INC | 29,400,000 | $38.0B | 0.42% | |
| 62 | —WEBMD HEALTH CORP | 36,675,000 | $38.0B | 0.42% | |
| 63 | —ASTORIA FINL CORP | 1,881,081 | $37.9B | 0.41% | |
| 64 | —COLONY CAP INC | 36,700,000 | $37.4B | 0.41% | |
| 65 | —KCG HLDGS INC | 1,875,135 | $37.4B | 0.41% | |
| 66 | —TRINITY INDS INC | 29,450,000 | $37.1B | 0.41% | |
| 67 | —MERITOR INC | 21,281,000 | $36.3B | 0.40% | |
| 68 | —VWR CORP | 1,073,195 | $35.4B | 0.39% | |
| 69 | —SUCAMPO PHARMACEUTICALS INC | 34,950,000 | $34.3B | 0.38% | |
| 70 | —AKAMAI TECHNOLOGIES INC | 34,650,000 | $34.0B | 0.37% | |
| 71 | —BIOVERATIV INC | 564,675 | $34.0B | 0.37% | |
| 72 | —SPIRIT RLTY CAP INC NEW | 33,750,000 | $33.5B | 0.37% | |
| 73 | —BECTON DICKINSON & CO | 600,000 | $32.9B | 0.36% | |
| 74 | AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN | 29,325,000 | $32.1B | 0.35% | |
| 75 | —AMAG PHARMACEUTICALS INC | 32,675,000 | $31.4B | 0.34% | |
| 76 | —INTEGRATED DEVICE TECHNOLOGY | 29,518,000 | $31.3B | 0.34% | |
| 77 | LWLAMB WESTON HLDGS INC | 705,730 | $31.1B | 0.34% | |
| 78 | —CU BANCORP CALIF | 850,314 | $30.7B | 0.34% | |
| 79 | VSMEURVERSUM MATLS INC | 933,595 | $30.3B | 0.33% | |
| 80 | —HOLOGIC INC | 23,950,000 | $30.3B | 0.33% | |
| 81 | FTVFORTIVE CORP | 470,721 | $29.8B | 0.33% | |
| 82 | —ALLSCRIPTS HEALTHCARE SOLUTN | 29,125,000 | $29.6B | 0.32% | |
| 83 | —DYNEGY INC NEW DEL | 477,175 | $29.4B | 0.32% | |
| 84 | GNWGENWORTH FINL INC | 7,796,296 | $29.4B | 0.32% | |
| 85 | —ALLIED WRLD ASSUR COM HLDG A | 553,787 | $29.3B | 0.32% | |
| 86 | —STONEGATE BK FT LAUDERDALE F | 634,233 | $29.3B | 0.32% | |
| 87 | EBAEBAY INC | 833,220 | $29.1B | 0.32% | |
| 88 | AAALCOA CORP | 888,850 | $29.0B | 0.32% | |
| 89 | INVA 2.125 01/15/23THERAVANCE INC | 31,218,000 | $28.5B | 0.31% | |
| 90 | MSGNMSG NETWORK INC | 1,251,805 | $28.1B | 0.31% | |
| 91 | FORFORESTAR GROUP INC | 1,636,462 | $28.1B | 0.31% | |
| 92 | —ATWOOD OCEANICS INC | 3,361,829 | $27.4B | 0.30% | |
| 93 | —EZCORP INC | 27,950,000 | $27.4B | 0.30% | |
| 94 | NGVTINGEVITY CORP | 466,198 | $26.8B | 0.29% | |
| 95 | —XCERRA CORP | 2,725,971 | $26.6B | 0.29% | |
| 96 | —STANDARD PAC CORP NEW | 26,236,000 | $26.4B | 0.29% | |
| 97 | VGR V2.5 01/15/19VECTOR GROUP LTD | 17,775,000 | $26.1B | 0.29% | |
| 98 | GECBLE 4.5 11/15/29GENERAL CABLE CORP DEL NEW | 34,390,000 | $26.1B | 0.29% | |
| 99 | LSCCLATTICE SEMICONDUCTOR CORP | 3,813,337 | $25.4B | 0.28% | |
| 100 | —SILVER STD RES INC | 25,650,000 | $25.1B | 0.27% |
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