AQR Arbitrage LLC Q2 2018 Filing
Filed August 14, 2018
Portfolio Value
$8.1T
Holdings
444
Report Date
Q2 2018
Filing Type
13F-HR
All Holdings (444 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | —NOVELLUS SYS INC | 113,392,000 | $588.8B | 7.24% | |
| 2 | AABAUSDALTABA INC | 3,417,904 | $250.2B | 3.08% | |
| 3 | NXPINXP SEMICONDUCTORS N V | 2,053,954 | $224.4B | 2.76% | |
| 4 | —ROCKWELL COLLINS INC | 1,524,698 | $205.3B | 2.53% | |
| 5 | INTC 3.25 08/01/39INTEL CORP | 84,083,000 | $201.5B | 2.48% | |
| 6 | —CAVIUM INC | 2,098,271 | $181.5B | 2.23% | |
| 7 | ELV 2.75 10/15/42ANTHEM INC | 54,129,000 | $177.1B | 2.18% | |
| 8 | AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC | 85,200,000 | $169.3B | 2.08% | |
| 9 | MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC | 96,500,000 | $168.6B | 2.07% | |
| 10 | —ANDEAVOR | 1,222,201 | $160.3B | 1.97% | |
| 11 | —WGL HLDGS INC | 1,705,423 | $151.4B | 1.86% | |
| 12 | —RSP PERMIAN INC | 3,378,501 | $148.7B | 1.83% | |
| 13 | —EXPRESS SCRIPTS HLDG CO | 1,902,065 | $146.9B | 1.81% | |
| 14 | —VALIDUS HOLDINGS LTD | 2,104,656 | $142.3B | 1.75% | |
| 15 | —MICRON TECHNOLOGY INC | 29,305,000 | $140.4B | 1.73% | |
| 16 | AVAAVISTA CORP | 2,631,857 | $138.6B | 1.70% | |
| 17 | —MOLINA HEALTHCARE INC | 55,525,000 | $134.7B | 1.66% | |
| 18 | —AETNA INC NEW | 681,915 | $125.1B | 1.54% | |
| 19 | —XL GROUP LTD | 1,919,967 | $107.4B | 1.32% | |
| 20 | —SCANA CORP NEW | 2,643,784 | $101.8B | 1.25% | |
| 21 | —PALO ALTO NETWORKS INC | 48,400,000 | $90.1B | 1.11% | |
| 22 | —VECTREN CORP | 1,185,397 | $84.7B | 1.04% | |
| 23 | —ILG INC | 2,553,395 | $84.3B | 1.04% | |
| 24 | —ORBOTECH LTD | 1,353,886 | $83.7B | 1.03% | |
| 25 | —SQUARE INC | 30,660,000 | $82.9B | 1.02% | |
| 26 | —KAPSTONE PAPER & PACKAGING C | 2,357,568 | $81.3B | 1.00% | |
| 27 | —NXSTAGE MEDICAL INC | 2,884,391 | $80.5B | 0.99% | |
| 28 | —VERIFONE SYS INC | 3,407,467 | $77.8B | 0.96% | |
| 29 | —ENVISION HEALTHCARE CORP | 1,731,146 | $76.2B | 0.94% | |
| 30 | —CAESARS ENTMT CORP | 44,275,000 | $75.8B | 0.93% | |
| 31 | —TWENTY FIRST CENTY FOX INC | 1,456,202 | $72.4B | 0.89% | |
| 32 | —CHESAPEAKE ENERGY CORP | 70,725,000 | $72.1B | 0.89% | |
| 33 | —PINNACLE FOODS INC DEL | 1,056,000 | $68.7B | 0.84% | |
| 34 | —MICROCHIP TECHNOLOGY INC | 55,941,000 | $66.7B | 0.82% | |
| 35 | —U S G CORP | 1,533,388 | $66.1B | 0.81% | |
| 36 | —ALLEGHENY TECHNOLOGIES INC | 33,950,000 | $64.5B | 0.79% | |
| 37 | —WAYFAIR INC | 43,500,000 | $56.1B | 0.69% | |
| 38 | EXASEXACT SCIENCES CORP | 51,075,000 | $53.8B | 0.66% | |
| 39 | —SPRINT CORP | 9,815,449 | $53.4B | 0.66% | |
| 40 | TRCOTRIBUNE MEDIA CO | 1,346,790 | $51.5B | 0.63% | |
| 41 | —AKORN INC | 3,033,939 | $50.3B | 0.62% | |
| 42 | —SYNAPTICS INC | 50,175,000 | $49.8B | 0.61% | |
| 43 | —PINNACLE ENTMT INC NEW | 1,476,305 | $49.8B | 0.61% | |
| 44 | —TESLA INC | 40,900,000 | $49.7B | 0.61% | |
| 45 | —TTM TECHNOLOGIES INC | 26,500,000 | $49.5B | 0.61% | |
| 46 | LWLAMB WESTON HLDGS INC | 654,306 | $44.8B | 0.55% | |
| 47 | —INFINITY PPTY & CAS CORP | 312,321 | $44.5B | 0.55% | |
| 48 | AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN | 31,525,000 | $41.9B | 0.51% | |
| 49 | —TERADYNE INC | 30,725,000 | $41.0B | 0.50% | |
| 50 | —CLEVELAND CLIFFS INC | 33,075,000 | $40.7B | 0.50% | |
| 51 | GNWGENWORTH FINL INC | 8,868,810 | $39.9B | 0.49% | |
| 52 | HGVHILTON GRAND VACATIONS INC | 1,099,596 | $38.2B | 0.47% | |
| 53 | AAALCOA CORP | 795,125 | $37.3B | 0.46% | |
| 54 | —FOUNDATION MEDICINE INC | 268,929 | $36.8B | 0.45% | |
| 55 | BRK-BQUALITY CARE PPTYS INC | 1,695,069 | $36.5B | 0.45% | |
| 56 | —ENSCO JERSEY FIN LTD | 38,925,000 | $36.2B | 0.45% | |
| 57 | —COLONY STARWOOD HOMES | 31,625,000 | $35.4B | 0.44% | |
| 58 | —MITEL NETWORKS CORP | 3,206,720 | $35.2B | 0.43% | |
| 59 | —AMTRUST FINL SVCS INC | 2,406,766 | $35.1B | 0.43% | |
| 60 | —AMAG PHARMACEUTICALS INC | 32,975,000 | $33.7B | 0.41% | |
| 61 | —SPIRIT RLTY CAP INC NEW | 33,500,000 | $33.4B | 0.41% | |
| 62 | —WEATHERFORD INTL LTD | 33,175,000 | $32.7B | 0.40% | |
| 63 | —AEROJET ROCKETDYNE HLDGS INC | 25,200,000 | $32.6B | 0.40% | |
| 64 | —LENDINGTREE INC NEW | 26,700,000 | $32.3B | 0.40% | |
| 65 | —WORKDAY INC | 20,000,000 | $30.9B | 0.38% | |
| 66 | —LASALLE HOTEL PPTYS | 900,000 | $30.8B | 0.38% | |
| 67 | —GRAMERCY PPTY TR | 1,106,266 | $30.2B | 0.37% | |
| 68 | —MB FINANCIAL INC NEW | 622,963 | $29.1B | 0.36% | |
| 69 | —EDUCATION RLTY TR INC | 700,000 | $29.1B | 0.36% | |
| 70 | —NUVASIVE INC | 26,076,000 | $28.3B | 0.35% | |
| 71 | —COTIVITI HLDGS INC | 638,179 | $28.2B | 0.35% | |
| 72 | —SHIRE PLC | 162,242 | $27.4B | 0.34% | |
| 73 | —FINANCIAL ENGINES INC | 601,418 | $27.0B | 0.33% | |
| 74 | —STATE BK FINL CORP | 789,198 | $26.4B | 0.32% | |
| 75 | —OCLARO INC | 2,816,614 | $25.2B | 0.31% | |
| 76 | INVA 2.125 01/15/23THERAVANCE INC | 25,543,000 | $24.9B | 0.31% | |
| 77 | —INPHI CORP | 26,150,000 | $24.5B | 0.30% | |
| 78 | —SHIP FINANCE INTERNATIONAL L | 23,600,000 | $24.3B | 0.30% | |
| 79 | —APOLLO COML REAL EST FIN INC | 22,650,000 | $24.2B | 0.30% | |
| 80 | —MICRO FOCUS INTERNATIONAL PL | 1,370,019 | $23.7B | 0.29% | |
| 81 | —UNISYS CORP | 15,325,000 | $23.1B | 0.28% | |
| 82 | ADNTADIENT PLC | 466,806 | $23.0B | 0.28% | |
| 83 | —HURON CONSULTING GROUP INC | 23,955,000 | $22.6B | 0.28% | |
| 84 | NXDRKINDRED HEALTHCARE INC | 2,416,945 | $21.8B | 0.27% | |
| 85 | YUMCYUM CHINA HLDGS INC | 561,874 | $21.6B | 0.27% | |
| 86 | VREXVAREX IMAGING CORP | 579,414 | $21.5B | 0.26% | |
| 87 | —SEACOR HOLDINGS INC | 19,300,000 | $21.2B | 0.26% | |
| 88 | —HERCULES CAPITAL INC | 21,150,000 | $21.1B | 0.26% | |
| 89 | —TRINITY MERGER CORP | 2,100,000 | $20.5B | 0.25% | |
| 90 | VECO 2.7 01/15/23VEECO INSTRS INC DEL | 23,000,000 | $20.3B | 0.25% | |
| 91 | —PATTERN ENERGY GROUP INC | 19,814,000 | $19.8B | 0.24% | |
| 92 | —ACORDA THERAPEUTICS INC | 20,325,000 | $19.7B | 0.24% | |
| 93 | BXMT 4.75 03/15/23BLACKSTONE MTG TR INC | 20,000,000 | $19.5B | 0.24% | |
| 94 | —PROSPECT CAPITAL CORPORATION | 19,925,000 | $19.4B | 0.24% | |
| 95 | —DFB HEALTHCARE ACQUISTION CO | 1,999,998 | $19.3B | 0.24% | |
| 96 | APY1USDAPERGY CORP | 459,482 | $19.2B | 0.24% | |
| 97 | —STARWOOD PPTY TR INC | 16,980,000 | $19.0B | 0.23% | |
| 98 | UPBDRENT A CTR INC NEW | 1,288,716 | $19.0B | 0.23% | |
| 99 | —WORKDAY INC | 12,550,000 | $18.7B | 0.23% | |
| 100 | —IRONWOOD PHARMACEUTICALS INC | 14,025,000 | $18.7B | 0.23% |
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