AQR Arbitrage LLC Q3 2017 Filing
Filed November 14, 2017
Portfolio Value
$9.2T
Holdings
322
Report Date
Q3 2017
Filing Type
13F-HR
All Holdings (322 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | —NOVELLUS SYS INC | 119,892,000 | $659.3B | 7.14% | |
| 2 | VRSN 3.25 08/15/37VERISIGN INC | 136,300,000 | $424.7B | 4.60% | |
| 3 | AABAUSDALTABA INC | 4,722,497 | $312.8B | 3.39% | |
| 4 | HUNHUNTSMAN CORP | 8,409,395 | $230.6B | 2.50% | |
| 5 | —MONSANTO CO NEW | 1,801,000 | $215.8B | 2.34% | |
| 6 | —ROCKWELL COLLINS INC | 1,618,539 | $211.6B | 2.29% | |
| 7 | —VWR CORP | 6,288,335 | $208.2B | 2.25% | |
| 8 | TWXCHFTIME WARNER INC | 1,891,951 | $193.8B | 2.10% | |
| 9 | —BROCADE COMMUNICATIONS SYS I | 15,786,776 | $188.7B | 2.04% | |
| 10 | SNISCRIPPS NETWORKS INTERACT IN | 2,165,976 | $186.0B | 2.01% | |
| 11 | RICEEURRICE ENERGY INC | 6,362,496 | $184.1B | 1.99% | |
| 12 | —PRICELINE GRP INC | 91,314,000 | $176.8B | 1.91% | |
| 13 | BCRUSDBARD C R INC | 527,993 | $169.2B | 1.83% | |
| 14 | MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC | 87,925,000 | $153.9B | 1.67% | |
| 15 | —MOLINA HEALTHCARE INC | 87,325,000 | $151.2B | 1.64% | |
| 16 | INTC 3.25 08/01/39INTEL CORP | 81,201,000 | $149.4B | 1.62% | |
| 17 | —LEVEL 3 COMMUNICATIONS INC | 2,643,391 | $140.9B | 1.53% | |
| 18 | ELV 2.75 10/15/42ANTHEM INC | 54,129,000 | $140.7B | 1.52% | |
| 19 | —KITE PHARMA INC | 759,314 | $136.5B | 1.48% | |
| 20 | —ORBITAL ATK INC | 996,482 | $132.7B | 1.44% | |
| 21 | WRUSDWESTAR ENERGY INC | 2,582,852 | $128.1B | 1.39% | |
| 22 | —WGL HLDGS INC | 1,486,199 | $125.1B | 1.35% | |
| 23 | —CALPINE CORP | 7,847,445 | $115.8B | 1.25% | |
| 24 | —PAREXEL INTL CORP | 1,301,861 | $114.7B | 1.24% | |
| 25 | AVAAVISTA CORP | 2,144,385 | $111.0B | 1.20% | |
| 26 | —AKORN INC | 3,295,577 | $109.4B | 1.18% | |
| 27 | —ALERE INC | 2,131,268 | $108.7B | 1.18% | |
| 28 | —MICRON TECHNOLOGY INC | 29,305,000 | $104.8B | 1.13% | |
| 29 | NXPINXP SEMICONDUCTORS N V | 925,305 | $104.6B | 1.13% | |
| 30 | DISH 3.375 08/15/26DISH NETWORK CORP | 92,500,000 | $103.9B | 1.13% | |
| 31 | AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC | 58,350,000 | $103.5B | 1.12% | |
| 32 | ELV 5.25 05/01/18ANTHEM INC | 1,920,000 | $100.9B | 1.09% | |
| 33 | —WEATHERFORD INTL LTD | 77,725,000 | $85.1B | 0.92% | |
| 34 | —NXSTAGE MEDICAL INC | 2,939,902 | $81.1B | 0.88% | |
| 35 | —DIGITALGLOBE INC | 2,050,045 | $72.3B | 0.78% | |
| 36 | —CAPITAL BK FINL CORP | 1,739,172 | $71.4B | 0.77% | |
| 37 | —ALLEGHENY TECHNOLOGIES INC | 33,950,000 | $62.3B | 0.67% | |
| 38 | —TESLA INC | 49,800,000 | $61.3B | 0.66% | |
| 39 | —EURONET WORLDWIDE INC | 41,325,000 | $56.1B | 0.61% | |
| 40 | FTVFORTIVE CORP | 765,660 | $54.2B | 0.59% | |
| 41 | —DOMINION DIAMOND CORP | 3,821,353 | $54.2B | 0.59% | |
| 42 | —NEURODERM LTD | 1,370,876 | $53.3B | 0.58% | |
| 43 | —WEST CORP | 2,266,806 | $53.2B | 0.58% | |
| 44 | —ISIS PHARMACEUTICALS INC DEL | 44,600,000 | $47.2B | 0.51% | |
| 45 | —BANKRATE INC DEL | 3,373,518 | $47.1B | 0.51% | |
| 46 | —T MOBILE US INC | 459,525 | $46.0B | 0.50% | |
| 47 | —MOLINA HEALTHCARE INC | 36,299,000 | $45.6B | 0.49% | |
| 48 | —HSN INC | 1,160,421 | $45.3B | 0.49% | |
| 49 | —TTM TECHNOLOGIES INC | 26,500,000 | $44.9B | 0.49% | |
| 50 | —CIENA CORP | 37,005,000 | $44.8B | 0.49% | |
| 51 | —WELLTOWER INC | 697,025 | $44.4B | 0.48% | |
| 52 | —ALLERGAN PLC | 59,750 | $43.8B | 0.47% | |
| 53 | —STATE NATL COS INC | 2,051,659 | $43.1B | 0.47% | |
| 54 | —EMERGENT BIOSOLUTIONS INC | 29,100,000 | $42.0B | 0.45% | |
| 55 | HPEHEWLETT PACKARD ENTERPRISE C | 2,722,558 | $40.0B | 0.43% | |
| 56 | TSLATESLA INC | 113,660 | $38.8B | 0.42% | |
| 57 | —ATWOOD OCEANICS INC | 3,978,237 | $37.4B | 0.40% | |
| 58 | —COLONY CAP INC | 36,700,000 | $37.0B | 0.40% | |
| 59 | LWLAMB WESTON HLDGS INC | 787,914 | $36.9B | 0.40% | |
| 60 | AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN | 28,525,000 | $36.5B | 0.39% | |
| 61 | —SUCAMPO PHARMACEUTICALS INC | 34,050,000 | $35.3B | 0.38% | |
| 62 | —ASTORIA FINL CORP | 1,619,668 | $34.8B | 0.38% | |
| 63 | —PARKWAY INC | 1,495,544 | $34.4B | 0.37% | |
| 64 | —AKAMAI TECHNOLOGIES INC | 35,150,000 | $34.2B | 0.37% | |
| 65 | —CU BANCORP CALIF | 882,569 | $34.2B | 0.37% | |
| 66 | —SPIRIT RLTY CAP INC NEW | 33,500,000 | $33.6B | 0.36% | |
| 67 | RACEFERRARI N V | 301,487 | $33.3B | 0.36% | |
| 68 | —STRAIGHT PATH COMMUNICATNS I | 179,375 | $32.4B | 0.35% | |
| 69 | —ALLSCRIPTS HEALTHCARE SOLUTN | 30,250,000 | $32.1B | 0.35% | |
| 70 | —AMAG PHARMACEUTICALS INC | 31,575,000 | $30.8B | 0.33% | |
| 71 | GECBLE 4.5 11/15/29GENERAL CABLE CORP DEL NEW | 34,390,000 | $30.6B | 0.33% | |
| 72 | INVA 2.125 01/15/23THERAVANCE INC | 31,218,000 | $30.6B | 0.33% | |
| 73 | GNWGENWORTH FINL INC | 7,796,296 | $30.0B | 0.32% | |
| 74 | —CALGON CARBON CORP | 1,400,000 | $30.0B | 0.32% | |
| 75 | ADNTADIENT PLC | 350,811 | $29.5B | 0.32% | |
| 76 | JBGSJBG SMITH PPTYS | 853,956 | $29.2B | 0.32% | |
| 77 | PKPARK HOTELS RESORTS INC | 1,029,122 | $28.4B | 0.31% | |
| 78 | FORFORESTAR GROUP INC | 1,636,462 | $28.1B | 0.30% | |
| 79 | VSMEURVERSUM MATLS INC | 711,260 | $27.6B | 0.30% | |
| 80 | —STARWOOD WAYPOINT HOMES | 745,053 | $27.1B | 0.29% | |
| 81 | —XCERRA CORP | 2,737,871 | $27.0B | 0.29% | |
| 82 | —BIOVERATIV INC | 468,072 | $26.7B | 0.29% | |
| 83 | BHFBRIGHTHOUSE FINL INC | 439,181 | $26.7B | 0.29% | |
| 84 | CNDTCONDUENT INC | 1,692,094 | $26.5B | 0.29% | |
| 85 | NGVTINGEVITY CORP | 417,796 | $26.1B | 0.28% | |
| 86 | —SILVER STD RES INC | 25,650,000 | $25.9B | 0.28% | |
| 87 | VREXVAREX IMAGING CORP | 752,764 | $25.5B | 0.28% | |
| 88 | LSCCLATTICE SEMICONDUCTOR CORP | 4,876,696 | $25.4B | 0.28% | |
| 89 | —PACIFIC CONTINENTAL CORP | 942,191 | $25.4B | 0.27% | |
| 90 | MSGNMSG NETWORK INC | 1,171,724 | $24.8B | 0.27% | |
| 91 | —SHIP FINANCE INTERNATIONAL L | 23,600,000 | $24.8B | 0.27% | |
| 92 | VGR V2.5 01/15/19VECTOR GROUP LTD | 16,650,000 | $24.6B | 0.27% | |
| 93 | —ADVISORY BRD CO | 458,665 | $24.6B | 0.27% | |
| 94 | —APOLLO COML REAL EST FIN INC | 22,650,000 | $24.6B | 0.27% | |
| 95 | —SILVER SPRING NETWORKS INC | 1,494,700 | $24.2B | 0.26% | |
| 96 | —ACORDA THERAPEUTICS INC | 26,625,000 | $24.2B | 0.26% | |
| 97 | BRK-BQUALITY CARE PPTYS INC | 1,538,131 | $23.8B | 0.26% | |
| 98 | —EZCORP INC | 24,000,000 | $23.6B | 0.26% | |
| 99 | —HURON CONSULTING GROUP INC | 23,955,000 | $22.5B | 0.24% | |
| 100 | —PATTERN ENERGY GROUP INC | 21,314,000 | $22.2B | 0.24% |
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