AQR Arbitrage LLC Q3 2018 Filing
Filed November 14, 2018
Portfolio Value
$8.7T
Holdings
482
Report Date
Q3 2018
Filing Type
13F-HR
All Holdings (482 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | —NOVELLUS SYS INC | 111,419,000 | $511.0B | 5.89% | |
| 2 | AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC | 85,200,000 | $331.0B | 3.82% | |
| 3 | —ROCKWELL COLLINS INC | 1,505,608 | $211.5B | 2.44% | |
| 4 | NXPINXP SEMICONDUCTORS N V | 2,422,065 | $207.1B | 2.39% | |
| 5 | ELV 2.75 10/15/42ANTHEM INC | 54,129,000 | $204.6B | 2.36% | |
| 6 | —MOLINA HEALTHCARE INC | 55,525,000 | $202.7B | 2.34% | |
| 7 | INTC 3.25 08/01/39INTEL CORP | 84,083,000 | $193.2B | 2.23% | |
| 8 | CLSCA INC | 4,321,754 | $190.8B | 2.20% | |
| 9 | —ANDEAVOR | 1,227,591 | $188.4B | 2.17% | |
| 10 | AABAUSDALTABA INC | 2,488,238 | $169.5B | 1.95% | |
| 11 | —EXPRESS SCRIPTS HLDG CO | 1,756,711 | $166.9B | 1.92% | |
| 12 | MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC | 96,500,000 | $146.3B | 1.69% | |
| 13 | —AETNA INC NEW | 709,175 | $143.9B | 1.66% | |
| 14 | —PINNACLE FOODS INC DEL | 2,168,990 | $140.6B | 1.62% | |
| 15 | AVAAVISTA CORP | 2,732,891 | $138.2B | 1.59% | |
| 16 | —SQUARE INC | 31,635,000 | $136.9B | 1.58% | |
| 17 | —FOREST CITY RLTY TR INC | 4,955,753 | $124.3B | 1.43% | |
| 18 | —TWENTY FIRST CENTY FOX INC | 2,651,291 | $122.8B | 1.42% | |
| 19 | —MICRON TECHNOLOGY INC | 29,305,000 | $120.9B | 1.39% | |
| 20 | —VECTREN CORP | 1,655,932 | $118.4B | 1.37% | |
| 21 | —U S G CORP | 2,443,614 | $105.8B | 1.22% | |
| 22 | —SCANA CORP NEW | 2,666,550 | $103.7B | 1.20% | |
| 23 | —SODASTREAM INTERNATIONAL LTD | 709,772 | $101.6B | 1.17% | |
| 24 | —ORBOTECH LTD | 1,686,428 | $100.2B | 1.16% | |
| 25 | —PALO ALTO NETWORKS INC | 48,400,000 | $98.6B | 1.14% | |
| 26 | —DUN & BRADSTREET CORP DEL NE | 685,654 | $97.7B | 1.13% | |
| 27 | —KAPSTONE PAPER & PACKAGING C | 2,874,376 | $97.5B | 1.12% | |
| 28 | —SPRINT CORP | 14,148,031 | $92.5B | 1.07% | |
| 29 | —ENERGEN CORP | 1,071,916 | $92.4B | 1.07% | |
| 30 | —NXSTAGE MEDICAL INC | 3,262,960 | $91.0B | 1.05% | |
| 31 | —ENVISION HEALTHCARE CORP | 1,933,088 | $88.4B | 1.02% | |
| 32 | —CHESAPEAKE ENERGY CORP | 80,725,000 | $79.9B | 0.92% | |
| 33 | —ALLEGHENY TECHNOLOGIES INC | 33,950,000 | $73.5B | 0.85% | |
| 34 | —CAESARS ENTMT CORP | 44,275,000 | $72.2B | 0.83% | |
| 35 | —INTEGRATED DEVICE TECHNOLOGY | 1,434,731 | $67.4B | 0.78% | |
| 36 | —WAYFAIR INC | 43,500,000 | $65.8B | 0.76% | |
| 37 | —ASPEN INSURANCE HOLDINGS LTD | 1,572,961 | $65.8B | 0.76% | |
| 38 | —PINNACLE ENTMT INC NEW | 1,903,218 | $64.1B | 0.74% | |
| 39 | —TERADYNE INC | 49,225,000 | $64.1B | 0.74% | |
| 40 | EXASEXACT SCIENCES CORP | 50,100,000 | $62.0B | 0.72% | |
| 41 | —SUPERVALU INC | 1,892,358 | $61.0B | 0.70% | |
| 42 | —MICROCHIP TECHNOLOGY INC | 55,941,000 | $59.1B | 0.68% | |
| 43 | —MITEL NETWORKS CORP | 5,113,931 | $56.4B | 0.65% | |
| 44 | —CLEVELAND CLIFFS INC | 33,075,000 | $54.4B | 0.63% | |
| 45 | —NUVASIVE INC | 41,926,000 | $53.2B | 0.61% | |
| 46 | —LASALLE HOTEL PPTYS | 1,402,284 | $48.5B | 0.56% | |
| 47 | —AMTRUST FINL SVCS INC | 3,209,147 | $46.6B | 0.54% | |
| 48 | —GRAMERCY PPTY TR | 1,644,395 | $45.1B | 0.52% | |
| 49 | —TTM TECHNOLOGIES INC | 26,500,000 | $44.8B | 0.52% | |
| 50 | TRCOTRIBUNE MEDIA CO | 1,157,617 | $44.5B | 0.51% | |
| 51 | —OCLARO INC | 4,858,759 | $43.4B | 0.50% | |
| 52 | GNWGENWORTH FINL INC | 10,001,572 | $41.7B | 0.48% | |
| 53 | LWLAMB WESTON HLDGS INC | 620,877 | $41.4B | 0.48% | |
| 54 | —OCEAN RIG UDW INC | 1,146,397 | $39.7B | 0.46% | |
| 55 | AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN | 31,525,000 | $38.1B | 0.44% | |
| 56 | —ILLUMINA INC | 25,629,000 | $37.3B | 0.43% | |
| 57 | UPBDRENT A CTR INC NEW | 2,572,241 | $37.0B | 0.43% | |
| 58 | —WORKDAY INC | 20,000,000 | $36.1B | 0.42% | |
| 59 | —AMAG PHARMACEUTICALS INC | 32,975,000 | $34.7B | 0.40% | |
| 60 | —LENDINGTREE INC NEW | 26,700,000 | $34.0B | 0.39% | |
| 61 | —SPIRIT RLTY CAP INC NEW | 33,500,000 | $33.5B | 0.39% | |
| 62 | HGVHILTON GRAND VACATIONS INC | 968,552 | $32.1B | 0.37% | |
| 63 | —STATE BK FINL CORP | 1,046,810 | $31.6B | 0.36% | |
| 64 | —WEATHERFORD INTL LTD | 33,175,000 | $31.3B | 0.36% | |
| 65 | AAALCOA CORP | 765,797 | $30.9B | 0.36% | |
| 66 | —CONVERGYS CORP | 1,292,506 | $30.7B | 0.35% | |
| 67 | —SHIRE PLC | 162,242 | $29.4B | 0.34% | |
| 68 | —AEROJET ROCKETDYNE HLDGS INC | 19,875,000 | $28.4B | 0.33% | |
| 69 | —AKORN INC | 2,135,937 | $27.7B | 0.32% | |
| 70 | —ENSCO JERSEY FIN LTD | 27,575,000 | $27.5B | 0.32% | |
| 71 | INVA 2.125 01/15/23THERAVANCE INC | 25,543,000 | $25.9B | 0.30% | |
| 72 | —INPHI CORP | 26,150,000 | $25.8B | 0.30% | |
| 73 | —BIOMARIN PHARMACEUTICAL INC | 24,825,000 | $25.7B | 0.30% | |
| 74 | —FCB FINL HLDGS INC | 529,566 | $25.1B | 0.29% | |
| 75 | —MB FINANCIAL INC NEW | 544,359 | $25.1B | 0.29% | |
| 76 | —SHIP FINANCE INTERNATIONAL L | 23,600,000 | $23.5B | 0.27% | |
| 77 | —HURON CONSULTING GROUP INC | 23,955,000 | $23.4B | 0.27% | |
| 78 | —TESLA INC | 22,175,000 | $22.7B | 0.26% | |
| 79 | —INTREXON CORP | 18,800,000 | $22.4B | 0.26% | |
| 80 | —SYNTEL INC | 542,443 | $22.2B | 0.26% | |
| 81 | —ZILLOW GROUP INC | 23,575,000 | $21.8B | 0.25% | |
| 82 | —MICRO FOCUS INTERNATIONAL PL | 1,165,037 | $21.5B | 0.25% | |
| 83 | —INFINERA CORPORATION | 21,000,000 | $21.3B | 0.25% | |
| 84 | CNDTCONDUENT INC | 934,760 | $21.1B | 0.24% | |
| 85 | —RESTORATION HARDWARE HLDGS I | 16,900,000 | $20.9B | 0.24% | |
| 86 | NVTNVENT ELECTRIC PLC | 763,258 | $20.7B | 0.24% | |
| 87 | —HERCULES CAPITAL INC | 21,150,000 | $20.5B | 0.24% | |
| 88 | —VEONEER INCORPORATED | 364,179 | $20.1B | 0.23% | |
| 89 | APY1USDAPERGY CORP | 459,482 | $20.0B | 0.23% | |
| 90 | STCSTEWART INFORMATION SVCS COR | 440,124 | $19.8B | 0.23% | |
| 91 | —INPHI CORP | 17,075,000 | $19.8B | 0.23% | |
| 92 | VECO 2.7 01/15/23VEECO INSTRS INC DEL | 23,000,000 | $19.6B | 0.23% | |
| 93 | —TEAM INC | 15,400,000 | $19.4B | 0.22% | |
| 94 | —SEACOR HOLDINGS INC | 19,244,000 | $19.4B | 0.22% | |
| 95 | —KMG CHEMICALS INC | 254,893 | $19.3B | 0.22% | |
| 96 | —PROSPECT CAPITAL CORPORATION | 19,250,000 | $19.1B | 0.22% | |
| 97 | JBGSJBG SMITH PPTYS | 510,187 | $18.8B | 0.22% | |
| 98 | RWT 5.625 07/15/24REDWOOD TR INC | 18,875,000 | $18.7B | 0.22% | |
| 99 | WHWYNDHAM HOTELS & RESORTS INC | 332,991 | $18.5B | 0.21% | |
| 100 | BXMT 4.75 03/15/23BLACKSTONE MTG TR INC | 18,450,000 | $18.4B | 0.21% |
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