AQR Arbitrage LLC Q4 2017 Filing
Filed February 14, 2018
Portfolio Value
$8.5T
Holdings
368
Report Date
Q4 2017
Filing Type
13F-HR
All Holdings (368 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | —NOVELLUS SYS INC | 119,892,000 | $660.3B | 7.81% | |
| 2 | VRSN 3.25 08/15/37VERISIGN INC | 136,300,000 | $455.8B | 5.39% | |
| 3 | TWXCHFTIME WARNER INC | 2,775,649 | $253.9B | 3.00% | |
| 4 | INTC 3.25 08/01/39INTEL CORP | 108,533,000 | $241.3B | 2.85% | |
| 5 | AABAUSDALTABA INC | 3,417,904 | $238.7B | 2.82% | |
| 6 | —ROCKWELL COLLINS INC | 1,673,800 | $227.0B | 2.68% | |
| 7 | —MONSANTO CO NEW | 1,830,898 | $213.8B | 2.53% | |
| 8 | SNISCRIPPS NETWORKS INTERACT IN | 2,165,976 | $184.9B | 2.19% | |
| 9 | —PRICELINE GRP INC | 96,314,000 | $176.9B | 2.09% | |
| 10 | —MOLINA HEALTHCARE INC | 92,325,000 | $176.8B | 2.09% | |
| 11 | —CALATLANTIC GROUP INC | 3,134,252 | $176.7B | 2.09% | |
| 12 | ELV 2.75 10/15/42ANTHEM INC | 54,129,000 | $166.8B | 1.97% | |
| 13 | —ORBITAL ATK INC | 1,212,630 | $159.5B | 1.89% | |
| 14 | —WGL HLDGS INC | 1,817,616 | $156.0B | 1.84% | |
| 15 | —CAVIUM INC | 1,830,000 | $153.4B | 1.81% | |
| 16 | MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC | 87,925,000 | $149.9B | 1.77% | |
| 17 | WRUSDWESTAR ENERGY INC | 2,634,285 | $139.1B | 1.64% | |
| 18 | AVAAVISTA CORP | 2,628,799 | $135.4B | 1.60% | |
| 19 | —ADVANCED ACCELERATOR APPLIC | 1,419,878 | $115.9B | 1.37% | |
| 20 | NXPINXP SEMICONDUCTORS N V | 952,305 | $111.5B | 1.32% | |
| 21 | —MICRON TECHNOLOGY INC | 29,305,000 | $110.1B | 1.30% | |
| 22 | —CALPINE CORP | 7,156,476 | $108.3B | 1.28% | |
| 23 | ELV 5.25 05/01/18ANTHEM INC | 1,920,000 | $108.0B | 1.28% | |
| 24 | AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC | 65,200,000 | $98.1B | 1.16% | |
| 25 | —AKORN INC | 2,907,716 | $93.7B | 1.11% | |
| 26 | RGCGBPREGAL ENTMT GROUP | 3,579,605 | $82.4B | 0.97% | |
| 27 | —SALESFORCE COM INC | 51,853,000 | $79.5B | 0.94% | |
| 28 | HUNHUNTSMAN CORP | 2,366,778 | $78.8B | 0.93% | |
| 29 | —WEATHERFORD INTL LTD | 71,200,000 | $77.3B | 0.91% | |
| 30 | —NXSTAGE MEDICAL INC | 2,943,702 | $71.3B | 0.84% | |
| 31 | AAALCOA CORP | 1,295,867 | $69.8B | 0.83% | |
| 32 | —BUFFALO WILD WINGS INC | 433,469 | $67.8B | 0.80% | |
| 33 | —AETNA INC NEW | 365,406 | $65.9B | 0.78% | |
| 34 | —ALLEGHENY TECHNOLOGIES INC | 33,950,000 | $63.0B | 0.74% | |
| 35 | —DYNEGY INC NEW DEL | 5,076,746 | $60.2B | 0.71% | |
| 36 | HGVHILTON GRAND VACATIONS INC | 1,421,162 | $59.6B | 0.70% | |
| 37 | —TESLA INC | 49,800,000 | $58.0B | 0.69% | |
| 38 | —ENSCO JERSEY FIN LTD | 63,125,000 | $56.3B | 0.67% | |
| 39 | —MICRO FOCUS INTERNATIONAL PL | 1,669,337 | $56.1B | 0.66% | |
| 40 | LWLAMB WESTON HLDGS INC | 918,748 | $51.9B | 0.61% | |
| 41 | —STRAIGHT PATH COMMUNICATNS I | 282,707 | $51.4B | 0.61% | |
| 42 | —EURONET WORLDWIDE INC | 41,325,000 | $51.0B | 0.60% | |
| 43 | —BIOVERATIV INC | 924,878 | $49.9B | 0.59% | |
| 44 | —GENERAL CABLE CORP DEL NEW | 1,549,918 | $45.9B | 0.54% | |
| 45 | —TTM TECHNOLOGIES INC | 26,500,000 | $45.5B | 0.54% | |
| 46 | ADNTADIENT PLC | 573,748 | $45.2B | 0.53% | |
| 47 | —SILVER SPRING NETWORKS INC | 2,763,513 | $44.9B | 0.53% | |
| 48 | —TWENTY FIRST CENTY FOX INC | 1,255,940 | $43.4B | 0.51% | |
| 49 | —WELLTOWER INC | 697,025 | $41.9B | 0.50% | |
| 50 | BMRN 0.599 08/01/24BIOMARIN PHARMACEUTICAL INC | 41,850,000 | $41.8B | 0.49% | |
| 51 | FTVFORTIVE CORP | 560,380 | $40.5B | 0.48% | |
| 52 | —GCP APPLIED TECHNOLOGIES INC | 1,178,738 | $37.6B | 0.44% | |
| 53 | —ALLERGAN PLC | 59,750 | $35.1B | 0.41% | |
| 54 | —IGNYTA INC | 1,267,016 | $33.8B | 0.40% | |
| 55 | AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN | 28,525,000 | $33.7B | 0.40% | |
| 56 | —SPIRIT RLTY CAP INC NEW | 33,500,000 | $33.6B | 0.40% | |
| 57 | —CHICAGO BRIDGE & IRON CO N V | 2,077,829 | $33.5B | 0.40% | |
| 58 | —ALLSCRIPTS HEALTHCARE SOLUTN | 30,250,000 | $32.5B | 0.38% | |
| 59 | —CALGON CARBON CORP | 1,501,492 | $32.0B | 0.38% | |
| 60 | INVA 2.125 01/15/23THERAVANCE INC | 31,218,000 | $31.0B | 0.37% | |
| 61 | —XCERRA CORP | 3,138,143 | $30.7B | 0.36% | |
| 62 | —IMPAX LABORATORIES INC | 31,450,000 | $30.7B | 0.36% | |
| 63 | —HSN INC | 741,690 | $29.9B | 0.35% | |
| 64 | —ACORDA THERAPEUTICS INC | 34,225,000 | $29.2B | 0.34% | |
| 65 | —TIME INC NEW | 1,576,351 | $29.1B | 0.34% | |
| 66 | VREXVAREX IMAGING CORP | 720,513 | $28.9B | 0.34% | |
| 67 | —AMAG PHARMACEUTICALS INC | 33,575,000 | $28.9B | 0.34% | |
| 68 | —BROADSOFT INC | 525,389 | $28.8B | 0.34% | |
| 69 | —BONANZA CREEK ENERGY INC | 1,039,358 | $28.7B | 0.34% | |
| 70 | NGVTINGEVITY CORP | 406,842 | $28.7B | 0.34% | |
| 71 | YUMCYUM CHINA HLDGS INC | 685,742 | $27.4B | 0.32% | |
| 72 | —WORKDAY INC | 20,000,000 | $27.4B | 0.32% | |
| 73 | VGR V2.5 01/15/19VECTOR GROUP LTD | 16,650,000 | $26.4B | 0.31% | |
| 74 | —AKAMAI TECHNOLOGIES INC | 26,000,000 | $26.2B | 0.31% | |
| 75 | —INPHI CORP | 26,150,000 | $26.0B | 0.31% | |
| 76 | —SHIP FINANCE INTERNATIONAL L | 23,600,000 | $25.2B | 0.30% | |
| 77 | —SILVER STD RES INC | 25,650,000 | $25.1B | 0.30% | |
| 78 | —EZCORP INC | 24,000,000 | $24.8B | 0.29% | |
| 79 | —DELPHI TECHNOLOGIES PLC | 469,030 | $24.6B | 0.29% | |
| 80 | BRK-BQUALITY CARE PPTYS INC | 1,779,706 | $24.6B | 0.29% | |
| 81 | GNWGENWORTH FINL INC | 7,851,196 | $24.4B | 0.29% | |
| 82 | —PALO ALTO NETWORKS INC | 17,700,000 | $24.3B | 0.29% | |
| 83 | —TESLA INC | 21,600,000 | $23.4B | 0.28% | |
| 84 | —CSG SYS INTL INC | 20,595,000 | $22.5B | 0.27% | |
| 85 | —HURON CONSULTING GROUP INC | 23,955,000 | $22.4B | 0.26% | |
| 86 | —PATTERN ENERGY GROUP INC | 21,314,000 | $21.7B | 0.26% | |
| 87 | CNDTCONDUENT INC | 1,306,127 | $21.1B | 0.25% | |
| 88 | BHFBRIGHTHOUSE FINL INC | 356,045 | $20.9B | 0.25% | |
| 89 | —TUTOR PERINI CORP | 18,700,000 | $20.7B | 0.24% | |
| 90 | VSMEURVERSUM MATLS INC | 540,547 | $20.5B | 0.24% | |
| 91 | JBGSJBG SMITH PPTYS | 588,307 | $20.4B | 0.24% | |
| 92 | VECO 2.7 01/15/23VEECO INSTRS INC DEL | 23,000,000 | $20.1B | 0.24% | |
| 93 | PKPARK HOTELS RESORTS INC | 690,467 | $19.9B | 0.23% | |
| 94 | —SEACOR HOLDINGS INC | 19,300,000 | $19.7B | 0.23% | |
| 95 | —STARWOOD PPTY TR INC | 16,980,000 | $18.8B | 0.22% | |
| 96 | —BLACK HILLS CORP | 281,523 | $18.7B | 0.22% | |
| 97 | —PROSPECT CAPITAL CORPORATION | 18,450,000 | $18.6B | 0.22% | |
| 98 | —TRINITY INDS INC | 11,525,000 | $18.2B | 0.22% | |
| 99 | RWT 4.75 08/15/23REDWOOD TR INC | 18,575,000 | $18.0B | 0.21% | |
| 100 | TSLATESLA INC | 56,492 | $17.6B | 0.21% |
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