AQR Arbitrage LLC Q4 2018 Filing
Filed February 14, 2019
Portfolio Value
$7.3B
Holdings
574
Report Date
Q4 2018
Filing Type
13F-HR
All Holdings (574 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | —NOVELLUS SYS INC | 108,555,000 | $448.2B | 6155.75% | |
| 2 | AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC | 85,200,000 | $207.4B | 2847.89% | |
| 3 | —L3 TECHNOLOGIES INC | 1,170,292 | $203.2B | 2791.27% | |
| 4 | NXPINXP SEMICONDUCTORS N V | 2,384,779 | $174.8B | 2400.17% | |
| 5 | —ARRIS INTL INC | 5,095,389 | $155.8B | 2139.34% | |
| 6 | ELV 2.75 10/15/42ANTHEM INC | 40,654,000 | $147.2B | 2021.73% | |
| 7 | —INTEGRATED DEVICE TECHNOLOGY | 3,000,963 | $145.3B | 1996.10% | |
| 8 | AABAUSDALTABA INC | 2,488,238 | $144.2B | 1980.06% | |
| 9 | —U S G CORP | 3,317,976 | $141.5B | 1944.02% | |
| 10 | —ESTERLINE TECHNOLOGIES CORP | 1,158,960 | $140.8B | 1933.19% | |
| 11 | MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC | 96,500,000 | $136.4B | 1873.32% | |
| 12 | —VECTREN CORP | 1,815,310 | $130.7B | 1794.61% | |
| 13 | —RANDGOLD RES LTD | 1,506,772 | $129.1B | 1772.76% | |
| 14 | —TWENTY FIRST CENTY FOX INC | 2,620,384 | $126.1B | 1731.80% | |
| 15 | RHT1EURRED HAT INC | 712,262 | $125.1B | 1718.19% | |
| 16 | AVAAVISTA CORP | 2,816,358 | $119.6B | 1643.16% | |
| 17 | —SCANA CORP NEW | 2,474,877 | $118.3B | 1624.08% | |
| 18 | —DUN & BRADSTREET CORP DEL NE | 790,822 | $112.9B | 1550.36% | |
| 19 | —ATHENAHEALTH INC | 855,380 | $112.8B | 1549.92% | |
| 20 | TRCOTRIBUNE MEDIA CO | 2,430,253 | $110.3B | 1514.69% | |
| 21 | —MOLINA HEALTHCARE INC | 38,325,000 | $110.3B | 1514.63% | |
| 22 | —ORBOTECH LTD | 1,949,327 | $110.2B | 1513.73% | |
| 23 | —NXSTAGE MEDICAL INC | 3,684,861 | $105.5B | 1448.43% | |
| 24 | —ASPEN INSURANCE HOLDINGS LTD | 2,502,153 | $105.1B | 1443.00% | |
| 25 | —TESARO INC | 1,226,783 | $91.1B | 1251.05% | |
| 26 | —SPRINT CORP | 14,484,662 | $84.3B | 1157.82% | |
| 27 | —PALO ALTO NETWORKS INC | 48,400,000 | $82.3B | 1129.74% | |
| 28 | —NEWFIELD EXPL CO | 5,554,579 | $81.4B | 1118.39% | |
| 29 | —MICRON TECHNOLOGY INC | 27,379,000 | $79.3B | 1089.28% | |
| 30 | —BELMOND LTD | 3,162,731 | $79.2B | 1087.25% | |
| 31 | —SQUARE INC | 31,635,000 | $77.4B | 1062.84% | |
| 32 | —FINISAR CORP | 3,418,268 | $73.8B | 1014.07% | |
| 33 | —ALLEGHENY TECHNOLOGIES INC | 33,950,000 | $57.1B | 784.57% | |
| 34 | —HERBALIFE LTD | 40,000,000 | $55.3B | 759.01% | |
| 35 | —CAESARS ENTMT CORP | 44,275,000 | $55.1B | 756.32% | |
| 36 | —MICROCHIP TECHNOLOGY INC | 55,941,000 | $55.0B | 755.30% | |
| 37 | —CHESAPEAKE ENERGY CORP | 67,825,000 | $54.8B | 752.08% | |
| 38 | —NUTRI SYS INC NEW | 1,214,326 | $53.3B | 731.83% | |
| 39 | —MB FINANCIAL INC NEW | 1,232,585 | $48.8B | 670.88% | |
| 40 | PACBPACIFIC BIOSCIENCES CALIF IN | 6,584,898 | $48.7B | 669.25% | |
| 41 | GNWGENWORTH FINL INC | 10,091,078 | $47.0B | 645.84% | |
| 42 | —APPTIO INC | 1,207,846 | $45.9B | 629.72% | |
| 43 | —ELECTRO SCIENTIFIC INDS | 1,487,372 | $44.6B | 612.03% | |
| 44 | —IMPERVA INC | 756,364 | $42.1B | 578.52% | |
| 45 | —TERADYNE INC | 34,450,000 | $40.9B | 562.16% | |
| 46 | —WORKDAY INC | 20,000,000 | $39.6B | 544.00% | |
| 47 | —CLEVELAND CLIFFS INC | 33,075,000 | $36.9B | 506.93% | |
| 48 | —AEROJET ROCKETDYNE HLDGS INC | 24,250,000 | $35.7B | 490.26% | |
| 49 | —NEVSUN RES LTD | 7,986,500 | $35.0B | 481.06% | |
| 50 | UPBDRENT A CTR INC NEW | 2,076,937 | $33.6B | 461.83% | |
| 51 | —SENDGRID INC | 767,534 | $33.1B | 455.07% | |
| 52 | —FCB FINL HLDGS INC | 939,124 | $31.5B | 433.13% | |
| 53 | —TTM TECHNOLOGIES INC | 26,500,000 | $30.9B | 424.02% | |
| 54 | —INFRAREIT INC | 1,441,225 | $30.3B | 416.08% | |
| 55 | —AMAG PHARMACEUTICALS INC | 32,975,000 | $30.2B | 415.15% | |
| 56 | AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN | 31,525,000 | $30.1B | 413.83% | |
| 57 | —SHIRE PLC | 162,242 | $28.2B | 387.82% | |
| 58 | —MINDBODY INC | 773,975 | $28.2B | 386.94% | |
| 59 | —RESTORATION HARDWARE HLDGS I | 23,900,000 | $27.8B | 382.43% | |
| 60 | INVA 2.125 01/15/23THERAVANCE INC | 25,543,000 | $27.7B | 379.97% | |
| 61 | —ISTAR INC | 30,350,000 | $27.4B | 376.62% | |
| 62 | —NUVASIVE INC | 25,401,000 | $26.8B | 368.04% | |
| 63 | —STATE BK FINL CORP | 1,175,187 | $25.4B | 348.47% | |
| 64 | —BOXWOOD MERGER CORP | 2,500,000 | $24.8B | 340.95% | |
| 65 | —INPHI CORP | 26,150,000 | $24.2B | 332.92% | |
| 66 | —HURON CONSULTING GROUP INC | 23,955,000 | $23.6B | 324.03% | |
| 67 | —FINTECH ACQUISITION CORP III | 2,300,000 | $23.1B | 316.84% | |
| 68 | —AMCI ACQUISITION CORP | 2,300,000 | $22.9B | 314.31% | |
| 69 | —HORTONWORKS INC | 1,567,016 | $22.6B | 310.34% | |
| 70 | —SHIP FINANCE INTERNATIONAL L | 23,600,000 | $22.0B | 302.14% | |
| 71 | —WILDHORSE RESOURCE DEV CORP | 1,547,421 | $21.8B | 299.88% | |
| 72 | —INVESTMENT TECHNOLOGY GRP NE | 717,037 | $21.7B | 297.80% | |
| 73 | —TRAVELPORT WORLDWIDE LTD | 1,325,466 | $20.7B | 284.36% | |
| 74 | —ZILLOW GROUP INC | 23,575,000 | $20.4B | 279.75% | |
| 75 | —WEATHERFORD INTL LTD | 31,825,000 | $20.3B | 278.41% | |
| 76 | —HERCULES CAPITAL INC | 21,150,000 | $20.1B | 275.63% | |
| 77 | —CF FIN ACQUISITION CORP | 2,000,000 | $20.0B | 274.69% | |
| 78 | —II VI INC | 20,000,000 | $19.5B | 268.26% | |
| 79 | —TESLA INC | 15,750,000 | $19.1B | 263.00% | |
| 80 | —PROSPECT CAPITAL CORPORATION | 19,250,000 | $18.5B | 253.82% | |
| 81 | STCSTEWART INFORMATION SVCS COR | 440,124 | $18.2B | 250.25% | |
| 82 | —APOLLO COML REAL EST FIN INC | 18,875,000 | $18.2B | 249.59% | |
| 83 | BXMT 4.75 03/15/23BLACKSTONE MTG TR INC | 18,450,000 | $18.0B | 247.52% | |
| 84 | RWT 5.625 07/15/24REDWOOD TR INC | 18,875,000 | $17.8B | 243.98% | |
| 85 | JBGSJBG SMITH PPTYS | 508,510 | $17.7B | 243.11% | |
| 86 | VECO 2.7 01/15/23VEECO INSTRS INC DEL | 23,000,000 | $17.5B | 239.80% | |
| 87 | NVTNVENT ELECTRIC PLC | 764,088 | $17.2B | 235.69% | |
| 88 | RWT 4.75 08/15/23REDWOOD TR INC | 18,575,000 | $17.1B | 234.38% | |
| 89 | —SEACOR HOLDINGS INC | 19,244,000 | $17.0B | 234.10% | |
| 90 | —ACORDA THERAPEUTICS INC | 20,325,000 | $16.9B | 232.36% | |
| 91 | —CENTERPOINT ENERGY INC | 331,450 | $16.7B | 229.64% | |
| 92 | —MICRO FOCUS INTERNATIONAL PL | 965,357 | $16.6B | 228.18% | |
| 93 | —GRAF INDL CORP | 1,650,000 | $15.8B | 217.55% | |
| 94 | OPTUALTICE USA INC | 910,298 | $15.0B | 206.54% | |
| 95 | WHWYNDHAM HOTELS & RESORTS INC | 329,003 | $14.9B | 205.01% | |
| 96 | —TKK SYMPHONY ACQUISITION COR | 1,530,000 | $14.8B | 202.79% | |
| 97 | —EZCORP INC | 15,075,000 | $14.8B | 202.59% | |
| 98 | —CONNECTICUT WTR SVC INC | 216,851 | $14.5B | 199.16% | |
| 99 | —INFINERA CORPORATION | 19,700,000 | $14.4B | 197.18% | |
| 100 | REZIRESIDEO TECHNOLOGIES INC | 698,537 | $14.4B | 197.16% |
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