AQR Arbitrage LLC — Q4 2017 13F Holdings

Name: AQR Arbitrage LLC — 13F Holdings, Q4 2017
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001167456

Total reported value

$6.1B

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Full holdings list this quarter

Showing top 200 holdings (of 368 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	LRCX 2.625 05-15-41	Novellus Systems INC	Stock-Tech	7.81%	—	—
2	VRSN 3.25 08-15-37	Verisign INC	Stock-Tech	5.39%	—	—
3	TWXCHF	Time Warner INC	Stock-Other	3.00%	—	+46.71%
4	INTC 3.25 08-01-39	Intel CORP	Stock-Tech	2.85%	—	+33.66%
5	AABAUSD	Altaba INC	Stock-Other	2.82%	—	-27.63%
6	ROK	Rockwell Automation, Inc.	Stock-Industrials	2.68%	—	+3.41%
7	✓		Stock-Other	2.53%	—	+1.66%
8	SNI	Scripps Networks Inter-cl A	Stock-Other	2.19%	—	—
9	BKNG 1 03-15-18	Booking Holdings INC	Stock-Consumer Disc	2.09%	—	+5.48%
10	MOH 1.125 01-15-20	Molina Healthcare INC	Stock-Healthcare	2.09%	—	+5.73%
11	✓		Stock-Other	2.09%	—	—
12	ELV 2.75 10-15-42	Elevance Health INC	Stock-Healthcare	1.97%	—	—
13	✓	Orbital Atk Inc	Stock-Other	1.89%	—	+21.69%
14	✓		Stock-Other	1.84%	—	+22.30%
15	✓	Cavium INC	Stock-Other	1.81%	—	—
16	MCHP 1.625 02-15-25	Microchip Technology INC	Stock-Tech	1.77%	—	—
17	WRUSD	Westar Energy INC	Stock-Other	1.64%	—	+1.99%
18	AVA	Avista CORP	Stock-Utilities	1.60%	—	+22.59%
19	AAAPGBP	Advanced Accelerator App-adr	Stock-Other	1.37%	—	—
20	NXPI	NXP Semiconductors N.V.	Stock-Tech	1.32%	—	+2.92%
21	MU 2.125 02-15-33 F	Micron Technology INC	Stock-Tech	1.30%	—	—
22	✓	Calpine CORP	Stock-Other	1.28%	—	-8.80%
23	ELV 5.25 05-01-18	Anthem INC	Stock-Healthcare	1.28%	—	—
24	AMD 2.125 09-01-26	Advanced Micro Devices	Stock-Tech	1.16%	—	+11.74%
25	AKRXEUR	Akorn INC	Stock-Other	1.11%	—	-11.77%
26	RGCGBP	Regal Entertainment Group-a	Stock-Other	0.97%	—	—
27	CRM 0.25 04-01-18	Salesforce.com INC	Stock-Tech	0.94%	—	—
28	HUN	Huntsman CORP	Stock-Materials	0.93%	—	-71.86%
29	WFRD 5.875 07-01-21	Weatherford Intl LTD	Stock-Energy	0.91%	—	-8.39%
30	✓	Nxstage Medical INC	Stock-Other	0.84%	—	+0.13%
31	AA	Alcoa CORP	Stock-Materials	0.83%	—	+220.84%
32	✓	Buffalo Wild Wings INC	Stock-Other	0.80%	—	—
33	✓		Stock-Other	0.78%	—	—
34	ATI 4.75 07-01-22	Allegheny Technologies	Stock-Industrials	0.74%	—	—
35	DYN	Dynegy INC New Del	Stock-Other	0.71%	—	—
36	HGV	Hilton Grand Vacations INC	Stock-Other	0.70%	—	+165.29%
37	TSLA 2.375 03-15-22	Tesla INC	Stock-Consumer Disc	0.69%	—	—
38	VAL 3 01-31-24	Ensco Jersey Finance LTD	Stock-Energy	0.67%	—	—
39	✓	Micro Focus International Pl	Stock-Other	0.66%	—	+890.53%
40	LW	Lamb Weston Holdings INC	Stock-Consumer Staples	0.61%	—	+16.61%
41	✓	Straight Path Communicatns Incorporated Class B	Stock-Other	0.61%	—	+57.61%
42	EEFT 1.5 10-01-44	Euronet Worldwide INC	Stock-Tech	0.60%	—	—
43	✓	Bioverativ Inc	Stock-Other	0.59%	—	+97.59%
44	✓	General Cable INC Com	Stock-Other	0.54%	—	—
45	TTMI 1.75 12-15-20	Ttm Technologies INC	Stock-Tech	0.54%	—	—
46	ADNT	Adient plc	Stock-Other	0.53%	—	+63.55%
47	✓	Silver Spring Networks INC	Stock-Other	0.53%	—	+84.89%
48	XXI	Twenty One Capital, Inc.	Stock-Other	0.51%	—	—
49	WELL 6.5 PERP I	Welltower INC	Stock-Real Estate	0.50%	—	—
50	BMRN 0.599 08-01-24	Biomarin Pharmaceutical	Stock-Healthcare	0.49%	—	—

1–50 of 200

Holding changes this quarter

Position changes disclosed by AQR Arbitrage LLC for the quarter ending Q4 2017, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	INTC 3.25 08-01-39	Intel CORP	+1.2%	+33.66%	Add
2	TWXCHF	Time Warner INC	+0.9%	+46.71%	Add
3	AA	Alcoa CORP	+0.6%	+220.84%	Add
4	✓	Micro Focus International Pl	+0.6%	+890.53%	Add
5	HGV	Hilton Grand Vacations INC	+0.5%	+165.29%	Add
6	IONS 1 11-15-21	Ionis Pharmaceuticals In	-0.3%	-70.07%	Trim
7	AABAUSD	Altaba INC	-0.6%	-27.63%	Trim
8	HUN	Huntsman CORP	-1.6%	-71.86%	Trim
9	✓	Vwr CORP	—	EXIT	Sold out
10	✓	Brocade Communications Sys I	—	EXIT	Sold out
11	RICEEUR	Eqt Re Merger Sub INC	—	EXIT	Sold out
12	✓		—	NEW	New buy
13	BCRUSD	Cr Bard INC	—	EXIT	Sold out
14	✓	Cavium INC	—	NEW	New buy
15	✓	Level 3 Communications INC	—	EXIT	Sold out
16	KRG	Kite Realty Group Trust	—	EXIT	Sold out
17	AAAPGBP	Advanced Accelerator App-adr	—	NEW	New buy
18	✓	Parexel Intl CORP	—	EXIT	Sold out
19	✓	Alere INC	—	EXIT	Sold out
20	DISH 3.375 08-15-26	Dish Network CORP	—	EXIT	Sold out
21	RGCGBP	Regal Entertainment Group-a	—	NEW	New buy
22	CRM 0.25 04-01-18	Salesforce.com INC	—	NEW	New buy
23	✓	Digitalglobe INC	—	EXIT	Sold out
24	✓	Capital Bank Financial CORP	—	EXIT	Sold out
25	✓	Buffalo Wild Wings INC	—	NEW	New buy
26	✓		—	NEW	New buy
27	DYN	Dynegy INC New Del	—	NEW	New buy
28	VAL 3 01-31-24	Ensco Jersey Finance LTD	—	NEW	New buy
29	D	Dominion Energy, Inc.	—	EXIT	Sold out
30	✓	Neuroderm LTD	—	EXIT	Sold out
31	WLK	Westlake Corporation	—	EXIT	Sold out
32	✓	Bankrate INC Del	—	EXIT	Sold out
33	TMUS 5.5 12-15-17	T-mobile US INC	—	EXIT	Sold out
34	✓	General Cable INC Com	—	NEW	New buy
35	MOH 1.625 08-15-44	Molina Healthcare INC	—	EXIT	Sold out
36	CIEN 3.75 10-15-18 *	Ciena CORP	—	EXIT	Sold out
37	XXI	Twenty One Capital, Inc.	—	NEW	New buy
38	QNDX	State Street SPDR Portfolio Nasdaq 100 ETF	—	EXIT	Sold out
39	EBS 2.875 01-15-21	Emergent Biosolutions	—	EXIT	Sold out
40	BMRN 0.599 08-01-24	Biomarin Pharmaceutical	—	NEW	New buy
41	HPE	Hewlett Packard Enterprise	—	EXIT	Sold out
42	✓	Atwood Oceanics INC	—	EXIT	Sold out
43	DBRG 3.875 01-15-21	Colony Capital INC	—	EXIT	Sold out
44	✓	Sucampo Pharmaceuticals INC	—	EXIT	Sold out
45	PPI	Astoria Real Asset ETF	—	EXIT	Sold out
46	✓	Parkway INC	—	EXIT	Sold out
47	✓	Cu Bancorp	—	EXIT	Sold out
48	✓	Ignyta INC	—	NEW	New buy
49	REFI	Chicago Atlantic Real Estate Finance, Inc.	—	NEW	New buy
50	RACE	Ferrari N.V.	—	EXIT	Sold out