AQR Arbitrage LLC — Q1 2016 13F Holdings

Name: AQR Arbitrage LLC — 13F Holdings, Q1 2016
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 419 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	VRSN 3.25 08-15-37	Verisign INC	Stock-Tech	4.11%	—	-1.00%
2	NVDA 1 12-01-18	Nvidia CORP	Stock-Tech	3.86%	—	+30.66%
3	INTC 3.25 08-01-39	Intel CORP	Stock-Tech	2.36%	—	+71.88%
4	TSN 4.75 07-15-17	Tyson Foods INC	Stock-Consumer Staples	2.18%	—	+0.23%
5	MCHP 2.125 12-15-37	Microchip Technology INC	Stock-Tech	2.03%	—	-2.26%
6	✓	Yahoo INC	Stock-Other	1.82%	—	-18.46%
7	KLAC	Kla CORP	Stock-Tech	1.77%	—	+63.04%
8	TMUS 5.5 12-15-17	T-mobile US INC	Stock-Comm Services	1.77%	—	-3.93%
9	CI	The Cigna Group	Stock-Healthcare	1.76%	—	+11.87%
10	✓	Time Warner Cable INC	Stock-Other	1.70%	—	-3.49%
11	✓	Alere INC	Stock-Other	1.69%	—	—
12	✓		Stock-Other	1.65%	—	+57.24%
13	D 6 07-01-16 B	Dominion Resources INC	Stock-Utilities	1.62%	—	+30.60%
14	✓		Stock-Other	1.61%	—	+125.90%
15	HUM	Humana INC	Stock-Healthcare	1.61%	—	-3.82%
16	JAHEUR	Jarden CORP	Stock-Other	1.52%	—	+35.60%
17	✓	Agl Res INC	Stock-Other	1.38%	—	+51.92%
18	PANW 0 07-01-19	Palo Alto Networks	Stock-Tech	1.38%	—	—
19	✓		Stock-Other	1.37%	—	+1126.00%
20	ELV 5.25 05-01-18	Anthem INC	Stock-Healthcare	1.35%	—	+53.29%
21	✓	Airgas INC	Stock-Other	1.34%	—	+55.21%
22	FSLR	First Solar, Inc.	Stock-Tech	1.32%	—	+89.25%
23	CCI 4.5 11-01-16 A	Crown Castle Intl CORP	Stock-Real Estate	1.23%	—	+51.26%
24	ELV 2.75 10-15-42	Elevance Health INC	Stock-Healthcare	1.21%	—	+28.56%
25	MTG 2 04-01-20	Mgic Investment CORP	Stock-Financials	1.19%	—	+5.10%
26	SNDK 1.5 08-15-17	Sandisk CORP	Stock-Tech	1.19%	—	-17.42%
27	HTLD	Heartland Express, Inc.	Stock-Other	1.18%	—	+284.72%
28	DUK	Du Pont E I De Nemour&Co	Stock-Utilities	1.17%	—	—
29	WCN	Waste Connections, Inc.	Stock-Industrials	1.15%	—	—
30	BKR	Baker Hughes Company	Stock-Energy	1.14%	—	+5.03%
31	CVCEUR	Cablevision Systems-ny Grp-a	Stock-Other	1.14%	—	-1.16%
32	✓	Firstmerit CORP Com	Stock-Other	1.12%	—	—
33	TSLA 1.5 06-01-18	Tesla INC	Stock-Consumer Disc	1.12%	—	+21.14%
34	WELL 6.5 PERP I	Welltower INC	Stock-Real Estate	1.07%	—	-4.41%
35	ODPEUR	Office Depot INC	Stock-Other	1.06%	—	+0.58%
36	✓		Stock-Other	1.06%	—	+9.37%
37	✓		Stock-Other	1.03%	—	+227.29%
38	PDM	Piedmont Realty Trust, Inc.	Stock-Other	1.00%	—	+22.93%
39	HE	Hawaiian Electric Inds	Stock-Utilities	1.00%	—	+1.28%
40	TJX	The TJX Companies, Inc.	Stock-Consumer Disc	0.98%	—	+511.64%
41	D 6.125 04-01-16 A	Dominion Resources INC	Stock-Utilities	0.96%	—	-2.73%
42	ADT	ADT Inc.	Stock-Industrials	0.94%	—	—
43	✓		Stock-Other	0.91%	—	+3.78%
44	LNKD 0.5 11-01-19	Linkedin CORP	Stock-Other	0.88%	—	+21.94%
45	MOH 1.125 01-15-20	Molina Healthcare INC	Stock-Healthcare	0.84%	—	+131.71%
46	PPI	Astoria Real Asset ETF	ETF-Other	0.84%	—	+69.00%
47	SRCL 5.25 09-15-18	Stericycle INC	Stock-Other	0.84%	—	+35.13%
48	✓	National Penn Bancshares INC	Stock-Other	0.83%	—	+80.31%
49	BKNG 1 03-15-18	Booking Holdings INC	Stock-Consumer Disc	0.77%	—	+77.03%
50	✓		Stock-Other	0.65%	—	—

1–50 of 200

Holding changes this quarter

Position changes disclosed by AQR Arbitrage LLC for the quarter ending Q1 2016, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	✓		+1.3%	+1126.00%	Add
2	NVDA 1 12-01-18	Nvidia CORP	+1.2%	+30.66%	Add
3	INTC 3.25 08-01-39	Intel CORP	+1%	+71.88%	Add
4	✓		+1%	+125.90%	Add
5	HTLD	Heartland Express, Inc.	+0.9%	+284.72%	Add
6	TJX	The TJX Companies, Inc.	+0.9%	+511.64%	Add
7	KLAC	Kla CORP	+0.8%	+63.04%	Add
8	✓		+0.7%	+227.29%	Add
9	✓		+0.7%	+57.24%	Add
10	FSLR	First Solar, Inc.	+0.6%	+89.25%	Add
11	✓	Airgas INC	+0.5%	+55.21%	Add
12	✓	Agl Res INC	+0.5%	+51.92%	Add
13	D 6 07-01-16 B	Dominion Resources INC	+0.5%	+30.60%	Add
14	MOH 1.125 01-15-20	Molina Healthcare INC	+0.5%	+131.71%	Add
15	ELV 5.25 05-01-18	Anthem INC	+0.5%	+53.29%	Add
16	JAHEUR	Jarden CORP	+0.5%	+35.60%	Add
17	✓		-0.7%	-61.41%	Trim
18	LRCX 2.625 05-15-41	Novellus Systems INC	—	EXIT	Sold out
19	✓	Allergan PLC	—	EXIT	Sold out
20	✓		—	EXIT	Sold out
21	✓	Fiat Chrysler Automobiles NV	—	EXIT	Sold out
22	CB	Chubb Limited	—	EXIT	Sold out
23	✓	Alere INC	—	NEW	New buy
24	✓		—	EXIT	Sold out
25	AVGO	Broadcom Inc.	—	EXIT	Sold out
26	LOW	Lowe's Companies, Inc.	—	EXIT	Sold out
27	DUK	Du Pont E I De Nemour&Co	—	NEW	New buy
28	WCN	Waste Connections, Inc.	—	NEW	New buy
29	✓	Firstmerit CORP Com	—	NEW	New buy
30	KC	Kingsoft Cloud Holdings Limited	—	EXIT	Sold out
31	✓	Biomed Realty Trust INC	—	EXIT	Sold out
32	ADT	ADT Inc.	—	NEW	New buy
33	✓	Symetra Financial CORP	—	EXIT	Sold out
34	✓	Pmc-sierra INC	—	EXIT	Sold out
35	KDP	Keurig Dr Pepper Inc.	—	EXIT	Sold out
36	✓	Alcatel-lucent	—	EXIT	Sold out
37	✓	Solarwinds INC	—	EXIT	Sold out
38	✓		—	EXIT	Sold out
39	✓	Constant Contact INC	—	EXIT	Sold out
40	✓		—	NEW	New buy
41	DGX	Quest Diagnostics Incorporated	—	NEW	New buy
42	✓	Stancorp Finl Group INC Com	—	EXIT	Sold out
43	✓	Partnerre LTD	—	EXIT	Sold out
44	✓	Valsparcom	—	NEW	New buy
45	MDCO 2.5 01-15-22	Medicines Company	—	NEW	New buy
46	PLMKW	Plum Acquisition Corp. IV	—	EXIT	Sold out
47	✓	Uti Worldwide INC	—	EXIT	Sold out
48	✓	Affymetrix INC Oc-cap Stk	—	NEW	New buy
49	LRCX 0.5 05-15-16	Lam Research CORP	—	EXIT	Sold out
50	UTIW 4.5 03-01-19	Uti Worldwide INC	—	EXIT	Sold out