AQR Arbitrage LLC — Q3 2016 13F Holdings

Name: AQR Arbitrage LLC — 13F Holdings, Q3 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 353 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	NVDA 1 12-01-18	Nvidia CORP	Stock-Tech	6.50%	—	—
2	VRSN 3.25 08-15-37	Verisign INC	Stock-Tech	3.08%	—	—
3	LRCX 2.625 05-15-41	Novellus Systems INC	Stock-Tech	2.80%	—	—
4	MCHP 2.125 12-15-37	Microchip Technology INC	Stock-Tech	2.23%	—	—
5	INTC 3.25 08-01-39	Intel CORP	Stock-Tech	2.15%	—	—
6	TSN 4.75 07-15-17	Tyson Foods INC	Stock-Consumer Staples	2.03%	—	—
7	✓	Yahoo INC	Stock-Other	1.93%	—	+5.04%
8	KLAC	Kla CORP	Stock-Tech	1.91%	—	+11.12%
9	TMUS 5.5 12-15-17	T-mobile US INC	Stock-Comm Services	1.87%	—	—
10	✓		Stock-Other	1.79%	—	—
11	✓	Allergan PLC	Stock-Other	1.72%	—	+6.91%
12	✓		Stock-Other	1.71%	—	—
13	DOW	Dow Chem Co	Stock-Materials	1.67%	—	+967.77%
14	✓	Valsparcom	Stock-Other	1.66%	—	+56.72%
15	✓	St Jude Med INC	Stock-Other	1.63%	—	+21.72%
16	✓		Stock-Other	1.52%	—	+2.44%
17	CI	The Cigna Group	Stock-Healthcare	1.51%	—	+4.68%
18	HUM	Humana INC	Stock-Healthcare	1.48%	—	+1.80%
19	✓		Stock-Other	1.46%	—	—
20	✓	Cst Brands INC	Stock-Other	1.41%	—	—
21	✓	Fiat Chrysler Automobiles NV	Stock-Other	1.38%	—	—
22	WRUSD	Westar Energy INC	Stock-Other	1.37%	—	+51.37%
23	✓		Stock-Other	1.32%	—	+459.83%
24	✓	Cepheid	Stock-Other	1.32%	—	—
25	✓	EnvisionHealthcareI CS USD0.01	Stock-Other	1.18%	—	+548.24%
26	PANW 0 07-01-19	Palo Alto Networks	Stock-Tech	1.14%	—	—
27	WFRD 5.875 07-01-21	Weatherford Intl LTD	Stock-Energy	1.12%	—	+97.84%
28	✓		Stock-Other	1.11%	—	-12.74%
29	RXT	Rackspace Technology, Inc.	Stock-Other	1.01%	—	—
30	MOH 1.125 01-15-20	Molina Healthcare INC	Stock-Healthcare	0.99%	—	—
31	ELV 2.75 10-15-42	Elevance Health INC	Stock-Healthcare	0.93%	—	—
32	✓	Quintiles Transnational Holdin	Stock-Other	0.92%	—	+33.54%
33	✓	Linkedin CORP	Stock-Other	0.92%	—	+14.77%
34	✓		Stock-Other	0.87%	—	—
35	✓	Alere INC	Stock-Other	0.85%	—	-37.21%
36	BKNG 1 03-15-18	Booking Holdings INC	Stock-Consumer Disc	0.84%	—	-9.94%
37	ELV 5.25 05-01-18	Anthem INC	Stock-Healthcare	0.84%	—	-21.48%
38	✓	G K Svcs INC Com Cl A	Stock-Other	0.81%	—	—
39	PDM	Piedmont Realty Trust, Inc.	Stock-Other	0.77%	—	+7.66%
40	✓	Privatebancorp INC Com	Stock-Other	0.74%	—	+96.55%
41	POST	Post Holdings, Inc.	Stock-Consumer Staples	0.71%	—	—
42	✓	Avg Technologies N V	Stock-Other	0.70%	—	—
43	N2EUR	Netsuite INC	Stock-Other	0.70%	—	—
44	ESRT	Empire State Realty Trust, Inc.	Stock-Other	0.64%	—	+11.48%
45	LXKEUR	Lexmark International Inc-a	Stock-Other	0.61%	—	+54.58%
46	WELL 6.5 PERP I	Welltower INC	Stock-Real Estate	0.60%	—	-38.38%
47	EVER	EverQuote, Inc.	Stock-Other	0.59%	—	—
48	PPI	Astoria Real Asset ETF	ETF-Other	0.58%	—	-5.21%
49	HLF 2 08-15-19	Herbalife LTD	Stock-Other	0.58%	—	—
50	✓	Cvent INC Com Added	Stock-Other	0.58%	—	+27.49%

1–50 of 200

Holding changes this quarter

Position changes disclosed by AQR Arbitrage LLC for the quarter ending Q3 2016, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	DOW	Dow Chem Co	+1.5%	+967.77%	Add
2	NVDA 1 12-01-18	Nvidia CORP	+1.5%	—	Unchanged
3	✓		+1.1%	+459.83%	Add
4	✓	EnvisionHealthcareI CS USD0.01	+1%	+548.24%	Add
5	WFRD 5.875 07-01-21	Weatherford Intl LTD	+0.5%	+97.84%	Add
6	✓	Valsparcom	+0.5%	+56.72%	Add
7	WRUSD	Westar Energy INC	+0.4%	+51.37%	Add
8	MCHP 2.125 12-15-37	Microchip Technology INC	+0.2%	—	Unchanged
9	✓	Alere INC	-0.6%	-37.21%	Trim
10	HE	Hawaiian Electric Inds	-0.8%	-69.46%	Trim
11	LRCX 2.625 05-15-41	Novellus Systems INC	—	NEW	New buy
12	✓		—	NEW	New buy
13	✓		—	NEW	New buy
14	✓	Tyco International LTD	—	EXIT	Sold out
15	✓		—	NEW	New buy
16	D 6 07-01-16 B	Dominion Resources INC	—	EXIT	Sold out
17	✓	Cst Brands INC	—	NEW	New buy
18	STWD	Starwood Property Trust, Inc.	—	EXIT	Sold out
19	✓	Cepheid	—	NEW	New buy
20	✓	Firstmerit CORP Com	—	EXIT	Sold out
21	FSLR	First Solar, Inc.	—	EXIT	Sold out
22	CCI 4.5 11-01-16 A	Crown Castle Intl CORP	—	EXIT	Sold out
23	✓	Agl Res INC	—	EXIT	Sold out
24	RXT	Rackspace Technology, Inc.	—	NEW	New buy
25	DUK	Du Pont E I De Nemour&Co	—	EXIT	Sold out
26	DGX	Quest Diagnostics Incorporated	—	EXIT	Sold out
27	MTG 2 04-01-20	Mgic Investment CORP	—	EXIT	Sold out
28	✓		—	NEW	New buy
29	✓	G K Svcs INC Com Cl A	—	NEW	New buy
30	✓		—	EXIT	Sold out
31	TJX	The TJX Companies, Inc.	—	EXIT	Sold out
32	✓	Qlik Technologies INC	—	EXIT	Sold out
33	✓		—	EXIT	Sold out
34	POST	Post Holdings, Inc.	—	NEW	New buy
35	✓	Avg Technologies N V	—	NEW	New buy
36	N2EUR	Netsuite INC	—	NEW	New buy
37	DWREEUR	Demandware INC	—	EXIT	Sold out
38	✓		—	EXIT	Sold out
39	EVER	EverQuote, Inc.	—	NEW	New buy
40	✓	Hatteras Finl CORP	—	EXIT	Sold out
41	✓	Dreamworks Animation INC Cl A	—	EXIT	Sold out
42	✓	Chemtura CORP	—	NEW	New buy
43	✓	Yadkin Financial CORP	—	NEW	New buy
44	✓	Fleetmatics Group PLC	—	NEW	New buy
45	✓	Tivo INC	—	EXIT	Sold out
46	✓	Interactive Intelligence Group	—	NEW	New buy
47	DY 0.75 09-15-21	Dycom Industries INC	—	NEW	New buy
48	WY 6.375 07-01-16 A	Weyerhaeuser Co	—	EXIT	Sold out
49	✓	Ship Finance International L	—	EXIT	Sold out
50	✓	Heartware Intl INC	—	EXIT	Sold out