AQR Arbitrage LLC — Q4 2016 13F Holdings

Name: AQR Arbitrage LLC — 13F Holdings, Q4 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 344 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	LRCX 2.625 05-15-41	Novellus Systems INC	Stock-Tech	3.31%	—	—
2	VRSN 3.25 08-15-37	Verisign INC	Stock-Tech	3.17%	—	—
3	MCHP 2.125 12-15-37	Microchip Technology INC	Stock-Tech	2.45%	—	—
4	✓		Stock-Other	2.38%	—	+19.50%
5	DOW	Dow Chem Co	Stock-Materials	1.86%	—	-4.57%
6	✓		Stock-Other	1.78%	—	+20.04%
7	TSN 4.75 07-15-17	Tyson Foods INC	Stock-Consumer Staples	1.77%	—	—
8	✓	Valsparcom	Stock-Other	1.75%	—	+2.28%
9	✓		Stock-Other	1.75%	—	-5.40%
10	HUM	Humana INC	Stock-Healthcare	1.72%	—	-4.40%
11	CI	The Cigna Group	Stock-Healthcare	1.71%	—	+4.25%
12	WRUSD	Westar Energy INC	Stock-Other	1.71%	—	+18.21%
13	✓	St Jude Med INC	Stock-Other	1.68%	—	-3.12%
14	✓	Privatebancorp INC Com	Stock-Other	1.68%	—	+81.41%
15	GE	GE Aerospace	Stock-Industrials	1.59%	—	—
16	✓	Cst Brands INC	Stock-Other	1.59%	—	+6.47%
17	✓		Stock-Other	1.59%	—	—
18	NXPI	NXP Semiconductors N.V.	Stock-Tech	1.57%	—	—
19	✓		Stock-Other	1.51%	—	-12.27%
20	INTC 3.25 08-01-39	Intel CORP	Stock-Tech	1.49%	—	-32.30%
21	✓	Yahoo INC	Stock-Other	1.44%	—	-21.68%
22	✓		Stock-Other	1.43%	—	-0.15%
23	✓	Brocade Communications Sys I	Stock-Other	1.34%	—	—
24	✓		Stock-Other	1.31%	—	—
25	✓	Cabelas INC Cl-a Com	Stock-Other	1.20%	—	—
26	ELV 2.75 10-15-42	Elevance Health INC	Stock-Healthcare	1.12%	—	—
27	✓	Mentor Graphics CORP	Stock-Other	1.11%	—	—
28	WFRD 5.875 07-01-21	Weatherford Intl LTD	Stock-Energy	1.10%	—	-4.42%
29	TWXCHF	Time Warner INC	Stock-Other	1.09%	—	—
30	✓	Team Health Holdings INC	Stock-Other	1.05%	—	—
31	✓		Stock-Other	1.05%	—	+13.14%
32	BATS1EUR	Bats Global Markets INC	Stock-Other	1.01%	—	+249.65%
33	PANW 0 07-01-19	Palo Alto Networks	Stock-Tech	1.00%	—	—
34	✓	Agrium INC	Stock-Other	1.00%	—	+354.59%
35	MOH 1.125 01-15-20	Molina Healthcare INC	Stock-Healthcare	0.99%	—	—
36	TMUS 5.5 12-15-17	T-mobile US INC	Stock-Comm Services	0.92%	—	-61.61%
37	✓		Stock-Other	0.89%	—	+108.72%
38	✓	Chemtura CORP	Stock-Other	0.88%	—	+50.49%
39	BKNG 1 03-15-18	Booking Holdings INC	Stock-Consumer Disc	0.88%	—	—
40	WDC	Western Digital Corporation	Stock-Tech	0.88%	—	—
41	OKE	ONEOK, Inc.	Stock-Energy	0.87%	—	—
42	EVER	EverQuote, Inc.	Stock-Other	0.85%	—	+35.12%
43	FTI	TechnipFMC plc	Stock-Energy	0.84%	—	+71.54%
44	✓	Yadkin Financial CORP	Stock-Other	0.83%	—	+11.45%
45	✓	Alere INC	Stock-Other	0.82%	—	+1.66%
46	✓	G K Svcs INC Com Cl A	Stock-Other	0.81%	—	-6.24%
47	✓	Headwaters INC	Stock-Other	0.73%	—	—
48	✓	Stillwater Mng Co Com	Stock-Other	0.73%	—	—
49	MU 2.125 02-15-33 F	Micron Technology INC	Stock-Tech	0.72%	—	+76.38%
50	ELV 5.25 05-01-18	Anthem INC	Stock-Healthcare	0.65%	—	-32.17%

1–50 of 200

Holding changes this quarter

Position changes disclosed by AQR Arbitrage LLC for the quarter ending Q4 2016, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	✓	Privatebancorp INC Com	+0.9%	+81.41%	Add
2	✓	Agrium INC	+0.8%	+354.59%	Add
3	BATS1EUR	Bats Global Markets INC	+0.8%	+249.65%	Add
4	✓		+0.6%	+19.50%	Add
5	✓		+0.5%	+108.72%	Add
6	✓	Yahoo INC	-0.5%	-21.68%	Trim
7	INTC 3.25 08-01-39	Intel CORP	-0.7%	-32.30%	Trim
8	✓	Quintiles Transnational Holdin	-0.7%	-77.95%	Trim
9	TMUS 5.5 12-15-17	T-mobile US INC	-1%	-61.61%	Trim
10	NVDA 1 12-01-18	Nvidia CORP	—	EXIT	Sold out
11	KLAC	Kla CORP	—	EXIT	Sold out
12	✓	Allergan PLC	—	EXIT	Sold out
13	GE	GE Aerospace	—	NEW	New buy
14	✓		—	NEW	New buy
15	NXPI	NXP Semiconductors N.V.	—	NEW	New buy
16	✓	Fiat Chrysler Automobiles NV	—	EXIT	Sold out
17	✓	Cepheid	—	EXIT	Sold out
18	✓	Brocade Communications Sys I	—	NEW	New buy
19	✓		—	NEW	New buy
20	✓	EnvisionHealthcareI CS USD0.01	—	EXIT	Sold out
21	✓	Cabelas INC Cl-a Com	—	NEW	New buy
22	✓		—	EXIT	Sold out
23	✓	Mentor Graphics CORP	—	NEW	New buy
24	TWXCHF	Time Warner INC	—	NEW	New buy
25	RXT	Rackspace Technology, Inc.	—	EXIT	Sold out
26	✓	Team Health Holdings INC	—	NEW	New buy
27	✓	Linkedin CORP	—	EXIT	Sold out
28	WDC	Western Digital Corporation	—	NEW	New buy
29	OKE	ONEOK, Inc.	—	NEW	New buy
30	PDM	Piedmont Realty Trust, Inc.	—	EXIT	Sold out
31	POST	Post Holdings, Inc.	—	EXIT	Sold out
32	✓	Avg Technologies N V	—	EXIT	Sold out
33	N2EUR	Netsuite INC	—	EXIT	Sold out
34	✓	Headwaters INC	—	NEW	New buy
35	✓	Stillwater Mng Co Com	—	NEW	New buy
36	LXKEUR	Lexmark International Inc-a	—	EXIT	Sold out
37	✓	Level 3 Communications INC	—	NEW	New buy
38	PPI	Astoria Real Asset ETF	—	EXIT	Sold out
39	EVRG 7 09-15-19	Great Plains Energy INC	—	NEW	New buy
40	✓	Cvent INC Com Added	—	EXIT	Sold out
41	MU 2.375 05-01-32 C	Micron Technology INC	—	EXIT	Sold out
42	LNKD 0.5 11-01-19	Linkedin CORP	—	EXIT	Sold out
43	✓	Fleetmatics Group PLC	—	EXIT	Sold out
44	✓	Ship Finance Intl LTD Sr Note Conv	—	NEW	New buy
45	✓	Rofin-sinar Technologies INC	—	EXIT	Sold out
46	✓	Interactive Intelligence Group	—	EXIT	Sold out
47	DY 0.75 09-15-21	Dycom Industries INC	—	EXIT	Sold out
48	IDTI 0.875 11-15-22	Integrated Device Tech	—	NEW	New buy
49	TLN	Talen Energy Corporation	—	EXIT	Sold out
50	SPCE	Virgin Galactic Holdings, Inc.	—	EXIT	Sold out