AQR Arbitrage LLC — Q1 2017 13F Holdings

Name: AQR Arbitrage LLC — 13F Holdings, Q1 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 335 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	LRCX 2.625 05-15-41	Novellus Systems INC	Stock-Tech	4.28%	—	-2.44%
2	VRSN 3.25 08-15-37	Verisign INC	Stock-Tech	3.95%	—	—
3	✓	Valsparcom	Stock-Other	2.10%	—	+3.00%
4	✓		Stock-Other	2.10%	—	+9.16%
5	✓	Yahoo INC	Stock-Other	1.99%	—	+6.05%
6	✓	Cf CORP	Stock-Other	1.98%	—	—
7	WRUSD	Westar Energy INC	Stock-Other	1.94%	—	+8.56%
8	NXPI	NXP Semiconductors N.V.	Stock-Tech	1.86%	—	+2.86%
9	GE	GE Aerospace	Stock-Industrials	1.82%	—	-1.28%
10	MBLY	Mobileye Global Inc.	Stock-Other	1.76%	—	—
11	TSN 4.75 07-15-17	Tyson Foods INC	Stock-Consumer Staples	1.75%	—	-8.60%
12	DUK	Du Pont E I De Nemour&Co	Stock-Utilities	1.73%	—	—
13	✓		Stock-Other	1.72%	—	+2.51%
14	✓	Cst Brands INC	Stock-Other	1.68%	—	-2.62%
15	INTC 3.25 08-01-39	Intel CORP	Stock-Tech	1.60%	—	—
16	✓	Brocade Communications Sys I	Stock-Other	1.55%	—	+6.52%
17	TWXCHF	Time Warner INC	Stock-Other	1.49%	—	+24.37%
18	✓		Stock-Other	1.47%	—	—
19	✓	Level 3 Communications INC	Stock-Other	1.45%	—	+112.09%
20	REYN	Reynolds Consumer Products Inc.	Stock-Other	1.43%	—	+346.14%
21	ELV 2.75 10-15-42	Elevance Health INC	Stock-Healthcare	1.40%	—	—
22	WFRD 5.875 07-01-21	Weatherford Intl LTD	Stock-Energy	1.39%	—	-1.29%
23	✓		Stock-Other	1.33%	—	—
24	MOH 1.125 01-15-20	Molina Healthcare INC	Stock-Healthcare	1.25%	—	+30.15%
25	AMD 2.125 09-01-26	Advanced Micro Devices	Stock-Tech	1.21%	—	—
26	WDC	Western Digital Corporation	Stock-Tech	1.20%	—	+35.64%
27	✓	Agrium INC	Stock-Other	1.18%	—	+14.14%
28	✓	Cabelas INC Cl-a Com	Stock-Other	1.18%	—	-0.41%
29	✓	Zeltiq Aesthetics INC	Stock-Other	1.16%	—	—
30	EVER	EverQuote, Inc.	Stock-Other	1.16%	—	+25.99%
31	BKNG 1 03-15-18	Booking Holdings INC	Stock-Consumer Disc	1.14%	—	—
32	PANW 0 07-01-19	Palo Alto Networks	Stock-Tech	1.03%	—	—
33	TMUS 5.5 12-15-17	T-mobile US INC	Stock-Comm Services	0.99%	—	-11.02%
34	✓	Chemtura CORP	Stock-Other	0.93%	—	-3.13%
35	✓	Privatebancorp INC Com	Stock-Other	0.93%	—	-53.28%
36	MU 2.125 02-15-33 F	Micron Technology INC	Stock-Tech	0.92%	—	-8.24%
37	✓	Ceb INC	Stock-Other	0.91%	—	—
38	✓	Alere INC	Stock-Other	0.89%	—	-1.79%
39	✓	Headwaters INC	Stock-Other	0.85%	—	+6.88%
40	MDCO 2.5 01-15-22	Medicines Company	Stock-Other	0.85%	—	-2.37%
41	✓	Stillwater Mng Co Com	Stock-Other	0.83%	—	-2.02%
42	CEMEX 3.75 03-15-18	Cemex Sab De Cv	Stock-Other	0.79%	—	+50.63%
43	MCHP 2.125 12-15-37	Microchip Technology INC	Stock-Tech	0.75%	—	-75.49%
44	ELV 5.25 05-01-18	Anthem INC	Stock-Healthcare	0.75%	—	—
45	TSLA 1.5 06-01-18	Tesla INC	Stock-Consumer Disc	0.70%	—	-18.97%
46	EVRG 7 09-15-19	Great Plains Energy INC	Stock-Utilities	0.70%	—	-0.77%
47	✓		Stock-Other	0.65%	—	—
48	✓		Stock-Other	0.62%	—	-36.30%
49	✓	Invensense INC	Stock-Other	0.60%	—	+137.87%
50	✓		Stock-Other	0.60%	—	-29.08%

1–50 of 200

Holding changes this quarter

Position changes disclosed by AQR Arbitrage LLC for the quarter ending Q1 2017, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	REYN	Reynolds Consumer Products Inc.	+1.2%	+346.14%	Add
2	LRCX 2.625 05-15-41	Novellus Systems INC	+1%	-2.44%	Trim
3	✓	Level 3 Communications INC	+0.8%	+112.09%	Add
4	VRSN 3.25 08-15-37	Verisign INC	+0.8%	—	Unchanged
5	✓	Yahoo INC	+0.6%	+6.05%	Add
6	TWXCHF	Time Warner INC	+0.4%	+24.37%	Add
7	✓	Invensense INC	+0.4%	+137.87%	Add
8	✓		-0.3%	-36.30%	Trim
9	✓	Privatebancorp INC Com	-0.8%	-53.28%	Trim
10	✓		-0.9%	-29.08%	Trim
11	MCHP 2.125 12-15-37	Microchip Technology INC	-1.7%	-75.49%	Trim
12	✓		—	EXIT	Sold out
13	DOW	Dow Chem Co	—	EXIT	Sold out
14	✓	Cf CORP	—	NEW	New buy
15	✓		—	EXIT	Sold out
16	HUM	Humana INC	—	EXIT	Sold out
17	CI	The Cigna Group	—	EXIT	Sold out
18	✓	St Jude Med INC	—	EXIT	Sold out
19	MBLY	Mobileye Global Inc.	—	NEW	New buy
20	DUK	Du Pont E I De Nemour&Co	—	NEW	New buy
21	✓		—	EXIT	Sold out
22	✓		—	NEW	New buy
23	✓		—	EXIT	Sold out
24	✓		—	NEW	New buy
25	✓	Mentor Graphics CORP	—	EXIT	Sold out
26	AMD 2.125 09-01-26	Advanced Micro Devices	—	NEW	New buy
27	✓	Zeltiq Aesthetics INC	—	NEW	New buy
28	✓	Team Health Holdings INC	—	EXIT	Sold out
29	✓		—	EXIT	Sold out
30	BATS1EUR	Bats Global Markets INC	—	EXIT	Sold out
31	OKE	ONEOK, Inc.	—	EXIT	Sold out
32	FTI	TechnipFMC plc	—	EXIT	Sold out
33	✓	Ceb INC	—	NEW	New buy
34	✓	Yadkin Financial CORP	—	EXIT	Sold out
35	✓	G K Svcs INC Com Cl A	—	EXIT	Sold out
36	ESRT	Empire State Realty Trust, Inc.	—	EXIT	Sold out
37	✓		—	NEW	New buy
38	HLF 2 08-15-19	Herbalife LTD	—	EXIT	Sold out
39	MU 3.125 05-01-32 D	Micron Technology INC	—	EXIT	Sold out
40	✓	Nimble Storage, Inc.	—	NEW	New buy
41	✓	Digitalglobe INC	—	NEW	New buy
42	AAPL	Apple Inc.	—	EXIT	Sold out
43	✓	Lifelock INC Com	—	EXIT	Sold out
44	PPI	Astoria Real Asset ETF	—	NEW	New buy
45	MDIV	Multi-Asset Diversified Income Index Fund	—	NEW	New buy
46	✓	Sucampo Pharmaceuticals INC	—	NEW	New buy
47	EXC 6.5 06-01-17	Exelon CORP	—	EXIT	Sold out
48	✓	Bioverativ Inc	—	NEW	New buy
49	✓	Clarcor INC	—	EXIT	Sold out
50	✓		—	NEW	New buy