AQR Arbitrage LLC Q1 2016 Filing
Filed May 16, 2016
Portfolio Value
$8.6T
Holdings
419
Report Date
Q1 2016
Filing Type
13F-HR
All Holdings (419 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | VRSN 3.25 08/15/37VERISIGN INC | 136,800,000 | $354.4B | 4.11% | |
| 2 | —NVIDIA CORP | 186,025,000 | $332.9B | 3.86% | |
| 3 | INTC 3.25 08/01/39INTEL CORP | 127,451,000 | $203.0B | 2.36% | |
| 4 | —TYSON FOODS INC | 2,510,325 | $188.2B | 2.18% | |
| 5 | —MICROCHIP TECHNOLOGY INC | 87,600,000 | $174.7B | 2.03% | |
| 6 | —YAHOO INC | 4,248,655 | $156.4B | 1.82% | |
| 7 | KLACKLA-TENCOR CORP | 2,096,366 | $152.6B | 1.77% | |
| 8 | —T MOBILE US INC | 2,297,575 | $152.3B | 1.77% | |
| 9 | CICIGNA CORPORATION | 1,104,139 | $151.5B | 1.76% | |
| 10 | —TIME WARNER CABLE INC | 714,909 | $146.3B | 1.70% | |
| 11 | —ALERE INC | 2,884,009 | $146.0B | 1.69% | |
| 12 | —RITE AID CORP | 17,459,635 | $142.3B | 1.65% | |
| 13 | —DOMINION RES INC VA NEW | 2,394,200 | $139.5B | 1.62% | |
| 14 | —TECO ENERGY INC | 5,028,421 | $138.4B | 1.61% | |
| 15 | HUMHUMANA INC | 756,023 | $138.3B | 1.61% | |
| 16 | —JARDEN CORP | 2,223,562 | $131.1B | 1.52% | |
| 17 | —AGL RES INC | 1,829,248 | $119.2B | 1.38% | |
| 18 | —PALO ALTO NETWORKS INC | 76,050,000 | $118.8B | 1.38% | |
| 19 | —ATMEL CORP | 14,567,356 | $118.3B | 1.37% | |
| 20 | ELV 5.25 05/01/18ANTHEM INC | 2,478,950 | $116.4B | 1.35% | |
| 21 | —AIRGAS INC | 816,549 | $115.7B | 1.34% | |
| 22 | —FIRST NIAGARA FINL GP INC | 11,760,273 | $113.8B | 1.32% | |
| 23 | —CROWN CASTLE INTL CORP NEW | 985,825 | $105.7B | 1.23% | |
| 24 | ELV 2.75 10/15/42WELLPOINT INC | 54,129,000 | $103.9B | 1.21% | |
| 25 | MTG 2 04/01/20MGIC INVT CORP WIS | 81,375,000 | $102.9B | 1.19% | |
| 26 | SNDK 1.5 08/15/17SANDISK CORP | 64,931,000 | $102.7B | 1.19% | |
| 27 | —HEARTLAND PMT SYS INC | 1,051,611 | $101.6B | 1.18% | |
| 28 | —DU PONT E I DE NEMOURS & CO | 1,591,431 | $100.8B | 1.17% | |
| 29 | —PROGRESSIVE WASTE SOLUTIONS | 3,183,077 | $98.8B | 1.15% | |
| 30 | BKRBAKER HUGHES INC | 2,249,794 | $98.6B | 1.14% | |
| 31 | CVCEURCABLEVISION SYS CORP | 2,970,956 | $98.0B | 1.14% | |
| 32 | —FIRSTMERIT CORP | 4,595,297 | $96.7B | 1.12% | |
| 33 | —TESLA MTRS INC | 52,150,000 | $96.1B | 1.12% | |
| 34 | —WELLTOWER INC | 1,484,525 | $92.2B | 1.07% | |
| 35 | ODPEUROFFICE DEPOT INC | 12,892,453 | $91.5B | 1.06% | |
| 36 | —CLECO CORP NEW | 1,648,392 | $91.0B | 1.06% | |
| 37 | —BAXALTA INC | 2,191,196 | $88.5B | 1.03% | |
| 38 | —PIEDMONT NAT GAS INC | 1,434,847 | $85.8B | 1.00% | |
| 39 | HEHAWAIIAN ELEC INDUSTRIES | 2,648,888 | $85.8B | 1.00% | |
| 40 | —COLUMBIA PIPELINE GROUP INC | 3,380,143 | $84.8B | 0.98% | |
| 41 | —DOMINION RES INC VA NEW | 1,407,075 | $83.0B | 0.96% | |
| 42 | —THE ADT CORPORATION | 1,956,240 | $80.7B | 0.94% | |
| 43 | CAMCAMERON INTERNATIONAL CORP | 1,172,130 | $78.6B | 0.91% | |
| 44 | —LINKEDIN CORP | 82,800,000 | $75.4B | 0.88% | |
| 45 | —MOLINA HEALTHCARE INC | 44,025,000 | $72.6B | 0.84% | |
| 46 | —ASTORIA FINL CORP | 4,580,080 | $72.5B | 0.84% | |
| 47 | —STERICYCLE INC | 769,250 | $72.0B | 0.84% | |
| 48 | —NATIONAL PENN BANCSHARES INC | 6,700,549 | $71.3B | 0.83% | |
| 49 | —PRICELINE GRP INC | 46,250,000 | $66.5B | 0.77% | |
| 50 | —ITC HLDGS CORP | 1,275,582 | $55.6B | 0.65% | |
| 51 | —SOUTHWESTERN ENERGY CO | 2,761,775 | $54.9B | 0.64% | |
| 52 | —QUESTAR CORP | 2,113,214 | $52.4B | 0.61% | |
| 53 | —MEDIA GEN INC NEW | 2,890,635 | $47.1B | 0.55% | |
| 54 | —E M C CORP MASS | 1,755,521 | $46.8B | 0.54% | |
| 55 | —VALSPAR CORP | 434,341 | $46.5B | 0.54% | |
| 56 | —MEDICINES CO | 40,475,000 | $45.9B | 0.53% | |
| 57 | —HERBALIFE LTD | 43,700,000 | $42.2B | 0.49% | |
| 58 | —SHIP FINANCE INTERNATIONAL L | 43,075,000 | $41.4B | 0.48% | |
| 59 | —STARWOOD HOTELS&RESORTS WRLD | 492,453 | $41.1B | 0.48% | |
| 60 | —AFFYMETRIX INC | 2,892,984 | $40.5B | 0.47% | |
| 61 | —DOMINION RES INC VA NEW | 745,300 | $38.0B | 0.44% | |
| 62 | —MICRON TECHNOLOGY INC | 29,975,000 | $37.7B | 0.44% | |
| 63 | —MEDICINES CO | 28,305,000 | $36.1B | 0.42% | |
| 64 | —TYCO INTL PLC | 958,799 | $35.2B | 0.41% | |
| 65 | —WEBMD HEALTH CORP | 25,875,000 | $34.6B | 0.40% | |
| 66 | —ALLERGAN PLC | 124,941 | $33.5B | 0.39% | |
| 67 | —CHENIERE ENERGY INC | 63,275,000 | $33.3B | 0.39% | |
| 68 | —FAIRCHILD SEMICONDUCTOR INTL | 1,650,514 | $33.0B | 0.38% | |
| 69 | —EURONET WORLDWIDE INC | 27,400,000 | $32.8B | 0.38% | |
| 70 | —SPIRIT RLTY CAP INC NEW | 32,725,000 | $32.8B | 0.38% | |
| 71 | INGMINGRAM MICRO INC | 892,141 | $32.0B | 0.37% | |
| 72 | —NEWPORT CORP | 1,385,223 | $31.9B | 0.37% | |
| 73 | —FRESH MKT INC | 1,100,423 | $31.4B | 0.36% | |
| 74 | —WEBMD HEALTH CORP | 26,675,000 | $30.6B | 0.36% | |
| 75 | —BLACK HILLS CORP | 448,500 | $30.6B | 0.35% | |
| 76 | —ALLSCRIPTS HEALTHCARE SOLUTN | 29,525,000 | $30.2B | 0.35% | |
| 77 | NSCNORFOLK SOUTHERN CORP | 360,673 | $30.0B | 0.35% | |
| 78 | —CARMIKE CINEMAS INC | 987,074 | $29.7B | 0.34% | |
| 79 | —ON SEMICONDUCTOR CORP | 26,714,000 | $29.0B | 0.34% | |
| 80 | —MGIC INVT CORP WIS | 27,275,000 | $28.4B | 0.33% | |
| 81 | —TUMI HLDGS INC | 1,037,375 | $27.8B | 0.32% | |
| 82 | —MICRON TECHNOLOGY INC | 22,930,000 | $27.5B | 0.32% | |
| 83 | —ROFIN SINAR TECHNOLOGIES INC | 834,813 | $26.9B | 0.31% | |
| 84 | —WEYERHAEUSER CO | 520,325 | $26.7B | 0.31% | |
| 85 | —STANDARD PAC CORP NEW | 24,880,000 | $26.3B | 0.31% | |
| 86 | GOOGALPHABET INC | 35,215 | $26.2B | 0.30% | |
| 87 | —EMPIRE DIST ELEC CO | 778,631 | $25.7B | 0.30% | |
| 88 | —TALMER BANCORP INC | 1,403,563 | $25.4B | 0.29% | |
| 89 | —EQUINIX INC | 5,775,000 | $24.9B | 0.29% | |
| 90 | —MERITOR INC | 21,281,000 | $24.8B | 0.29% | |
| 91 | STWD 4.55 03/01/18STARWOOD PPTY TR INC | 23,875,000 | $24.1B | 0.28% | |
| 92 | —ACORDA THERAPEUTICS INC | 25,775,000 | $23.0B | 0.27% | |
| 93 | —TAKE-TWO INTERACTIVE SOFTWAR | 11,400,000 | $22.5B | 0.26% | |
| 94 | —PROSPECT CAPITAL CORPORATION | 24,375,000 | $21.6B | 0.25% | |
| 95 | —WRIGHT MED GROUP INC | 23,300,000 | $20.9B | 0.24% | |
| 96 | —PDL BIOPHARMA INC | 22,225,000 | $20.2B | 0.23% | |
| 97 | —MICRON TECHNOLOGY INC | 15,700,000 | $19.9B | 0.23% | |
| 98 | —KLX INC | 614,130 | $19.7B | 0.23% | |
| 99 | —GARNERO GROUP ACQUISITION CO | 1,972,460 | $19.6B | 0.23% | |
| 100 | —TTM TECHNOLOGIES INC | 21,500,000 | $19.3B | 0.22% |
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