AQR Arbitrage LLC Q2 2016 Filing
Filed August 15, 2016
Portfolio Value
$9.2B
Holdings
387
Report Date
Q2 2016
Filing Type
13F-HR
All Holdings (387 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | —NVIDIA CORP | 200,000,000 | $467.0B | 5050.95% | |
| 2 | VRSN 3.25 08/15/37VERISIGN INC | 136,800,000 | $345.0B | 3731.35% | |
| 3 | INTC 3.25 08/01/39INTEL CORP | 119,951,000 | $195.2B | 2111.46% | |
| 4 | —TYSON FOODS INC | 2,510,325 | $186.3B | 2015.41% | |
| 5 | —MICROCHIP TECHNOLOGY INC | 87,600,000 | $184.8B | 1998.54% | |
| 6 | KLACKLA-TENCOR CORP | 2,507,530 | $183.7B | 1986.60% | |
| 7 | —T MOBILE US INC | 2,443,375 | $179.6B | 1942.64% | |
| 8 | —TYCO INTL PLC | 3,970,111 | $169.1B | 1829.23% | |
| 9 | —ALLERGAN PLC | 200,400 | $166.9B | 1804.96% | |
| 10 | —YAHOO INC | 4,348,079 | $163.3B | 1766.36% | |
| 11 | HUMHUMANA INC | 836,669 | $150.5B | 1627.77% | |
| 12 | —RITE AID CORP | 19,634,002 | $147.1B | 1590.55% | |
| 13 | —DOMINION RES INC VA NEW | 2,394,200 | $146.3B | 1582.06% | |
| 14 | CICIGNA CORPORATION | 1,131,649 | $144.8B | 1566.55% | |
| 15 | —STARWOOD HOTELS&RESORTS WRLD | 1,908,006 | $141.1B | 1526.07% | |
| 16 | —ST JUDE MED INC | 1,710,778 | $133.4B | 1443.26% | |
| 17 | —ALERE INC | 3,182,963 | $132.7B | 1434.88% | |
| 18 | —FIAT CHRYSLER AUTOMOBILES N | 2,186,825 | $131.5B | 1422.09% | |
| 19 | —FIRSTMERIT CORP | 6,430,387 | $130.3B | 1409.77% | |
| 20 | —ITC HLDGS CORP | 2,779,760 | $130.1B | 1407.65% | |
| 21 | —FIRST NIAGARA FINL GP INC | 12,415,508 | $120.9B | 1307.91% | |
| 22 | —CROWN CASTLE INTL CORP NEW | 985,825 | $119.4B | 1291.27% | |
| 23 | ELV 5.25 05/01/18ANTHEM INC | 2,478,950 | $111.1B | 1201.96% | |
| 24 | —VALSPAR CORP | 1,017,839 | $110.0B | 1189.27% | |
| 25 | —AGL RES INC | 1,603,656 | $105.8B | 1144.23% | |
| 26 | —WELLTOWER INC | 1,484,525 | $101.1B | 1093.33% | |
| 27 | ELV 2.75 10/15/42WELLPOINT INC | 54,129,000 | $98.8B | 1068.80% | |
| 28 | —PALO ALTO NETWORKS INC | 76,050,000 | $97.3B | 1052.33% | |
| 29 | —DU PONT E I DE NEMOURS & CO | 1,452,546 | $94.1B | 1018.03% | |
| 30 | —QUESTAR CORP | 3,663,285 | $92.9B | 1005.19% | |
| 31 | HEHAWAIIAN ELEC INDUSTRIES | 2,828,745 | $92.8B | 1003.21% | |
| 32 | WRUSDWESTAR ENERGY INC | 1,630,696 | $91.5B | 989.27% | |
| 33 | MTG 2 04/01/20MGIC INVT CORP WIS | 81,375,000 | $90.7B | 981.34% | |
| 34 | —MOLINA HEALTHCARE INC | 66,325,000 | $90.1B | 974.26% | |
| 35 | —TESLA MTRS INC | 52,150,000 | $88.4B | 956.40% | |
| 36 | —PRICELINE GRP INC | 59,600,000 | $83.0B | 898.03% | |
| 37 | —E M C CORP MASS | 2,997,638 | $81.4B | 880.90% | |
| 38 | —LINKEDIN CORP | 425,574 | $80.5B | 871.10% | |
| 39 | —COLUMBIA PIPELINE GROUP INC | 3,159,230 | $80.5B | 870.98% | |
| 40 | —QLIK TECHNOLOGIES INC | 2,718,822 | $80.4B | 869.83% | |
| 41 | —TECO ENERGY INC | 2,693,753 | $74.5B | 805.29% | |
| 42 | —PIEDMONT NAT GAS INC | 1,220,783 | $73.4B | 793.80% | |
| 43 | —ASTORIA FINL CORP | 4,302,859 | $66.0B | 713.44% | |
| 44 | —DEMANDWARE INC | 878,499 | $65.8B | 711.68% | |
| 45 | —FEI CO | 562,197 | $60.1B | 649.90% | |
| 46 | —HERBALIFE LTD | 59,700,000 | $59.2B | 640.05% | |
| 47 | —HATTERAS FINL CORP | 3,565,466 | $58.5B | 632.44% | |
| 48 | —EMPIRE DIST ELEC CO | 1,713,586 | $58.2B | 629.59% | |
| 49 | —DREAMWORKS ANIMATION SKG INC | 1,417,112 | $57.9B | 626.41% | |
| 50 | —QUINTILES TRANSNATIO HLDGS I | 863,974 | $56.4B | 610.39% | |
| 51 | —WEATHERFORD INTL LTD | 51,419,000 | $56.0B | 605.84% | |
| 52 | —LINKEDIN CORP | 56,115,000 | $55.7B | 601.99% | |
| 53 | —MEDIA GEN INC NEW | 3,104,515 | $53.4B | 577.20% | |
| 54 | —CVENT INC | 1,452,324 | $51.9B | 561.09% | |
| 55 | —TIVO INC | 5,056,700 | $50.1B | 541.45% | |
| 56 | —MEDICINES CO | 40,475,000 | $47.9B | 517.93% | |
| 57 | —ROFIN SINAR TECHNOLOGIES INC | 1,496,261 | $47.8B | 516.89% | |
| 58 | —WEYERHAEUSER CO | 920,800 | $46.3B | 500.75% | |
| 59 | —MICRON TECHNOLOGY INC | 29,975,000 | $45.0B | 487.11% | |
| 60 | —SHIP FINANCE INTERNATIONAL L | 42,075,000 | $44.6B | 482.09% | |
| 61 | —HEARTWARE INTL INC | 768,758 | $44.4B | 480.18% | |
| 62 | —FAIRCHILD SEMICONDUCTOR INTL | 2,126,309 | $42.2B | 456.50% | |
| 63 | —AXIALL CORP | 1,284,176 | $41.9B | 452.93% | |
| 64 | —CEMEX SAB DE CV | 39,500,000 | $40.7B | 440.57% | |
| 65 | —LEXMARK INTL INC | 1,009,052 | $38.1B | 411.99% | |
| 66 | —EURONET WORLDWIDE INC | 32,894,000 | $37.9B | 409.81% | |
| 67 | —FRONTIER COMMUNICATIONS CORP | 394,400 | $37.4B | 404.71% | |
| 68 | —APOLLO ED GROUP INC | 4,043,273 | $36.9B | 398.83% | |
| 69 | —TALMER BANCORP INC | 1,919,186 | $36.8B | 397.92% | |
| 70 | —PRIVATEBANCORP INC | 835,410 | $36.8B | 397.84% | |
| 71 | —CHENIERE ENERGY INC | 63,275,000 | $36.1B | 390.09% | |
| 72 | —SPIRIT RLTY CAP INC NEW | 32,725,000 | $35.4B | 382.49% | |
| 73 | —INCONTACT INC | 2,549,193 | $35.3B | 381.86% | |
| 74 | INGMINGRAM MICRO INC | 989,470 | $34.4B | 372.21% | |
| 75 | —MARKETO INC | 983,245 | $34.2B | 370.30% | |
| 76 | —CELATOR PHARMACEUTICALS INC | 1,111,391 | $33.5B | 362.78% | |
| 77 | —MEMORIAL RESOURCE DEV CORP | 2,108,526 | $33.5B | 362.14% | |
| 78 | —MICRON TECHNOLOGY INC | 22,930,000 | $33.3B | 360.07% | |
| 79 | —WEBMD HEALTH CORP | 25,875,000 | $33.0B | 356.64% | |
| 80 | —DIAMOND RESORTS INTL INC | 1,079,036 | $32.3B | 349.65% | |
| 81 | —BLACK HILLS CORP | 448,500 | $31.8B | 343.64% | |
| 82 | —EXAMWORKS GROUP INC | 897,441 | $31.3B | 338.27% | |
| 83 | TLNTALEN ENERGY CORP | 2,290,411 | $31.0B | 335.67% | |
| 84 | —TUMI HLDGS INC | 1,152,975 | $30.8B | 333.46% | |
| 85 | —QLOGIC CORP | 2,026,431 | $29.9B | 323.07% | |
| 86 | —ALLSCRIPTS HEALTHCARE SOLUTN | 29,525,000 | $29.6B | 320.54% | |
| 87 | —WEBMD HEALTH CORP | 26,675,000 | $29.4B | 318.45% | |
| 88 | —CARMIKE CINEMAS INC | 960,090 | $28.9B | 312.77% | |
| 89 | —SOUTHWESTERN ENERGY CO | 940,150 | $28.5B | 308.55% | |
| 90 | —VIRGIN AMER INC | 497,997 | $28.0B | 302.75% | |
| 91 | —ON SEMICONDUCTOR CORP | 26,714,000 | $27.8B | 301.21% | |
| 92 | —DYNEGY INC NEW DEL | 250,000 | $27.0B | 291.62% | |
| 93 | —WHITING PETE CORP NEW | 30,000,000 | $26.9B | 291.21% | |
| 94 | —STANDARD PAC CORP NEW | 24,880,000 | $26.9B | 290.62% | |
| 95 | —EXELON CORP | 527,025 | $26.1B | 282.16% | |
| 96 | STWD 4.55 03/01/18STARWOOD PPTY TR INC | 23,875,000 | $25.0B | 270.33% | |
| 97 | —AMERICAN CAP LTD | 1,558,168 | $24.7B | 266.78% | |
| 98 | —MONSANTO CO NEW | 234,585 | $24.3B | 262.37% | |
| 99 | —MICRON TECHNOLOGY INC | 15,700,000 | $24.1B | 260.33% | |
| 100 | —MERITOR INC | 21,281,000 | $24.0B | 259.51% |
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