AQR Arbitrage LLC Q3 2016 Filing
Filed November 14, 2016
Portfolio Value
$10.2B
Holdings
353
Report Date
Q3 2016
Filing Type
13F-HR
All Holdings (353 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | —NVIDIA CORP | 200,000,000 | $662.2B | 6496.89% | |
| 2 | VRSN 3.25 08/15/37VERISIGN INC | 136,800,000 | $314.2B | 3082.98% | |
| 3 | —NOVELLUS SYS INC | 102,414,000 | $285.8B | 2804.19% | |
| 4 | —MICROCHIP TECHNOLOGY INC | 87,600,000 | $227.0B | 2227.74% | |
| 5 | INTC 3.25 08/01/39INTEL CORP | 119,951,000 | $219.6B | 2154.52% | |
| 6 | —TYSON FOODS INC | 2,510,325 | $206.8B | 2029.32% | |
| 7 | —YAHOO INC | 4,567,237 | $196.8B | 1931.42% | |
| 8 | KLACKLA-TENCOR CORP | 2,786,420 | $194.2B | 1905.84% | |
| 9 | —T MOBILE US INC | 2,443,375 | $191.0B | 1873.79% | |
| 10 | —LINEAR TECHNOLOGY CORP | 3,078,701 | $182.5B | 1791.00% | |
| 11 | —ALLERGAN PLC | 214,250 | $175.5B | 1721.68% | |
| 12 | —WHITEWAVE FOODS CO | 3,207,343 | $174.6B | 1712.89% | |
| 13 | —DOW CHEM CO | 3,291,160 | $170.6B | 1673.70% | |
| 14 | —VALSPAR CORP | 1,595,163 | $169.2B | 1660.14% | |
| 15 | —ST JUDE MED INC | 2,082,346 | $166.1B | 1629.61% | |
| 16 | —RITE AID CORP | 20,112,819 | $154.7B | 1517.56% | |
| 17 | CICIGNA CORPORATION | 1,184,641 | $154.4B | 1514.76% | |
| 18 | HUMHUMANA INC | 851,693 | $150.7B | 1478.20% | |
| 19 | SESPECTRA ENERGY CORP | 3,473,825 | $148.5B | 1457.10% | |
| 20 | —CST BRANDS INC | 2,993,864 | $144.0B | 1412.65% | |
| 21 | —FIAT CHRYSLER AUTOMOBILES N | 2,186,825 | $140.6B | 1379.92% | |
| 22 | WRUSDWESTAR ENERGY INC | 2,468,433 | $140.1B | 1374.47% | |
| 23 | —MONSANTO CO NEW | 1,313,280 | $134.2B | 1316.90% | |
| 24 | —CEPHEID | 2,545,865 | $134.1B | 1316.17% | |
| 25 | —ENVISION HEALTHCARE HLDGS IN | 5,404,496 | $120.4B | 1180.92% | |
| 26 | —PALO ALTO NETWORKS INC | 76,050,000 | $116.3B | 1141.19% | |
| 27 | —WEATHERFORD INTL LTD | 101,725,000 | $114.4B | 1122.24% | |
| 28 | —ITC HLDGS CORP | 2,425,547 | $112.7B | 1106.17% | |
| 29 | —RACKSPACE HOSTING INC | 3,263,415 | $103.4B | 1014.71% | |
| 30 | —MOLINA HEALTHCARE INC | 66,325,000 | $100.9B | 990.38% | |
| 31 | ELV 2.75 10/15/42WELLPOINT INC | 54,129,000 | $95.1B | 932.74% | |
| 32 | —QUINTILES TRANSNATIO HLDGS I | 1,153,791 | $93.5B | 917.65% | |
| 33 | —LINKEDIN CORP | 488,421 | $93.3B | 915.90% | |
| 34 | —INTERSIL CORP | 4,022,602 | $88.2B | 865.55% | |
| 35 | —ALERE INC | 1,998,698 | $86.4B | 847.97% | |
| 36 | —PRICELINE GRP INC | 53,675,000 | $85.2B | 836.05% | |
| 37 | ELV 5.25 05/01/18ANTHEM INC | 1,946,450 | $85.2B | 835.92% | |
| 38 | —G & K SVCS INC | 862,378 | $82.3B | 807.98% | |
| 39 | —PIEDMONT NAT GAS INC | 1,314,292 | $78.9B | 774.24% | |
| 40 | —PRIVATEBANCORP INC | 1,642,010 | $75.4B | 739.82% | |
| 41 | —POST PPTYS INC | 1,091,724 | $72.2B | 708.37% | |
| 42 | —AVG TECHNOLOGIES N V | 2,866,874 | $71.7B | 703.51% | |
| 43 | —NETSUITE INC | 640,004 | $70.8B | 695.08% | |
| 44 | —EMPIRE DIST ELEC CO | 1,910,333 | $65.2B | 639.91% | |
| 45 | —LEXMARK INTL INC | 1,559,830 | $62.3B | 611.58% | |
| 46 | —WELLTOWER INC | 914,825 | $61.2B | 600.27% | |
| 47 | —EVERBANK FINL CORP | 3,102,727 | $60.1B | 589.38% | |
| 48 | —ASTORIA FINL CORP | 4,078,669 | $59.5B | 584.28% | |
| 49 | —HERBALIFE LTD | 59,700,000 | $59.2B | 580.64% | |
| 50 | —CVENT INC | 1,851,619 | $58.7B | 576.10% | |
| 51 | —MICRON TECHNOLOGY INC | 29,975,000 | $57.2B | 561.01% | |
| 52 | —LINKEDIN CORP | 56,115,000 | $55.9B | 548.17% | |
| 53 | —CHEMTURA CORP | 1,700,000 | $55.8B | 547.27% | |
| 54 | —TESLA MTRS INC | 34,125,000 | $55.2B | 541.17% | |
| 55 | —YADKIN FINL CORP | 2,090,082 | $54.9B | 539.14% | |
| 56 | —EXELON CORP | 1,127,825 | $53.2B | 522.31% | |
| 57 | —FLEETMATICS GROUP PLC | 885,724 | $53.1B | 521.26% | |
| 58 | —MEDICINES CO | 40,475,000 | $52.6B | 516.02% | |
| 59 | —ROFIN SINAR TECHNOLOGIES INC | 1,618,911 | $52.1B | 511.16% | |
| 60 | —INTERACTIVE INTELLIGENCE GRO | 822,297 | $49.5B | 485.22% | |
| 61 | —DYCOM INDS INC | 44,600,000 | $48.8B | 479.18% | |
| 62 | TLNTALEN ENERGY CORP | 3,269,411 | $45.3B | 444.29% | |
| 63 | —VIRGIN AMER INC | 843,307 | $45.1B | 442.75% | |
| 64 | —ALLEGHENY TECHNOLOGIES INC | 31,525,000 | $44.6B | 437.88% | |
| 65 | —CEMEX SAB DE CV | 39,500,000 | $44.5B | 436.98% | |
| 66 | —EURONET WORLDWIDE INC | 32,894,000 | $41.6B | 407.87% | |
| 67 | —INCONTACT INC | 2,915,688 | $40.8B | 399.94% | |
| 68 | —JOY GLOBAL INC | 1,466,500 | $40.7B | 399.15% | |
| 69 | —FRONTIER COMMUNICATIONS CORP | 483,025 | $40.6B | 398.10% | |
| 70 | —STARWOOD PPTY TR INC | 34,825,000 | $39.5B | 387.40% | |
| 71 | —MICRON TECHNOLOGY INC | 20,700,000 | $39.4B | 386.15% | |
| 72 | —FMC TECHNOLOGIES INC | 1,324,091 | $39.3B | 385.46% | |
| 73 | —TWENTY FIRST CENTY FOX INC | 1,606,269 | $38.9B | 381.72% | |
| 74 | —PRESS GANEY HLDGS INC | 931,976 | $37.7B | 369.43% | |
| 75 | —RAPTOR PHARMACEUTICAL CORP | 4,062,563 | $36.4B | 357.55% | |
| 76 | —SPIRIT RLTY CAP INC NEW | 32,725,000 | $36.2B | 355.20% | |
| 77 | —MICRON TECHNOLOGY INC | 18,755,000 | $33.2B | 325.60% | |
| 78 | —APOLLO ED GROUP INC | 4,162,232 | $33.1B | 324.67% | |
| 79 | —ON SEMICONDUCTOR CORP | 26,714,000 | $31.9B | 313.22% | |
| 80 | CCCHEMOURS CO | 1,991,742 | $31.9B | 312.68% | |
| 81 | —DYNEGY INC NEW DEL | 374,750 | $31.1B | 305.08% | |
| 82 | —BLACK HILLS CORP | 448,500 | $31.0B | 303.86% | |
| 83 | —ALLSCRIPTS HEALTHCARE SOLUTN | 29,525,000 | $30.4B | 298.02% | |
| 84 | —INFOBLOX INC | 1,143,902 | $30.2B | 295.97% | |
| 85 | —WEBMD HEALTH CORP | 25,875,000 | $30.0B | 294.19% | |
| 86 | —TTM TECHNOLOGIES INC | 22,500,000 | $29.9B | 293.07% | |
| 87 | —EMERGENT BIOSOLUTIONS INC | 24,150,000 | $29.7B | 291.01% | |
| 88 | —CARMIKE CINEMAS INC | 893,355 | $29.2B | 286.54% | |
| 89 | —MERITOR INC | 21,281,000 | $28.7B | 281.88% | |
| 90 | HPEHEWLETT PACKARD ENTERPRISE C | 1,246,576 | $28.4B | 278.26% | |
| 91 | INGMINGRAM MICRO INC | 789,021 | $28.1B | 276.06% | |
| 92 | —WEBMD HEALTH CORP | 26,675,000 | $27.8B | 273.01% | |
| 93 | —TAKE-TWO INTERACTIVE SOFTWAR | 11,400,000 | $26.9B | 264.26% | |
| 94 | EBAEBAY INC | 808,691 | $26.6B | 261.05% | |
| 95 | —STANDARD PAC CORP NEW | 24,880,000 | $26.0B | 255.56% | |
| 96 | HEHAWAIIAN ELEC INDUSTRIES | 863,928 | $25.8B | 253.03% | |
| 97 | —BATS GLOBAL MKTS INC | 828,204 | $25.0B | 244.84% | |
| 98 | —NORTHSTAR RLTY FIN CORP | 1,874,881 | $24.7B | 242.27% | |
| 99 | —AMERICAN CAP LTD | 1,439,225 | $24.3B | 238.79% | |
| 100 | RACEFERRARI N V | 464,959 | $24.1B | 236.63% |
Page 1 of 4Next