AQR Arbitrage LLC Q4 2016 Filing
Filed February 14, 2017
Portfolio Value
$9.6B
Holdings
344
Report Date
Q4 2016
Filing Type
13F-HR
All Holdings (344 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | —NOVELLUS SYS INC | 102,414,000 | $319.3B | 3313.94% | |
| 2 | VRSN 3.25 08/15/37VERISIGN INC | 136,800,000 | $305.1B | 3166.68% | |
| 3 | —MICROCHIP TECHNOLOGY INC | 87,600,000 | $235.6B | 2445.39% | |
| 4 | —LINEAR TECHNOLOGY CORP | 3,678,931 | $229.4B | 2380.39% | |
| 5 | —DOW CHEM CO | 3,140,670 | $179.7B | 1864.92% | |
| 6 | SESPECTRA ENERGY CORP | 4,169,834 | $171.3B | 1778.05% | |
| 7 | —TYSON FOODS INC | 2,510,325 | $171.0B | 1774.32% | |
| 8 | —VALSPAR CORP | 1,631,468 | $169.0B | 1754.17% | |
| 9 | —WHITEWAVE FOODS CO | 3,034,281 | $168.7B | 1750.74% | |
| 10 | HUMHUMANA INC | 814,202 | $166.1B | 1723.93% | |
| 11 | CICIGNA CORPORATION | 1,234,951 | $164.7B | 1709.48% | |
| 12 | WRUSDWESTAR ENERGY INC | 2,917,887 | $164.4B | 1706.29% | |
| 13 | —ST JUDE MED INC | 2,017,276 | $161.8B | 1678.71% | |
| 14 | —PRIVATEBANCORP INC | 2,978,803 | $161.4B | 1675.14% | |
| 15 | —B/E AEROSPACE INC | 2,550,814 | $153.5B | 1593.28% | |
| 16 | —CST BRANDS INC | 3,187,483 | $153.5B | 1592.70% | |
| 17 | —ENDURANCE SPECIALTY HLDGS LT | 1,659,571 | $153.3B | 1591.32% | |
| 18 | NXPINXP SEMICONDUCTORS N V | 1,547,577 | $151.7B | 1574.03% | |
| 19 | —RITE AID CORP | 17,645,058 | $145.4B | 1508.83% | |
| 20 | INTC 3.25 08/01/39INTEL CORP | 81,201,000 | $143.3B | 1487.30% | |
| 21 | —YAHOO INC | 3,576,882 | $138.3B | 1435.39% | |
| 22 | —MONSANTO CO NEW | 1,311,281 | $138.0B | 1431.68% | |
| 23 | —BROCADE COMMUNICATIONS SYS I | 10,356,244 | $129.3B | 1342.31% | |
| 24 | —HARMAN INTL INDS INC | 1,133,558 | $126.0B | 1307.62% | |
| 25 | —CABELAS INC | 1,969,639 | $115.3B | 1196.75% | |
| 26 | ELV 2.75 10/15/42ANTHEM INC | 54,129,000 | $108.0B | 1120.63% | |
| 27 | —MENTOR GRAPHICS CORP | 2,911,531 | $107.4B | 1114.60% | |
| 28 | —WEATHERFORD INTL LTD | 97,225,000 | $105.7B | 1097.23% | |
| 29 | TWXCHFTIME WARNER INC | 1,090,251 | $105.2B | 1092.15% | |
| 30 | —TEAM HEALTH HOLDINGS INC | 2,336,033 | $101.5B | 1053.32% | |
| 31 | —INTERSIL CORP | 4,551,363 | $101.5B | 1053.26% | |
| 32 | —BATS GLOBAL MKTS INC | 2,895,845 | $97.0B | 1007.03% | |
| 33 | —PALO ALTO NETWORKS INC | 76,050,000 | $96.8B | 1004.76% | |
| 34 | —AGRIUM INC | 962,250 | $96.8B | 1004.06% | |
| 35 | —MOLINA HEALTHCARE INC | 66,325,000 | $95.4B | 989.84% | |
| 36 | —T MOBILE US INC | 937,900 | $88.4B | 917.63% | |
| 37 | —JOY GLOBAL INC | 3,060,874 | $85.7B | 889.39% | |
| 38 | —CHEMTURA CORP | 2,558,321 | $84.9B | 881.42% | |
| 39 | —PRICELINE GRP INC | 53,675,000 | $84.8B | 879.73% | |
| 40 | —WESTERN REFNG INC | 2,231,530 | $84.5B | 876.51% | |
| 41 | —EQUITY ONE | 2,725,337 | $83.6B | 867.98% | |
| 42 | —EVERBANK FINL CORP | 4,192,318 | $81.5B | 846.19% | |
| 43 | —FMC TECHNOLOGIES INC | 2,271,352 | $80.7B | 837.47% | |
| 44 | —YADKIN FINL CORP | 2,329,470 | $79.8B | 828.20% | |
| 45 | —ALERE INC | 2,031,808 | $79.2B | 821.69% | |
| 46 | —G & K SVCS INC | 808,528 | $78.0B | 809.27% | |
| 47 | —HEADWATERS INC | 3,001,071 | $70.6B | 732.49% | |
| 48 | —STILLWATER MNG CO | 4,364,209 | $70.3B | 729.61% | |
| 49 | —MICRON TECHNOLOGY INC | 33,080,000 | $69.6B | 722.61% | |
| 50 | ELV 5.25 05/01/18ANTHEM INC | 1,320,250 | $62.4B | 647.77% | |
| 51 | —LEVEL 3 COMMUNICATIONS INC | 1,061,453 | $59.8B | 620.81% | |
| 52 | —EMPIRE DIST ELEC CO | 1,752,179 | $59.7B | 619.87% | |
| 53 | —TESLA MTRS INC | 34,125,000 | $59.4B | 616.63% | |
| 54 | —GREAT PLAINS ENERGY INC | 1,168,125 | $59.4B | 615.95% | |
| 55 | —MEDICINES CO | 48,575,000 | $58.5B | 606.79% | |
| 56 | —HERBALIFE LTD | 59,700,000 | $54.7B | 567.65% | |
| 57 | —SHIP FINANCE INTERNATIONAL L | 52,500,000 | $52.7B | 547.20% | |
| 58 | —WELLTOWER INC | 864,825 | $52.2B | 542.13% | |
| 59 | —CARDINAL FINL CORP | 1,506,999 | $49.4B | 512.79% | |
| 60 | —MICRON TECHNOLOGY INC | 20,700,000 | $47.3B | 490.85% | |
| 61 | —INTEGRATED DEVICE TECHNOLOGY | 43,793,000 | $45.3B | 470.08% | |
| 62 | VGR V2.5 01/15/19VECTOR GROUP LTD | 28,775,000 | $45.0B | 466.57% | |
| 63 | —SPIRIT RLTY CAP INC NEW | 42,775,000 | $44.6B | 462.76% | |
| 64 | —CEMEX SAB DE CV | 39,500,000 | $44.5B | 461.92% | |
| 65 | —EURONET WORLDWIDE INC | 37,919,000 | $44.1B | 457.45% | |
| 66 | —ALLEGHENY TECHNOLOGIES INC | 31,525,000 | $42.3B | 438.79% | |
| 67 | —PANDORA MEDIA INC | 40,480,000 | $41.7B | 432.68% | |
| 68 | —TTM TECHNOLOGIES INC | 26,500,000 | $40.5B | 420.24% | |
| 69 | —APOLLO ED GROUP INC | 4,076,868 | $40.4B | 418.84% | |
| 70 | —STARWOOD PPTY TR INC | 34,825,000 | $39.2B | 407.24% | |
| 71 | —LIFELOCK INC | 1,628,705 | $39.0B | 404.30% | |
| 72 | —EMERGENT BIOSOLUTIONS INC | 30,400,000 | $38.9B | 403.41% | |
| 73 | —ISLE OF CAPRI CASINOS INC | 1,497,731 | $37.0B | 383.75% | |
| 74 | ADNTADIENT PLC | 568,156 | $33.3B | 345.51% | |
| 75 | —EXELON CORP | 675,800 | $33.0B | 342.38% | |
| 76 | —INPHI CORP | 24,850,000 | $32.2B | 334.43% | |
| 77 | —BLACK HILLS CORP | 448,500 | $30.9B | 320.40% | |
| 78 | —MERITOR INC | 21,281,000 | $30.9B | 320.36% | |
| 79 | —DYNEGY INC NEW DEL | 489,750 | $30.6B | 317.04% | |
| 80 | LWLAMB WESTON HLDGS INC | 806,408 | $30.5B | 316.75% | |
| 81 | MTG 2 04/01/20MGIC INVT CORP WIS | 20,000,000 | $29.8B | 308.73% | |
| 82 | —WEBMD HEALTH CORP | 25,875,000 | $29.3B | 304.27% | |
| 83 | —CLARCOR INC | 353,600 | $29.2B | 302.62% | |
| 84 | HPEHEWLETT PACKARD ENTERPRISE C | 1,225,794 | $28.4B | 294.36% | |
| 85 | —EZCORP INC | 28,950,000 | $28.2B | 292.54% | |
| 86 | AAALCOA CORP | 1,000,779 | $28.1B | 291.63% | |
| 87 | —ALLSCRIPTS HEALTHCARE SOLUTN | 29,525,000 | $27.8B | 288.02% | |
| 88 | —WEBMD HEALTH CORP | 26,675,000 | $27.4B | 284.08% | |
| 89 | VSMEURVERSUM MATLS INC | 952,778 | $26.7B | 277.53% | |
| 90 | INVA 2.125 01/15/23THERAVANCE INC | 31,218,000 | $26.6B | 276.18% | |
| 91 | —HORIZON PHARMA INVT LTD | 27,725,000 | $26.5B | 275.13% | |
| 92 | RACEFERRARI N V | 455,374 | $26.5B | 274.74% | |
| 93 | —AMERICAN CAP LTD | 1,439,225 | $25.8B | 267.65% | |
| 94 | CABOCABLE ONE INC | 40,974 | $25.5B | 264.37% | |
| 95 | —WCI CMNTYS INC | 1,086,323 | $25.5B | 264.36% | |
| 96 | —REYNOLDS AMERICAN INC | 451,572 | $25.3B | 262.61% | |
| 97 | MSGNMSG NETWORK INC | 1,133,206 | $24.4B | 252.84% | |
| 98 | CCCHEMOURS CO | 1,098,274 | $24.3B | 251.77% | |
| 99 | EBAEBAY INC | 808,691 | $24.0B | 249.16% | |
| 100 | YUMCYUM CHINA HLDGS INC | 914,417 | $23.9B | 247.87% |
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