AQR Arbitrage LLC Q1 2020 Filing
Filed May 15, 2020
Portfolio Value
$3.0T
Holdings
563
Report Date
Q1 2020
Filing Type
13F-HR
All Holdings (563 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | AYAEURSTARS GROUP INC | 3,849,961 | $78.6B | 2.63% | |
| 2 | —ACACIA COMMUNICATIONS INC | 1,025,306 | $68.9B | 2.30% | |
| 3 | —ALLERGAN PLC | 365,933 | $64.8B | 2.17% | |
| 4 | —MELLANOX TECHNOLOGIES LTD | 496,708 | $60.3B | 2.02% | |
| 5 | ADSWADVANCED DISP SVCS INC DEL | 1,823,300 | $59.8B | 2.00% | |
| 6 | —RA PHARMACEUTICALS INC | 1,190,437 | $57.2B | 1.91% | |
| 7 | —WRIGHT MED GROUP N V | 1,913,551 | $54.8B | 1.83% | |
| 8 | WBC1EURWABCO HLDGS INC | 396,394 | $53.5B | 1.79% | |
| 9 | —TALLGRASS ENERGY LP | 3,112,990 | $51.2B | 1.71% | |
| 10 | TIFEURTIFFANY & CO NEW | 382,137 | $49.5B | 1.66% | |
| 11 | —CYPRESS SEMICONDUCTOR CORP | 1,970,325 | $45.9B | 1.54% | |
| 12 | ETRAE TRADE FINANCIAL CORP | 1,327,217 | $45.5B | 1.52% | |
| 13 | —FORTY SEVEN INC | 467,053 | $44.6B | 1.49% | |
| 14 | LMEURLEGG MASON INC | 906,349 | $44.3B | 1.48% | |
| 15 | CZREURCAESARS ENTMT CORP | 6,415,433 | $43.4B | 1.45% | |
| 16 | —FITBIT INC | 6,419,239 | $42.8B | 1.43% | |
| 17 | —QIAGEN NV | 1,016,674 | $42.3B | 1.41% | |
| 18 | —ANIXTER INTL INC | 478,048 | $42.0B | 1.40% | |
| 19 | —TECH DATA CORP | 305,009 | $39.9B | 1.33% | |
| 20 | —KEMET CORP | 1,603,086 | $38.7B | 1.30% | |
| 21 | —FGL HLDGS | 3,878,563 | $38.0B | 1.27% | |
| 22 | —MICROCHIP TECHNOLOGY INC | 40,470,000 | $37.9B | 1.27% | |
| 23 | LOGMEURLOGMEIN INC | 430,717 | $35.9B | 1.20% | |
| 24 | WTWWILLIS TOWERS WATSON PLC LTD | 207,951 | $35.3B | 1.18% | |
| 25 | —EL PASO ELEC CO | 517,870 | $35.2B | 1.18% | |
| 26 | —TAUBMAN CTRS INC | 765,040 | $32.0B | 1.07% | |
| 27 | —FORESCOUT TECHNOLOGIES INC | 938,919 | $29.7B | 0.99% | |
| 28 | —SPRINT CORPORATION | 3,249,362 | $28.0B | 0.94% | |
| 29 | AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN | 32,350,000 | $26.8B | 0.90% | |
| 30 | —IBERIABANK CORP | 720,348 | $26.0B | 0.87% | |
| 31 | W 1.125 11/01/24WAYFAIR INC | 35,875,000 | $24.6B | 0.82% | |
| 32 | TMUST MOBILE US INC | 260,225 | $21.8B | 0.73% | |
| 33 | —DELPHI TECHNOLOGIES PL | 2,643,403 | $21.3B | 0.71% | |
| 34 | —CHEGG INC | 14,100,000 | $20.1B | 0.67% | |
| 35 | ARCC 4.625 03/01/24ARES CAPITAL CORP | 22,500,000 | $19.6B | 0.66% | |
| 36 | MELI 2 08/15/28MERCADOLIBRE INC | 14,925,000 | $19.5B | 0.65% | |
| 37 | —CHANGE HEALTHCARE INC | 450,177 | $19.4B | 0.65% | |
| 38 | —INFINERA CORP | 22,950,000 | $19.3B | 0.65% | |
| 39 | EXASEXACT SCIENCES CORP | 17,037,000 | $18.6B | 0.62% | |
| 40 | —WORKDAY INC | 16,575,000 | $18.4B | 0.62% | |
| 41 | —NOVELLUS SYS INC | 2,400,000 | $18.1B | 0.61% | |
| 42 | —HERCULES CAPITAL INC | 19,425,000 | $17.9B | 0.60% | |
| 43 | GNWGENWORTH FINL INC | 5,239,513 | $17.4B | 0.58% | |
| 44 | CBBCINCINNATI BELL INC NEW | 1,186,793 | $17.4B | 0.58% | |
| 45 | SPLK 1.125 09/15/25SPLUNK INC | 15,400,000 | $17.1B | 0.57% | |
| 46 | —SQUARE INC | 7,175,000 | $16.5B | 0.55% | |
| 47 | HXLHEXCEL CORP NEW | 436,800 | $16.2B | 0.54% | |
| 48 | INVA 2.125 01/15/23THERAVANCE INC | 16,543,000 | $15.4B | 0.52% | |
| 49 | —SHIP FINANCE INTERNATIONAL L | 17,250,000 | $15.3B | 0.51% | |
| 50 | —MERITOR INC | 17,925,000 | $15.3B | 0.51% | |
| 51 | PANW 0.75 07/01/23PALO ALTO NETWORKS INC | 15,625,000 | $15.1B | 0.51% | |
| 52 | DXCM 0.75 12/01/23DEXCOM INC | 8,075,000 | $14.1B | 0.47% | |
| 53 | LITE 0.25 03/15/24LUMENTUM HLDGS INC | 10,421,000 | $14.1B | 0.47% | |
| 54 | —HOPE BANCORP INC | 16,300,000 | $13.6B | 0.46% | |
| 55 | MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC | 9,251,000 | $13.4B | 0.45% | |
| 56 | —FRONT YD RESIDENTIAL CORP | 1,122,018 | $13.4B | 0.45% | |
| 57 | CSFLUSDCENTERSTATE BK CORP | 759,263 | $13.1B | 0.44% | |
| 58 | —TERRAFORM PWR INC | 821,177 | $12.9B | 0.43% | |
| 59 | —SEACOR HOLDINGS INC | 13,669,000 | $12.8B | 0.43% | |
| 60 | —CLEVELAND CLIFFS INC | 17,513,000 | $12.5B | 0.42% | |
| 61 | RTN1USDRAYTHEON CO | 94,314 | $12.4B | 0.41% | |
| 62 | —ALLEGHENY TECHNOLOGIES INC | 13,700,000 | $12.2B | 0.41% | |
| 63 | —SCORPIO TANKERS INC | 14,250,000 | $12.2B | 0.41% | |
| 64 | —FIREEYE INC | 14,375,000 | $12.1B | 0.41% | |
| 65 | OPK 4.5 02/15/25OPKO HEALTH INC | 18,175,000 | $12.0B | 0.40% | |
| 66 | —GOGO INC | 16,875,000 | $12.0B | 0.40% | |
| 67 | PSEC 6.375 03/01/25PROSPECT CAPITAL CORPORATION | 13,950,000 | $11.9B | 0.40% | |
| 68 | TKO 3.375 12/15/23WORLD WRESTLING ENTMT INC | 7,825,000 | $11.8B | 0.39% | |
| 69 | —LANDCADIA HLDGS II INC | 1,193,432 | $11.8B | 0.39% | |
| 70 | VSH 2.25 06/15/25VISHAY INTERTECHNOLOGY INC | 13,200,000 | $11.8B | 0.39% | |
| 71 | BNFT 1.25 12/15/23BENEFITFOCUS INC | 14,700,000 | $11.3B | 0.38% | |
| 72 | —VIAVI SOLUTIONS INC | 10,875,000 | $11.3B | 0.38% | |
| 73 | —GX ACQUISITION CORP | 1,148,800 | $11.3B | 0.38% | |
| 74 | —SWITCHBACK ENERGY ACQUISTN C | 1,159,999 | $11.2B | 0.37% | |
| 75 | LGND 0.75 05/15/23LIGAND PHARMACEUTICALS INC | 13,431,000 | $11.1B | 0.37% | |
| 76 | GFLCN 6 03/15/23GFL ENVIRONMENTAL INC | 261,075 | $11.0B | 0.37% | |
| 77 | —HUBSPOT INC | 7,350,000 | $10.9B | 0.37% | |
| 78 | ETSY 0 03/01/23ETSY INC | 8,405,000 | $10.6B | 0.35% | |
| 79 | EXAS 0.375 03/01/28EXACT SCIENCES CORP | 12,845,000 | $10.1B | 0.34% | |
| 80 | —JUNIPER INDL HLDGS INC | 1,050,000 | $10.1B | 0.34% | |
| 81 | —DYCOM INDS INC | 11,800,000 | $10.0B | 0.33% | |
| 82 | BXMT 4.75 03/15/23BLACKSTONE MTG TR INC | 12,575,000 | $9.9B | 0.33% | |
| 83 | FCN 2 08/15/23FTI CONSULTING INC | 7,510,000 | $9.8B | 0.33% | |
| 84 | —HAYMAKER ACQUISITION CORP II | 999,999 | $9.8B | 0.33% | |
| 85 | —UNION ACQUISITION CORP II | 1,000,000 | $9.8B | 0.33% | |
| 86 | —THUNDER BRDG ACQUISTION II L | 1,000,000 | $9.8B | 0.33% | |
| 87 | —APOLLO COML REAL EST FIN INC | 13,825,000 | $9.3B | 0.31% | |
| 88 | TVTX 2.5 09/15/25RETROPHIN INC | 11,500,000 | $9.1B | 0.30% | |
| 89 | ALCALCON INC | 175,852 | $8.9B | 0.30% | |
| 90 | —INTREXON CORP | 17,500,000 | $8.9B | 0.30% | |
| 91 | ILPTINDUSTRIAL LOGISTICS PPTYS T | 501,957 | $8.8B | 0.29% | |
| 92 | RWT 5.625 07/15/24REDWOOD TR INC | 15,700,000 | $8.7B | 0.29% | |
| 93 | —FORTIVE CORP | 9,300,000 | $8.7B | 0.29% | |
| 94 | CTVACORTEVA INC | 363,590 | $8.5B | 0.29% | |
| 95 | —NEW PROVIDENCE ACQUISITION | 850,000 | $8.3B | 0.28% | |
| 96 | ACAARCOSA INC | 207,693 | $8.3B | 0.28% | |
| 97 | —MFA FINL INC | 13,475,000 | $8.2B | 0.27% | |
| 98 | —VEONEER INCORPORATED | 10,000,000 | $8.0B | 0.27% | |
| 99 | RWT 4.75 08/15/23REDWOOD TR INC | 12,100,000 | $7.9B | 0.26% | |
| 100 | —ACT II GLOBAL ACQUISITION CO | 800,000 | $7.9B | 0.26% |
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