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 |
|---|---|---|---|---|---|
| 201 | —GRANITE PT MTG TR INC | 5,000,000 | $2.8B | 0.09% | |
| 202 | NEE 4.872 09/01/22NEXTERA ENERGY INC | 56,425 | $2.8B | 0.09% | |
| 203 | —REPLAY ACQUISITION CORP | 280,000 | $2.8B | 0.09% | |
| 204 | —MAGNACHIP SEMICONDUCTOR SA | 2,000,000 | $2.7B | 0.09% | |
| 205 | —AMPLITUDE HLTHCRE AQUSTIN CO | 281,250 | $2.7B | 0.09% | |
| 206 | —VEONEER INCORPORATED | 364,536 | $2.7B | 0.09% | |
| 207 | —EAST STONE ACQUISITION CORP | 275,000 | $2.7B | 0.09% | |
| 208 | —SEMPRA ENERGY | 27,925 | $2.6B | 0.09% | |
| 209 | —LENDINGTREE INC NEW | 2,375,000 | $2.6B | 0.09% | |
| 210 | BMRNBIOMARIN PHARMACEUTICAL INC | 30,756 | $2.5B | 0.08% | |
| 211 | —FLEXION THERAPEUTICS INC | 3,245,000 | $2.5B | 0.08% | |
| 212 | —TRINE ACQUISITION CORP | 250,000 | $2.5B | 0.08% | |
| 213 | —NEW RELIC INC | 2,900,000 | $2.4B | 0.08% | |
| 214 | ARLOARLO TECHNOLOGIES INC | 997,602 | $2.4B | 0.08% | |
| 215 | —CARDTRONICS INC | 2,500,000 | $2.4B | 0.08% | |
| 216 | —PARATEK PHARMACEUTICALS INC | 3,050,000 | $2.4B | 0.08% | |
| 217 | —HELIX ENERGY SOLUTIONS GRP I | 3,500,000 | $2.3B | 0.08% | |
| 218 | —DTE ENERGY CO | 55,875 | $2.2B | 0.07% | |
| 219 | ETRNUSDEQUITRANS MIDSTREAM CORP | 493,914 | $2.2B | 0.07% | |
| 220 | IIMINVESCO VALUE MUN INCOME TR | 153,890 | $2.2B | 0.07% | |
| 221 | —CAESARS ENTMT CORP | 2,000,000 | $2.1B | 0.07% | |
| 222 | —LEISURE ACQUISITION CORP | 200,000 | $2.1B | 0.07% | |
| 223 | —LEGACY ACQUISITION CORP | 200,000 | $2.1B | 0.07% | |
| 224 | —LF CAP ACQUISITION CORP | 200,000 | $2.0B | 0.07% | |
| 225 | —HENNESSY CAP ACQUSTION CORP | 200,000 | $2.0B | 0.07% | |
| 226 | —GIGCAPITAL2 INC | 203,000 | $2.0B | 0.07% | |
| 227 | —INSURANCE ACQUISITION CORP | 200,000 | $2.0B | 0.07% | |
| 228 | —SC HEALTH CORP | 200,000 | $2.0B | 0.07% | |
| 229 | —OAKTREE ACQUISITION CORP | 199,998 | $2.0B | 0.07% | |
| 230 | —FINTECH ACQUISITION CORP III | 200,000 | $2.0B | 0.07% | |
| 231 | —SCVX CORP | 200,000 | $2.0B | 0.07% | |
| 232 | —NETFIN ACQUISITION CORP | 200,000 | $2.0B | 0.07% | |
| 233 | XNEAXNUVEEN AMT FREE QLTY MUN INC | 145,653 | $2.0B | 0.07% | |
| 234 | —GORES HLDGS IV INC | 200,000 | $1.9B | 0.06% | |
| 235 | —YUNHONG INTL | 200,000 | $1.9B | 0.06% | |
| 236 | —BECTON DICKINSON & CO | 34,150 | $1.9B | 0.06% | |
| 237 | GTXGARRETT MOTION INC | 643,844 | $1.8B | 0.06% | |
| 238 | —DOMINION ENERGY INC | 19,350 | $1.8B | 0.06% | |
| 239 | —INVACARE CORP | 1,950,000 | $1.8B | 0.06% | |
| 240 | —HL ACQUISITIONS CORP | 151,887 | $1.6B | 0.05% | |
| 241 | EZPW 2.875 07/01/24EZCORP INC | 2,000,000 | $1.6B | 0.05% | |
| 242 | —PURE ACQUISITION CORP | 150,000 | $1.6B | 0.05% | |
| 243 | —INTERCEPT PHARMACEUTICALS IN | 1,800,000 | $1.6B | 0.05% | |
| 244 | —MUDRICK CAP ACQUISITION CORP | 150,000 | $1.6B | 0.05% | |
| 245 | —ALLEGRO MERGER CORP | 150,000 | $1.6B | 0.05% | |
| 246 | —MEGALITH FINL ACQUISITION CO | 150,000 | $1.5B | 0.05% | |
| 247 | —FORUM MERGER II CORP | 150,000 | $1.5B | 0.05% | |
| 248 | —GRID DYNAMICS HLDGS INC | 810,000 | $1.5B | 0.05% | |
| 249 | —GRAF INDL CORP | 150,000 | $1.5B | 0.05% | |
| 250 | —AMCI ACQUISITION CORP | 150,000 | $1.5B | 0.05% | |
| 251 | —LIV CAP ACQUISITION CORP | 160,000 | $1.5B | 0.05% | |
| 252 | —SPARTAN ENERGY ACQUISITION C | 150,000 | $1.5B | 0.05% | |
| 253 | —SCHULTZE SPL PURP ACQUSTN CO | 150,000 | $1.5B | 0.05% | |
| 254 | —ANDINA ACQUISITION CORP III | 150,000 | $1.5B | 0.05% | |
| 255 | —PROFICIENT ALPHA ACQUSTN COR | 150,000 | $1.5B | 0.05% | |
| 256 | —NEBULA ACQUISITION CORP | 144,865 | $1.5B | 0.05% | |
| 257 | NRG 2.75 06/01/48NRG ENERGY INC | 1,500,000 | $1.4B | 0.05% | |
| 258 | BTTBLACKROCK MUN TARGET TERM TR | 63,078 | $1.4B | 0.05% | |
| 259 | —FRANKLIN FINL NETWORK INC | 67,794 | $1.4B | 0.05% | |
| 260 | —QTS RLTY TR INC | 10,450 | $1.4B | 0.05% | |
| 261 | GOLGBPGOL LINHAS AEREAS INTLG S A | 301,042 | $1.3B | 0.04% | |
| 262 | NADNUVEEN QUALITY MUNCP INCOME | 89,864 | $1.2B | 0.04% | |
| 263 | —TIMKENSTEEL CORP | 1,500,000 | $1.2B | 0.04% | |
| 264 | HHC*HOWARD HUGHES CORP | 23,488 | $1.2B | 0.04% | |
| 265 | PATK 1 02/01/23PATRICK INDS INC | 1,500,000 | $1.2B | 0.04% | |
| 266 | EMBJEMBRAER S.A. | 159,946 | $1.2B | 0.04% | |
| 267 | —ARBOR RLTY TR INC | 1,500,000 | $1.1B | 0.04% | |
| 268 | —LGL SYS ACQUISITION CORP | 115,000 | $1.1B | 0.04% | |
| 269 | —OASIS PETROLEUM INC | 8,000,000 | $1.1B | 0.04% | |
| 270 | —ATLAS TECHNICAL CONSULTANTS | 1,565,744 | $1.1B | 0.04% | |
| 271 | —ENVESTNET INC | 1,000,000 | $1.0B | 0.03% | |
| 272 | ATLCATLANTICUS HLDGS CORP | 103,450 | $1.0B | 0.03% | |
| 273 | —ARYA SCIENCES ACQUISITION CO | 100,000 | $1.0B | 0.03% | |
| 274 | VCVINVESCO CALIF VALUE MUN INCO | 88,131 | $999.0M | 0.03% | |
| 275 | —ENCORE CAP GROUP INC | 1,000,000 | $982.0M | 0.03% | |
| 276 | —LIBERTY MEDIA CORP | 1,367,341 | $966.0M | 0.03% | |
| 277 | —PENNYMAC CORP | 1,000,000 | $966.0M | 0.03% | |
| 278 | —KALEYRA INC | 1,125,000 | $956.0M | 0.03% | |
| 279 | LMCA 1.375 10/15/23LIBERTY MEDIA CORP DEL | 1,000,000 | $948.0M | 0.03% | |
| 280 | —PROGENICS PHARMACEUTICALS IN | 247,948 | $942.0M | 0.03% | |
| 281 | —TEVA PHARMACEUTICAL FIN LLC | 1,000,000 | $931.0M | 0.03% | |
| 282 | BBNBLACKROCK TAX MUNICPAL BD TR | 42,111 | $918.0M | 0.03% | |
| 283 | —VERTIV HOLDINGS CO | 500,000 | $900.0M | 0.03% | |
| 284 | WDC 1.5 02/01/24WESTERN DIGITAL CORP. | 1,000,000 | $875.0M | 0.03% | |
| 285 | NACNUVEEN CA QUALTY MUN INCOME | 63,660 | $872.0M | 0.03% | |
| 286 | MYIBLACKROCK MUNIYIELD QLTY FD | 67,536 | $863.0M | 0.03% | |
| 287 | —CRESCENT ACQUISITION CORP | 1,000,000 | $850.0M | 0.03% | |
| 288 | —CREE INC | 925,000 | $847.0M | 0.03% | |
| 289 | EVNEATON VANCE MUNI INCOME TRUS | 70,678 | $847.0M | 0.03% | |
| 290 | —TILRAY INC | 2,550,000 | $819.0M | 0.03% | |
| 291 | APY1USDAPERGY CORP | 140,304 | $807.0M | 0.03% | |
| 292 | NWSANEWS CORP NEW | 85,532 | $768.0M | 0.03% | |
| 293 | —SEACOR HOLDINGS INC | 1,000,000 | $764.0M | 0.03% | |
| 294 | —BROOGE HLDGS LTD | 955,002 | $764.0M | 0.03% | |
| 295 | VGMINVESCO TR INVT GRADE MUNS | 62,481 | $755.0M | 0.03% | |
| 296 | —CF FIN ACQUISITION CORP | 1,500,000 | $750.0M | 0.03% | |
| 297 | —FINTECH ACQUISITION CORP III | 1,150,000 | $748.0M | 0.03% | |
| 298 | LSAKNET 1 UEPS TECHNOLOGIES INC | 248,450 | $723.0M | 0.02% | |
| 299 | —LEO HOLDINGS CORP | 1,115,000 | $714.0M | 0.02% | |
| 300 | —JAZZ INVESTMENTS I LTD | 750,000 | $713.0M | 0.02% |