AQR Arbitrage LLC Q2 2019 Filing
Filed August 14, 2019
Portfolio Value
$8.8T
Holdings
495
Report Date
Q2 2019
Filing Type
13F-HR
All Holdings (495 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | —NOVELLUS SYS INC | 88,033,000 | $512.3B | 5.82% | |
| 2 | AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC | 71,325,000 | $276.6B | 3.15% | |
| 3 | —SUNTRUST BKS INC | 3,548,544 | $223.0B | 2.54% | |
| 4 | TSSTOTAL SYS SVCS INC | 1,681,745 | $215.7B | 2.45% | |
| 5 | —L3 TECHNOLOGIES INC | 864,898 | $212.0B | 2.41% | |
| 6 | WPWORLDPAY INC | 1,699,204 | $208.2B | 2.37% | |
| 7 | WBC1EURWABCO HLDGS INC | 1,562,355 | $207.2B | 2.36% | |
| 8 | TRCOTRIBUNE MEDIA CO | 4,135,211 | $191.1B | 2.17% | |
| 9 | FDCFIRST DATA CORP NEW | 7,051,041 | $190.9B | 2.17% | |
| 10 | MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC | 98,950,000 | $174.9B | 1.99% | |
| 11 | AABAUSDALTABA INC | 2,488,238 | $172.6B | 1.96% | |
| 12 | WCGEURWELLCARE HEALTH PLANS INC | 599,220 | $170.8B | 1.94% | |
| 13 | —CYPRESS SEMICONDUCTOR CORP | 7,401,348 | $164.6B | 1.87% | |
| 14 | RHT1EURRED HAT INC | 853,235 | $160.2B | 1.82% | |
| 15 | —ALLERGAN PLC | 896,000 | $150.0B | 1.71% | |
| 16 | ELV 2.75 10/15/42ANTHEM INC | 38,204,000 | $149.3B | 1.70% | |
| 17 | DATATABLEAU SOFTWARE INC | 896,479 | $148.8B | 1.69% | |
| 18 | —SPRINT CORPORATION | 22,561,835 | $148.2B | 1.69% | |
| 19 | CELGCELGENE CORP | 1,542,774 | $142.6B | 1.62% | |
| 20 | —MELLANOX TECHNOLOGIES LTD | 1,221,569 | $135.2B | 1.54% | |
| 21 | —FINISAR CORP | 5,598,399 | $128.0B | 1.46% | |
| 22 | ZAYOEURZAYO GROUP HLDGS INC | 3,805,385 | $125.2B | 1.42% | |
| 23 | VSMEURVERSUM MATLS INC | 2,373,599 | $122.4B | 1.39% | |
| 24 | ADSWADVANCED DISP SVCS INC DEL | 3,699,259 | $118.0B | 1.34% | |
| 25 | ARRYEURARRAY BIOPHARMA INC | 2,407,065 | $111.5B | 1.27% | |
| 26 | APCANADARKO PETE CORP | 1,485,916 | $104.8B | 1.19% | |
| 27 | —MICRON TECHNOLOGY INC | 27,379,000 | $96.7B | 1.10% | |
| 28 | CZREURCAESARS ENTMT CORP | 7,755,000 | $91.7B | 1.04% | |
| 29 | —SQUARE INC | 26,195,000 | $82.7B | 0.94% | |
| 30 | —MICROCHIP TECHNOLOGY INC | 65,633,000 | $77.5B | 0.88% | |
| 31 | —SPARK THERAPEUTICS INC | 726,169 | $74.3B | 0.85% | |
| 32 | —LIBERTY EXPEDIA HLDGS INC | 1,414,426 | $67.6B | 0.77% | |
| 33 | —HERBALIFE LTD | 64,750,000 | $66.8B | 0.76% | |
| 34 | —WORKDAY INC | 42,500,000 | $63.9B | 0.73% | |
| 35 | PSTG 0.125 04/15/23PURE STORAGE INC | 64,725,000 | $62.3B | 0.71% | |
| 36 | —TCF FINL CORP | 2,778,982 | $57.8B | 0.66% | |
| 37 | —MEDIDATA SOLUTIONS INC | 637,553 | $57.7B | 0.66% | |
| 38 | —FORTIVE CORP | 55,075 | $56.8B | 0.65% | |
| 39 | —TESLA INC | 57,500,000 | $56.6B | 0.64% | |
| 40 | —SHUTTERFLY INC | 1,004,952 | $50.8B | 0.58% | |
| 41 | —HFF INC | 1,110,518 | $50.5B | 0.57% | |
| 42 | —WORKDAY INC | 20,000,000 | $50.4B | 0.57% | |
| 43 | —CHESAPEAKE ENERGY CORP | 61,000,000 | $48.8B | 0.56% | |
| 44 | —TWITTER INC | 49,450,000 | $48.4B | 0.55% | |
| 45 | —CLEVELAND CLIFFS INC | 32,975,000 | $47.7B | 0.54% | |
| 46 | —AEROJET ROCKETDYNE HLDGS INC | 26,750,000 | $47.6B | 0.54% | |
| 47 | —FIREEYE INC | 48,075,000 | $47.1B | 0.54% | |
| 48 | —ZENDESK INC | 30,000,000 | $46.1B | 0.52% | |
| 49 | GNWGENWORTH FINL INC | 12,119,149 | $45.0B | 0.51% | |
| 50 | —ALLEGHENY TECHNOLOGIES INC | 23,150,000 | $43.3B | 0.49% | |
| 51 | RTN1USDRAYTHEON CO | 242,886 | $42.2B | 0.48% | |
| 52 | —EL PASO ELEC CO | 641,407 | $41.9B | 0.48% | |
| 53 | PACBPACIFIC BIOSCIENCES CALIF IN | 6,915,211 | $41.8B | 0.48% | |
| 54 | —SERVICENOW INC | 19,532,000 | $40.5B | 0.46% | |
| 55 | AVAAVISTA CORP | 798,324 | $35.6B | 0.40% | |
| 56 | —TERADYNE INC | 21,400,000 | $34.8B | 0.40% | |
| 57 | ARCC 4.625 03/01/24ARES CAP CORP | 33,500,000 | $34.6B | 0.39% | |
| 58 | —SYNAPTICS INC | 37,278,000 | $33.4B | 0.38% | |
| 59 | DISH 3.375 08/15/26DISH NETWORK CORP | 33,400,000 | $32.6B | 0.37% | |
| 60 | —TTM TECHNOLOGIES INC | 25,950,000 | $30.7B | 0.35% | |
| 61 | —GLOBAL BRASS & COPPR HLDGS I | 699,746 | $30.6B | 0.35% | |
| 62 | BIDSOTHEBYS | 511,523 | $29.7B | 0.34% | |
| 63 | AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN | 27,800,000 | $28.6B | 0.33% | |
| 64 | —MULTI COLOR CORP | 567,620 | $28.4B | 0.32% | |
| 65 | —MERITOR INC | 26,200,000 | $27.4B | 0.31% | |
| 66 | —AMAG PHARMACEUTICALS INC | 32,275,000 | $25.9B | 0.29% | |
| 67 | —DYCOM INDS INC | 25,773,000 | $25.3B | 0.29% | |
| 68 | —RMG ACQUISITION CORP | 2,499,996 | $24.4B | 0.28% | |
| 69 | —HURON CONSULTING GROUP INC | 23,955,000 | $23.8B | 0.27% | |
| 70 | —SHIP FINANCE INTERNATIONAL L | 23,325,000 | $23.7B | 0.27% | |
| 71 | —AVANTOR INC | 350,000 | $23.1B | 0.26% | |
| 72 | LTXBUSDLEGACY TEX FINL GROUP INC | 564,721 | $23.0B | 0.26% | |
| 73 | INVA 2.125 01/15/23THERAVANCE INC | 21,843,000 | $23.0B | 0.26% | |
| 74 | —CONNECTICUT WTR SVC INC | 328,053 | $22.9B | 0.26% | |
| 75 | NBIX 2.25 05/15/24NEUROCRINE BIOSCIENCES INC | 17,000,000 | $22.4B | 0.25% | |
| 76 | —DIAMONDPEAK HLDGS COR | 2,299,998 | $22.4B | 0.25% | |
| 77 | —TRINE ACQUISITION CORP | 2,300,000 | $22.3B | 0.25% | |
| 78 | —ACAMAR PARTNERS ACQSITION CO | 2,250,000 | $21.9B | 0.25% | |
| 79 | STCSTEWART INFORMATION SVCS COR | 532,829 | $21.6B | 0.25% | |
| 80 | —PRICELINE GRP INC | 14,850,000 | $21.4B | 0.24% | |
| 81 | —DOMINION ENERGY INC | 200,000 | $20.7B | 0.24% | |
| 82 | —OASIS PETE INC NEW | 22,500,000 | $20.6B | 0.23% | |
| 83 | VECO 2.7 01/15/23VEECO INSTRS INC DEL | 23,000,000 | $20.5B | 0.23% | |
| 84 | —TORTOISE ACQUISITION CORP | 2,077,938 | $20.2B | 0.23% | |
| 85 | —HAYMAKER ACQUISITION CORP II | 2,000,000 | $20.1B | 0.23% | |
| 86 | —GX ACQUISITION CORP | 2,000,000 | $20.1B | 0.23% | |
| 87 | —HENNESSY CAP ACQUSTION CORP | 2,000,000 | $19.8B | 0.23% | |
| 88 | —ZILLOW GROUP INC | 19,900,000 | $19.6B | 0.22% | |
| 89 | —CRESCENT ACQUISITION CORP | 2,000,000 | $19.6B | 0.22% | |
| 90 | OPTUALTICE USA INC | 795,657 | $19.2B | 0.22% | |
| 91 | BXMT 4.75 03/15/23BLACKSTONE MTG TR INC | 18,250,000 | $19.1B | 0.22% | |
| 92 | —II VI INC | 18,000,000 | $19.0B | 0.22% | |
| 93 | ILMNILLUMINA INC | 51,437 | $18.9B | 0.22% | |
| 94 | —SEACOR HOLDINGS INC | 19,244,000 | $18.8B | 0.21% | |
| 95 | —APOLLO COML REAL EST FIN INC | 18,650,000 | $18.7B | 0.21% | |
| 96 | —BOXWOOD MERGER CORP | 1,894,115 | $18.7B | 0.21% | |
| 97 | RWT 5.625 07/15/24REDWOOD TR INC | 18,675,000 | $18.6B | 0.21% | |
| 98 | FTDRFRONTDOOR INC | 421,960 | $18.4B | 0.21% | |
| 99 | —GANNETT CO INC | 18,050,000 | $18.3B | 0.21% | |
| 100 | —MICRO FOCUS INTERNATIONAL PL | 694,043 | $18.2B | 0.21% |
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