AQR Arbitrage LLC Q2 2020 Filing
Filed August 17, 2020
Portfolio Value
$2.2T
Holdings
518
Report Date
Q2 2020
Filing Type
13F-HR
All Holdings (518 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | ETRAE TRADE FINANCIAL CORP | 1,281,298 | $63.7B | 2.83% | |
| 2 | —WRIGHT MED GROUP N V | 1,777,183 | $52.8B | 2.35% | |
| 3 | —TESLA INC | 14,925,000 | $52.4B | 2.33% | |
| 4 | ADSWADVANCED DISP SVCS INC DEL | 1,720,020 | $51.9B | 2.31% | |
| 5 | —IBERIABANK CORP | 1,072,911 | $48.9B | 2.17% | |
| 6 | —QIAGEN NV | 1,114,390 | $47.7B | 2.12% | |
| 7 | WTWWILLIS TOWERS WATSON PLC LTD | 240,056 | $47.3B | 2.10% | |
| 8 | —ACACIA COMMUNICATIONS INC | 680,923 | $45.8B | 2.03% | |
| 9 | TIFEURTIFFANY & CO NEW | 367,629 | $44.8B | 1.99% | |
| 10 | CZREURCAESARS ENTMT CORP | 3,518,060 | $42.7B | 1.90% | |
| 11 | —MICROCHIP TECHNOLOGY INC. | 28,141,000 | $41.1B | 1.83% | |
| 12 | LMEURLEGG MASON INC | 823,599 | $41.0B | 1.82% | |
| 13 | —EL PASO ELEC CO | 588,823 | $39.5B | 1.75% | |
| 14 | —DELPHI TECHNOLOGIES PL | 2,678,085 | $38.1B | 1.69% | |
| 15 | MELI 2 08/15/28MERCADOLIBRE INC | 14,925,000 | $34.2B | 1.52% | |
| 16 | LOGMEURLOGMEIN INC | 399,870 | $33.9B | 1.51% | |
| 17 | —FITBIT INC | 5,225,755 | $33.8B | 1.50% | |
| 18 | CBBCINCINNATI BELL INC NEW | 1,956,895 | $29.1B | 1.29% | |
| 19 | —TAUBMAN CTRS INC | 717,359 | $27.1B | 1.20% | |
| 20 | —PORTOLA PHARMACEUTICALS INC | 1,492,287 | $26.8B | 1.19% | |
| 21 | —INOVIO PHARMACEUTICALS INC | 5,000,000 | $24.9B | 1.11% | |
| 22 | W 1.125 11/01/24WAYFAIR INC | 13,750,000 | $24.6B | 1.09% | |
| 23 | —NOVELLUS SYS INC | 2,400,000 | $24.4B | 1.09% | |
| 24 | EXASEXACT SCIENCES CORP | 17,037,000 | $23.3B | 1.04% | |
| 25 | —GRUBHUB INC | 331,734 | $22.8B | 1.02% | |
| 26 | AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN | 23,475,000 | $22.7B | 1.01% | |
| 27 | —FORESCOUT TECHNOLOGIES INC | 1,004,025 | $21.3B | 0.95% | |
| 28 | —CHANGE HEALTHCARE INC | 450,177 | $19.6B | 0.87% | |
| 29 | —WORKDAY INC | 13,575,000 | $18.7B | 0.83% | |
| 30 | WUBAUSD58 COM INC | 318,882 | $17.2B | 0.76% | |
| 31 | GFLCN 6 03/15/23GFL ENVIRONMENTAL INC | 344,475 | $17.2B | 0.76% | |
| 32 | AAL 6.5 07/01/25AMERICAN AIRLS GROUP INC | 17,800,000 | $16.8B | 0.75% | |
| 33 | INVA 2.125 01/15/23THERAVANCE INC | 16,543,000 | $16.4B | 0.73% | |
| 34 | LITE 0.25 03/15/24LUMENTUM HLDGS INC | 10,421,000 | $15.2B | 0.68% | |
| 35 | —SHIP FINANCE INTERNATIONAL L | 14,750,000 | $14.1B | 0.63% | |
| 36 | Z 2.75 05/15/25ZILLOW GROUP INC | 12,000,000 | $14.0B | 0.62% | |
| 37 | —TERRAFORM PWR INC | 748,402 | $13.8B | 0.61% | |
| 38 | PSEC 6.375 03/01/25PROSPECT CAP CORP | 13,950,000 | $13.7B | 0.61% | |
| 39 | —RAPID7 INC | 10,042,000 | $13.5B | 0.60% | |
| 40 | GNWGENWORTH FINL INC | 5,826,940 | $13.5B | 0.60% | |
| 41 | —B RILEY PRIN MERGER CORP II | 1,244,647 | $13.4B | 0.59% | |
| 42 | —FIREEYE INC | 14,375,000 | $13.1B | 0.58% | |
| 43 | —LIVE OAK ACQUISITION CORP | 1,265,000 | $12.7B | 0.56% | |
| 44 | —LONGVIEW ACQUISITION CORP | 1,250,000 | $12.6B | 0.56% | |
| 45 | SPLK 1.125 09/15/25SPLUNK INC | 8,575,000 | $12.6B | 0.56% | |
| 46 | —VIAVI SOLUTIONS INC | 10,875,000 | $12.2B | 0.54% | |
| 47 | —GIGCAPITAL3 INC | 1,200,000 | $12.0B | 0.54% | |
| 48 | —PLURALSIGHT INC | 12,925,000 | $11.5B | 0.51% | |
| 49 | —APOLLO COML REAL EST FIN INC | 13,825,000 | $11.4B | 0.50% | |
| 50 | —PRICELINE GRP INC | 10,600,000 | $11.3B | 0.50% | |
| 51 | —FOLEY TRASIMENE ACQUISTN COR | 1,000,000 | $10.7B | 0.47% | |
| 52 | SRPT 1.5 11/15/24SAREPTA THERAPEUTICS INC | 4,625,000 | $10.6B | 0.47% | |
| 53 | —MERITOR INC | 10,475,000 | $10.5B | 0.47% | |
| 54 | —FORTRESS VALUE ACQUISITION C | 1,000,000 | $10.3B | 0.46% | |
| 55 | TKO 3.375 12/15/23WORLD WRESTLING ENTMT INC | 5,125,000 | $9.6B | 0.43% | |
| 56 | —COLLECTIVE GROWTH CORP | 1,000,000 | $9.5B | 0.42% | |
| 57 | —HOPE BANCORP INC | 11,325,000 | $9.4B | 0.42% | |
| 58 | AVYA 2.25 06/15/23AVAYA HLDGS CORP | 11,225,000 | $9.3B | 0.41% | |
| 59 | LGND 0.75 05/15/23LIGAND PHARMACEUTICALS INC | 10,506,000 | $9.2B | 0.41% | |
| 60 | —FORTIVE CORP | 9,300,000 | $9.2B | 0.41% | |
| 61 | —SUSTAINABLE OPPORTNTS ACQ CO | 875,000 | $8.8B | 0.39% | |
| 62 | VSH 2.25 06/15/25VISHAY INTERTECHNOLOGY INC | 9,200,000 | $8.6B | 0.38% | |
| 63 | CHGG 0.125 03/15/25CHEGG INC | 5,950,000 | $8.4B | 0.38% | |
| 64 | —SOCIAL CAP HEDSPIA HLDG CO I | 700,000 | $8.3B | 0.37% | |
| 65 | FCN 2 08/15/23FTI CONSULTING INC | 6,510,000 | $8.3B | 0.37% | |
| 66 | DISH 3.375 08/15/26DISH NETWORK CORPORATION | 8,650,000 | $8.0B | 0.35% | |
| 67 | GES 2 04/15/24GUESS INC | 11,750,000 | $7.9B | 0.35% | |
| 68 | —RH | 5,600,000 | $7.8B | 0.35% | |
| 69 | —SOCIAL CAP HDOSPHIA HLDG CO | 600,000 | $7.5B | 0.34% | |
| 70 | TVTX 2.5 09/15/25RETROPHIN INC | 9,000,000 | $7.5B | 0.33% | |
| 71 | —ALTAIR ENGR INC | 7,100,000 | $7.5B | 0.33% | |
| 72 | INSG 3.25 05/01/25INSEEGO CORP | 7,000,000 | $7.4B | 0.33% | |
| 73 | KBR 2.5 11/01/23KBR INC | 6,475,000 | $7.3B | 0.32% | |
| 74 | ATSG 1.125 10/15/24AIR TRANSPORT SERVICES GRP I | 7,650,000 | $7.3B | 0.32% | |
| 75 | BXMT 4.75 03/15/23BLACKSTONE MTG TR INC | 7,525,000 | $7.0B | 0.31% | |
| 76 | —NOVUS CAP CORP | 700,000 | $6.9B | 0.31% | |
| 77 | —VEONEER INC | 8,000,000 | $6.7B | 0.30% | |
| 78 | —NEW MTN FIN CORP | 6,875,000 | $6.5B | 0.29% | |
| 79 | —AEROJET ROCKETDYNE HLDGS INC | 4,000,000 | $6.4B | 0.29% | |
| 80 | BNFT 1.25 12/15/23BENEFITFOCUS INC | 8,093,000 | $6.4B | 0.28% | |
| 81 | LUV 1.25 05/01/25SOUTHWEST AIRLS CO | 5,300,000 | $6.4B | 0.28% | |
| 82 | ARCC 4.625 03/01/24ARES CAPITAL CORP | 6,500,000 | $6.4B | 0.28% | |
| 83 | —CLEVELAND CLIFFS INC | 6,863,000 | $6.3B | 0.28% | |
| 84 | —SEACOR HOLDINGS INC | 7,169,000 | $6.3B | 0.28% | |
| 85 | —JAWS ACQUISITION CORP | 600,000 | $6.3B | 0.28% | |
| 86 | —INTREXON CORP | 15,500,000 | $6.2B | 0.28% | |
| 87 | CYTK 4 11/15/26CYTOKINETICS INC | 2,575,000 | $6.1B | 0.27% | |
| 88 | —HCI GROUP INC | 6,000,000 | $6.0B | 0.27% | |
| 89 | —COLFAX CORP | 48,775 | $5.9B | 0.26% | |
| 90 | —NUANCE COMMUNICATIONS INC | 5,000,000 | $5.9B | 0.26% | |
| 91 | KPTI 3 10/15/25KARYOPHARM THERAPEUTICS INC | 4,100,000 | $5.7B | 0.26% | |
| 92 | —MFA FINL INC | 6,425,000 | $5.7B | 0.25% | |
| 93 | —TEAM INC | 8,000,000 | $5.6B | 0.25% | |
| 94 | —HUDSON EXECUTIVE INVT CORP | 550,000 | $5.6B | 0.25% | |
| 95 | —INTERPRIVATE ACQUISITION COR | 550,000 | $5.6B | 0.25% | |
| 96 | REZIRESIDEO TECHNOLOGIES INC | 490,821 | $5.5B | 0.25% | |
| 97 | NBIX 2.25 05/15/24NEUROCRINE BIOSCIENCES INC | 3,300,000 | $5.5B | 0.25% | |
| 98 | COUP 0.125 06/15/25COUPA SOFTWARE INC | 3,000,000 | $5.5B | 0.24% | |
| 99 | —BITAUTO HLDGS LTD | 343,799 | $5.4B | 0.24% | |
| 100 | —MOBILE MINI INC | 172,655 | $5.1B | 0.23% |
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