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 |
|---|---|---|---|---|---|
| 101 | —SUPERNUS PHARMACEUTICALS INC | 5,750,000 | $5.1B | 0.23% | |
| 102 | —PACIRA BIOSCIENCES | 4,650,000 | $5.1B | 0.23% | |
| 103 | —FUSION ACQUISITION CORP | 500,000 | $5.1B | 0.23% | |
| 104 | —RMG ACQUISITION CORP | 494,998 | $5.1B | 0.23% | |
| 105 | BKNGBOOKING HOLDINGS INC | 3,183 | $5.0B | 0.22% | |
| 106 | —KENSINGTON CAP ACQUISITION C | 500,000 | $5.0B | 0.22% | |
| 107 | —APOLLO COML REAL EST FIN INC | 5,700,000 | $5.0B | 0.22% | |
| 108 | NEE 4.872 09/01/22NEXTERA ENERGY INC | 100,000 | $4.9B | 0.22% | |
| 109 | —SCORPIO TANKERS INC | 5,575,000 | $4.8B | 0.21% | |
| 110 | —TPG SPECIALTY LENDING INC | 4,750,000 | $4.8B | 0.21% | |
| 111 | —AMAG PHARMACEUTICALS INC | 6,100,000 | $4.8B | 0.21% | |
| 112 | —VONAGE HLDGS CORP | 5,000,000 | $4.7B | 0.21% | |
| 113 | ELV 2.75 10/15/42WELLPOINT INC | 1,279,000 | $4.7B | 0.21% | |
| 114 | —ACAMAR PARTNERS ACQSITION CO | 445,000 | $4.6B | 0.20% | |
| 115 | DISCKUSDDISCOVERY INC | 236,717 | $4.6B | 0.20% | |
| 116 | —8X8 INC NEW | 5,000,000 | $4.5B | 0.20% | |
| 117 | ARNC1EURARCONIC CORPORATION | 322,346 | $4.5B | 0.20% | |
| 118 | CARRCARRIER GLOBAL CORPORATION | 195,008 | $4.3B | 0.19% | |
| 119 | —LIBERTY MEDIA CORP DEL | 9,000,000 | $4.3B | 0.19% | |
| 120 | EZPW 2.375 05/01/25EZCORP INC | 5,500,000 | $4.3B | 0.19% | |
| 121 | —GREENBRIER COS INC | 5,187,000 | $4.3B | 0.19% | |
| 122 | NMRKNEWMARK GROUP INC | 868,284 | $4.2B | 0.19% | |
| 123 | —HERCULES CAPITAL INC | 4,300,000 | $4.2B | 0.19% | |
| 124 | —BLACKSTONE MTG TR INC | 4,400,000 | $4.1B | 0.18% | |
| 125 | CVETUSDCOVETRUS INC | 238,605 | $4.1B | 0.18% | |
| 126 | —GOGO INC | 5,875,000 | $4.1B | 0.18% | |
| 127 | —GRAF INDL CORP | 1,782,000 | $4.1B | 0.18% | |
| 128 | —TORTOISE ACQUISITION CORP | 370,664 | $4.0B | 0.18% | |
| 129 | CTVACORTEVA INC | 150,781 | $4.0B | 0.18% | |
| 130 | ILPTINDUSTRIAL LOGISTICS PPTYS T | 192,940 | $4.0B | 0.18% | |
| 131 | DOWDOW INC | 98,515 | $3.9B | 0.18% | |
| 132 | —CENTERPOINT ENERGY INC | 108,750 | $3.9B | 0.17% | |
| 133 | —SOUTHERN CO | 85,375 | $3.8B | 0.17% | |
| 134 | —INFINERA CORP | 4,425,000 | $3.8B | 0.17% | |
| 135 | NRG 2.75 06/01/48NRG ENERGY INC | 3,675,000 | $3.7B | 0.17% | |
| 136 | —STABLE RD ACQUISITION CORP | 375,000 | $3.7B | 0.17% | |
| 137 | NEE 5.279 03/01/23NEXTERA ENERGY INC | 87,500 | $3.7B | 0.17% | |
| 138 | IAA-WUSDIAA INC | 98,722 | $3.7B | 0.17% | |
| 139 | ACAARCOSA INC | 86,862 | $3.7B | 0.16% | |
| 140 | —CRESCENT ACQUISITION CORP | 350,000 | $3.7B | 0.16% | |
| 141 | ALCALCON AG | 63,251 | $3.6B | 0.16% | |
| 142 | —FAR PT ACQUISITION CORP | 349,998 | $3.6B | 0.16% | |
| 143 | LTHM1EURLIVENT CORP | 579,711 | $3.6B | 0.16% | |
| 144 | —GRANITE PT MTG TR INC | 5,000,000 | $3.5B | 0.16% | |
| 145 | KTBKONTOOR BRANDS INC | 196,150 | $3.5B | 0.16% | |
| 146 | FOXAFOX CORP | 127,405 | $3.4B | 0.15% | |
| 147 | —CAESARS ENTMT CORP | 2,000,000 | $3.4B | 0.15% | |
| 148 | —OSI SYSTEMS INC | 3,450,000 | $3.3B | 0.15% | |
| 149 | OTISOTIS WORLDWIDE CORP | 58,156 | $3.3B | 0.15% | |
| 150 | SPHRMADISON SQUARE GRDN ENTERTNM | 44,086 | $3.3B | 0.15% | |
| 151 | —TUSCAN HOLDINGS CORP | 320,000 | $3.3B | 0.15% | |
| 152 | —FORUM MERGER II CORP | 692,580 | $3.3B | 0.14% | |
| 153 | —REALPAGE INC | 3,000,000 | $3.2B | 0.14% | |
| 154 | —CHURCHILL CAP CORP III | 300,000 | $3.2B | 0.14% | |
| 155 | —GALILEO ACQUISITION CORP | 325,000 | $3.2B | 0.14% | |
| 156 | —COMPUCREDIT HLDGS CORP | 5,000,000 | $3.2B | 0.14% | |
| 157 | INVA 2.5 08/15/25INNOVIVA INC | 3,000,000 | $3.2B | 0.14% | |
| 158 | NZFNUVEEN MUNICIPAL CREDIT INC | 208,415 | $3.1B | 0.14% | |
| 159 | —LANDCADIA HLDGS II INC | 583,332 | $3.1B | 0.14% | |
| 160 | GOSS 5 06/01/27GOSSAMER BIO INC | 3,000,000 | $3.0B | 0.13% | |
| 161 | —SOUTH MTN MERGER CORP | 295,000 | $3.0B | 0.13% | |
| 162 | GNRUQGREENROSE ACQUISITION CORP | 300,000 | $3.0B | 0.13% | |
| 163 | —JUNIPER INDL HLDGS INC | 295,000 | $2.9B | 0.13% | |
| 164 | FTDRFRONTDOOR INC | 66,145 | $2.9B | 0.13% | |
| 165 | —HELIX ENERGY SOLUTIONS GRP I | 3,500,000 | $2.9B | 0.13% | |
| 166 | —REPLAY ACQUISITION CORP | 280,000 | $2.9B | 0.13% | |
| 167 | —AMPLITUDE HLTHCRE AQUSTIN CO | 281,250 | $2.8B | 0.13% | |
| 168 | —NEW RELIC INC | 2,900,000 | $2.8B | 0.12% | |
| 169 | —FLEXION THERAPEUTICS INC | 3,245,000 | $2.7B | 0.12% | |
| 170 | —ROTH CH ACQUISITION I CO | 280,000 | $2.7B | 0.12% | |
| 171 | —EAST STONE ACQUISITION CORP | 275,000 | $2.7B | 0.12% | |
| 172 | —MAGNACHIP SEMICONDUCTOR SA | 2,000,000 | $2.7B | 0.12% | |
| 173 | —GORES METROPOULOS INC | 249,999 | $2.7B | 0.12% | |
| 174 | —FINTECH ACQUISITION CORP III | 1,150,000 | $2.6B | 0.12% | |
| 175 | —TRINE ACQUISITION CORP | 250,000 | $2.6B | 0.12% | |
| 176 | —PARATEK PHARMACEUTICALS INC | 3,050,000 | $2.5B | 0.11% | |
| 177 | —CARDTRONICS INC | 2,500,000 | $2.5B | 0.11% | |
| 178 | NVGNUVEEN AMT FREE MUN CR INC F | 160,306 | $2.4B | 0.11% | |
| 179 | —SOFTWARE ACQUISITION GROUP I | 240,880 | $2.4B | 0.11% | |
| 180 | —DTE ENERGY CO | 55,875 | $2.4B | 0.11% | |
| 181 | —GORDON POINTE ACQUISITION CO | 1,106,820 | $2.4B | 0.11% | |
| 182 | —MONOCLE ACQUISITION CORP | 231,119 | $2.4B | 0.11% | |
| 183 | ETRNUSDEQUITRANS MIDSTREAM CORP | 292,042 | $2.4B | 0.11% | |
| 184 | GTXGARRETT MOTION INC | 413,930 | $2.3B | 0.10% | |
| 185 | —FINTECH ACQUISITION CORP III | 200,000 | $2.2B | 0.10% | |
| 186 | IIMINVESCO CALIF MUN INCOME TR | 151,929 | $2.2B | 0.10% | |
| 187 | —NETFIN ACQUISITION CORP | 200,000 | $2.1B | 0.10% | |
| 188 | —HENNESSY CAP ACQUSTION CORP | 200,000 | $2.1B | 0.10% | |
| 189 | —LF CAP ACQUISITION CORP | 200,000 | $2.1B | 0.10% | |
| 190 | —INSURANCE ACQUISITION CORP | 550,000 | $2.1B | 0.09% | |
| 191 | —SCVX CORP | 200,000 | $2.1B | 0.09% | |
| 192 | —GIGCAPITAL2 INC | 203,000 | $2.1B | 0.09% | |
| 193 | OPK 4.5 02/15/25OPKO HEALTH INC | 1,950,000 | $2.0B | 0.09% | |
| 194 | GOLGBPGOL LINHAS AEREAS INTELIGENT | 301,042 | $2.0B | 0.09% | |
| 195 | —OAKTREE ACQUISITION CORP | 199,998 | $2.0B | 0.09% | |
| 196 | —CF FIN ACQUISITION CORP | 1,500,000 | $2.0B | 0.09% | |
| 197 | —SC HEALTH CORP | 200,000 | $2.0B | 0.09% | |
| 198 | —GORES HLDGS IV INC | 200,000 | $2.0B | 0.09% | |
| 199 | —CHURCHILL CAP CORP II | 177,655 | $2.0B | 0.09% | |
| 200 | —YUNHONG INTL | 200,000 | $2.0B | 0.09% |