AQR Arbitrage LLC Q3 2019 Filing
Filed November 14, 2019
Portfolio Value
$6.8B
Holdings
449
Report Date
Q3 2019
Filing Type
13F-HR
All Holdings (449 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | —NOVELLUS SYS INC | 80,783,000 | $578.5B | 8464.94% | |
| 2 | —SUNTRUST BKS INC | 3,142,940 | $216.2B | 3164.19% | |
| 3 | —MEDIDATA SOLUTIONS INC | 2,097,920 | $192.0B | 2808.99% | |
| 4 | WBC1EURWABCO HLDGS INC | 1,429,797 | $191.2B | 2798.38% | |
| 5 | MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC | 93,800,000 | $177.9B | 2603.42% | |
| 6 | ZAYOEURZAYO GROUP HLDGS INC | 4,859,244 | $164.7B | 2410.50% | |
| 7 | —CYPRESS SEMICONDUCTOR CORP | 6,983,287 | $163.0B | 2385.06% | |
| 8 | —ALLERGAN PLC | 926,096 | $155.9B | 2280.63% | |
| 9 | AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC | 40,000,000 | $149.1B | 2182.47% | |
| 10 | —SPRINT CORPORATION | 22,420,593 | $138.3B | 2024.28% | |
| 11 | —MELLANOX TECHNOLOGIES LTD | 1,248,175 | $136.8B | 2001.63% | |
| 12 | VSMEURVERSUM MATLS INC | 2,521,740 | $133.5B | 1953.18% | |
| 13 | WCGEURWELLCARE HEALTH PLANS INC | 505,470 | $131.0B | 1916.99% | |
| 14 | —ACACIA COMMUNICATIONS INC | 1,996,120 | $130.5B | 1910.30% | |
| 15 | ELV 2.75 10/15/42ANTHEM INC | 38,204,000 | $128.0B | 1872.89% | |
| 16 | ADSWADVANCED DISP SVCS INC DEL | 3,905,576 | $127.2B | 1861.42% | |
| 17 | CELGCELGENE CORP | 1,255,337 | $124.7B | 1824.10% | |
| 18 | GWRUSDGENESEE & WYO INC | 845,290 | $93.4B | 1366.93% | |
| 19 | CZREURCAESARS ENTMT CORP | 7,802,046 | $91.0B | 1331.21% | |
| 20 | MELI 2 08/15/28MERCADOLIBRE INC | 56,575,000 | $83.3B | 1219.44% | |
| 21 | —SPARK THERAPEUTICS INC | 857,478 | $83.2B | 1216.87% | |
| 22 | —SQUARE INC | 28,195,000 | $76.9B | 1125.16% | |
| 23 | —MICROCHIP TECHNOLOGY INC | 57,185,000 | $73.7B | 1078.80% | |
| 24 | —WORKDAY INC | 42,500,000 | $55.9B | 818.36% | |
| 25 | SPLK 1.125 09/15/25SPLUNK INC | 50,700,000 | $55.7B | 814.70% | |
| 26 | PSTG 0.125 04/15/23PURE STORAGE INC | 55,525,000 | $54.9B | 803.04% | |
| 27 | —AEROJET ROCKETDYNE HLDGS INC | 26,750,000 | $53.4B | 781.65% | |
| 28 | VIABVIACOM INC NEW | 2,206,711 | $53.0B | 775.95% | |
| 29 | —EL PASO ELEC CO | 789,937 | $53.0B | 775.40% | |
| 30 | GNWGENWORTH FINL INC | 11,285,319 | $49.7B | 726.61% | |
| 31 | AABAUSDALTABA INC | 2,488,238 | $48.5B | 709.29% | |
| 32 | —CARRIZO OIL & GAS INC | 5,324,549 | $45.7B | 668.90% | |
| 33 | —FIREEYE INC | 48,075,000 | $45.3B | 662.71% | |
| 34 | —ZENDESK INC | 34,125,000 | $45.2B | 661.89% | |
| 35 | RTN1USDRAYTHEON CO | 227,308 | $44.6B | 652.58% | |
| 36 | BIDSOTHEBYS | 687,697 | $39.2B | 573.40% | |
| 37 | —SERVICENOW INC | 19,782,000 | $37.9B | 554.77% | |
| 38 | NEE 4.872 09/01/22NEXTERA ENERGY INC | 725,000 | $36.5B | 534.43% | |
| 39 | PACBPACIFIC BIOSCIENCES CALIF IN | 6,867,971 | $35.4B | 518.59% | |
| 40 | ARCC 4.625 03/01/24ARES CAP CORP | 32,950,000 | $34.8B | 509.53% | |
| 41 | —CLEVELAND CLIFFS INC | 32,050,000 | $34.8B | 509.29% | |
| 42 | DISH 3.375 08/15/26DISH NETWORK CORP | 36,675,000 | $33.7B | 493.05% | |
| 43 | —TESLA INC | 33,025,000 | $33.6B | 492.04% | |
| 44 | LTXBUSDLEGACY TEX FINL GROUP INC | 761,146 | $33.1B | 484.84% | |
| 45 | —CHEGG INC | 24,300,000 | $31.1B | 455.68% | |
| 46 | —COLFAX CORP | 237,725 | $31.0B | 453.23% | |
| 47 | —SYNAPTICS INC | 32,703,000 | $30.5B | 446.84% | |
| 48 | FCN 2 08/15/23FTI CONSULTING INC | 24,960,000 | $30.5B | 446.37% | |
| 49 | —CAMBREX CORP | 511,475 | $30.4B | 445.33% | |
| 50 | —TTM TECHNOLOGIES INC | 22,250,000 | $29.7B | 434.93% | |
| 51 | —CARBON BLACK INC | 1,131,128 | $29.4B | 430.19% | |
| 52 | —ALLEGHENY TECHNOLOGIES INC | 18,525,000 | $29.1B | 425.68% | |
| 53 | AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN | 33,825,000 | $28.1B | 411.75% | |
| 54 | ETSY 0 03/01/23ETSY INC | 16,500,000 | $27.8B | 407.30% | |
| 55 | —AMAG PHARMACEUTICALS INC | 31,875,000 | $26.3B | 384.81% | |
| 56 | —II VI INC | 25,050,000 | $25.9B | 379.26% | |
| 57 | —PIVOTAL SOFTWARE INC | 1,728,899 | $25.8B | 377.46% | |
| 58 | GCI1EURGANNETT CO INC | 2,328,573 | $25.0B | 365.96% | |
| 59 | —MILACRON HLDGS CORP | 1,495,800 | $24.9B | 364.88% | |
| 60 | NBIX 2.25 05/15/24NEUROCRINE BIOSCIENCES INC | 17,950,000 | $24.6B | 360.30% | |
| 61 | —MERITOR INC | 25,075,000 | $24.6B | 359.98% | |
| 62 | —RMG ACQUISITION CORP | 2,499,996 | $24.4B | 357.78% | |
| 63 | —SHIP FINANCE INTERNATIONAL L | 23,325,000 | $24.4B | 357.34% | |
| 64 | —TRINE ACQUISITION CORP | 2,300,000 | $22.7B | 332.19% | |
| 65 | —DIAMONDPEAK HLDGS COR | 2,299,998 | $22.6B | 330.51% | |
| 66 | —CHANGE HEALTHCARE INC | 465,675 | $22.2B | 325.18% | |
| 67 | —DYCOM INDS INC | 22,898,000 | $22.1B | 323.22% | |
| 68 | —CONNECTICUT WTR SVC INC | 312,956 | $21.9B | 320.85% | |
| 69 | —INFINERA CORPORATION | 25,075,000 | $21.9B | 320.17% | |
| 70 | —PRICELINE GRP INC | 14,200,000 | $21.3B | 311.23% | |
| 71 | —WORKDAY INC | 10,000,000 | $20.9B | 306.26% | |
| 72 | VECO 2.7 01/15/23VEECO INSTRS INC DEL | 23,000,000 | $20.6B | 301.28% | |
| 73 | —TORTOISE ACQUISITION CORP | 2,077,938 | $20.3B | 297.38% | |
| 74 | OPTUALTICE USA INC | 703,195 | $20.1B | 293.57% | |
| 75 | —GX ACQUISITION CORP | 2,000,000 | $19.9B | 291.20% | |
| 76 | —HAYMAKER ACQUISITION CORP II | 1,999,998 | $19.8B | 289.74% | |
| 77 | —RH | 18,250,000 | $19.8B | 289.68% | |
| 78 | INVA 2.125 01/15/23THERAVANCE INC | 20,743,000 | $19.6B | 286.46% | |
| 79 | —GANNETT CO INC | 18,050,000 | $19.6B | 286.11% | |
| 80 | —CREE INC | 17,750,000 | $19.5B | 285.73% | |
| 81 | LGND 0.75 05/15/23LIGAND PHARMACEUTICALS INC | 23,325,000 | $19.5B | 285.33% | |
| 82 | —APOLLO COML REAL EST FIN INC | 18,650,000 | $19.2B | 280.45% | |
| 83 | RWT 5.625 07/15/24REDWOOD TR INC | 18,675,000 | $19.0B | 278.13% | |
| 84 | —SEACOR HOLDINGS INC | 19,244,000 | $19.0B | 277.40% | |
| 85 | EXASEXACT SCIENCES CORP | 13,337,000 | $18.9B | 275.91% | |
| 86 | FTDRFRONTDOOR INC | 378,799 | $18.4B | 269.22% | |
| 87 | —VIAVI SOLUTIONS INC | 15,000,000 | $18.1B | 265.01% | |
| 88 | —HERCULES CAPITAL INC | 17,425,000 | $17.9B | 261.67% | |
| 89 | ILMNILLUMINA INC | 58,622 | $17.8B | 260.69% | |
| 90 | —ZILLOW GROUP INC | 19,900,000 | $17.6B | 257.16% | |
| 91 | BXMT 4.75 03/15/23BLACKSTONE MTG TR INC | 16,675,000 | $17.5B | 255.91% | |
| 92 | —LANDCADIA HLDGS II INC | 1,749,996 | $17.1B | 250.18% | |
| 93 | —OASIS PETE INC NEW | 22,500,000 | $16.7B | 244.58% | |
| 94 | —SWITCHBACK ENERGY ACQUISITIO | 1,699,998 | $16.5B | 241.55% | |
| 95 | PSEC 6.375 03/01/25PROSPECT CAPITAL CORPORATION | 15,500,000 | $16.5B | 241.01% | |
| 96 | RWT 4.75 08/15/23REDWOOD TR INC | 16,475,000 | $16.5B | 240.85% | |
| 97 | OPK 4.5 02/15/25OPKO HEALTH INC | 19,875,000 | $16.3B | 238.77% | |
| 98 | —HOPE BANCORP INC | 17,600,000 | $16.3B | 238.55% | |
| 99 | —FORTIVE CORP | 18,050 | $16.3B | 238.37% | |
| 100 | LITE 0.25 03/15/24LUMENTUM HLDGS INC | 13,896,000 | $16.2B | 236.38% |
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