AQR Arbitrage LLC Q3 2020 Filing
Filed November 16, 2020
Portfolio Value
$2.8T
Holdings
565
Report Date
Q3 2020
Filing Type
13F-HR
All Holdings (565 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | —VIVINT SOLAR INC | 1,413,226 | $59.9B | 2.17% | |
| 2 | MXIMMAXIM INTEGRATED PRODS INC | 751,131 | $50.8B | 1.84% | |
| 3 | ETRAE TRADE FINANCIAL CORP | 1,007,477 | $50.4B | 1.83% | |
| 4 | —WRIGHT MED GROUP N V | 1,647,847 | $50.3B | 1.83% | |
| 5 | —MICROCHIP TECHNOLOGY INC. | 32,235,000 | $48.2B | 1.75% | |
| 6 | MELI 2 08/15/28MERCADOLIBRE INC | 19,000,000 | $47.9B | 1.74% | |
| 7 | —GRUBHUB INC | 636,736 | $46.1B | 1.67% | |
| 8 | WTWWILLIS TOWERS WATSON PLC LTD | 219,471 | $45.8B | 1.66% | |
| 9 | VAREURVARIAN MED SYS INC | 257,272 | $44.3B | 1.61% | |
| 10 | LVGOLIVONGO HEALTH INC | 311,174 | $43.6B | 1.58% | |
| 11 | ADSWADVANCED DISP SVCS INC DEL | 1,428,481 | $43.2B | 1.57% | |
| 12 | —ACACIA COMMUNICATIONS INC | 636,037 | $42.9B | 1.56% | |
| 13 | W 1 08/15/26WAYFAIR INC | 20,575,000 | $42.7B | 1.55% | |
| 14 | —MOMENTA PHARMACEUTICALS INC | 773,269 | $40.6B | 1.47% | |
| 15 | TIFEURTIFFANY & CO NEW | 343,697 | $39.8B | 1.44% | |
| 16 | —DELPHI TECHNOLOGIES PL | 2,161,268 | $36.1B | 1.31% | |
| 17 | —NATIONAL GEN HLDGS CORP | 1,054,201 | $35.6B | 1.29% | |
| 18 | —TESLA INC | 4,950,000 | $34.2B | 1.24% | |
| 19 | AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN | 27,575,000 | $33.3B | 1.21% | |
| 20 | —BMC STK HLDGS INC | 759,354 | $32.5B | 1.18% | |
| 21 | —IMMUNOMEDICS INC | 382,284 | $32.5B | 1.18% | |
| 22 | —FITBIT INC | 4,604,681 | $32.0B | 1.16% | |
| 23 | NBL2EURNOBLE ENERGY INC | 3,613,142 | $30.9B | 1.12% | |
| 24 | —AIMMUNE THERAPEUTICS INC | 894,257 | $30.8B | 1.12% | |
| 25 | AKAM 0.375 09/01/27AKAMAI TECHNOLOGIES INC | 22,925,000 | $26.6B | 0.97% | |
| 26 | CBBCINCINNATI BELL INC NEW | 1,768,394 | $26.5B | 0.96% | |
| 27 | EXASEXACT SCIENCES CORP | 17,037,000 | $26.4B | 0.96% | |
| 28 | LUV 1.25 05/01/25SOUTHWEST AIRLS CO | 19,300,000 | $25.3B | 0.92% | |
| 29 | LITE 0.25 03/15/24LUMENTUM HLDGS INC | 17,896,000 | $25.1B | 0.91% | |
| 30 | —NOVELLUS SYS INC | 2,400,000 | $25.0B | 0.91% | |
| 31 | —CHANGE HEALTHCARE INC | 450,177 | $24.3B | 0.88% | |
| 32 | —TAUBMAN CTRS INC | 681,925 | $22.7B | 0.82% | |
| 33 | BL 0.125 08/01/24BLACKLINE INC | 16,275,000 | $22.5B | 0.82% | |
| 34 | —RAPID7 INC | 13,042,000 | $20.5B | 0.74% | |
| 35 | —FIREEYE INC | 21,700,000 | $20.2B | 0.73% | |
| 36 | —ROSETTA STONE INC | 671,430 | $20.1B | 0.73% | |
| 37 | GNWGENWORTH FINL INC | 5,987,764 | $20.1B | 0.73% | |
| 38 | PANW 0.75 07/01/23PALO ALTO NETWORKS INC | 17,725,000 | $20.0B | 0.73% | |
| 39 | EXAS 0.375 03/01/28EXACT SCIENCES CORP | 18,300,000 | $19.9B | 0.72% | |
| 40 | —VONAGE HLDGS CORP | 20,269,000 | $19.6B | 0.71% | |
| 41 | —GCI LIBERTY INC | 232,162 | $19.0B | 0.69% | |
| 42 | GFLCN 6 03/15/23GFL ENVIRONMENTAL INC | 344,475 | $18.4B | 0.67% | |
| 43 | —PINDUODUO INC | 10,000,000 | $18.2B | 0.66% | |
| 44 | —VIRTUSA CORP | 366,453 | $18.0B | 0.65% | |
| 45 | AAL 6.5 07/01/25AMERICAN AIRLS GROUP INC | 18,800,000 | $17.4B | 0.63% | |
| 46 | Z 1.375 09/01/26ZILLOW GROUP INC | 7,000,000 | $16.8B | 0.61% | |
| 47 | SNAP 0.75 08/01/26SNAP INC | 11,200,000 | $15.5B | 0.56% | |
| 48 | —PLURALSIGHT INC | 17,375,000 | $15.4B | 0.56% | |
| 49 | CHGG 0.125 03/15/25CHEGG INC | 9,950,000 | $15.2B | 0.55% | |
| 50 | —INTERNATIONAL FLAVORS&FRAGRA | 300,000 | $13.4B | 0.49% | |
| 51 | —BITAUTO HLDGS LTD | 836,416 | $13.2B | 0.48% | |
| 52 | —NORTHERN GENESIS ACQUISITION | 1,250,000 | $12.5B | 0.45% | |
| 53 | —FAST ACQUISITION CORP | 1,250,000 | $12.5B | 0.45% | |
| 54 | —STAR PEAK ENERGY TRANSITION | 1,211,329 | $12.4B | 0.45% | |
| 55 | PSTG 0.125 04/15/23PURE STORAGE INC | 12,750,000 | $12.4B | 0.45% | |
| 56 | VSH 2.25 06/15/25VISHAY INTERTECHNOLOGY INC | 12,700,000 | $12.3B | 0.45% | |
| 57 | —FOLEY TRASIMENE ACQUISITION | 1,187,500 | $12.1B | 0.44% | |
| 58 | —VIAVI SOLUTIONS INC | 10,875,000 | $12.1B | 0.44% | |
| 59 | NEE 6.219 09/01/23NEXTERA ENERGY INC | 250,000 | $12.0B | 0.43% | |
| 60 | DISH 3.375 08/15/26DISH NETWORK CORPORATION | 12,650,000 | $11.6B | 0.42% | |
| 61 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 10,775,000 | $11.4B | 0.41% | |
| 62 | —8X8 INC NEW | 12,000,000 | $11.2B | 0.41% | |
| 63 | TDWDTAILWIND ACQUISITION CORP | 1,100,000 | $11.1B | 0.40% | |
| 64 | —MERITOR INC | 10,475,000 | $10.9B | 0.40% | |
| 65 | —INOVIO PHARMACEUTICALS INC | 5,000,000 | $10.7B | 0.39% | |
| 66 | AVYA 2.25 06/15/23AVAYA HLDGS CORP | 11,225,000 | $10.7B | 0.39% | |
| 67 | SPLK 1.125 09/15/25SPLUNK INC | 7,300,000 | $10.6B | 0.38% | |
| 68 | —LIONHEART ACQUISITION CORP I | 1,050,000 | $10.5B | 0.38% | |
| 69 | DVNDEVON ENERGY CORP NEW | 1,083,603 | $10.3B | 0.37% | |
| 70 | PSEC 6.375 03/01/25PROSPECT CAP CORP | 9,950,000 | $10.2B | 0.37% | |
| 71 | LGND 0.75 05/15/23LIGAND PHARMACEUTICALS INC | 11,178,000 | $10.2B | 0.37% | |
| 72 | —GO ACQUISITION CORP | 1,000,000 | $10.1B | 0.37% | |
| 73 | —NAVSIGHT HLDGS INC | 1,000,000 | $10.1B | 0.37% | |
| 74 | —CHURCHILL CAPITAL CORP IV | 1,000,000 | $10.0B | 0.36% | |
| 75 | —PROOFPOINT INC | 10,000,000 | $10.0B | 0.36% | |
| 76 | —SOFTWARE ACQUISITN GRUP INC | 1,000,000 | $9.9B | 0.36% | |
| 77 | NRG 2.75 06/01/48NRG ENERGY INC | 9,375,000 | $9.8B | 0.35% | |
| 78 | —SHIP FINANCE INTERNATIONAL L | 9,750,000 | $9.6B | 0.35% | |
| 79 | SRPT 1.5 11/15/24SAREPTA THERAPEUTICS INC | 4,625,000 | $9.6B | 0.35% | |
| 80 | GES 2 04/15/24GUESS INC | 11,750,000 | $9.5B | 0.35% | |
| 81 | —FORTIVE CORP | 9,300,000 | $9.4B | 0.34% | |
| 82 | —ALTAIR ENGR INC | 8,335,000 | $9.3B | 0.34% | |
| 83 | FCN 2 08/15/23FTI CONSULTING INC | 7,510,000 | $9.2B | 0.34% | |
| 84 | TKO 3.375 12/15/23WORLD WRESTLING ENTMT INC | 5,125,000 | $9.1B | 0.33% | |
| 85 | KBR 2.5 11/01/23KBR INC | 7,975,000 | $9.0B | 0.33% | |
| 86 | —CM LIFE SCIENCES INC | 819,844 | $8.6B | 0.31% | |
| 87 | TVTX 2.5 09/15/25RETROPHIN INC | 10,000,000 | $8.6B | 0.31% | |
| 88 | BKNGBOOKING HOLDINGS INC | 4,823 | $8.2B | 0.30% | |
| 89 | ATSG 1.125 10/15/24AIR TRANSPORT SERVICES GRP I | 7,650,000 | $8.1B | 0.30% | |
| 90 | —PRICELINE GRP INC | 7,600,000 | $8.1B | 0.29% | |
| 91 | —WORKDAY INC | 5,210,000 | $8.0B | 0.29% | |
| 92 | —FORUM MERGER III CORP | 747,467 | $7.8B | 0.28% | |
| 93 | —VEONEER INC | 8,000,000 | $7.8B | 0.28% | |
| 94 | —IRONWOOD PHARMACEUTICALS INC | 7,700,000 | $7.7B | 0.28% | |
| 95 | INVA 2.125 01/15/23THERAVANCE INC | 7,625,000 | $7.3B | 0.27% | |
| 96 | —NUANCE COMMUNICATIONS INC | 5,000,000 | $7.3B | 0.26% | |
| 97 | —CC NEUBERGER PRIN HLDGS II | 700,000 | $7.2B | 0.26% | |
| 98 | BXMT 4.75 03/15/23BLACKSTONE MTG TR INC | 7,525,000 | $7.2B | 0.26% | |
| 99 | —CLEVELAND-CLIFFS INC NEW | 6,863,000 | $7.1B | 0.26% | |
| 100 | —TWC TECH HLDGS II CORP | 700,000 | $7.1B | 0.26% |
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