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 |
|---|---|---|---|---|---|
| 101 | INSG 3.25 05/01/25INSEEGO CORP | 7,000,000 | $6.8B | 0.25% | |
| 102 | BABAALIBABA GROUP HLDG LTD | 22,795 | $6.7B | 0.24% | |
| 103 | —COLFAX CORP | 48,775 | $6.6B | 0.24% | |
| 104 | —SANDBRIDGE ACQUISITION CORP | 650,000 | $6.5B | 0.24% | |
| 105 | BNFT 1.25 12/15/23BENEFITFOCUS INC | 8,093,000 | $6.4B | 0.23% | |
| 106 | —CF FINANCE ACQUISITION CORP | 625,000 | $6.3B | 0.23% | |
| 107 | —HORIZON ACQUISITION CORP | 593,700 | $6.2B | 0.22% | |
| 108 | ARNC1EURARCONIC CORPORATION | 322,346 | $6.1B | 0.22% | |
| 109 | —HCI GROUP INC | 6,000,000 | $6.1B | 0.22% | |
| 110 | —NEWHOLD INVESTMENT CORP | 600,000 | $6.0B | 0.22% | |
| 111 | —KISMET ACQUISITION ONE CORP | 600,000 | $6.0B | 0.22% | |
| 112 | —FTAC OLYMPUS ACQUISITION COR | 600,000 | $6.0B | 0.22% | |
| 113 | —BURGUNDY TECHNOLOGY ACQU COR | 600,000 | $6.0B | 0.22% | |
| 114 | —COLONNADE ACQUISITION CORP | 600,000 | $6.0B | 0.22% | |
| 115 | CARRCARRIER GLOBAL CORPORATION | 195,008 | $6.0B | 0.22% | |
| 116 | —EAST RES ACQUISITION CO | 600,000 | $5.9B | 0.21% | |
| 117 | CVETUSDCOVETRUS INC | 238,605 | $5.8B | 0.21% | |
| 118 | CYTK 4 11/15/26CYTOKINETICS INC | 2,575,000 | $5.7B | 0.21% | |
| 119 | —PERSHING SQUARE TONTINE HLDG | 250,000 | $5.7B | 0.21% | |
| 120 | —HOLICITY INC | 542,000 | $5.6B | 0.20% | |
| 121 | —AMAG PHARMACEUTICALS INC | 6,100,000 | $5.5B | 0.20% | |
| 122 | —OSI SYSTEMS INC | 5,450,000 | $5.5B | 0.20% | |
| 123 | —BROADSTONE ACQUISITION CORP | 550,000 | $5.5B | 0.20% | |
| 124 | COUP 0.125 06/15/25COUPA SOFTWARE INC | 3,000,000 | $5.5B | 0.20% | |
| 125 | —INFINERA CORP | 5,850,000 | $5.4B | 0.20% | |
| 126 | REZIRESIDEO TECHNOLOGIES INC | 490,821 | $5.4B | 0.20% | |
| 127 | IRWD 1.5 06/15/26IRONWOOD PHARMACEUTICALS INC | 5,500,000 | $5.4B | 0.19% | |
| 128 | LTHM1EURLIVENT CORP | 579,711 | $5.2B | 0.19% | |
| 129 | —GORES HLDGS V INC | 500,000 | $5.2B | 0.19% | |
| 130 | —EQUITY DISTR ACQUISITION COR | 500,000 | $5.2B | 0.19% | |
| 131 | IAA-WUSDIAA INC | 98,722 | $5.1B | 0.19% | |
| 132 | —BOWX ACQUISITION CORP | 500,000 | $5.1B | 0.19% | |
| 133 | —EXECUTIVE NETWORK PARTNERING | 200,000 | $5.0B | 0.18% | |
| 134 | —COHN ROBBINS HOLDINGS CORP | 500,000 | $5.0B | 0.18% | |
| 135 | —E MERGE TECHNOLOGY ACQUISITI | 500,000 | $5.0B | 0.18% | |
| 136 | —PMV CONSUMER ACQUISITION COR | 500,000 | $5.0B | 0.18% | |
| 137 | —TPG SPECIALTY LENDING INC | 4,750,000 | $4.9B | 0.18% | |
| 138 | —PROPERTY SOLUTIONS ACQUISITI | 500,000 | $4.9B | 0.18% | |
| 139 | KPTI 3 10/15/25KARYOPHARM THERAPEUTICS INC | 4,100,000 | $4.9B | 0.18% | |
| 140 | ELV 2.75 10/15/42WELLPOINT INC | 1,279,000 | $4.8B | 0.17% | |
| 141 | CLGXCORELOGIC INC | 70,745 | $4.8B | 0.17% | |
| 142 | ARCC 4.625 03/01/24ARES CAPITAL CORP | 4,590,000 | $4.8B | 0.17% | |
| 143 | —GREENBRIER COS INC | 5,187,000 | $4.8B | 0.17% | |
| 144 | —FG NEW AMER ACQUISITION CORP | 475,000 | $4.8B | 0.17% | |
| 145 | KTBKONTOOR BRANDS INC | 196,150 | $4.7B | 0.17% | |
| 146 | —MOBILEIRON INC | 670,424 | $4.7B | 0.17% | |
| 147 | DOWDOW INC | 98,515 | $4.6B | 0.17% | |
| 148 | NBIX 2.25 05/15/24NEUROCRINE BIOSCIENCES INC | 3,300,000 | $4.6B | 0.17% | |
| 149 | —STARBOARD VALUE ACQUISITN CO | 450,000 | $4.5B | 0.16% | |
| 150 | —FUSION ACQUISITION CORP | 460,000 | $4.5B | 0.16% | |
| 151 | —VPC IMPACT ACQUISITION HLDNG | 450,000 | $4.5B | 0.16% | |
| 152 | CTVACORTEVA INC | 150,781 | $4.3B | 0.16% | |
| 153 | EZPW 2.375 05/01/25EZCORP INC | 5,500,000 | $4.3B | 0.16% | |
| 154 | ILPTINDUSTRIAL LOGISTICS PPTYS T | 192,940 | $4.2B | 0.15% | |
| 155 | —DIAMONDPEAK HLDGS COR | 394,295 | $4.2B | 0.15% | |
| 156 | —INSU ACQUISITION CORP II | 400,000 | $4.1B | 0.15% | |
| 157 | —GIGCAPITAL3 INC | 410,000 | $4.1B | 0.15% | |
| 158 | PRIAFPRIME IMPACT ACQUISITION I | 400,000 | $4.0B | 0.15% | |
| 159 | —SOUTHERN CO | 85,375 | $4.0B | 0.14% | |
| 160 | —MALACCA STRAITS ACQUISITION | 400,000 | $3.9B | 0.14% | |
| 161 | ACAARCOSA INC | 86,862 | $3.8B | 0.14% | |
| 162 | —ACON S2 ACQUISITION CORP | 380,500 | $3.8B | 0.14% | |
| 163 | NMRKNEWMARK GROUP INC | 868,284 | $3.8B | 0.14% | |
| 164 | —INDUSTRIAL TECH ACQU INC | 375,000 | $3.8B | 0.14% | |
| 165 | —CAPSTAR SPL PURP ACQUISITION | 378,000 | $3.7B | 0.13% | |
| 166 | —CORENERGY INFRASTRUCTURE TR | 5,000,000 | $3.7B | 0.13% | |
| 167 | HASI 0 08/15/23HANNON ARMSTRONG SUST INFR C | 3,500,000 | $3.6B | 0.13% | |
| 168 | OTISOTIS WORLDWIDE CORP | 58,156 | $3.6B | 0.13% | |
| 169 | AYX 1 08/01/26ALTERYX INC | 3,600,000 | $3.6B | 0.13% | |
| 170 | —FORTRESS VALUE ACQUISITION I | 350,000 | $3.6B | 0.13% | |
| 171 | ALCALCON AG | 63,251 | $3.6B | 0.13% | |
| 172 | —NEW MTN FIN CORP | 3,550,000 | $3.6B | 0.13% | |
| 173 | —VECTOR ACQUISITION CORP | 350,000 | $3.5B | 0.13% | |
| 174 | EZPW 2.875 07/01/24EZCORP INC | 4,000,000 | $3.5B | 0.13% | |
| 175 | FOXAFOX CORP | 127,405 | $3.5B | 0.13% | |
| 176 | —ARCLIGHT CLEAN TRANSITION CO | 350,000 | $3.5B | 0.13% | |
| 177 | OMER 5.25 02/15/26OMEROS CORP | 4,000,000 | $3.4B | 0.12% | |
| 178 | —COMPUCREDIT HLDGS CORP | 5,000,000 | $3.4B | 0.12% | |
| 179 | —MAGNACHIP SEMICONDUCTOR SA | 2,000,000 | $3.4B | 0.12% | |
| 180 | ARLOARLO TECHNOLOGIES INC | 638,321 | $3.4B | 0.12% | |
| 181 | —HELIX ENERGY SOLUTIONS GRP I | 3,500,000 | $3.3B | 0.12% | |
| 182 | —INTREXON CORP | 6,775,000 | $3.3B | 0.12% | |
| 183 | —VERTIV HOLDINGS CO | 500,000 | $3.2B | 0.12% | |
| 184 | AYX 0.5 08/01/24ALTERYX INC | 3,100,000 | $3.1B | 0.11% | |
| 185 | —HERCULES CAPITAL INC | 3,075,000 | $3.1B | 0.11% | |
| 186 | GOSS 5 06/01/27GOSSAMER BIO INC | 3,000,000 | $3.1B | 0.11% | |
| 187 | —FINTECH ACQUISITION CORP IV | 300,000 | $3.1B | 0.11% | |
| 188 | —NORTH MOUNTAIN MERGER CORP | 300,000 | $3.1B | 0.11% | |
| 189 | SPHRMADISON SQUARE GRDN ENTERTNM | 44,086 | $3.0B | 0.11% | |
| 190 | —PERIDOT ACQUISITION CORP | 300,000 | $3.0B | 0.11% | |
| 191 | —ARTIUS ACQUISITION INC | 300,000 | $3.0B | 0.11% | |
| 192 | —ALPHA HEALTHCARE ACQUISTN CO | 300,000 | $3.0B | 0.11% | |
| 193 | —GREENROSE ACQUISITION CORP | 300,000 | $2.9B | 0.11% | |
| 194 | —D8 HOLDINGS CORP | 300,000 | $2.9B | 0.11% | |
| 195 | INVA 2.5 08/15/25INNOVIVA INC | 3,000,000 | $2.9B | 0.11% | |
| 196 | —GRANITE PT MTG TR INC | 3,100,000 | $2.9B | 0.11% | |
| 197 | —TRINE ACQUISITION CORP | 1,069,759 | $2.8B | 0.10% | |
| 198 | SOGOGBPSOGOU INC | 314,618 | $2.8B | 0.10% | |
| 199 | —SINA CORP | 65,133 | $2.8B | 0.10% | |
| 200 | NEE 4.872 09/01/22NEXTERA ENERGY INC | 50,000 | $2.7B | 0.10% |