AQR Arbitrage LLC Q4 2018 Filing
Filed February 14, 2019
Portfolio Value
$7.3B
Holdings
574
Report Date
Q4 2018
Filing Type
13F-HR
All Holdings (574 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 201 | BKNGBOOKING HLDGS INC | 2,216 | $3.8B | 52.42% | |
| 202 | —INTERDIGITAL INC | 3,500,000 | $3.7B | 50.62% | |
| 203 | —NEW YORK MTG TR INC | 3,725,000 | $3.7B | 50.49% | |
| 204 | ILMNILLUMINA INC | 12,116 | $3.6B | 49.91% | |
| 205 | INVA 2.5 08/15/25INNOVIVA INC | 3,000,000 | $3.6B | 49.70% | |
| 206 | NBIX 2.25 05/15/24NEUROCRINE BIOSCIENCES INC | 3,000,000 | $3.6B | 49.29% | |
| 207 | —CONSTELLATION ALPHA CAP CORP | 349,500 | $3.6B | 49.06% | |
| 208 | WIXWIX COM LTD | 37,633 | $3.4B | 46.70% | |
| 209 | —COLLIER CREEK HOLDINGS | 349,998 | $3.4B | 46.34% | |
| 210 | —LEGACY RESERVES LP/ LEGACY F | 10,000,000 | $3.0B | 41.20% | |
| 211 | —INVACARE CORP | 4,000,000 | $2.9B | 39.75% | |
| 212 | —COMPUCREDIT HLDGS CORP | 5,000,000 | $2.8B | 38.11% | |
| 213 | PRAA 3.5 06/01/23PRA GROUP INC | 3,275,000 | $2.8B | 38.06% | |
| 214 | —TESARO INC | 1,200,000 | $2.6B | 35.93% | |
| 215 | —GREEN BANCORP INC | 151,640 | $2.6B | 35.70% | |
| 216 | LIONFIDELITY SOUTHERN CORP NEW | 96,000 | $2.5B | 34.31% | |
| 217 | —SELECT INCOME REIT | 327,361 | $2.4B | 33.09% | |
| 218 | —CARBONITE INC | 2,000,000 | $2.4B | 32.80% | |
| 219 | NHI 3.25 04/01/21NATIONAL HEALTH INVS INC | 2,000,000 | $2.2B | 30.20% | |
| 220 | —QTS RLTY TR INC | 23,000 | $2.2B | 29.89% | |
| 221 | —HARMONIC INC | 2,000,000 | $2.1B | 29.06% | |
| 222 | —BLACK RIDGE ACQUISITION CORP | 210,000 | $2.1B | 28.95% | |
| 223 | ILPTINDUSTRIAL LOGISTICS PPTYS T | 106,783 | $2.1B | 28.84% | |
| 224 | —HL ACQUISITIONS CORP | 216,000 | $2.1B | 28.48% | |
| 225 | TSLATESLA INC | 6,197 | $2.1B | 28.32% | |
| 226 | —GOPRO INC | 2,500,000 | $2.1B | 28.28% | |
| 227 | —MAGNACHIP SEMICONDUCTOR SA | 2,000,000 | $2.0B | 28.13% | |
| 228 | —BIG ROCK PARTNERS ACQUISI CO | 200,000 | $2.0B | 27.47% | |
| 229 | TAT&T INC | 69,601 | $2.0B | 27.28% | |
| 230 | JAZZJAZZ PHARMACEUTICALS PLC | 15,719 | $1.9B | 26.77% | |
| 231 | —SOUTH JERSEY INDS INC | 41,200 | $1.9B | 26.60% | |
| 232 | DELLDELL TECHNOLOGIES INC | 38,200 | $1.9B | 25.64% | |
| 233 | —CORENERGY INFRASTRUCTURE TR | 1,500,000 | $1.6B | 21.73% | |
| 234 | —TIMKENSTEEL CORP | 1,500,000 | $1.6B | 21.34% | |
| 235 | —MEDICINES CO | 80,854 | $1.5B | 21.26% | |
| 236 | NWSANEWS CORP NEW | 134,116 | $1.5B | 20.90% | |
| 237 | —AKORN INC | 408,656 | $1.4B | 19.02% | |
| 238 | —VIRTUS INVT PARTNERS INC | 17,975 | $1.4B | 18.69% | |
| 239 | EXPEEXPEDIA GROUP INC | 12,022 | $1.4B | 18.60% | |
| 240 | —NATIONAL COMM CORP | 37,002 | $1.3B | 18.29% | |
| 241 | BTTBLACKROCK MUN 2030 TAR TERM | 64,165 | $1.3B | 18.07% | |
| 242 | —INVACARE CORP | 1,950,000 | $1.3B | 18.06% | |
| 243 | —RENEWABLE ENERGY GROUP INC | 675,000 | $1.3B | 17.90% | |
| 244 | NADNUVEEN QUALITY MUNCP INCOME | 103,744 | $1.3B | 17.87% | |
| 245 | NACNUVEEN CA QUALTY MUN INCOME | 101,257 | $1.3B | 17.73% | |
| 246 | XNEAXNUVEEN AMT FREE QLTY MUN INC | 101,697 | $1.3B | 17.20% | |
| 247 | VMOINVESCO MUN OPPORTUNITY TR | 110,704 | $1.2B | 17.00% | |
| 248 | WYNNWYNN RESORTS LTD | 12,450 | $1.2B | 16.91% | |
| 249 | MYIBLACKROCK MUNIYIELD QLTY FD | 100,475 | $1.2B | 16.63% | |
| 250 | GWREGUIDEWIRE SOFTWARE INC | 15,046 | $1.2B | 16.58% | |
| 251 | —LEO HOLDINGS CORP | 1,115,000 | $1.2B | 16.39% | |
| 252 | IIMINVESCO VALUE MUN INCOME TR | 87,748 | $1.2B | 16.29% | |
| 253 | NVGNUVEEN AMT FREE MUN CR INC F | 84,668 | $1.2B | 16.26% | |
| 254 | MYNBLACKROCK MUNIYIELD NY QLTY | 102,289 | $1.2B | 16.18% | |
| 255 | EIMEATON VANCE MUN BD FD | 104,185 | $1.2B | 16.15% | |
| 256 | XBFZXBLACKROCK CALIF MUN INCOME T | 97,494 | $1.2B | 16.03% | |
| 257 | NRKNUVEEN NEW YORK AMT QLT MUNI | 99,906 | $1.2B | 15.99% | |
| 258 | XMUIXBLACKROCK MUNI INTER DR FD I | 91,454 | $1.2B | 15.89% | |
| 259 | XNCMXNUVEEN CALIFORNIA AMT QLT MU | 90,630 | $1.1B | 15.78% | |
| 260 | VGMINVESCO TR INVT GRADE MUNS | 97,325 | $1.1B | 15.34% | |
| 261 | IQIINVESCO QUALITY MUNI INC TRS | 98,731 | $1.1B | 15.22% | |
| 262 | —FLEXION THERAPEUTICS INC | 1,330,000 | $1.1B | 15.11% | |
| 263 | —BLACKROCK MUNIYIELD CALI QLT | 86,094 | $1.1B | 14.94% | |
| 264 | MUCBLACKROCK MUNIHLDNGS CALI QL | 87,754 | $1.1B | 14.86% | |
| 265 | LMCA 1.375 10/15/23LIBERTY MEDIA CORP DELAWARE | 1,000,000 | $1.1B | 14.74% | |
| 266 | —BLACKROCK MUNIHLDS INVSTM QL | 83,928 | $1.1B | 14.68% | |
| 267 | ENBENBRIDGE INC | 33,984 | $1.1B | 14.50% | |
| 268 | VKQINVESCO MUN TR | 93,910 | $1.0B | 14.37% | |
| 269 | —MUDRICK CAP ACQUISITION CORP | 2,250,000 | $1.0B | 13.91% | |
| 270 | —HUNTER MARITIME ACQUISITION | 100,000 | $1.0B | 13.79% | |
| 271 | NXJNUVEEN NEW JERSEY QULT MUN F | 78,343 | $998.0M | 13.71% | |
| 272 | EZPW 2.875 07/01/24EZCORP INC | 1,000,000 | $987.0M | 13.56% | |
| 273 | MHNBLACKROCK MUNIHLDGS NY QLTY | 82,388 | $987.0M | 13.56% | |
| 274 | —PURE ACQUISITION CORP | 862,500 | $983.0M | 13.50% | |
| 275 | —ARYA SCIENCES ACQUISITION CO | 100,000 | $980.0M | 13.46% | |
| 276 | PMOPUTNAM MUN OPPORTUNITIES TR | 86,829 | $975.0M | 13.39% | |
| 277 | —OPES ACQUISITION CORP | 100,000 | $970.0M | 13.32% | |
| 278 | —VITAMIN SHOPPE INC | 1,000,000 | $953.0M | 13.09% | |
| 279 | —INTREXON CORP | 144,759 | $947.0M | 13.01% | |
| 280 | KTFDWS MUN INCOME TR NEW | 91,267 | $940.0M | 12.91% | |
| 281 | ETENERGY TRANSFER LP | 69,888 | $923.0M | 12.68% | |
| 282 | OKEONEOK INC NEW | 16,899 | $912.0M | 12.53% | |
| 283 | MUJBLACKROCK MUNIHLDGS NJ QLTY | 72,493 | $912.0M | 12.53% | |
| 284 | NZFNUVEEN MUNICIPAL CREDIT INC | 66,695 | $895.0M | 12.29% | |
| 285 | MQYBLACKROCK MUNIYIELD QUALITY | 68,746 | $892.0M | 12.25% | |
| 286 | —BLACKROCK MUNIYIELD N J FD I | 68,652 | $889.0M | 12.21% | |
| 287 | —TRINITY MERGER CORP | 2,250,000 | $889.0M | 12.21% | |
| 288 | —ONE MADISON CORP | 1,125,000 | $877.0M | 12.04% | |
| 289 | AFBALLIANCEBERNSTEIN NATL MUNI | 72,280 | $877.0M | 12.04% | |
| 290 | CICIGNA CORP NEW | 4,541 | $862.0M | 11.84% | |
| 291 | —BLACKROCK MUNIYIELD CALIF FD | 65,803 | $850.0M | 11.67% | |
| 292 | MIYBLACKROCK MUNIYLD MICH QLTY | 67,970 | $844.0M | 11.59% | |
| 293 | NANNUVEEN NEW YORK QLT MUN INC | 67,079 | $822.0M | 11.29% | |
| 294 | —TRANSMONTAIGNE PARTNERS L P | 20,221 | $821.0M | 11.28% | |
| 295 | —DREYFUS STRATEGIC MUNS INC | 113,706 | $816.0M | 11.21% | |
| 296 | —VECTOIQ ACQUISITION CORP | 1,620,000 | $810.0M | 11.12% | |
| 297 | BYMBLACKROCK MUNICIPL INC QLTY | 64,384 | $804.0M | 11.04% | |
| 298 | VKIINVESCO ADVANTAGE MUNICIPAL | 80,959 | $799.0M | 10.97% | |
| 299 | CQPCHENIERE ENERGY PARTNERS LP | 21,785 | $786.0M | 10.80% | |
| 300 | —CRESTWOOD EQUITY PARTNERS LP | 27,936 | $780.0M | 10.71% |