AQR Arbitrage LLC Q4 2019 Filing
Filed February 14, 2020
Portfolio Value
$5.9B
Holdings
459
Report Date
Q4 2019
Filing Type
13F-HR
All Holdings (459 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC | 39,000,000 | $226.1B | 3817.21% | |
| 2 | MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC | 93,800,000 | $202.0B | 3410.99% | |
| 3 | WBC1EURWABCO HLDGS INC | 1,120,682 | $151.9B | 2563.91% | |
| 4 | —ALLERGAN PLC | 786,723 | $150.4B | 2539.36% | |
| 5 | —MELLANOX TECHNOLOGIES LTD | 1,215,641 | $142.4B | 2405.15% | |
| 6 | WCGEURWELLCARE HEALTH PLANS INC | 410,180 | $135.4B | 2286.90% | |
| 7 | —WRIGHT MED GROUP N V | 4,295,686 | $130.9B | 2210.71% | |
| 8 | —MEDICINES CO | 1,528,417 | $129.8B | 2191.98% | |
| 9 | —CYPRESS SEMICONDUCTOR CORP | 5,501,767 | $128.4B | 2167.20% | |
| 10 | —ACACIA COMMUNICATIONS INC | 1,892,610 | $128.3B | 2166.89% | |
| 11 | AYAEURSTARS GROUP INC | 4,850,843 | $126.6B | 2136.84% | |
| 12 | TIFEURTIFFANY & CO NEW | 899,223 | $120.2B | 2029.17% | |
| 13 | ZAYOEURZAYO GROUP HLDGS INC | 3,438,231 | $119.0B | 2008.60% | |
| 14 | ADSWADVANCED DISP SVCS INC DEL | 3,611,549 | $118.7B | 2004.36% | |
| 15 | —SPRINT CORPORATION | 19,475,856 | $101.5B | 1713.23% | |
| 16 | CZREURCAESARS ENTMT CORP | 7,299,390 | $99.3B | 1676.13% | |
| 17 | —RA PHARMACEUTICALS INC | 1,906,663 | $89.5B | 1510.80% | |
| 18 | MELI 2 08/15/28MERCADOLIBRE INC | 56,575,000 | $84.6B | 1428.51% | |
| 19 | —FITBIT INC | 12,849,714 | $84.4B | 1425.42% | |
| 20 | —AUDENTES THERAPEUTICS INC | 1,358,308 | $81.3B | 1372.37% | |
| 21 | —MICROCHIP TECHNOLOGY INC | 53,185,000 | $77.4B | 1306.66% | |
| 22 | —SQUARE INC | 27,620,000 | $75.5B | 1275.40% | |
| 23 | —TALLGRASS ENERGY LP | 3,078,072 | $68.1B | 1149.60% | |
| 24 | SPLK 1.125 09/15/25SPLUNK INC | 45,950,000 | $56.8B | 958.64% | |
| 25 | —EL PASO ELEC CO | 806,421 | $54.7B | 924.38% | |
| 26 | —WORKDAY INC | 41,350,000 | $53.0B | 895.34% | |
| 27 | RTN1USDRAYTHEON CO | 227,308 | $49.9B | 843.35% | |
| 28 | —AEROJET ROCKETDYNE HLDGS INC | 26,500,000 | $48.2B | 813.77% | |
| 29 | —KEMET CORP | 1,744,808 | $47.2B | 796.89% | |
| 30 | —FIREEYE INC | 46,625,000 | $47.1B | 795.23% | |
| 31 | W 1.125 11/01/24WAYFAIR INC | 44,925,000 | $46.7B | 788.07% | |
| 32 | LPTUSDLIBERTY PPTY TR | 755,000 | $45.3B | 765.50% | |
| 33 | —TECH DATA CORP | 311,829 | $44.8B | 756.06% | |
| 34 | —TESLA INC | 28,025,000 | $42.4B | 716.55% | |
| 35 | —PATTERN ENERGY GROUP INC | 1,565,711 | $41.9B | 707.30% | |
| 36 | —SERVICENOW INC | 19,782,000 | $41.8B | 705.47% | |
| 37 | GNWGENWORTH FINL INC | 8,652,172 | $38.1B | 642.78% | |
| 38 | —ANIXTER INTL INC | 411,841 | $37.9B | 640.44% | |
| 39 | —CHEGG INC | 24,300,000 | $37.0B | 624.04% | |
| 40 | PACBPACIFIC BIOSCIENCES CALIF IN | 6,953,621 | $35.7B | 603.48% | |
| 41 | NBIX 2.25 05/15/24NEUROCRINE BIOSCIENCES INC | 22,950,000 | $35.3B | 595.31% | |
| 42 | —INTERXION HOLDING N.V | 400,000 | $33.5B | 566.03% | |
| 43 | DISH 3.375 08/15/26DISH NETWORK CORP | 32,675,000 | $31.5B | 532.06% | |
| 44 | FCN 2 08/15/23FTI CONSULTING INC | 24,960,000 | $31.4B | 529.36% | |
| 45 | —DYCOM INDS INC | 32,173,000 | $31.3B | 529.19% | |
| 46 | ETSY 0 03/01/23ETSY INC | 21,005,000 | $29.7B | 501.14% | |
| 47 | —ALLEGHENY TECHNOLOGIES INC | 18,250,000 | $29.1B | 490.94% | |
| 48 | —ZENDESK INC | 21,100,000 | $28.9B | 487.23% | |
| 49 | AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN | 33,825,000 | $28.7B | 484.36% | |
| 50 | —MERITOR INC | 25,075,000 | $27.3B | 461.68% | |
| 51 | —CHANGE HEALTHCARE INC | 450,175 | $27.1B | 458.34% | |
| 52 | —ARQULE INC | 1,350,000 | $26.9B | 454.96% | |
| 53 | ARCC 4.625 03/01/24ARES CAP CORP | 25,150,000 | $26.8B | 452.53% | |
| 54 | —INFINERA CORPORATION | 25,075,000 | $26.6B | 449.04% | |
| 55 | EXASEXACT SCIENCES CORP | 18,337,000 | $26.5B | 447.77% | |
| 56 | —II VI INC | 25,050,000 | $25.6B | 431.93% | |
| 57 | —AMAG PHARMACEUTICALS INC | 30,125,000 | $25.4B | 429.21% | |
| 58 | —COLFAX CORP | 158,950 | $25.0B | 422.56% | |
| 59 | —IBERIABANK CORP | 306,478 | $22.9B | 387.22% | |
| 60 | —SHIP FINANCE INTERNATIONAL L | 20,850,000 | $22.3B | 375.93% | |
| 61 | —NOVELLUS SYS INC | 2,400,000 | $21.9B | 369.90% | |
| 62 | VECO 2.7 01/15/23VEECO INSTRS INC DEL | 23,000,000 | $21.7B | 367.08% | |
| 63 | —PRICELINE GRP INC | 13,675,000 | $21.3B | 358.89% | |
| 64 | —CLEVELAND CLIFFS INC | 17,613,000 | $21.1B | 356.22% | |
| 65 | ILMNILLUMINA INC | 61,937 | $20.4B | 344.84% | |
| 66 | LGND 0.75 05/15/23LIGAND PHARMACEUTICALS INC | 23,325,000 | $20.2B | 340.88% | |
| 67 | —HAYMAKER ACQUISITION CORP II | 1,998,998 | $20.1B | 339.54% | |
| 68 | IBTXUSDINDEPENDENT BK GROUP INC | 346,021 | $19.2B | 323.89% | |
| 69 | —ACHILLION PHARMACEUTICALS IN | 3,161,883 | $19.1B | 321.92% | |
| 70 | INVA 2.125 01/15/23THERAVANCE INC | 18,768,000 | $18.9B | 319.16% | |
| 71 | —SEACOR HOLDINGS INC | 19,244,000 | $18.9B | 319.10% | |
| 72 | —VIAVI SOLUTIONS INC | 15,000,000 | $18.9B | 319.10% | |
| 73 | —WORKDAY INC | 9,175,000 | $18.6B | 313.41% | |
| 74 | —ZILLOW GROUP INC | 18,775,000 | $18.1B | 305.10% | |
| 75 | RWT 5.625 07/15/24REDWOOD TR INC | 17,600,000 | $18.0B | 303.46% | |
| 76 | BXMT 4.75 03/15/23BLACKSTONE MTG TR INC | 16,675,000 | $17.9B | 302.53% | |
| 77 | —HERCULES CAPITAL INC | 17,425,000 | $17.8B | 301.23% | |
| 78 | —APOLLO COML REAL EST FIN INC | 17,300,000 | $17.6B | 297.45% | |
| 79 | —FORTIVE CORP | 18,050 | $17.6B | 296.96% | |
| 80 | NMRKNEWMARK GROUP INC | 1,305,979 | $17.6B | 296.69% | |
| 81 | LITE 0.25 03/15/24LUMENTUM HLDGS INC | 11,996,000 | $17.5B | 296.22% | |
| 82 | —HUBSPOT INC | 10,000,000 | $17.3B | 292.57% | |
| 83 | —LANDCADIA HLDGS II INC | 1,749,996 | $17.3B | 291.62% | |
| 84 | —SWITCHBACK ENERGY ACQUISITIO | 1,699,998 | $16.6B | 280.43% | |
| 85 | KTBKONTOOR BRANDS INC | 385,381 | $16.2B | 273.22% | |
| 86 | ACAARCOSA INC | 354,375 | $15.8B | 266.55% | |
| 87 | FTDRFRONTDOOR INC | 331,481 | $15.7B | 265.40% | |
| 88 | PSEC 6.375 03/01/25PROSPECT CAPITAL CORPORATION | 14,625,000 | $15.6B | 263.34% | |
| 89 | WHWYNDHAM HOTELS & RESORTS INC | 248,176 | $15.6B | 263.19% | |
| 90 | —HOPE BANCORP INC | 16,300,000 | $15.4B | 259.60% | |
| 91 | OPTUALTICE USA INC | 564,379 | $15.3B | 258.24% | |
| 92 | OPK 4.5 02/15/25OPKO HEALTH INC | 19,050,000 | $15.0B | 253.15% | |
| 93 | —OMEROS CORP | 15,350,000 | $15.0B | 252.57% | |
| 94 | —MFA FINL INC | 14,225,000 | $14.9B | 251.44% | |
| 95 | DOWDOW INC | 268,182 | $14.7B | 247.83% | |
| 96 | LOGMEURLOGMEIN INC | 170,000 | $14.6B | 246.10% | |
| 97 | NVTNVENT ELECTRIC PLC | 566,653 | $14.5B | 244.74% | |
| 98 | —RMG ACQUISITION CORP | 1,449,896 | $14.5B | 244.32% | |
| 99 | CTVACORTEVA INC | 483,433 | $14.1B | 238.34% | |
| 100 | —GX ACQUISITION CORP | 1,398,800 | $14.0B | 236.41% |
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