AQR Arbitrage LLC Q4 2019 Filing
Filed February 14, 2020
Portfolio Value
$5.9T
Holdings
459
Report Date
Q4 2019
Filing Type
13F-HR
All Holdings (459 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | APY1USDAPERGY CORP | 409,709 | $13.8B | 0.23% | |
| 102 | FOXAFOX CORP | 364,341 | $13.5B | 0.23% | |
| 103 | RWT 4.75 08/15/23REDWOOD TR INC | 13,100,000 | $13.5B | 0.23% | |
| 104 | BNFT 1.25 12/15/23BENEFITFOCUS INC | 15,150,000 | $13.1B | 0.22% | |
| 105 | —DIAMONDPEAK HLDGS COR | 1,299,998 | $12.9B | 0.22% | |
| 106 | ALCALCON INC | 226,778 | $12.8B | 0.22% | |
| 107 | ILPTINDUSTRIAL LOGISTICS PPTYS T | 565,786 | $12.7B | 0.21% | |
| 108 | IAA-WUSDIAA INC | 269,023 | $12.6B | 0.21% | |
| 109 | —SCORPIO TANKERS INC | 10,000,000 | $12.3B | 0.21% | |
| 110 | —OASIS PETE INC NEW | 15,625,000 | $12.3B | 0.21% | |
| 111 | PSTG 0.125 04/15/23PURE STORAGE INC | 12,175,000 | $12.1B | 0.20% | |
| 112 | —JUNIPER INDL HLDGS INC | 1,200,000 | $12.1B | 0.20% | |
| 113 | —RH | 9,225,000 | $11.7B | 0.20% | |
| 114 | —QUOTIENT TECHNOLOGY INC | 11,450,000 | $11.3B | 0.19% | |
| 115 | —CENTERPOINT ENERGY INC | 231,425 | $11.3B | 0.19% | |
| 116 | —CISION LTD | 1,122,878 | $11.2B | 0.19% | |
| 117 | LTHM1EURLIVENT CORP | 1,281,400 | $11.0B | 0.18% | |
| 118 | —TORTOISE ACQUISITION CORP | 1,077,938 | $10.7B | 0.18% | |
| 119 | —INTREXON CORP | 17,500,000 | $10.7B | 0.18% | |
| 120 | —TEAM INC | 10,000,000 | $10.5B | 0.18% | |
| 121 | —PACIRA BIOSCIENCES | 10,000,000 | $10.4B | 0.18% | |
| 122 | —APOLLO COML REAL EST FIN INC | 10,300,000 | $10.4B | 0.18% | |
| 123 | —CHP MERGER CORP | 1,000,000 | $10.2B | 0.17% | |
| 124 | —FINSERV ACQUISITION CORP | 1,000,000 | $10.2B | 0.17% | |
| 125 | —ACAMAR PARTNERS ACQSITION CO | 1,000,000 | $10.0B | 0.17% | |
| 126 | VIAV 1 03/01/24VIAVI SOLUTIONS INC | 7,740,000 | $10.0B | 0.17% | |
| 127 | —THUNDER BRDG ACQUISTION II L | 1,000,000 | $9.9B | 0.17% | |
| 128 | —PIVOTAL INVT CORP II | 999,996 | $9.9B | 0.17% | |
| 129 | WAIREURWESCO AIRCRAFT HLDGS INC | 898,496 | $9.9B | 0.17% | |
| 130 | —NEW PROVIDENCE ACQUISITIN CO | 1,000,000 | $9.9B | 0.17% | |
| 131 | —UNION ACQUISITION CORP II | 1,000,000 | $9.8B | 0.17% | |
| 132 | —EXPERIENCE INVESTMENT CORP | 999,996 | $9.8B | 0.16% | |
| 133 | CBPXEURCONTINENTAL BLDG PRODS INC | 262,613 | $9.6B | 0.16% | |
| 134 | —CF FIN ACQUISITION CORP | 917,006 | $9.4B | 0.16% | |
| 135 | —TUSCAN HLDGS CORP II | 950,000 | $9.4B | 0.16% | |
| 136 | MOMO 1.25 07/01/25MOMO INC | 9,725,000 | $9.1B | 0.15% | |
| 137 | TVTX 2.5 09/15/25RETROPHIN INC | 11,500,000 | $8.9B | 0.15% | |
| 138 | —BLACKSTONE MTG TR INC | 8,375,000 | $8.9B | 0.15% | |
| 139 | REZIRESIDEO TECHNOLOGIES INC | 739,608 | $8.8B | 0.15% | |
| 140 | —ACT II GLOBAL ACQUISITION CO | 850,000 | $8.6B | 0.15% | |
| 141 | —TRINE ACQUISITION CORP | 860,000 | $8.6B | 0.14% | |
| 142 | KPTI 3 10/15/25KARYOPHARM THERAPEUTICS INC | 6,000,000 | $8.6B | 0.14% | |
| 143 | —INSTRUCTURE INC | 174,909 | $8.4B | 0.14% | |
| 144 | TSLATESLA INC | 19,730 | $8.2B | 0.14% | |
| 145 | —TPG SPECIALTY LENDING INC | 7,500,000 | $8.0B | 0.13% | |
| 146 | —MONOCLE ACQUISITION CORP | 780,597 | $7.9B | 0.13% | |
| 147 | —SILVER SPIKE ACQUISITION COR | 800,000 | $7.9B | 0.13% | |
| 148 | —SOUTH MTN MERGER CORP | 800,000 | $7.9B | 0.13% | |
| 149 | —LYON WILLIAM HOMES | 388,406 | $7.8B | 0.13% | |
| 150 | —ECHO GLOBAL LOGISTICS INC | 7,631,000 | $7.6B | 0.13% | |
| 151 | —OSPREY TECHNLGY AQUISTION CO | 750,000 | $7.6B | 0.13% | |
| 152 | —NUANCE COMMUNICATIONS INC | 7,500,000 | $7.6B | 0.13% | |
| 153 | NTNX 0 01/15/23NUTANIX INC | 7,500,000 | $7.5B | 0.13% | |
| 154 | —INTERCEPT PHARMACEUTICALS IN | 5,550,000 | $7.4B | 0.12% | |
| 155 | —MERIDA MERGER CORP I | 750,000 | $7.3B | 0.12% | |
| 156 | —HEALTHCARE MERGER CORP | 700,000 | $7.2B | 0.12% | |
| 157 | —NEW MTN FIN CORP | 6,875,000 | $7.2B | 0.12% | |
| 158 | —GDS HLDGS LTD | 5,700,000 | $6.9B | 0.12% | |
| 159 | IACIEURIAC INTERACTIVECORP | 27,715 | $6.9B | 0.12% | |
| 160 | QTWO 0.75 02/15/23Q2 HLDGS INC | 4,525,000 | $6.9B | 0.12% | |
| 161 | —LENDINGTREE INC NEW | 4,375,000 | $6.9B | 0.12% | |
| 162 | —GREEN PLAINS INC | 7,250,000 | $6.8B | 0.11% | |
| 163 | ATSG 1.125 10/15/24AIR TRANSPORT SERVICES GRP I | 6,925,000 | $6.8B | 0.11% | |
| 164 | —PROPTECH ACQUISITION CORPORA | 650,000 | $6.6B | 0.11% | |
| 165 | ETRNUSDEQUITRANS MIDSTREAM CORPORAT | 504,033 | $6.6B | 0.11% | |
| 166 | GTXGARRETT MOTION INC | 661,272 | $6.6B | 0.11% | |
| 167 | —ALUSSA ENERGY ACQUISITION CO | 650,000 | $6.6B | 0.11% | |
| 168 | —SEMPRA ENERGY | 54,225 | $6.5B | 0.11% | |
| 169 | —DIAMOND EAGLE ACQUISITION CO | 600,000 | $6.4B | 0.11% | |
| 170 | CVETUSDCOVETRUS INC | 487,943 | $6.3B | 0.11% | |
| 171 | —HCI GROUP INC | 6,000,000 | $6.2B | 0.10% | |
| 172 | —GORDON POINTE ACQUISITION CO | 579,800 | $6.1B | 0.10% | |
| 173 | NEE 4.872 09/01/22NEXTERA ENERGY INC | 119,050 | $6.1B | 0.10% | |
| 174 | —HENNESSY CAP ACQUSTION CORP | 600,000 | $6.1B | 0.10% | |
| 175 | —CRESCENT ACQUISITION CORP | 600,000 | $6.0B | 0.10% | |
| 176 | AYRAIRCASTLE LTD | 187,012 | $6.0B | 0.10% | |
| 177 | —SOUTHERN CO | 109,825 | $5.9B | 0.10% | |
| 178 | PNRPENTAIR PLC | 124,800 | $5.7B | 0.10% | |
| 179 | —VEONEER INCORPORATED | 363,664 | $5.7B | 0.10% | |
| 180 | —OSI SYSTEMS INC | 5,000,000 | $5.5B | 0.09% | |
| 181 | —TILRAY INC | 10,225,000 | $5.5B | 0.09% | |
| 182 | ELV 2.75 10/15/42ANTHEM INC | 1,279,000 | $5.4B | 0.09% | |
| 183 | —PROGENICS PHARMACEUTICALS IN | 1,055,864 | $5.4B | 0.09% | |
| 184 | —GRANITE PT MTG TR INC | 5,000,000 | $5.2B | 0.09% | |
| 185 | —STABLE RD ACQUISITION CORP | 500,000 | $5.1B | 0.09% | |
| 186 | —CIIG MERGER CORP | 500,000 | $5.1B | 0.09% | |
| 187 | —GORES METROPOULOS INC | 499,998 | $5.1B | 0.09% | |
| 188 | —GREENBRIER COS INC | 5,187,000 | $5.0B | 0.09% | |
| 189 | VSH 2.25 06/15/25VISHAY INTERTECHNOLOGY INC | 5,000,000 | $5.0B | 0.08% | |
| 190 | —TWITTER INC | 5,000,000 | $4.8B | 0.08% | |
| 191 | —TUSCAN HOLDINGS CORP | 470,000 | $4.7B | 0.08% | |
| 192 | —NETFIN ACQUISITION CORP | 466,400 | $4.6B | 0.08% | |
| 193 | —VERASTEM INC | 5,249,000 | $4.6B | 0.08% | |
| 194 | —FINTECH ACQUISITION CORP III | 450,000 | $4.6B | 0.08% | |
| 195 | —HELIX ENERGY SOLUTIONS GRP I | 3,500,000 | $4.5B | 0.08% | |
| 196 | EZPW 2.375 05/01/25EZCORP INC | 5,500,000 | $4.5B | 0.08% | |
| 197 | PLUG 5.5 03/15/23PLUG POWER INC | 3,000,000 | $4.4B | 0.07% | |
| 198 | PANW 0.75 07/01/23PALO ALTO NETWORKS INC | 4,000,000 | $4.4B | 0.07% | |
| 199 | DOCUDOCUSIGN INC | 59,294 | $4.4B | 0.07% | |
| 200 | —CLARIVATE ANALYTICS PLC | 697,500 | $4.4B | 0.07% |