AQR Arbitrage LLC — Q2 2020 13F Holdings

Name: AQR Arbitrage LLC — 13F Holdings, Q2 2020
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001167456

Total reported value

$6.1B

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Full holdings list this quarter

Showing top 200 holdings (of 518 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	ETRA	E*trade Financial CORP	Stock-Other	2.83%	—	-3.46%
2	✓	Wright Medical Group NV	Stock-Other	2.35%	—	-7.13%
3	TSLA 2 05-15-24	Tesla INC	Stock-Consumer Disc	2.33%	—	+290.20%
4	ADSW	Advanced Disposal Services I	Stock-Other	2.31%	—	-5.66%
5	✓	Iberiabank CORP	Stock-Other	2.17%	—	+48.94%
6	QGEN	Qiagen N.V.	Stock-Healthcare	2.12%	—	+9.61%
7	WTW	Willis Towers Watson Public Limited Company	Stock-Financials	2.10%	—	+15.44%
8	ACIA	Acacia Communications INC	Stock-Other	2.03%	—	-33.59%
9	TIFEUR	Tiffany & Co	Stock-Other	1.99%	—	-3.80%
10	CZREUR	Caesars Entertainment CORP	Stock-Other	1.90%	—	-45.16%
11	MCHP 2.25 02-15-37	Microchip Technology INC	Stock-Tech	1.83%	—	-30.46%
12	LMEUR	Legg Mason INC	Stock-Other	1.82%	—	-9.13%
13	EP-PC	El Paso Energy Capital Trust I PFD CV TR SECS	Stock-Other	1.75%	—	+13.70%
14	✓	Delphi Technologies PLC	Stock-Other	1.69%	—	+1.31%
15	MELI 2 08-15-28	Mercadolibre INC	Stock-Consumer Disc	1.52%	—	—
16	LOGMEUR	Logmein INC	Stock-Other	1.51%	—	-7.16%
17	FITEUR	Fitbit INC - A	Stock-Other	1.50%	—	-18.59%
18	CBB	Cincinnati Bell INC	Stock-Other	1.29%	—	+64.89%
19	TCO	Taubman Centers INC	Stock-Other	1.20%	—	-6.23%
20	PTLAEUR	Portola Pharmaceuticals INC	Stock-Other	1.19%	—	—
21	INO 6.5 03-01-24	Inovio Pharmaceuticals	Stock-Other	1.11%	—	—
22	W 1.125 11-01-24	Wayfair INC	Stock-Consumer Disc	1.09%	—	-61.67%
23	LRCX 2.625 05-15-41	Novellus Systems INC	Stock-Tech	1.09%	—	—
24	EXAS 1 01-15-25	Exact Sciences CORP	Stock-Other	1.04%	—	—
25	✓		Stock-Other	1.02%	—	—
26	AAWW 1.875 06-01-24	Atlas Air Worldwide Hldg	Stock-Other	1.01%	—	-27.43%
27	FSCTEUR	Forescout Technologies INC	Stock-Other	0.95%	—	+6.93%
28	CHNG 6 06-30-22	Change Healthcare INC	Stock-Other	0.87%	—	—
29	WDAY 0.25 10-01-22	Workday INC	Stock-Tech	0.83%	—	-18.10%
30	WUBAUSD	58.com Inc-adr	Stock-Other	0.76%	—	—
31	GFLCN 6 03-15-23	Gfl Environmental INC	Stock-Other	0.76%	—	+31.94%
32	AAL 6.5 07-01-25	American Airlines Group	Stock-Industrials	0.75%	—	—
33	INVA 2.125 01-15-23	Innoviva INC	Stock-Other	0.73%	—	—
34	LITE 0.25 03-15-24	Lumentum Holdings INC	Stock-Tech	0.68%	—	—
35	✓	Ship Finance Intl LTD Sr Note Conv	Stock-Other	0.63%	—	-14.49%
36	Z 2.75 05-15-25	Zillow Group INC	Stock-Comm Services	0.62%	—	—
37	TERPEUR	Terraform Power INC - A	Stock-Other	0.61%	—	-8.86%
38	PSEC 6.375 03-01-25	Prospect Capital CORP	Stock-Other	0.61%	—	—
39	RPD 1.25 08-01-23	Rapid7 INC	Stock-Other	0.60%	—	+80.13%
40	GNW	Genworth Financial INC	Stock-Financials	0.60%	—	+11.21%
41	✓	B Riley Prin Merger CORP Ii	Stock-Other	0.59%	—	—
42	MNDT 0.875 06-01-24	Mandiant INC	Stock-Other	0.58%	—	—
43	LOAK-U	Live Oak Acquisition CORP	Stock-Other	0.56%	—	—
44	✓	Longview Acquisition CORP	Stock-Other	0.56%	—	—
45	SPLK 1.125 09-15-25	Splunk INC	Stock-Other	0.56%	—	-44.32%
46	VIAV 1.75 06-01-23	Viavi Solutions INC	Stock-Tech	0.54%	—	—
47	GIK-U	Gigcapital3 INC - Units	Stock-Other	0.54%	—	—
48	PS 0.375 03-01-24	Pluralsight INC	Stock-Other	0.51%	—	—
49	ARI 5.375 10-15-23	Apollo Cmmrl Real Est Fi	Stock-Other	0.50%	—	—
50	BKNG 0.9 09-15-21	Booking Holdings INC	Stock-Consumer Disc	0.50%	—	—

1–50 of 200

Holding changes this quarter

Position changes disclosed by AQR Arbitrage LLC for the quarter ending Q2 2020, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	TSLA 2 05-15-24	Tesla INC	+2.1%	+290.20%	Add
2	ETRA	E*trade Financial CORP	+1.3%	-3.46%	Trim
3	✓	Iberiabank CORP	+1.3%	+48.94%	Add
4	✓	Delphi Technologies PLC	+1%	+1.31%	Add
5	WTW	Willis Towers Watson Public Limited Company	+0.9%	+15.44%	Add
6	MELI 2 08-15-28	Mercadolibre INC	+0.9%	—	Unchanged
7	INO 6.5 03-01-24	Inovio Pharmaceuticals	+0.9%	—	Unchanged
8	CBB	Cincinnati Bell INC	+0.7%	+64.89%	Add
9	ACIA	Acacia Communications INC	-0.3%	-33.59%	Trim
10	ARCC 4.625 03-01-24	Ares Capital CORP	-0.4%	-71.11%	Trim
11	HTGC 4.375 02-01-22	Hercules Capital INC	-0.4%	-77.86%	Trim
12	INFN 2.125 09-01-24	Infinera CORP	-0.5%	-80.72%	Trim
13	AYAEUR	Stars Group Inc/the	—	EXIT	Sold out
14	✓		—	EXIT	Sold out
15	✓	Mellanox Technologies LTD	—	EXIT	Sold out
16	RARXEUR	Ra Pharmaceuticals INC	—	EXIT	Sold out
17	WBC1EUR	Wabco Holdings INC	—	EXIT	Sold out
18	TEGPUSD	Tallgrass Energy LP	—	EXIT	Sold out
19	CYEUR	Cypress Semiconductor CORP	—	EXIT	Sold out
20	FTSVEUR	Forty Seven INC	—	EXIT	Sold out
21	AXE3EUR	Anixter International INC	—	EXIT	Sold out
22	TECD1USD	Tech Data CORP	—	EXIT	Sold out
23	KEMUSD	Kemet CORP	—	EXIT	Sold out
24	✓	Fgl Hldgs	—	EXIT	Sold out
25	✓	Sprint CORP	—	EXIT	Sold out
26	PTLAEUR	Portola Pharmaceuticals INC	—	NEW	New buy
27	✓		—	NEW	New buy
28	TMUS	T-mobile US INC	—	EXIT	Sold out
29	CHGG 0.25 05-15-23	Chegg INC	—	EXIT	Sold out
30	WUBAUSD	58.com Inc-adr	—	NEW	New buy
31	AAL 6.5 07-01-25	American Airlines Group	—	NEW	New buy
32	XYZ 0.375 03-01-22	Block INC	—	EXIT	Sold out
33	HXL	Hexcel CORP	—	EXIT	Sold out
34	PANW 0.75 07-01-23	Palo Alto Networks	—	EXIT	Sold out
35	DXCM 0.75 12-01-23	Dexcom INC	—	EXIT	Sold out
36	Z 2.75 05-15-25	Zillow Group INC	—	NEW	New buy
37	MCHP 1.625 02-15-25	Microchip Technology INC	—	EXIT	Sold out
38	RESIEUR	Front Yard Residential CORP	—	EXIT	Sold out
39	✓	B Riley Prin Merger CORP Ii	—	NEW	New buy
40	CSFLUSD	Centerstate Bank CORP	—	EXIT	Sold out
41	LOAK-U	Live Oak Acquisition CORP	—	NEW	New buy
42	✓	Longview Acquisition CORP	—	NEW	New buy
43	RTN1USD	Raytheon Company	—	EXIT	Sold out
44	ATI 4.75 07-01-22	Allegheny Technologies	—	EXIT	Sold out
45	GIK-U	Gigcapital3 INC - Units	—	NEW	New buy
46	✓	Landcadia Hldgs Ii INC	—	EXIT	Sold out
47	PS 0.375 03-01-24	Pluralsight INC	—	NEW	New buy
48	BKNG 0.9 09-15-21	Booking Holdings INC	—	NEW	New buy
49	HUBS 0.25 06-01-22	Hubspot INC	—	EXIT	Sold out
50	WPF-U	Foley Trasimene Acquisition	—	NEW	New buy