AQR Arbitrage LLC Q1 2021 Filing
Filed May 17, 2021
Portfolio Value
$2.8T
Holdings
972
Report Date
Q1 2021
Filing Type
13F-HR
All Holdings (972 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | LUV 1.25 05/01/25SOUTHWEST AIRLS CO | 54,575,000 | $94.0B | 3.38% | |
| 2 | AAL 6.5 07/01/25AMERICAN AIRLS GROUP INC | 41,238,000 | $71.0B | 2.55% | |
| 3 | —NOVELLUS SYS INC | 2,400,000 | $45.5B | 1.63% | |
| 4 | W 1 08/15/26WAYFAIR INC | 18,800,000 | $41.8B | 1.50% | |
| 5 | TCFTCF FINL CORP | 808,629 | $37.6B | 1.35% | |
| 6 | AKAM 0.375 09/01/27AKAMAI TECHNOLOGIES INC | 31,875,000 | $34.7B | 1.25% | |
| 7 | —CANTEL MED CORP | 420,838 | $33.4B | 1.20% | |
| 8 | AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN | 27,175,000 | $32.5B | 1.17% | |
| 9 | LITE 0.25 03/15/24LUMENTUM HLDGS INC | 19,096,000 | $30.6B | 1.10% | |
| 10 | —IHS MARKIT LTD | 308,134 | $29.8B | 1.07% | |
| 11 | MXIMMAXIM INTEGRATED PRODS INC | 314,112 | $28.7B | 1.03% | |
| 12 | WTWWILLIS TOWERS WATSON PLC LTD | 122,696 | $28.1B | 1.01% | |
| 13 | COHREURCOHERENT INC | 110,729 | $28.0B | 1.01% | |
| 14 | LITE 0.5 12/15/26LUMENTUM HLDGS INC | 23,775,000 | $27.8B | 1.00% | |
| 15 | FLIRFLIR SYS INC | 490,797 | $27.7B | 1.00% | |
| 16 | EXASEXACT SCIENCES CORP | 14,650,000 | $27.5B | 0.99% | |
| 17 | PRAHPRA HEALTH SCIENCES INC | 177,352 | $27.2B | 0.98% | |
| 18 | —GW PHARMACEUTICALS PLC | 124,215 | $26.9B | 0.97% | |
| 19 | —FIVE PRIME THERAPEUTICS INC | 667,532 | $25.1B | 0.90% | |
| 20 | VAREURVARIAN MED SYS INC | 137,989 | $24.4B | 0.88% | |
| 21 | SPWHSPORTSMANS WHSE HLDGS INC | 1,400,965 | $24.2B | 0.87% | |
| 22 | IPHIINPHI CORP | 135,216 | $24.1B | 0.87% | |
| 23 | TXNMPNM RES INC | 488,953 | $24.0B | 0.86% | |
| 24 | —GRUBHUB INC | 392,417 | $23.5B | 0.85% | |
| 25 | PANW 0.75 07/01/23PALO ALTO NETWORKS INC | 17,275,000 | $22.9B | 0.82% | |
| 26 | AJRDEURAEROJET ROCKETDYNE HLDGS INC | 476,527 | $22.4B | 0.80% | |
| 27 | SNAP 0.75 08/01/26SNAP INC | 9,450,000 | $22.3B | 0.80% | |
| 28 | MELI 2 08/15/28MERCADOLIBRE INC | 6,325,000 | $21.2B | 0.76% | |
| 29 | —TABULA RASA HEALTHCARE INC | 20,475,000 | $20.8B | 0.75% | |
| 30 | —MAGELLAN HEALTH INC | 220,043 | $20.5B | 0.74% | |
| 31 | —ATHENE HOLDING LTD | 404,555 | $20.4B | 0.73% | |
| 32 | —GENMARK DIAGNOSTICS INC | 844,567 | $20.2B | 0.73% | |
| 33 | KSUEURKANSAS CITY SOUTHERN | 75,762 | $19.8B | 0.71% | |
| 34 | —FIREEYE INC | 17,250,000 | $19.5B | 0.70% | |
| 35 | CHNGUSDCHANGE HEALTHCARE INC | 875,616 | $19.4B | 0.70% | |
| 36 | RNG 0 03/01/25RINGCENTRAL INC | 17,500,000 | $19.3B | 0.69% | |
| 37 | ALXNALEXION PHARMACEUTICALS INC | 122,941 | $18.8B | 0.68% | |
| 38 | XLNXEURXILINX INC | 152,121 | $18.7B | 0.67% | |
| 39 | WORKSLACK TECHNOLOGIES INC | 460,041 | $18.7B | 0.67% | |
| 40 | INFN 2.5 03/01/27INFINERA CORP | 12,775,000 | $18.5B | 0.67% | |
| 41 | IONS 0.125 12/15/24IONIS PHARMACEUTICALS INC | 19,050,000 | $18.3B | 0.66% | |
| 42 | —TESLA INC | 1,700,000 | $18.3B | 0.66% | |
| 43 | AKAM 0.125 05/01/25AKAMAI TECHNOLOGIES INC | 15,000,000 | $18.2B | 0.65% | |
| 44 | —CLEVELAND-CLIFFS INC NEW | 6,863,000 | $17.9B | 0.64% | |
| 45 | CITUSDCIT GROUP INC | 344,720 | $17.8B | 0.64% | |
| 46 | DISH 3.375 08/15/26DISH NETWORK CORPORATION | 18,325,000 | $17.7B | 0.63% | |
| 47 | PENG 2.25 02/15/26SMART GLOBAL HLDGS INC | 13,025,000 | $17.2B | 0.62% | |
| 48 | PRSPPERSPECTA INC | 584,773 | $17.0B | 0.61% | |
| 49 | BKNGBOOKING HOLDINGS INC | 7,198 | $16.8B | 0.60% | |
| 50 | —NIC INC | 493,076 | $16.7B | 0.60% | |
| 51 | EXAS 0.375 03/01/28EXACT SCIENCES CORP | 12,450,000 | $16.1B | 0.58% | |
| 52 | —FORTERRA INC | 693,286 | $16.1B | 0.58% | |
| 53 | —HMS HLDGS CORP | 434,291 | $16.1B | 0.58% | |
| 54 | GES 2 04/15/24GUESS INC | 13,920,000 | $15.9B | 0.57% | |
| 55 | CLGXCORELOGIC INC | 200,615 | $15.9B | 0.57% | |
| 56 | MIKUSDMICHAELS COS INC | 723,786 | $15.9B | 0.57% | |
| 57 | WDRWADDELL & REED FINL INC | 630,797 | $15.8B | 0.57% | |
| 58 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 10,450,000 | $15.4B | 0.55% | |
| 59 | —COOPER TIRE & RUBR CO | 275,139 | $15.4B | 0.55% | |
| 60 | RPREALPAGE INC | 173,497 | $15.1B | 0.54% | |
| 61 | EXAS 0.375 03/15/27EXACT SCIENCES CORP | 11,000,000 | $15.1B | 0.54% | |
| 62 | STAYUSDEXTENDED STAY AMER INC | 764,763 | $15.1B | 0.54% | |
| 63 | —CHINA BIOLOGIC PRODS HLDGS I | 126,328 | $15.0B | 0.54% | |
| 64 | MBVIM3 BRIGADE ACQUISITION II CO | 1,500,000 | $14.9B | 0.53% | |
| 65 | CHGG 0.125 03/15/25CHEGG INC | 7,925,000 | $13.8B | 0.50% | |
| 66 | IRWD 1.5 06/15/26IRONWOOD PHARMACEUTICALS INC | 11,500,000 | $13.0B | 0.47% | |
| 67 | VSH 2.25 06/15/25VISHAY INTERTECHNOLOGY INC | 11,550,000 | $12.6B | 0.45% | |
| 68 | WGO 1.5 04/01/25WINNEBAGO INDS INC | 8,950,000 | $12.4B | 0.45% | |
| 69 | SOGOGBPSOGOU INC | 1,643,832 | $12.4B | 0.45% | |
| 70 | AVYA 2.25 06/15/23AVAYA HLDGS CORP | 9,900,000 | $12.3B | 0.44% | |
| 71 | SPLK 1.125 09/15/25SPLUNK INC | 10,375,000 | $12.2B | 0.44% | |
| 72 | CBBCINCINNATI BELL INC NEW | 792,511 | $12.2B | 0.44% | |
| 73 | —WATFORD HLDGS LTD | 342,573 | $11.9B | 0.43% | |
| 74 | GMED 0.375 03/15/25NUVASIVE INC | 11,300,000 | $11.6B | 0.42% | |
| 75 | PBCTEURPEOPLES UNITED FINANCIAL INC | 638,523 | $11.4B | 0.41% | |
| 76 | NAVNAVISTAR INTL CORP NEW | 257,870 | $11.4B | 0.41% | |
| 77 | —RAPID7 INC | 6,042,000 | $11.1B | 0.40% | |
| 78 | ATLCATLANTICUS HOLDINGS CORP | 354,270 | $10.7B | 0.39% | |
| 79 | —HARMONIC INC | 9,200,000 | $10.4B | 0.37% | |
| 80 | GNWGENWORTH FINL INC | 3,083,242 | $10.2B | 0.37% | |
| 81 | Z 1.375 09/01/26ZILLOW GROUP INC | 3,375,000 | $10.1B | 0.36% | |
| 82 | —GORES GUGGENHEIM INC | 1,000,000 | $9.9B | 0.36% | |
| 83 | X 5 11/01/26UNITED STATES STL CORP NEW | 4,550,000 | $9.9B | 0.36% | |
| 84 | CYBR 0 11/15/24CYBERARK SOFTWARE LTD | 9,125,000 | $9.9B | 0.36% | |
| 85 | OMER 5.25 02/15/26OMEROS CORP | 7,500,000 | $9.4B | 0.34% | |
| 86 | DOYUDOUYU INTL HLDGS LTD | 887,437 | $9.2B | 0.33% | |
| 87 | BPFHBOSTON PRIVATE FINL HLDGS IN | 676,835 | $9.0B | 0.32% | |
| 88 | —PINE TECHNOLOGY ACQUISITN CO | 900,000 | $8.9B | 0.32% | |
| 89 | —INOVIO PHARMACEUTICALS INC | 5,000,000 | $8.7B | 0.31% | |
| 90 | 1ZR0ATLANTIC COASTAL ACQUISTN CO | 875,000 | $8.6B | 0.31% | |
| 91 | —IRONWOOD PHARMACEUTICALS INC | 7,700,000 | $8.5B | 0.31% | |
| 92 | —OSI SYSTEMS INC | 7,650,000 | $8.3B | 0.30% | |
| 93 | —ZYNGA INC | 6,000,000 | $8.2B | 0.30% | |
| 94 | INVA 2.5 08/15/25INNOVIVA INC | 7,700,000 | $8.1B | 0.29% | |
| 95 | KBR 2.5 11/01/23KBR INC | 5,125,000 | $8.1B | 0.29% | |
| 96 | —HCI GROUP INC | 6,000,000 | $7.7B | 0.28% | |
| 97 | INVA 2.125 01/15/23THERAVANCE INC | 7,625,000 | $7.7B | 0.28% | |
| 98 | ETSYETSY INC | 35,818 | $7.2B | 0.26% | |
| 99 | BNFT 1.25 12/15/23BENEFITFOCUS INC | 7,843,000 | $7.2B | 0.26% | |
| 100 | —DECARBONIZATION PLUS ACQU II | 700,000 | $7.0B | 0.25% |
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