AQR Arbitrage LLC Q2 2021 Filing
Filed August 16, 2021
Portfolio Value
$3.6T
Holdings
1,110
Report Date
Q2 2021
Filing Type
13F-HR
All Holdings (1,110 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | AAL 6.5 07/01/25AMERICAN AIRLS GROUP INC | 44,279,000 | $69.6B | 1.96% | |
| 2 | PANW 0.375 06/01/25PALO ALTO NETWORKS INC | 45,538,000 | $62.2B | 1.75% | |
| 3 | AKAM 0.375 09/01/27AKAMAI TECHNOLOGIES INC | 47,040,000 | $54.7B | 1.54% | |
| 4 | XYZ 0.125 03/01/25SQUARE INC | 25,619,000 | $52.9B | 1.49% | |
| 5 | LUV 1.25 05/01/25SOUTHWEST AIRLS CO | 31,674,000 | $48.1B | 1.35% | |
| 6 | DDOG 0.125 06/15/25DATADOG INC | 34,885,000 | $46.6B | 1.31% | |
| 7 | W 1 08/15/26WAYFAIR INC | 18,842,000 | $41.6B | 1.17% | |
| 8 | PBCTEURPEOPLES UNITED FINANCIAL INC | 2,228,975 | $38.2B | 1.07% | |
| 9 | CNX 2.25 05/01/26CNX RES CORP | 29,025,000 | $37.8B | 1.06% | |
| 10 | MXIMMAXIM INTEGRATED PRODS INC | 353,781 | $37.3B | 1.05% | |
| 11 | WGO 1.5 04/01/25WINNEBAGO INDS INC | 27,950,000 | $36.0B | 1.01% | |
| 12 | AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN | 27,175,000 | $34.8B | 0.98% | |
| 13 | —IHS MARKIT LTD | 300,643 | $33.8B | 0.95% | |
| 14 | FBCUSDFLAGSTAR BANCORP INC | 799,131 | $33.8B | 0.95% | |
| 15 | —PPD INC | 730,272 | $33.7B | 0.95% | |
| 16 | AJRDEURAEROJET ROCKETDYNE HLDGS INC | 660,366 | $31.9B | 0.90% | |
| 17 | CTRACABOT OIL & GAS CORP | 1,871,202 | $31.6B | 0.89% | |
| 18 | LITE 0.5 12/15/26LUMENTUM HLDGS INC | 28,860,000 | $31.3B | 0.88% | |
| 19 | WTWWILLIS TOWERS WATSON PLC LTD | 130,878 | $30.1B | 0.85% | |
| 20 | —COPA HOLDINGS SA | 18,300,000 | $30.0B | 0.84% | |
| 21 | GRA1EURGRACE W R & CO DEL NEW | 419,335 | $29.0B | 0.81% | |
| 22 | UFSDOMTAR CORP | 529,883 | $28.9B | 0.81% | |
| 23 | SNAP 0.75 08/01/26SNAP INC | 9,487,000 | $28.6B | 0.80% | |
| 24 | NUANEURNUANCE COMMUNICATIONS INC | 513,485 | $28.0B | 0.79% | |
| 25 | LITE 0.25 03/15/24LUMENTUM HLDGS INC | 19,096,000 | $27.9B | 0.78% | |
| 26 | —LUMINEX CORP DEL | 746,560 | $27.5B | 0.77% | |
| 27 | NAVNAVISTAR INTL CORP NEW | 614,797 | $27.4B | 0.77% | |
| 28 | —WEINGARTEN RLTY INVS | 852,342 | $27.3B | 0.77% | |
| 29 | VERVEREIT INC | 592,270 | $27.2B | 0.76% | |
| 30 | INFN 2.5 03/01/27INFINERA CORP | 17,840,000 | $27.2B | 0.76% | |
| 31 | —CONSTELLATION PHARMCETICLS I | 800,443 | $27.1B | 0.76% | |
| 32 | PRAHPRA HEALTH SCIENCES INC | 161,855 | $26.7B | 0.75% | |
| 33 | DISH 3.375 08/15/26DISH NETWORK CORPORATION | 25,953,000 | $26.6B | 0.75% | |
| 34 | —TABULA RASA HEALTHCARE INC | 25,575,000 | $26.2B | 0.74% | |
| 35 | EXASEXACT SCIENCES CORP | 14,650,000 | $26.1B | 0.73% | |
| 36 | SPWHSPORTSMANS WHSE HLDGS INC | 1,464,655 | $26.0B | 0.73% | |
| 37 | COHREURCOHERENT INC | 96,843 | $25.6B | 0.72% | |
| 38 | PANW 0.75 07/01/23PALO ALTO NETWORKS INC | 17,349,000 | $25.3B | 0.71% | |
| 39 | TXNMPNM RES INC | 507,896 | $24.8B | 0.70% | |
| 40 | —ATHENE HOLDING LTD | 355,888 | $23.8B | 0.67% | |
| 41 | MFS1EURWELBILT INC | 1,011,193 | $23.4B | 0.66% | |
| 42 | PDD 0 12/01/25PINDUODUO INC | 22,500,000 | $23.2B | 0.65% | |
| 43 | ALXNALEXION PHARMACEUTICALS INC | 122,883 | $22.6B | 0.63% | |
| 44 | OKTA 0.125 09/01/25OKTA INC | 15,546,000 | $22.5B | 0.63% | |
| 45 | MELI 2 08/15/28MERCADOLIBRE INC | 6,325,000 | $22.4B | 0.63% | |
| 46 | OKTA 0.375 06/15/26OKTA INC | 17,850,000 | $22.3B | 0.63% | |
| 47 | XLNXEURXILINX INC | 154,657 | $22.3B | 0.63% | |
| 48 | BMRN 1.25 05/15/27BIOMARIN PHARMACEUTICAL INC | 21,650,000 | $21.8B | 0.61% | |
| 49 | EXAS 0.375 03/01/28EXACT SCIENCES CORP | 17,450,000 | $21.7B | 0.61% | |
| 50 | PFPTPROOFPOINT INC | 121,288 | $21.0B | 0.59% | |
| 51 | —MAGELLAN HEALTH INC | 220,520 | $20.8B | 0.58% | |
| 52 | —FORTERRA INC | 870,851 | $20.5B | 0.58% | |
| 53 | DXCM 0.25 11/15/25DEXCOM INC | 19,500,000 | $20.5B | 0.57% | |
| 54 | HOMEAT HOME GROUP INC | 554,216 | $20.4B | 0.57% | |
| 55 | COUP 0.375 06/15/26COUPA SOFTWARE INC | 17,242,000 | $20.0B | 0.56% | |
| 56 | AKAM 0.125 05/01/25AKAMAI TECHNOLOGIES INC | 15,051,000 | $19.7B | 0.55% | |
| 57 | —FIREEYE INC | 17,250,000 | $19.6B | 0.55% | |
| 58 | RNG 0 03/01/25RINGCENTRAL INC | 17,500,000 | $19.4B | 0.55% | |
| 59 | —CLEVELAND-CLIFFS INC NEW | 6,863,000 | $19.2B | 0.54% | |
| 60 | KSUEURKANSAS CITY SOUTHERN | 67,151 | $19.0B | 0.53% | |
| 61 | WORKSLACK TECHNOLOGIES INC | 428,656 | $19.0B | 0.53% | |
| 62 | —TESLA INC | 1,719,000 | $18.8B | 0.53% | |
| 63 | ONEM 3 06/15/251LIFE HEALTHCARE INC | 16,675,000 | $18.5B | 0.52% | |
| 64 | CHNGUSDCHANGE HEALTHCARE INC | 797,684 | $18.4B | 0.52% | |
| 65 | PENG 2.25 02/15/26SMART GLOBAL HLDGS INC | 13,025,000 | $18.0B | 0.50% | |
| 66 | IONS 0.125 12/15/24IONIS PHARMACEUTICALS INC | 19,050,000 | $17.8B | 0.50% | |
| 67 | GES 2 04/15/24GUESS INC | 13,920,000 | $17.3B | 0.49% | |
| 68 | —KNOLL INC | 648,069 | $16.8B | 0.47% | |
| 69 | PLUG 3.75 06/01/25PLUG POWER INC | 2,450,000 | $16.7B | 0.47% | |
| 70 | CITUSDCIT GROUP INC | 317,596 | $16.4B | 0.46% | |
| 71 | IRWD 1.5 06/15/26IRONWOOD PHARMACEUTICALS INC | 13,500,000 | $16.2B | 0.45% | |
| 72 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 10,450,000 | $16.0B | 0.45% | |
| 73 | CADEEURCADENCE BANCORPORATION | 761,882 | $15.9B | 0.45% | |
| 74 | —ORBCOMM INC | 1,410,804 | $15.9B | 0.45% | |
| 75 | SPLK 1.125 06/15/27SPLUNK INC | 16,101,000 | $15.8B | 0.44% | |
| 76 | BPFHBOSTON PRIVATE FINL HLDGS IN | 1,060,979 | $15.6B | 0.44% | |
| 77 | MBVIM3 BRIGADE ACQUISITION II CO | 1,500,000 | $15.2B | 0.43% | |
| 78 | BKNGBOOKING HOLDINGS INC | 6,907 | $15.1B | 0.42% | |
| 79 | RPD 2.25 05/01/25RAPID7 INC | 9,075,000 | $15.1B | 0.42% | |
| 80 | —COHERUS BIOSCIENCES INC | 14,645,000 | $15.0B | 0.42% | |
| 81 | EXAS 0.375 03/15/27EXACT SCIENCES CORP | 11,000,000 | $14.6B | 0.41% | |
| 82 | CBBCINCINNATI BELL INC NEW | 940,811 | $14.5B | 0.41% | |
| 83 | SPLK 1.125 09/15/25SPLUNK INC | 11,460,000 | $14.0B | 0.39% | |
| 84 | SOGOGBPSOGOU INC | 1,616,852 | $13.8B | 0.39% | |
| 85 | —RAPID7 INC | 6,042,000 | $13.7B | 0.39% | |
| 86 | CHGG 0.125 03/15/25CHEGG INC | 7,925,000 | $13.4B | 0.38% | |
| 87 | JAZZ 2 06/15/26JAZZ INVESTMENTS I LTD | 10,000,000 | $13.3B | 0.38% | |
| 88 | —LYDALL INC | 209,488 | $12.7B | 0.36% | |
| 89 | DKS 3.25 04/15/25DICKS SPORTING GOODS INC | 4,225,000 | $12.5B | 0.35% | |
| 90 | VSH 2.25 06/15/25VISHAY INTERTECHNOLOGY INC | 11,550,000 | $12.2B | 0.34% | |
| 91 | JTKWYJUST EAT TAKEAWAY COM N V | 663,700 | $12.1B | 0.34% | |
| 92 | —WATFORD HLDGS LTD | 342,573 | $12.0B | 0.34% | |
| 93 | EQT 1.75 05/01/26EQT CORP | 7,025,000 | $11.7B | 0.33% | |
| 94 | AVYA 2.25 06/15/23AVAYA HLDGS CORP | 9,900,000 | $11.6B | 0.33% | |
| 95 | CLDRCLOUDERA INC | 714,054 | $11.3B | 0.32% | |
| 96 | GMED 0.375 03/15/25NUVASIVE INC | 11,300,000 | $11.2B | 0.31% | |
| 97 | BLMN 5 05/01/25BLOOMIN BRANDS INC | 4,525,000 | $11.0B | 0.31% | |
| 98 | —HARMONIC INC | 9,200,000 | $10.9B | 0.31% | |
| 99 | ATLCATLANTICUS HOLDINGS CORP | 270,000 | $10.7B | 0.30% | |
| 100 | FMBIUSDFIRST MIDWEST BANCORP DEL | 504,938 | $10.0B | 0.28% |
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