AQR Arbitrage LLC Q2 2024 Filing
Filed August 14, 2024
Portfolio Value
$3859.6T
Holdings
567
Report Date
Q2 2024
Filing Type
13F-HR
All Holdings (567 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | RCL 6 08/15/25ROYAL CARIBBEAN GROUP | 94,950,000 | $306.7T | 7.95% | |
| 2 | ETRNUSDEQUITRANS MIDSTREAM CORP | 5,965,018 | $77.4T | 2.01% | |
| 3 | SWN1EURSOUTHWESTERN ENERGY CO | 10,654,360 | $71.7T | 1.86% | |
| 4 | MMYT 0 02/15/28MAKEMYTRIP LIMITED MAURITIUS | 30,425,000 | $67.1T | 1.74% | |
| 5 | LRN 1.125 09/01/27STRIDE INC | 46,670,000 | $66.7T | 1.73% | |
| 6 | AXNX*AXONICS INC | 973,943 | $65.5T | 1.70% | |
| 7 | RIG 4.625 09/30/29 *TRANSOCEAN INC | 36,150,000 | $64.5T | 1.67% | |
| 8 | CYBR 0 11/15/24CYBERARK SOFTWARE LTD | 33,670,000 | $58.7T | 1.52% | |
| 9 | 0C3ENDEAVOR GROUP HLDGS INC | 2,066,815 | $55.9T | 1.45% | |
| 10 | APY1EURCHAMPIONX CORPORATION | 1,642,626 | $54.6T | 1.41% | |
| 11 | HCPHASHICORP INC | 1,621,622 | $54.4T | 1.41% | |
| 12 | HESHESS CORP | 360,213 | $53.1T | 1.38% | |
| 13 | ACIALBERTSONS COS INC | 2,515,646 | $49.7T | 1.29% | |
| 14 | MGRCMCGRATH RENTCORP | 442,341 | $47.1T | 1.22% | |
| 15 | VZIOEURVIZIO HLDG CORP | 4,006,869 | $43.3T | 1.12% | |
| 16 | AKXANSYS INC | 126,850 | $40.8T | 1.06% | |
| 17 | DFSEURDISCOVER FINL SVCS | 316,590 | $40.3T | 1.04% | |
| 18 | MTSI 0.25 03/15/26MACOM TECH SOLUTIONS HLDGS I | 28,250,000 | $39.9T | 1.03% | |
| 19 | MCHP 0.125 11/15/24MICROCHIP TECHNOLOGY INC. | 37,593,000 | $39.9T | 1.03% | |
| 20 | WRKUSDWESTROCK CO | 776,935 | $38.8T | 1.01% | |
| 21 | AEBAALLETE INC | 594,497 | $37.1T | 0.96% | |
| 22 | AMEDAMEDISYS INC | 400,350 | $36.8T | 0.95% | |
| 23 | SRCLSTERICYCLE INC | 598,245 | $34.6T | 0.90% | |
| 24 | NVEINUVEI CORPORATION | 1,008,021 | $32.6T | 0.85% | |
| 25 | F 0 03/15/26FORD MTR CO DEL | 30,240,000 | $30.6T | 0.79% | |
| 26 | HTLFEURHEARTLAND FINL USA INC | 688,083 | $30.6T | 0.79% | |
| 27 | GBX 2.875 04/15/28GREENBRIER COS INC | 27,650,000 | $29.7T | 0.77% | |
| 28 | SNAP 0.125 03/01/28SNAP INC | 36,927,000 | $29.6T | 0.77% | |
| 29 | W 3.25 09/15/27WAYFAIR INC | 25,595,000 | $29.5T | 0.76% | |
| 30 | TDOC 1.25 06/01/27TELADOC HEALTH INC | 35,283,000 | $29.3T | 0.76% | |
| 31 | FE 4 05/01/26FIRSTENERGY CORP | 29,192,000 | $29.0T | 0.75% | |
| 32 | WIREEURENCORE WIRE CORP | 99,955 | $29.0T | 0.75% | |
| 33 | PATK 1.75 12/01/28PATRICK INDS INC | 22,812,000 | $27.7T | 0.72% | |
| 34 | CHEF 2.375 12/15/28CHEFS WHSE INC | 23,850,000 | $26.6T | 0.69% | |
| 35 | DKNG 0 03/15/28DRAFTKINGS INC NEW | 31,780,000 | $26.5T | 0.69% | |
| 36 | NCLH 1.125 02/15/27NCL CORP LTD | 28,275,000 | $26.4T | 0.68% | |
| 37 | GH 0 11/15/27GUARDANT HEALTH INC | 33,095,000 | $25.7T | 0.67% | |
| 38 | CYTK 3.5 07/01/27CYTOKINETICS INC | 19,580,000 | $25.6T | 0.66% | |
| 39 | USX1UNITED STATES STL CORP NEW | 676,061 | $25.5T | 0.66% | |
| 40 | DO1USDDIAMOND OFFSHORE DRILLING IN | 1,608,694 | $24.9T | 0.65% | |
| 41 | IDCC 3.5 06/01/27INTERDIGITAL INC | 15,885,000 | $24.6T | 0.64% | |
| 42 | PRFTUSDPERFICIENT INC | 327,039 | $24.5T | 0.63% | |
| 43 | DOCN 0 12/01/26DIGITALOCEAN HLDGS INC | 28,800,000 | $24.4T | 0.63% | |
| 44 | SBOWEURSILVERBOW RES INC | 638,495 | $24.2T | 0.63% | |
| 45 | IONS 1.75 06/15/28IONIS PHARMACEUTICALS INC | 21,730,000 | $24.0T | 0.62% | |
| 46 | —NABORS ENERGY TRANSITION COR | 2,249,997 | $23.7T | 0.61% | |
| 47 | —ARES ACQUISITION CORP II | 2,199,999 | $23.5T | 0.61% | |
| 48 | MRO*MARATHON OIL CORP | 814,629 | $23.4T | 0.61% | |
| 49 | ON 0.5 03/01/29ON SEMICONDUCTOR CORP | 23,510,000 | $22.6T | 0.59% | |
| 50 | LYFTLYFT INC | 22,740,000 | $21.9T | 0.57% | |
| 51 | BSY 0.375 07/01/27BENTLEY SYS INC | 24,415,000 | $21.9T | 0.57% | |
| 52 | RIORIO TINTO PLC | 326,000 | $21.5T | 0.56% | |
| 53 | PWSCPOWERSCHOOL HOLDINGS INC | 958,531 | $21.5T | 0.56% | |
| 54 | JNPJUNIPER NETWORKS INC | 590,079 | $21.3T | 0.55% | |
| 55 | LNTH 2.625 12/15/27LANTHEUS HLDGS INC | 16,850,000 | $21.0T | 0.54% | |
| 56 | NET 0 08/15/26CLOUDFLARE INC | 22,870,000 | $20.8T | 0.54% | |
| 57 | CERE1EURCEREVEL THERAPEUTICS HLDNG I | 502,062 | $20.5T | 0.53% | |
| 58 | CUBLIONHEART HOLDINGS | 2,050,000 | $20.5T | 0.53% | |
| 59 | SEALTD 0.25 09/15/26SEA LTD | 23,225,000 | $20.3T | 0.53% | |
| 60 | CTLTEURCATALENT INC | 358,167 | $20.1T | 0.52% | |
| 61 | WWAYFAIR INC | 14,500,000 | $20.1T | 0.52% | |
| 62 | HOLIHOLLYSYS AUTOMATION TCHNGY L | 927,049 | $20.1T | 0.52% | |
| 63 | LUV 1.25 05/01/25SOUTHWEST AIRLS CO | 19,675,000 | $19.8T | 0.51% | |
| 64 | NICEIT 0 09/15/25NICE LTD | 20,750,000 | $19.6T | 0.51% | |
| 65 | EVBGEUREVERBRIDGE INC | 561,242 | $19.5T | 0.50% | |
| 66 | ARRY 1 12/01/28ARRAY TECHNOLOGIES INC | 23,398,000 | $19.0T | 0.49% | |
| 67 | NEENEXTERA ENERGY INC | 262,264 | $18.6T | 0.48% | |
| 68 | ALFCENTURION ACQUISITION CORP | 1,851,729 | $18.5T | 0.48% | |
| 69 | LNT 3.875 03/15/26ALLIANT ENERGY CORP | 18,675,000 | $18.5T | 0.48% | |
| 70 | LCII 1.125 05/15/26LCI INDS | 18,550,000 | $17.5T | 0.45% | |
| 71 | 8DTSQUARESPACE INC | 388,946 | $17.0T | 0.44% | |
| 72 | ETSY 0.25 06/15/28ETSY INC | 20,140,000 | $15.9T | 0.41% | |
| 73 | DUK 4.125 04/15/26DUKE ENERGY CORP NEW | 15,500,000 | $15.5T | 0.40% | |
| 74 | MTTR*MATTERPORT INC | 3,456,675 | $15.5T | 0.40% | |
| 75 | ANSCAGRICULTURE & NAT SOL ACQ CO | 1,500,000 | $15.4T | 0.40% | |
| 76 | NOG 3.625 04/15/29NORTHERN OIL & GAS INC | 13,187,000 | $15.2T | 0.39% | |
| 77 | LEGTLEGATO MERGER CORP III | 1,499,999 | $15.2T | 0.39% | |
| 78 | HALO 1 08/15/28HALOZYME THERAPEUTICS INC | 13,550,000 | $15.1T | 0.39% | |
| 79 | XEXGXEATON VANCE TAX-MANAGED GLOB | 1,775,271 | $15.0T | 0.39% | |
| 80 | CNMD 2.25 06/15/27CONMED CORP | 16,610,000 | $14.9T | 0.39% | |
| 81 | MGPI 1.875 11/15/41MGP INGREDIENTS INC NEW | 14,200,000 | $14.5T | 0.37% | |
| 82 | BBIO 2.25 02/01/29BRIDGEBIO PHARMA INC | 18,125,000 | $14.4T | 0.37% | |
| 83 | HB6HIBBETT INC | 162,588 | $14.2T | 0.37% | |
| 84 | UBERUBER TECHNOLOGIES INC | 195,743 | $14.2T | 0.37% | |
| 85 | —STERLING CHECK CORP | 935,814 | $13.9T | 0.36% | |
| 86 | XMTR 1 02/01/27XOMETRY INC | 18,176,000 | $13.7T | 0.35% | |
| 87 | AYATLANTICA SUSTAINABLE INFR P | 622,956 | $13.7T | 0.35% | |
| 88 | EB 0.75 09/15/26EVENTBRITE INC | 15,740,000 | $13.5T | 0.35% | |
| 89 | EXAS 0.375 03/01/28EXACT SCIENCES CORP | 16,299,000 | $13.4T | 0.35% | |
| 90 | STXSEAGATE TECHNOLOGY HLDNGS PL | 128,309 | $13.3T | 0.34% | |
| 91 | —COLOMBIER ACQUISITION CORP I | 1,286,997 | $13.2T | 0.34% | |
| 92 | —INFLECTION PT ACQUISITN CRP | 1,244,758 | $13.2T | 0.34% | |
| 93 | BDJBLACKROCK ENHANCED EQUITY DI | 1,613,502 | $13.2T | 0.34% | |
| 94 | BTU 3.25 03/01/28PEABODY ENGR CORP | 10,000,000 | $13.2T | 0.34% | |
| 95 | WT 5.75 08/15/28WISDOMTREE INC | 10,615,000 | $13.0T | 0.34% | |
| 96 | INVA 2.125 03/15/28INNOVIVA INC | 14,273,000 | $12.9T | 0.33% | |
| 97 | W 1.125 11/01/24WAYFAIR INC | 13,025,000 | $12.8T | 0.33% | |
| 98 | HANHAWAIIAN HOLDINGS INC | 1,018,252 | $12.7T | 0.33% | |
| 99 | BE 3 06/01/28BLOOM ENERGY CORP | 12,752,000 | $12.4T | 0.32% | |
| 100 | UAAUNDER ARMOUR INC | 1,850,219 | $12.3T | 0.32% |
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