AQR Arbitrage LLC Q3 2021 Filing
Filed November 15, 2021
Portfolio Value
$3.5T
Holdings
1,167
Report Date
Q3 2021
Filing Type
13F-HR
All Holdings (1,167 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | PANW 0.375 06/01/25PALO ALTO NETWORKS INC | 45,538,000 | $75.4B | 2.16% | |
| 2 | ISBCUSDINVESTORS BANCORP INC NEW | 3,543,748 | $53.5B | 1.53% | |
| 3 | XYZ 0.125 03/01/25SQUARE INC | 25,619,000 | $52.1B | 1.49% | |
| 4 | AKAM 0.375 09/01/27AKAMAI TECHNOLOGIES INC | 47,040,000 | $51.6B | 1.48% | |
| 5 | AAL 6.5 07/01/25AMERICAN AIRLINES GROUP INC | 32,904,000 | $50.4B | 1.45% | |
| 6 | SF9SANDERSON FARMS INC | 211,416 | $39.5B | 1.13% | |
| 7 | FBCUSDFLAGSTAR BANCORP INC | 756,709 | $38.4B | 1.10% | |
| 8 | DDOG 0.125 06/15/25DATADOG INC | 22,585,000 | $37.4B | 1.07% | |
| 9 | WGO 1.5 04/01/25WINNEBAGO INDS INC | 27,950,000 | $37.2B | 1.06% | |
| 10 | PBCTEURPEOPLES UNITED FINANCIAL INC | 2,090,396 | $36.5B | 1.05% | |
| 11 | CNX 2.25 05/01/26CNX RES CORP | 29,025,000 | $36.3B | 1.04% | |
| 12 | —IHS MARKIT LTD | 295,398 | $34.4B | 0.99% | |
| 13 | —KADMON HLDGS INC | 3,667,074 | $31.9B | 0.92% | |
| 14 | —COPA HOLDINGS SA | 18,300,000 | $31.8B | 0.91% | |
| 15 | LITE 0.5 12/15/26LUMENTUM HLDGS INC | 28,860,000 | $31.8B | 0.91% | |
| 16 | DISH 3.375 08/15/26DISH NETWORK CORPORATION | 29,878,000 | $31.1B | 0.89% | |
| 17 | —INOVALON HLDGS INC | 728,304 | $29.3B | 0.84% | |
| 18 | —PPD INC | 626,382 | $29.3B | 0.84% | |
| 19 | —CORNERSTONE ONDEMAND INC | 507,533 | $29.1B | 0.83% | |
| 20 | AJRDEURAEROJET ROCKETDYNE HLDGS INC | 660,366 | $28.8B | 0.82% | |
| 21 | CVA1EURCOVANTA HLDG CORP | 1,418,513 | $28.5B | 0.82% | |
| 22 | W 0.625 10/01/25WAYFAIR INC | 27,892,000 | $28.0B | 0.80% | |
| 23 | PSN 0.25 08/15/25PARSONS CORP DEL | 27,590,000 | $27.8B | 0.80% | |
| 24 | —MAGELLAN HEALTH INC | 287,775 | $27.2B | 0.78% | |
| 25 | FIVN 0.5 06/01/25FIVE9 INC | 19,845,000 | $26.9B | 0.77% | |
| 26 | NUANEURNUANCE COMMUNICATIONS INC | 476,513 | $26.2B | 0.75% | |
| 27 | UFSDOMTAR CORP | 478,519 | $26.1B | 0.75% | |
| 28 | —FORTERRA INC | 1,107,166 | $26.1B | 0.75% | |
| 29 | —MEDALLIA INC | 756,847 | $25.6B | 0.73% | |
| 30 | —STERLING BANCORP DEL | 1,023,835 | $25.6B | 0.73% | |
| 31 | SEALTD 0.25 09/15/26SEA LTD | 24,850,000 | $25.3B | 0.72% | |
| 32 | MFS1EURWELBILT INC | 1,084,246 | $25.2B | 0.72% | |
| 33 | TXNMPNM RES INC | 507,896 | $25.1B | 0.72% | |
| 34 | TREURTRILLIUM THERAPEUTICS INC | 1,393,859 | $24.5B | 0.70% | |
| 35 | HRCHILL-ROM HLDGS INC | 161,775 | $24.3B | 0.70% | |
| 36 | VERVEREIT INC | 534,909 | $24.2B | 0.69% | |
| 37 | PCRX 0.75 08/01/25PACIRA BIOSCIENCES INC | 22,300,000 | $24.1B | 0.69% | |
| 38 | LRN 1.125 09/01/27STRIDE INC | 23,885,000 | $23.9B | 0.68% | |
| 39 | PENG 2.25 02/15/26SMART GLOBAL HLDGS INC | 18,025,000 | $23.7B | 0.68% | |
| 40 | INFN 2.5 03/01/27INFINERA CORP | 17,840,000 | $23.7B | 0.68% | |
| 41 | —ATHENE HOLDING LTD | 337,286 | $23.2B | 0.67% | |
| 42 | SPWHSPORTSMANS WHSE HLDGS INC | 1,319,253 | $23.2B | 0.67% | |
| 43 | OKTA 0.125 09/01/25OKTA INC | 15,546,000 | $22.0B | 0.63% | |
| 44 | OKTA 0.375 06/15/26OKTA INC | 17,902,000 | $21.9B | 0.63% | |
| 45 | —COLUMBIA PPTY TR INC | 1,150,110 | $21.9B | 0.63% | |
| 46 | FIVNFIVE9 INC | 136,709 | $21.8B | 0.63% | |
| 47 | BMRN 1.25 05/15/27BIOMARIN PHARMACEUTICAL INC | 21,650,000 | $21.8B | 0.62% | |
| 48 | —TABULA RASA HEALTHCARE INC | 25,575,000 | $21.5B | 0.62% | |
| 49 | —TESLA INC | 1,708,000 | $21.3B | 0.61% | |
| 50 | W 1 08/15/26WAYFAIR INC | 11,342,000 | $21.1B | 0.60% | |
| 51 | COHREURCOHERENT INC | 83,857 | $21.0B | 0.60% | |
| 52 | PDD 0 12/01/25PINDUODUO INC | 22,500,000 | $20.8B | 0.60% | |
| 53 | LITE 0.25 03/15/24LUMENTUM HLDGS INC | 14,096,000 | $20.7B | 0.59% | |
| 54 | CHGG 0 09/01/26CHEGG INC | 20,905,000 | $20.7B | 0.59% | |
| 55 | FMBIUSDFIRST MIDWEST BANCORP DEL | 1,083,183 | $20.6B | 0.59% | |
| 56 | TREE 0.5 07/15/25LENDINGTREE INC | 23,927,000 | $20.5B | 0.59% | |
| 57 | XLNXEURXILINX INC | 133,911 | $20.2B | 0.58% | |
| 58 | —MGM GROWTH PPTYS LLC | 518,592 | $19.9B | 0.57% | |
| 59 | —STAMPS COM INC | 58,174 | $19.2B | 0.55% | |
| 60 | EXAS 0.375 03/01/28EXACT SCIENCES CORP | 17,450,000 | $18.8B | 0.54% | |
| 61 | AKAM 0.125 05/01/25AKAMAI TECHNOLOGIES INC | 15,052,000 | $18.3B | 0.53% | |
| 62 | —ATOTECH LTD | 755,748 | $18.3B | 0.52% | |
| 63 | KSUEURKANSAS CITY SOUTHERN | 67,151 | $18.2B | 0.52% | |
| 64 | RPD 2.25 05/01/25RAPID7 INC | 9,075,000 | $17.7B | 0.51% | |
| 65 | —CLEVELAND-CLIFFS INC NEW | 6,863,000 | $17.6B | 0.50% | |
| 66 | EXAS 0.375 03/15/27EXACT SCIENCES CORP | 15,200,000 | $17.3B | 0.50% | |
| 67 | BKNGBOOKING HOLDINGS INC | 7,198 | $17.1B | 0.49% | |
| 68 | HVIIHENNESSY CAPITAL INVST CORP | 1,697,970 | $16.9B | 0.48% | |
| 69 | CADEEURCADENCE BANCORPORATION | 761,882 | $16.7B | 0.48% | |
| 70 | CHNGUSDCHANGE HEALTHCARE INC | 797,684 | $16.7B | 0.48% | |
| 71 | SCSANTANDER CONSUMER USA HLDGS | 398,418 | $16.6B | 0.48% | |
| 72 | CITUSDCIT GROUP INC | 317,596 | $16.5B | 0.47% | |
| 73 | —RAPID7 INC | 6,042,000 | $16.4B | 0.47% | |
| 74 | —COHERUS BIOSCIENCES INC | 14,645,000 | $16.3B | 0.47% | |
| 75 | ONEM 3 06/15/251LIFE HEALTHCARE INC | 17,025,000 | $16.2B | 0.47% | |
| 76 | GES 2 04/15/24GUESS INC | 13,920,000 | $15.5B | 0.44% | |
| 77 | ATI 3.5 06/15/25ALLEGHENY TECHNOLOGIES INC | 11,410,000 | $15.3B | 0.44% | |
| 78 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 10,450,000 | $14.7B | 0.42% | |
| 79 | NCLH 5.375 08/01/25NCL CORP LTD | 8,500,000 | $14.6B | 0.42% | |
| 80 | RNG 0 03/15/26RINGCENTRAL INC | 15,395,000 | $14.5B | 0.42% | |
| 81 | SPLK 1.125 06/15/27SPLUNK INC | 14,601,000 | $14.4B | 0.41% | |
| 82 | —GREENSKY INC | 1,256,337 | $14.0B | 0.40% | |
| 83 | ZS 0.125 07/01/25ZSCALER INC | 7,551,000 | $13.8B | 0.40% | |
| 84 | RNG 0 03/01/25RINGCENTRAL INC | 13,500,000 | $13.4B | 0.38% | |
| 85 | —CAI INTERNATIONAL INC | 233,411 | $13.1B | 0.37% | |
| 86 | —LYDALL INC | 209,488 | $13.0B | 0.37% | |
| 87 | —FERRO CORP | 636,818 | $13.0B | 0.37% | |
| 88 | IONS 0.125 12/15/24IONIS PHARMACEUTICALS INC | 14,050,000 | $12.9B | 0.37% | |
| 89 | PLUG 3.75 06/01/25PLUG POWER INC | 2,450,000 | $12.5B | 0.36% | |
| 90 | —SCORE MEDIA & GAMING INC | 357,764 | $12.2B | 0.35% | |
| 91 | —FIREEYE INC | 11,250,000 | $12.0B | 0.34% | |
| 92 | BANDBANDWIDTH INC | 9,700,000 | $11.7B | 0.33% | |
| 93 | VECO 3.75 06/01/27VEECO INSTRS INC DEL | 6,500,000 | $11.6B | 0.33% | |
| 94 | JOBSUSD51JOB INC | 164,569 | $11.4B | 0.33% | |
| 95 | CHGG 0.125 03/15/25CHEGG INC | 7,925,000 | $11.4B | 0.33% | |
| 96 | CLDRCLOUDERA INC | 714,054 | $11.4B | 0.33% | |
| 97 | —CONYERS PARK III ACQSITN COR | 1,125,000 | $11.3B | 0.32% | |
| 98 | —ECHO GLOBAL LOGISTICS INC | 234,592 | $11.2B | 0.32% | |
| 99 | —HARMONIC INC | 9,200,000 | $11.2B | 0.32% | |
| 100 | —KRATON CORP | 237,300 | $10.8B | 0.31% |
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