AQR Arbitrage LLC Q3 2023 Filing
Filed November 14, 2023
Portfolio Value
$2.2T
Holdings
785
Report Date
Q3 2023
Filing Type
13F-HR
All Holdings (785 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | HZNPHORIZON THERAPEUTICS PUB L | 443,249 | $51.3B | 2.30% | |
| 2 | —SCREAMING EAGLE ACQUISITN CO | 3,870,782 | $40.5B | 1.82% | |
| 3 | ARRY 1 12/01/28ARRAY TECHNOLOGIES INC | 33,403,000 | $38.1B | 1.71% | |
| 4 | SGENUSDSEAGEN INC | 172,024 | $36.5B | 1.64% | |
| 5 | ATVIEURACTIVISION BLIZZARD INC | 387,403 | $36.3B | 1.63% | |
| 6 | SPLK 1.125 06/15/27SPLUNK INC | 36,390,000 | $34.5B | 1.55% | |
| 7 | ACIALBERTSONS COS INC | 1,465,710 | $33.3B | 1.50% | |
| 8 | W 3.25 09/15/27WAYFAIR INC | 26,050,000 | $31.5B | 1.42% | |
| 9 | TXNMPNM RES INC | 705,572 | $31.5B | 1.41% | |
| 10 | AMEDAMEDISYS INC | 314,321 | $29.4B | 1.32% | |
| 11 | LCII 1.125 05/15/26LCI INDS | 31,125,000 | $29.1B | 1.31% | |
| 12 | ETSY 0.25 06/15/28ETSY INC | 37,925,000 | $28.9B | 1.30% | |
| 13 | GBX 2.875 04/15/28GREENBRIER COS INC | 29,700,000 | $28.1B | 1.26% | |
| 14 | VMWEURVMWARE INC | 168,828 | $28.1B | 1.26% | |
| 15 | CPRICAPRI HOLDINGS LIMITED | 520,224 | $27.4B | 1.23% | |
| 16 | DENEURDENBURY INC | 270,057 | $26.5B | 1.19% | |
| 17 | MMYT 0 02/15/28MAKEMYTRIP LIMITED MAURITIUS | 22,025,000 | $25.8B | 1.16% | |
| 18 | NCLH 1.125 02/15/27NCL CORP LTD | 29,850,000 | $24.9B | 1.12% | |
| 19 | —GORES HOLDINGS IX INC | 2,374,678 | $24.7B | 1.11% | |
| 20 | TREE 0.5 07/15/25LENDINGTREE INC | 30,137,000 | $24.0B | 1.08% | |
| 21 | X 5 11/01/26UNITED STATES STL CORP | 9,575,000 | $23.6B | 1.06% | |
| 22 | FOUR 0.5 08/01/27SHIFT4 PMTS INC | 27,420,000 | $23.6B | 1.06% | |
| 23 | LRN 1.125 09/01/27STRIDE INC | 22,310,000 | $23.5B | 1.06% | |
| 24 | —NATIONAL INSTRS CORP | 388,244 | $23.1B | 1.04% | |
| 25 | GH 0 11/15/27GUARDANT HEALTH INC | 33,095,000 | $22.9B | 1.03% | |
| 26 | —ABCAM PLC | 1,011,285 | $22.9B | 1.03% | |
| 27 | —ARES ACQUISITION CORP II | 2,199,999 | $22.6B | 1.02% | |
| 28 | SNAP 0.125 03/01/28SNAP INC | 32,529,000 | $22.6B | 1.01% | |
| 29 | INFN 3.75 08/01/28INFINERA CORP | 23,500,000 | $22.0B | 0.99% | |
| 30 | SPLKCHFSPLUNK INC | 140,828 | $20.6B | 0.93% | |
| 31 | DDD 0 11/15/263D SYS CORP DEL | 25,925,000 | $18.8B | 0.85% | |
| 32 | —SOVOS BRANDS INC | 826,822 | $18.6B | 0.84% | |
| 33 | JBLU 0.5 04/01/26JETBLUE AIRWAYS CORP | 23,800,000 | $18.5B | 0.83% | |
| 34 | W 1 08/15/26WAYFAIR INC | 22,015,000 | $18.1B | 0.81% | |
| 35 | SEALTD 0.25 09/15/26SEA LTD | 22,150,000 | $17.8B | 0.80% | |
| 36 | SAVE 1 05/15/26SPIRIT AIRLS INC | 21,025,000 | $17.6B | 0.79% | |
| 37 | —HELIX ENERGY SOLUTIONS GRP I | 10,130,000 | $17.5B | 0.79% | |
| 38 | LITE 0.5 06/15/28LUMENTUM HLDGS INC | 23,898,000 | $17.5B | 0.79% | |
| 39 | NEWREURNEW RELIC INC | 202,136 | $17.3B | 0.78% | |
| 40 | BKNGBOOKING HOLDINGS INC | 5,547 | $17.1B | 0.77% | |
| 41 | DKNG 0 03/15/28DRAFTKINGS INC NEW | 20,975,000 | $16.1B | 0.72% | |
| 42 | —ARGO GROUP INTL HLDGS LTD | 517,930 | $15.5B | 0.69% | |
| 43 | CYTK 3.5 07/01/27CYTOKINETICS INC | 17,941,000 | $15.3B | 0.69% | |
| 44 | AELUSDAMERICAN EQTY INVT LIFE HLD | 266,664 | $14.3B | 0.64% | |
| 45 | EGHT 4 02/01/288X8 INC NEW | 19,075,000 | $13.7B | 0.62% | |
| 46 | FTCHF 3.75 05/01/27FARFETCH LTD | 25,500,000 | $13.7B | 0.61% | |
| 47 | ICPTUSDINTERCEPT PHARMACEUTICALS IN | 734,970 | $13.6B | 0.61% | |
| 48 | VRTVEURVERITIV CORP | 80,069 | $13.5B | 0.61% | |
| 49 | XMTR 1 02/01/27XOMETRY INC | 17,901,000 | $13.1B | 0.59% | |
| 50 | CABO 0 03/15/26CABLE ONE INC | 15,675,000 | $12.9B | 0.58% | |
| 51 | EXAS 0.375 03/15/27EXACT SCIENCES CORP | 14,088,000 | $12.8B | 0.58% | |
| 52 | EXAS 0.375 03/01/28EXACT SCIENCES CORP | 14,688,000 | $12.8B | 0.57% | |
| 53 | CCIXCHURCHILL CAPITAL CORP VI | 1,173,405 | $12.3B | 0.55% | |
| 54 | —AVANTAX INC | 466,478 | $11.9B | 0.54% | |
| 55 | INVA 2.125 03/15/28INNOVIVA INC | 14,273,000 | $11.8B | 0.53% | |
| 56 | BANDBANDWIDTH INC | 14,425,000 | $11.6B | 0.52% | |
| 57 | RDFN 0.5 04/01/27REDFIN CORP | 19,173,000 | $11.2B | 0.50% | |
| 58 | DOCN 0 12/01/26DIGITALOCEAN HLDGS INC | 13,800,000 | $10.6B | 0.48% | |
| 59 | U 0 11/15/26UNITY SOFTWARE INC | 13,152,000 | $10.5B | 0.47% | |
| 60 | —NABORS ENERGY TRANSITION COR | 1,000,000 | $10.3B | 0.46% | |
| 61 | INFN 2.5 03/01/27INFINERA CORP | 11,565,000 | $10.2B | 0.46% | |
| 62 | EB 0.75 09/15/26EVENTBRITE INC | 11,860,000 | $9.8B | 0.44% | |
| 63 | TWNKEURHOSTESS BRANDS INC | 285,330 | $9.5B | 0.43% | |
| 64 | CUTR 2.25 06/01/28CUTERA INC | 15,613,000 | $9.2B | 0.41% | |
| 65 | —SK GROWTH OPPORTUNITIES CORP | 844,552 | $9.1B | 0.41% | |
| 66 | TDOC 1.25 06/01/27TELADOC HEALTH INC | 11,001,000 | $8.8B | 0.40% | |
| 67 | IRBTQIROBOT CORP | 221,300 | $8.4B | 0.38% | |
| 68 | XNEAXNUVEEN AMT FREE QLTY MUN INC | 851,689 | $8.2B | 0.37% | |
| 69 | —C5 ACQUISITION CORPORATION | 743,846 | $8.2B | 0.37% | |
| 70 | CABO 1.125 03/15/28CABLE ONE INC | 10,724,000 | $8.0B | 0.36% | |
| 71 | NADNUVEEN QUALITY MUNCP INCOME | 764,459 | $7.8B | 0.35% | |
| 72 | RENEFCARTESIAN GROWTH CORP II | 667,062 | $7.2B | 0.32% | |
| 73 | NZFNUVEEN MUNICIPAL CREDIT INC | 682,265 | $7.1B | 0.32% | |
| 74 | ESTEEUREARTHSTONE ENERGY INC | 347,917 | $7.0B | 0.32% | |
| 75 | RPTUSDRPT REALTY | 666,385 | $7.0B | 0.32% | |
| 76 | W 1.125 11/01/24WAYFAIR INC | 7,025,000 | $6.9B | 0.31% | |
| 77 | NVGNUVEEN AMT FREE MUN CR INC F | 664,933 | $6.9B | 0.31% | |
| 78 | OKLOALTC ACQUISITION CORP | 661,969 | $6.9B | 0.31% | |
| 79 | ESHAESH ACQUISITION CORP | 675,000 | $6.8B | 0.31% | |
| 80 | QSIIEURNEXTGEN HEALTHCARE INC | 280,860 | $6.7B | 0.30% | |
| 81 | INSM 0.75 06/01/28INSMED INC | 6,675,000 | $6.7B | 0.30% | |
| 82 | —CF ACQUISITION CORP VII | 612,419 | $6.6B | 0.29% | |
| 83 | NPFINUVEEN PFD & INCOME SECS FD | 1,044,984 | $6.4B | 0.29% | |
| 84 | LBAIUSDLAKELAND BANCORP INC | 509,266 | $6.4B | 0.29% | |
| 85 | LPSN 0 12/15/26LIVEPERSON INC | 8,425,000 | $6.3B | 0.29% | |
| 86 | —COHERUS BIOSCIENCES INC | 10,320,000 | $6.3B | 0.28% | |
| 87 | NOVA 2.625 02/15/28SUNNOVA ENERGY INTL INC. | 10,063,000 | $6.2B | 0.28% | |
| 88 | PACWUSDPACWEST BANCORP DEL | 779,031 | $6.2B | 0.28% | |
| 89 | CIR2USDCIRCOR INTL INC | 110,287 | $6.1B | 0.28% | |
| 90 | —CHINDATA GROUP HLDGS LTD | 736,000 | $6.1B | 0.27% | |
| 91 | —INTERCEPT PHARMACEUTICALS IN | 6,130,000 | $6.0B | 0.27% | |
| 92 | —PEARL HOLDINGS ACQUISITN COR | 562,511 | $6.0B | 0.27% | |
| 93 | WRKUSDWESTROCK CO | 165,902 | $5.9B | 0.27% | |
| 94 | NACNUVEEN CA QUALTY MUN INCOME | 607,323 | $5.9B | 0.26% | |
| 95 | PATK 1.75 12/01/28PATRICK INDS INC | 6,125,000 | $5.8B | 0.26% | |
| 96 | —PATRIA LATIN AMRCN OPPRNTY A | 513,635 | $5.6B | 0.25% | |
| 97 | TBMCTRAILBLAZER MERGER CORP I | 538,763 | $5.6B | 0.25% | |
| 98 | NOTV 3.25 10/15/27INOTIV INC | 10,775,000 | $5.4B | 0.24% | |
| 99 | TWOU2U INC | 8,900,000 | $5.4B | 0.24% | |
| 100 | SVIIFSPRING VALLEY ACQUISTN CORP | 498,944 | $5.3B | 0.24% |
Page 1 of 8Next