AQR Arbitrage LLC Q4 2020 Filing
Filed February 16, 2021
Portfolio Value
$2.8T
Holdings
1,072
Report Date
Q4 2020
Filing Type
13F-HR
All Holdings (1,072 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | LUV 1.25 05/01/25SOUTHWEST AIRLS CO | 31,300,000 | $45.6B | 1.60% | |
| 2 | PANW 0.75 07/01/23PALO ALTO NETWORKS INC | 31,725,000 | $44.8B | 1.57% | |
| 3 | AKAM 0.375 09/01/27AKAMAI TECHNOLOGIES INC | 33,200,000 | $37.2B | 1.30% | |
| 4 | —EIDOS THERAPEUTICS INC | 274,853 | $36.2B | 1.27% | |
| 5 | —BMC STK HLDGS INC | 666,373 | $35.8B | 1.26% | |
| 6 | W 1 08/15/26WAYFAIR INC | 21,265,000 | $35.7B | 1.25% | |
| 7 | —NOVELLUS SYS INC | 2,400,000 | $35.6B | 1.25% | |
| 8 | —GRUBHUB INC | 442,274 | $32.8B | 1.15% | |
| 9 | TCFTCF FINL CORP | 874,765 | $32.4B | 1.14% | |
| 10 | WTWWILLIS TOWERS WATSON PLC LTD | 151,613 | $31.9B | 1.12% | |
| 11 | —IHS MARKIT LTD | 358,162 | $31.9B | 1.12% | |
| 12 | MXIMMAXIM INTEGRATED PRODS INC | 347,848 | $30.8B | 1.08% | |
| 13 | AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN | 26,325,000 | $30.0B | 1.05% | |
| 14 | —NATIONAL GEN HLDGS CORP | 868,287 | $29.7B | 1.04% | |
| 15 | LITE 0.25 03/15/24LUMENTUM HLDGS INC | 17,896,000 | $29.6B | 1.04% | |
| 16 | EXASEXACT SCIENCES CORP | 15,337,000 | $29.1B | 1.02% | |
| 17 | AAL 6.5 07/01/25AMERICAN AIRLS GROUP INC | 23,025,000 | $29.0B | 1.02% | |
| 18 | AJRDEURAEROJET ROCKETDYNE HLDGS INC | 513,559 | $27.1B | 0.95% | |
| 19 | VAREURVARIAN MED SYS INC | 154,278 | $27.0B | 0.95% | |
| 20 | —FIREEYE INC | 21,700,000 | $26.5B | 0.93% | |
| 21 | —CHANGE HEALTHCARE INC | 403,452 | $26.3B | 0.92% | |
| 22 | TXNMPNM RES INC | 535,024 | $26.0B | 0.91% | |
| 23 | IPHIINPHI CORP | 161,351 | $25.9B | 0.91% | |
| 24 | EVEUREATON VANCE CORP | 371,475 | $25.2B | 0.89% | |
| 25 | XLNXEURXILINX INC | 176,992 | $24.9B | 0.87% | |
| 26 | ALXNALEXION PHARMACEUTICALS INC | 156,785 | $24.3B | 0.85% | |
| 27 | WORKSLACK TECHNOLOGIES INC | 571,155 | $24.1B | 0.85% | |
| 28 | GFLCN 6 03/15/23GFL ENVIRONMENTAL INC | 344,475 | $24.0B | 0.84% | |
| 29 | MELI 2 08/15/28MERCADOLIBRE INC | 6,325,000 | $24.0B | 0.84% | |
| 30 | —ACACIA COMMUNICATIONS INC | 317,666 | $23.2B | 0.81% | |
| 31 | CBBCINCINNATI BELL INC NEW | 1,458,583 | $22.3B | 0.78% | |
| 32 | —FRONT YD RESIDENTIAL CORP | 1,365,773 | $22.1B | 0.78% | |
| 33 | —VONAGE HLDGS CORP | 20,069,000 | $21.9B | 0.77% | |
| 34 | IONS 0.125 12/15/24IONIS PHARMACEUTICALS INC | 21,200,000 | $21.7B | 0.76% | |
| 35 | SPYSPDR S&P 500 ETF TR | 58,007 | $21.7B | 0.76% | |
| 36 | LITE 0.5 12/15/26LUMENTUM HLDGS INC | 16,500,000 | $20.2B | 0.71% | |
| 37 | TIFEURTIFFANY & CO NEW | 150,770 | $19.8B | 0.70% | |
| 38 | —FITBIT INC | 2,886,618 | $19.6B | 0.69% | |
| 39 | —TESLA INC | 1,700,000 | $19.3B | 0.68% | |
| 40 | AKAM 0.125 05/01/25AKAMAI TECHNOLOGIES INC | 15,000,000 | $18.6B | 0.65% | |
| 41 | CHGG 0.125 03/15/25CHEGG INC | 9,950,000 | $18.1B | 0.63% | |
| 42 | —CHINA BIOLOGIC PRODS HLDGS I | 142,733 | $16.9B | 0.59% | |
| 43 | RPREALPAGE INC | 193,097 | $16.8B | 0.59% | |
| 44 | BKNGBOOKING HOLDINGS INC | 7,515 | $16.6B | 0.58% | |
| 45 | EXAS 0.375 03/01/28EXACT SCIENCES CORP | 12,450,000 | $16.3B | 0.57% | |
| 46 | GNWGENWORTH FINL INC | 4,139,662 | $15.6B | 0.55% | |
| 47 | SOGOGBPSOGOU INC | 1,880,299 | $15.3B | 0.54% | |
| 48 | —VIRTUSA CORP | 295,129 | $15.1B | 0.53% | |
| 49 | SNAP 0.75 08/01/26SNAP INC | 6,450,000 | $14.6B | 0.51% | |
| 50 | —RAPID7 INC | 6,517,000 | $14.3B | 0.50% | |
| 51 | PSTG 0.125 04/15/23PURE STORAGE INC | 12,575,000 | $13.9B | 0.49% | |
| 52 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 10,775,000 | $13.7B | 0.48% | |
| 53 | DISH 3.375 08/15/26DISH NETWORK CORPORATION | 14,150,000 | $13.5B | 0.47% | |
| 54 | —CLEVELAND-CLIFFS INC NEW | 6,863,000 | $13.4B | 0.47% | |
| 55 | VSH 2.25 06/15/25VISHAY INTERTECHNOLOGY INC | 12,700,000 | $13.3B | 0.47% | |
| 56 | DOYUDOUYU INTL HLDGS LTD | 1,172,922 | $13.0B | 0.46% | |
| 57 | CLGXCORELOGIC INC | 168,726 | $13.0B | 0.46% | |
| 58 | GES 2 04/15/24GUESS INC | 11,295,000 | $12.6B | 0.44% | |
| 59 | SPLK 1.125 09/15/25SPLUNK INC | 9,300,000 | $12.6B | 0.44% | |
| 60 | —HMS HLDGS CORP | 337,301 | $12.4B | 0.44% | |
| 61 | —INTERNATIONAL FLAVORS&FRAGRA | 300,000 | $12.1B | 0.42% | |
| 62 | —NORTHERN STAR ACQUISITION CO | 820,998 | $12.0B | 0.42% | |
| 63 | AVYA 2.25 06/15/23AVAYA HLDGS CORP | 11,225,000 | $11.7B | 0.41% | |
| 64 | —ENDURANCE INTL GROUP HLDGS I | 1,220,651 | $11.5B | 0.40% | |
| 65 | SRPT 1.5 11/15/24SAREPTA THERAPEUTICS INC | 4,625,000 | $11.4B | 0.40% | |
| 66 | VEAVANGUARD TAX-MANAGED INTL FD | 237,801 | $11.2B | 0.39% | |
| 67 | CYBR 0 11/15/24CYBERARK SOFTWARE LTD | 9,125,000 | $11.1B | 0.39% | |
| 68 | KBR 2.5 11/01/23KBR INC | 7,975,000 | $11.0B | 0.38% | |
| 69 | LGND 0.75 05/15/23LIGAND PHARMACEUTICALS INC | 11,422,000 | $10.8B | 0.38% | |
| 70 | Z 1.375 09/01/26ZILLOW GROUP INC | 3,375,000 | $10.2B | 0.36% | |
| 71 | INSG 3.25 05/01/25INSEEGO CORP | 7,000,000 | $9.6B | 0.34% | |
| 72 | —FORTIVE CORP | 9,300,000 | $9.6B | 0.34% | |
| 73 | —PARSLEY ENERGY INC | 634,331 | $9.0B | 0.31% | |
| 74 | —IRONWOOD PHARMACEUTICALS INC | 7,700,000 | $8.6B | 0.30% | |
| 75 | IRWD 1.5 06/15/26IRONWOOD PHARMACEUTICALS INC | 7,500,000 | $8.4B | 0.30% | |
| 76 | TLRYEURTILRAY INC | 1,016,649 | $8.4B | 0.29% | |
| 77 | —INOVIO PHARMACEUTICALS INC | 5,000,000 | $8.2B | 0.29% | |
| 78 | —SINA CORP | 191,506 | $8.1B | 0.28% | |
| 79 | —ZYNGA INC | 6,000,000 | $8.0B | 0.28% | |
| 80 | CXOEURCONCHO RES INC | 138,156 | $8.0B | 0.28% | |
| 81 | OMER 5.25 02/15/26OMEROS CORP | 7,500,000 | $8.0B | 0.28% | |
| 82 | —COLFAX CORP | 48,775 | $7.9B | 0.28% | |
| 83 | —RICE ACQUISITION CORP | 725,500 | $7.9B | 0.28% | |
| 84 | PDD 0 12/01/25PINDUODUO INC | 6,175,000 | $7.6B | 0.27% | |
| 85 | —WATFORD HLDGS LTD | 220,671 | $7.6B | 0.27% | |
| 86 | —LEFTERIS ACQUISITION CORP | 700,000 | $7.6B | 0.27% | |
| 87 | INVA 2.125 01/15/23THERAVANCE INC | 7,625,000 | $7.6B | 0.27% | |
| 88 | X 5 11/01/26UNITED STATES STL CORP NEW | 5,000,000 | $7.5B | 0.26% | |
| 89 | —OMNICHANNEL ACQUISITION CORP | 721,135 | $7.4B | 0.26% | |
| 90 | —TS INNOVATION ACQUISITN CORP | 700,000 | $7.4B | 0.26% | |
| 91 | —MUDRICK CAPITAL ACQU CORP II | 700,000 | $7.3B | 0.26% | |
| 92 | —INFINERA CORP | 5,850,000 | $7.3B | 0.26% | |
| 93 | —PINE IS ACQUISITION CORP | 700,000 | $7.2B | 0.25% | |
| 94 | —DECARBONIZATION PLUS ACQU CO | 625,000 | $7.2B | 0.25% | |
| 95 | BNFT 1.25 12/15/23BENEFITFOCUS INC | 8,093,000 | $7.2B | 0.25% | |
| 96 | TKO 3.375 12/15/23WORLD WRESTLING ENTMT INC | 3,325,000 | $6.8B | 0.24% | |
| 97 | —HARMONIC INC | 6,200,000 | $6.8B | 0.24% | |
| 98 | —MERITOR INC | 5,850,000 | $6.7B | 0.24% | |
| 99 | —LUX HEALTH TECH ACQUISITION | 570,000 | $6.7B | 0.23% | |
| 100 | —GO ACQUISITION CORP | 649,996 | $6.6B | 0.23% |
Page 1 of 11Next