AQR Arbitrage LLC Q4 2021 Filing
Filed February 14, 2022
Portfolio Value
$3.9T
Holdings
1,219
Report Date
Q4 2021
Filing Type
13F-HR
All Holdings (1,219 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | ISBCUSDINVESTORS BANCORP INC NEW | 3,479,346 | $52.7B | 1.35% | |
| 2 | AKAM 0.375 09/01/27AKAMAI TECHNOLOGIES INC | 43,040,000 | $50.5B | 1.29% | |
| 3 | AAL 6.5 07/01/25AMERICAN AIRLINES GROUP INC | 29,404,000 | $40.8B | 1.04% | |
| 4 | SF9SANDERSON FARMS INC | 211,416 | $40.1B | 1.03% | |
| 5 | PBCTEURPEOPLES UNITED FINANCIAL INC | 2,238,483 | $39.7B | 1.01% | |
| 6 | CERNCHFCERNER CORP | 423,333 | $39.3B | 1.00% | |
| 7 | —IHS MARKIT LTD | 295,398 | $39.1B | 1.00% | |
| 8 | CNX 2.25 05/01/26CNX RES CORP | 29,025,000 | $38.1B | 0.97% | |
| 9 | —VONAGE HLDGS CORP | 1,831,020 | $38.1B | 0.97% | |
| 10 | CCMPCMC MATERIALS INC | 196,346 | $37.5B | 0.96% | |
| 11 | FBCUSDFLAGSTAR BANCORP INC | 773,901 | $37.1B | 0.95% | |
| 12 | PENG 2.25 02/15/26SMART GLOBAL HLDGS INC | 18,025,000 | $33.6B | 0.86% | |
| 13 | —COPA HOLDINGS SA | 18,300,000 | $32.2B | 0.82% | |
| 14 | LITE 0.5 12/15/26LUMENTUM HLDGS INC | 25,360,000 | $31.7B | 0.81% | |
| 15 | —STERLING BANCORP DEL | 1,220,074 | $31.5B | 0.80% | |
| 16 | PANW 0.375 06/01/25PALO ALTO NETWORKS INC | 16,372,000 | $31.1B | 0.79% | |
| 17 | AJRDEURAEROJET ROCKETDYNE HLDGS INC | 660,366 | $30.9B | 0.79% | |
| 18 | NUANEURNUANCE COMMUNICATIONS INC | 525,704 | $29.1B | 0.74% | |
| 19 | —TESLA INC | 1,706,000 | $29.0B | 0.74% | |
| 20 | —CYRUSONE INC | 320,619 | $28.7B | 0.73% | |
| 21 | EXAS 0.375 03/01/28EXACT SCIENCES CORP | 29,450,000 | $28.6B | 0.73% | |
| 22 | XLNXEURXILINX INC | 133,911 | $28.4B | 0.73% | |
| 23 | —ATHENE HOLDING LTD | 342,475 | $28.3B | 0.72% | |
| 24 | RG6ROGERS CORP | 103,487 | $28.3B | 0.72% | |
| 25 | —MIMECAST LTD | 350,289 | $27.9B | 0.71% | |
| 26 | —MARBLEGATE ACQUISITION CORP | 2,799,999 | $27.4B | 0.70% | |
| 27 | —MAGELLAN HEALTH INC | 287,775 | $27.3B | 0.70% | |
| 28 | PSN 0.25 08/15/25PARSONS CORP DEL | 27,090,000 | $27.0B | 0.69% | |
| 29 | WGO 1.5 04/01/25WINNEBAGO INDS INC | 19,950,000 | $26.7B | 0.68% | |
| 30 | —VEONEER INC | 752,369 | $26.7B | 0.68% | |
| 31 | —FORTERRA INC | 1,107,166 | $26.3B | 0.67% | |
| 32 | INFN 2.5 03/01/27INFINERA CORP | 17,840,000 | $26.2B | 0.67% | |
| 33 | MFS1EURWELBILT INC | 1,084,246 | $25.8B | 0.66% | |
| 34 | —GREENSKY INC | 2,245,933 | $25.5B | 0.65% | |
| 35 | FIVN 0.5 06/01/25FIVE9 INC | 19,845,000 | $24.4B | 0.62% | |
| 36 | ARNAEURARENA PHARMACEUTICALS INC | 252,300 | $23.4B | 0.60% | |
| 37 | TXNMPNM RES INC | 507,896 | $23.2B | 0.59% | |
| 38 | LRN 1.125 09/01/27STRIDE INC | 23,685,000 | $23.2B | 0.59% | |
| 39 | LPSN 0 12/15/26LIVEPERSON INC | 26,950,000 | $22.9B | 0.58% | |
| 40 | SEALTD 0.25 09/15/26SEA LTD | 24,725,000 | $22.9B | 0.58% | |
| 41 | W 0.625 10/01/25WAYFAIR INC | 24,892,000 | $22.8B | 0.58% | |
| 42 | BMRN 1.25 05/15/27BIOMARIN PHARMACEUTICAL INC | 21,650,000 | $22.7B | 0.58% | |
| 43 | DISH 3.375 08/15/26DISH NETWORK CORPORATION | 23,878,000 | $22.7B | 0.58% | |
| 44 | COHREURCOHERENT INC | 83,857 | $22.4B | 0.57% | |
| 45 | FMBIUSDFIRST MIDWEST BANCORP DEL | 1,083,183 | $22.2B | 0.57% | |
| 46 | —MGM GROWTH PPTYS LLC | 521,165 | $21.3B | 0.54% | |
| 47 | TREE 0.5 07/15/25LENDINGTREE INC | 23,927,000 | $19.9B | 0.51% | |
| 48 | —ATOTECH LTD | 755,748 | $19.3B | 0.49% | |
| 49 | PCRX 0.75 08/01/25PACIRA BIOSCIENCES INC | 17,300,000 | $19.2B | 0.49% | |
| 50 | —TABULA RASA HEALTHCARE INC | 23,075,000 | $19.2B | 0.49% | |
| 51 | —GREAT WESTERN BANCORP INC | 516,252 | $17.5B | 0.45% | |
| 52 | BKNGBOOKING HOLDINGS INC | 7,297 | $17.4B | 0.45% | |
| 53 | PDD 0 12/01/25PINDUODUO INC | 19,000,000 | $17.2B | 0.44% | |
| 54 | CHNGUSDCHANGE HEALTHCARE INC | 797,684 | $17.1B | 0.44% | |
| 55 | ATEKUATHENA TECHNOLOGY ACQ CORP I | 1,689,362 | $16.8B | 0.43% | |
| 56 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 10,450,000 | $16.8B | 0.43% | |
| 57 | SCSANTANDER CONSUMER USA HLDGS | 398,418 | $16.7B | 0.43% | |
| 58 | CITUSDCIT GROUP INC | 328,936 | $16.5B | 0.42% | |
| 59 | —COHERUS BIOSCIENCES INC | 14,645,000 | $16.2B | 0.41% | |
| 60 | ATI 3.5 06/15/25ALLEGHENY TECHNOLOGIES INC | 11,410,000 | $14.8B | 0.38% | |
| 61 | LYVLIVE NATION ENTERTAINMENT IN | 122,897 | $14.7B | 0.38% | |
| 62 | VECO 3.75 06/01/27VEECO INSTRS INC DEL | 6,500,000 | $14.2B | 0.36% | |
| 63 | UMPQUSDUMPQUA HLDGS CORP | 730,397 | $14.1B | 0.36% | |
| 64 | ONEM 3 06/15/251LIFE HEALTHCARE INC | 15,525,000 | $14.0B | 0.36% | |
| 65 | —FERRO CORP | 636,818 | $13.9B | 0.36% | |
| 66 | —HARMONIC INC | 9,200,000 | $13.8B | 0.35% | |
| 67 | —MCAFEE CORP | 531,574 | $13.7B | 0.35% | |
| 68 | RNG 0 03/15/26RINGCENTRAL INC | 15,395,000 | $13.7B | 0.35% | |
| 69 | SPLK 1.125 06/15/27SPLUNK INC | 14,601,000 | $13.7B | 0.35% | |
| 70 | —MARBLEGATE ACQUISITION CORP | 1,399,998 | $13.7B | 0.35% | |
| 71 | CHGG 0 09/01/26CHEGG INC | 16,380,000 | $13.6B | 0.35% | |
| 72 | —REVELSTONE CAPITAL ACQSTN CO | 1,350,000 | $13.3B | 0.34% | |
| 73 | W 1 08/15/26WAYFAIR INC | 8,842,000 | $13.3B | 0.34% | |
| 74 | —BOTTOMLINE TECH DEL INC | 233,566 | $13.2B | 0.34% | |
| 75 | —ZOGENIX INC | 13,250,000 | $13.1B | 0.34% | |
| 76 | AKAM 0.125 05/01/25AKAMAI TECHNOLOGIES INC | 9,750,000 | $12.8B | 0.33% | |
| 77 | —AMERICAN NATIONAL GROUP INC | 67,086 | $12.7B | 0.32% | |
| 78 | —NEOPHOTONICS CORP | 820,841 | $12.6B | 0.32% | |
| 79 | —BURTECH ACQUISITION CORP | 1,217,571 | $12.2B | 0.31% | |
| 80 | CNDACONCORD ACQUISITION CORP III | 1,192,682 | $12.2B | 0.31% | |
| 81 | —KRATON CORP | 259,196 | $12.0B | 0.31% | |
| 82 | —MANDIANT INC | 11,250,000 | $11.8B | 0.30% | |
| 83 | HVIIHENNESSY CAPITAL INVST CORP | 1,179,829 | $11.4B | 0.29% | |
| 84 | —BATTERY FUTURE ACQUISITION C | 1,100,000 | $11.0B | 0.28% | |
| 85 | —VONAGE HLDGS CORP | 8,200,000 | $11.0B | 0.28% | |
| 86 | RRDEURDONNELLEY R R & SONS CO | 924,925 | $10.4B | 0.27% | |
| 87 | —INVESTCORP EUROPE ACQUISITIO | 1,000,000 | $10.1B | 0.26% | |
| 88 | XYZ 0.125 03/01/25BLOCK INC | 6,719,000 | $10.0B | 0.26% | |
| 89 | —GENESIS GRWT TECH ACQUSTN CO | 989,926 | $10.0B | 0.25% | |
| 90 | MBVIM3 BRIGADE ACQUISITION III | 993,112 | $10.0B | 0.25% | |
| 91 | —MOMENTIVE GLOBAL INC | 469,348 | $9.9B | 0.25% | |
| 92 | —INTERSECT ENT INC | 361,999 | $9.9B | 0.25% | |
| 93 | KBR 2.5 11/01/23KBR INC | 5,125,000 | $9.8B | 0.25% | |
| 94 | —SOUTHPORT ACQUISITION CORP | 973,903 | $9.7B | 0.25% | |
| 95 | —COLLEGIUM PHARMACEUTICAL INC | 9,975,000 | $9.7B | 0.25% | |
| 96 | —SCULPTOR ACQUISITION CORP I | 970,069 | $9.7B | 0.25% | |
| 97 | JACSJACKSON ACQUISITION CO | 973,868 | $9.7B | 0.25% | |
| 98 | INVA 2.5 08/15/25INNOVIVA INC | 7,795,000 | $9.5B | 0.24% | |
| 99 | BANDBANDWIDTH INC | 8,775,000 | $9.3B | 0.24% | |
| 100 | IRWD 1.5 06/15/26IRONWOOD PHARMACEUTICALS INC | 8,100,000 | $9.3B | 0.24% |
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