AQR Arbitrage LLC Q4 2023 Filing
Filed February 14, 2024
Portfolio Value
$2.5B
Holdings
691
Report Date
Q4 2023
Filing Type
13F-HR
All Holdings (691 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | KRTXKARUNA THERAPEUTICS INC | 147,256 | $46.6T | 1882490.43% | |
| 2 | SPLK 1.125 06/15/27SPLUNK INC | 45,390,000 | $44.2T | 1784713.37% | |
| 3 | IMGNEURIMMUNOGEN INC | 1,429,078 | $42.4T | 1711405.69% | |
| 4 | ACIALBERTSONS COS INC | 1,820,449 | $41.7T | 1684151.46% | |
| 5 | CERE1EURCEREVEL THERAPEUTICS HLDNG I | 933,764 | $39.6T | 1599098.90% | |
| 6 | USX1UNITED STATES STL CORP NEW | 813,418 | $39.6T | 1598339.25% | |
| 7 | W 3.25 09/15/27WAYFAIR INC | 30,900,000 | $38.2T | 1542960.07% | |
| 8 | TXNMPNM RES INC | 825,718 | $34.3T | 1387386.37% | |
| 9 | ETSY 0.25 06/15/28ETSY INC | 42,650,000 | $34.3T | 1383442.14% | |
| 10 | AMEDAMEDISYS INC | 352,015 | $33.4T | 1350125.71% | |
| 11 | ARRY 1 12/01/28ARRAY TECHNOLOGIES INC | 33,353,000 | $32.9T | 1329947.14% | |
| 12 | —GORES HOLDINGS IX INC | 3,043,978 | $32.0T | 1290931.35% | |
| 13 | HESHESS CORP | 216,329 | $31.2T | 1259597.70% | |
| 14 | LCII 1.125 05/15/26LCI INDS | 31,050,000 | $30.5T | 1232158.28% | |
| 15 | PXDEURPIONEER NAT RES CO | 130,536 | $29.4T | 1185641.73% | |
| 16 | GBX 2.875 04/15/28GREENBRIER COS INC | 29,635,000 | $29.2T | 1180196.13% | |
| 17 | AYXEURALTERYX INC | 613,306 | $28.9T | 1168216.53% | |
| 18 | MMYT 0 02/15/28MAKEMYTRIP LIMITED MAURITIUS | 22,025,000 | $28.9T | 1166248.09% | |
| 19 | LRN 1.125 09/01/27STRIDE INC | 22,220,000 | $28.2T | 1140675.05% | |
| 20 | SRCUSDSPIRIT RLTY CAP INC NEW | 638,040 | $27.9T | 1125906.42% | |
| 21 | NCLH 1.125 02/15/27NCL CORP LTD | 29,850,000 | $27.4T | 1106895.60% | |
| 22 | CPRICAPRI HOLDINGS LIMITED | 541,867 | $27.2T | 1099549.21% | |
| 23 | —SCREAMING EAGLE ACQUISITN CO | 2,518,282 | $26.7T | 1078158.38% | |
| 24 | SNAP 0.125 03/01/28SNAP INC | 32,529,000 | $25.6T | 1033993.44% | |
| 25 | INFN 3.75 08/01/28INFINERA CORP | 25,470,000 | $25.1T | 1015253.35% | |
| 26 | DKNG 0 03/15/28DRAFTKINGS INC NEW | 30,885,000 | $25.1T | 1012298.23% | |
| 27 | SPLKCHFSPLUNK INC | 155,284 | $23.6T | 954081.25% | |
| 28 | GH 0 11/15/27GUARDANT HEALTH INC | 33,095,000 | $23.3T | 942375.18% | |
| 29 | AELUSDAMERICAN EQTY INVT LIFE HLD | 415,006 | $23.2T | 935321.50% | |
| 30 | —ARES ACQUISITION CORP II | 2,199,999 | $23.0T | 927673.88% | |
| 31 | VAC 3.25 12/15/27MARRIOTT VACATIONS WORLDWIDE | 24,070,000 | $21.4T | 864757.59% | |
| 32 | HANHAWAIIAN HOLDINGS INC | 1,445,838 | $20.5T | 829240.16% | |
| 33 | WRKUSDWESTROCK CO | 473,873 | $19.7T | 794678.84% | |
| 34 | CYTK 3.5 07/01/27CYTOKINETICS INC | 11,091,000 | $19.5T | 788416.51% | |
| 35 | W 1 08/15/26WAYFAIR INC | 22,015,000 | $19.3T | 780702.45% | |
| 36 | FOUR 0.5 08/01/27SHIFT4 PMTS INC | 20,520,000 | $19.2T | 776502.63% | |
| 37 | BKNGBOOKING HOLDINGS INC | 5,411 | $19.2T | 775243.24% | |
| 38 | LITE 0.5 06/15/28LUMENTUM HLDGS INC | 23,944,000 | $19.0T | 765842.38% | |
| 39 | —TEXTAINER GROUP HOLDINGS LTD | 376,293 | $18.5T | 747762.34% | |
| 40 | SEALTD 0.25 09/15/26SEA LTD | 22,150,000 | $18.3T | 740310.78% | |
| 41 | —SOVOS BRANDS INC | 826,822 | $18.2T | 735696.80% | |
| 42 | TDOC 1.25 06/01/27TELADOC HEALTH INC | 21,001,000 | $17.4T | 701399.27% | |
| 43 | JBLU 0.5 04/01/26JETBLUE AIRWAYS CORP | 23,800,000 | $17.3T | 696919.71% | |
| 44 | XMTR 1 02/01/27XOMETRY INC | 17,901,000 | $16.9T | 682890.45% | |
| 45 | EXAS 0.375 03/15/27EXACT SCIENCES CORP | 17,088,000 | $16.6T | 671201.91% | |
| 46 | EGHT 4 02/01/288X8 INC NEW | 19,075,000 | $16.5T | 667968.50% | |
| 47 | NOG 3.625 04/15/29NORTHERN OIL & GAS INC | 13,187,000 | $15.6T | 630623.35% | |
| 48 | DOCN 0 12/01/26DIGITALOCEAN HLDGS INC | 18,800,000 | $15.6T | 629787.76% | |
| 49 | —AGRICULTURE & NAT SOL ACQ CO | 1,500,000 | $15.2T | 614329.76% | |
| 50 | JPCNUVEEN PFD & INCOME OPPORTUN | 2,219,116 | $15.0T | 605897.32% | |
| 51 | CHS1USDCHICOS FAS INC | 1,976,399 | $15.0T | 605084.68% | |
| 52 | U 0 11/15/26UNITY SOFTWARE INC | 16,827,000 | $14.1T | 568179.17% | |
| 53 | XYZ 0.25 11/01/27BLOCK INC | 16,950,000 | $14.0T | 565657.47% | |
| 54 | EXAS 0.375 03/01/28EXACT SCIENCES CORP | 14,688,000 | $13.8T | 557651.48% | |
| 55 | DDD 0 11/15/263D SYS CORP DEL | 17,925,000 | $13.7T | 554213.01% | |
| 56 | ALNY 1 09/15/27ALNYLAM PHARMACEUTICALS INC | 13,600,000 | $13.4T | 542435.81% | |
| 57 | CABO 0 03/15/26CABLE ONE INC | 15,595,000 | $13.3T | 537602.47% | |
| 58 | —SK GROWTH OPPORTUNITIES CORP | 1,221,552 | $13.2T | 533347.16% | |
| 59 | —COLOMBIER ACQUISITION CORP I | 1,287,000 | $13.0T | 523976.03% | |
| 60 | GOOGLALPHABET INC | 92,327 | $12.9T | 520914.43% | |
| 61 | NTRA 2.25 05/01/27NATERA INC | 7,325,000 | $12.6T | 507392.56% | |
| 62 | INVA 2.125 03/15/28INNOVIVA INC | 14,273,000 | $12.5T | 505865.13% | |
| 63 | RDFN 0.5 04/01/27REDFIN CORP | 19,073,000 | $12.3T | 498343.17% | |
| 64 | PATK 1.75 12/01/28PATRICK INDS INC | 10,625,000 | $12.1T | 489222.17% | |
| 65 | BANDBANDWIDTH INC | 14,425,000 | $12.0T | 485063.39% | |
| 66 | RPTUSDRPT REALTY | 840,520 | $10.8T | 435559.07% | |
| 67 | INFN 2.5 03/01/27INFINERA CORP | 11,565,000 | $10.6T | 428711.54% | |
| 68 | CHEF 2.375 12/15/28CHEFS WHSE INC | 11,025,000 | $10.5T | 424911.09% | |
| 69 | —NABORS ENERGY TRANSITION COR | 999,997 | $10.4T | 419245.49% | |
| 70 | EB 0.75 09/15/26EVENTBRITE INC | 11,860,000 | $10.4T | 418605.63% | |
| 71 | BSTZBLACKROCK SCIENCE & TECHNOLO | 584,481 | $9.8T | 394474.75% | |
| 72 | XNEAXNUVEEN AMT FREE QLTY MUN INC | 858,442 | $9.4T | 381395.87% | |
| 73 | ENV 2.625 12/01/27ENVESTNET INC | 9,525,000 | $9.4T | 381347.16% | |
| 74 | XEXGXEATON VANCE TAX-MANAGED GLOB | 1,204,395 | $9.3T | 375542.04% | |
| 75 | UAAUNDER ARMOUR INC | 1,031,349 | $9.1T | 366156.61% | |
| 76 | NADNUVEEN QUALITY MUNCP INCOME | 773,201 | $8.9T | 357577.52% | |
| 77 | XGDVXGABELLI DIVID & INCOME TR | 394,023 | $8.5T | 344390.52% | |
| 78 | —RAYZEBIO INC | 136,895 | $8.5T | 343748.48% | |
| 79 | RABROOKFIELD REAL ASSETS INCOM | 661,249 | $8.5T | 342126.34% | |
| 80 | NZFNUVEEN MUNICIPAL CREDIT INC | 711,227 | $8.4T | 339545.55% | |
| 81 | SPUSDSP PLUS CORP | 163,962 | $8.4T | 339398.13% | |
| 82 | HQHABRDN HEALTHCARE INVESTORS | 500,418 | $8.3T | 334909.72% | |
| 83 | ESHAESH ACQUISITION CORP | 800,000 | $8.2T | 330227.49% | |
| 84 | CABO 1.125 03/15/28CABLE ONE INC | 10,684,000 | $8.1T | 329038.01% | |
| 85 | NWLINATIONAL WESTN LIFE GROUP IN | 16,820 | $8.1T | 328143.21% | |
| 86 | NVGNUVEEN AMT FREE MUN CR INC F | 674,687 | $8.0T | 322101.05% | |
| 87 | DISHDISH NETWORK CORPORATION | 1,368,293 | $7.9T | 318880.00% | |
| 88 | BDJBLACKROCK ENHANCED EQUITY DI | 1,021,691 | $7.9T | 317335.21% | |
| 89 | IRBTQIROBOT CORP | 200,802 | $7.8T | 313871.09% | |
| 90 | HALO 1 08/15/28HALOZYME THERAPEUTICS INC | 8,225,000 | $7.7T | 309450.46% | |
| 91 | LPSN 0 12/15/26LIVEPERSON INC | 11,275,000 | $7.6T | 305479.41% | |
| 92 | LBAIUSDLAKELAND BANCORP INC | 509,266 | $7.5T | 304218.20% | |
| 93 | RVTROYCE VALUE TR INC | 514,746 | $7.5T | 302709.96% | |
| 94 | NFJVIRTUS DIVIDEND INTEREST & P | 593,089 | $7.5T | 301830.23% | |
| 95 | —SILVERBOX CORP III | 718,294 | $7.4T | 299981.95% | |
| 96 | XAODXABRDN TOTAL DYNAMIC DIVIDEND | 891,984 | $7.2T | 290378.49% | |
| 97 | NACNUVEEN CA QUALTY MUN INCOME | 646,244 | $7.2T | 289467.90% | |
| 98 | W 1.125 11/01/24WAYFAIR INC | 7,025,000 | $6.9T | 280546.71% | |
| 99 | THQABRDN HEALTHCARE OPPORTUNITI | 378,396 | $6.9T | 276781.69% | |
| 100 | JFRNUVEEN FLOATING RATE INCOME | 832,878 | $6.8T | 276519.36% |
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