AQR Arbitrage LLC - Q2 2020 holdings

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$2.25 Billion is the total value of AQR Arbitrage LLC's 518 reported holdings in Q2 2020. The portfolio turnover from Q1 2020 to Q2 2020 was 55.2% .

All

			Value		Shares		↓ Weighting
ETFC	Sell	E TRADE FINANCIAL CORP	$63,719,000	+39.9%	1,281,298	-3.5%	2.83%	+86.1%
WMGI	Sell	WRIGHT MED GROUP N V	$52,818,000	-3.7%	1,777,183	-7.1%	2.35%	+28.1%
ADSW	Sell	ADVANCED DISP SVCS INC DEL	$51,893,000	-13.2%	1,720,020	-5.7%	2.31%	+15.4%
ACIA	Sell	ACACIA COMMUNICATIONS INC	$45,751,000	-33.6%	680,923	-33.6%	2.04%	-11.7%
TIF	Sell	TIFFANY & CO NEW	$44,829,000	-9.4%	367,629	-3.8%	1.99%	+20.5%
CZR	Sell	CAESARS ENTMT CORP	$42,674,000	-1.6%	3,518,060	-45.2%	1.90%	+30.9%
	Sell	MICROCHIP TECHNOLOGY INC.note 2.250% 2/1	$41,072,000	+8.4%	28,141,000	-30.5%	1.83%	+44.2%
LM	Sell	LEGG MASON INC	$40,974,000	-7.5%	823,599	-9.1%	1.82%	+23.0%
LOGM	Sell	LOGMEIN INC	$33,897,000	-5.5%	399,870	-7.2%	1.51%	+25.6%
FIT	Sell	FITBIT INCcl a	$33,758,000	-21.0%	5,225,755	-18.6%	1.50%	+5.0%
TCO	Sell	TAUBMAN CTRS INC	$27,087,000	-15.5%	717,359	-6.2%	1.20%	+12.4%
	Sell	WAYFAIR INCnote 1.125%11/0	$24,585,000	-0.1%	13,750,000	-61.7%	1.09%	+32.8%
	Sell	ATLAS AIR WORLDWIDE HLDGS INnote 1.875% 6/0	$22,694,000	-15.2%	23,475,000	-27.4%	1.01%	+12.7%
	Sell	WORKDAY INCnote 0.250%10/0	$18,727,000	+1.6%	13,575,000	-18.1%	0.83%	+35.0%
	Sell	SHIP FINANCE INTERNATIONAL Lnote 5.750%10/1	$14,064,000	-8.2%	14,750,000	-14.5%	0.62%	+22.1%
TERP	Sell	TERRAFORM PWR INC	$13,801,000	+6.6%	748,402	-8.9%	0.61%	+41.8%
	Sell	SPLUNK INCnote 1.125% 9/1	$12,619,000	-26.0%	8,575,000	-44.3%	0.56%	-1.6%
	Sell	MERITOR INCnote 3.250%10/1	$10,461,000	-31.4%	10,475,000	-41.6%	0.46%	-8.8%
	Sell	WORLD WRESTLING ENTMT INCnote 3.375%12/1	$9,581,000	-18.8%	5,125,000	-34.5%	0.43%	+7.8%
	Sell	HOPE BANCORP INCnote 2.000% 5/1	$9,386,000	-31.2%	11,325,000	-30.5%	0.42%	-8.6%
	Sell	LIGAND PHARMACEUTICALS INCnote 0.750% 5/1	$9,240,000	-16.9%	10,506,000	-21.8%	0.41%	+10.5%
	Sell	VISHAY INTERTECHNOLOGY INCnote 2.250% 6/1	$8,603,000	-26.8%	9,200,000	-30.3%	0.38%	-2.5%
	Sell	FTI CONSULTING INCnote 2.000% 8/1	$8,260,000	-16.0%	6,510,000	-13.3%	0.37%	+11.6%
	Sell	RETROPHIN INCnote 2.500% 9/1	$7,513,000	-17.2%	9,000,000	-21.7%	0.33%	+9.9%
	Sell	BLACKSTONE MTG TR INCnote 4.750% 3/1	$6,956,000	-30.0%	7,525,000	-40.2%	0.31%	-6.9%
	Sell	VEONEER INCnote 4.000% 6/0	$6,708,000	-16.5%	8,000,000	-20.0%	0.30%	+10.8%
	Sell	BENEFITFOCUS INCnote 1.250%12/1	$6,407,000	-43.5%	8,093,000	-44.9%	0.28%	-25.0%
	Sell	ARES CAPITAL CORPnote 4.625% 3/0	$6,362,000	-67.5%	6,500,000	-71.1%	0.28%	-56.8%
	Sell	CLEVELAND CLIFFS INCdbcv 1.500% 1/1	$6,282,000	-49.6%	6,863,000	-60.8%	0.28%	-33.1%
	Sell	SEACOR HOLDINGS INCnote 2.500%12/1	$6,265,000	-51.1%	7,169,000	-47.6%	0.28%	-35.0%
	Sell	INTREXON CORPnote 3.500% 7/0	$6,200,000	-30.2%	15,500,000	-11.4%	0.28%	-7.1%
	Sell	CYTOKINETICS INCnote 4.000%11/1	$6,142,000	-7.1%	2,575,000	-48.5%	0.27%	+23.5%
	Sell	MFA FINL INCnote 6.250% 6/1	$5,718,000	-30.1%	6,425,000	-52.3%	0.25%	-7.3%
	Sell	TEAM INCnote 5.000% 8/0	$5,627,000	-26.2%	8,000,000	-20.0%	0.25%	-2.0%
REZI	Sell	RESIDEO TECHNOLOGIES INC	$5,546,000	+57.4%	490,821	-32.6%	0.25%	+109.3%
	Sell	NEUROCRINE BIOSCIENCES INCnote 2.250% 5/1	$5,520,000	-27.3%	3,300,000	-44.1%	0.24%	-3.5%
RMG	Sell	RMG ACQUISITION CORPcl a	$5,064,000	-32.0%	494,998	-34.0%	0.22%	-9.6%
	Sell	APOLLO COML REAL EST FIN INCnote 4.750% 8/2	$4,995,000	+7.2%	5,700,000	-14.9%	0.22%	+42.3%
	Sell	SCORPIO TANKERS INCnote 3.000% 5/1	$4,812,000	-60.5%	5,575,000	-60.9%	0.21%	-47.4%
ACAM	Sell	ACAMAR PARTNERS ACQSITION COcl a	$4,561,000	-33.9%	445,000	-36.4%	0.20%	-12.1%
NMRK	Sell	NEWMARK GROUP INCcl a	$4,220,000	-4.0%	868,284	-16.0%	0.19%	+27.9%
	Sell	HERCULES CAPITAL INCdbcv 4.375% 2/0	$4,200,000	-76.5%	4,300,000	-77.9%	0.19%	-68.7%
	Sell	GOGO INCnote 6.000% 5/1	$4,132,000	-65.5%	5,875,000	-65.2%	0.18%	-54.0%
CVET	Sell	COVETRUS INC	$4,137,000	+6.6%	238,605	-50.6%	0.18%	+41.5%
	Sell	BLACKSTONE MTG TR INCnote 4.375% 5/0	$4,147,000	-30.2%	4,400,000	-41.1%	0.18%	-7.5%
SHLLWS	Sell	TORTOISE ACQUISITION CORP*w exp 03/04/202	$4,003,000	+1280.3%	370,664	-64.3%	0.18%	+1680.0%
CTVA	Sell	CORTEVA INC	$3,990,000	-53.3%	150,781	-58.5%	0.18%	-38.1%
DOW	Sell	DOW INC	$3,949,000	-36.2%	98,515	-53.4%	0.18%	-15.0%
ILPT	Sell	INDUSTRIAL LOGISTICS PPTYS T	$3,965,000	-55.0%	192,940	-61.6%	0.18%	-40.1%
	Sell	INFINERA CORPnote 2.125% 9/0	$3,775,000	-80.5%	4,425,000	-80.7%	0.17%	-74.0%
IAA	Sell	IAA INC	$3,713,000	-39.5%	98,722	-51.8%	0.16%	-19.5%
ACA	Sell	ARCOSA INC	$3,666,000	-55.6%	86,862	-58.2%	0.16%	-40.9%
ALC	Sell	ALCON AG	$3,626,000	-59.4%	63,251	-64.0%	0.16%	-46.2%
LTHM	Sell	LIVENT CORP	$3,571,000	-38.0%	579,711	-47.1%	0.16%	-17.6%
KTB	Sell	KONTOOR BRANDS INC	$3,493,000	-38.7%	196,150	-34.0%	0.16%	-18.8%
FOXA	Sell	FOX CORP	$3,413,000	-50.5%	127,405	-56.3%	0.15%	-33.9%
FMCIW	Sell	FORUM MERGER II CORP*w exp 09/30/202	$3,255,000	+904.6%	692,580	-57.2%	0.14%	+1218.2%
SMMC	Sell	SOUTH MTN MERGER CORP	$3,006,000	-52.3%	295,000	-54.6%	0.13%	-36.5%
JIH	Sell	JUNIPER INDL HLDGS INC	$2,941,000	-70.9%	295,000	-71.9%	0.13%	-61.2%
FTDR	Sell	FRONTDOOR INC	$2,932,000	-48.6%	66,145	-59.6%	0.13%	-31.9%
GMHI	Sell	GORES METROPOULOS INC	$2,672,000	-34.2%	249,999	-37.5%	0.12%	-12.5%
NVG	Sell	NUVEEN AMT FREE MUN CR INC F	$2,449,000	-29.7%	160,306	-32.5%	0.11%	-6.8%
SAQN	Sell	SOFTWARE ACQUISITION GROUP I	$2,416,000	-13.7%	240,880	-17.2%	0.11%	+13.8%
MNCL	Sell	MONOCLE ACQUISITION CORP	$2,378,000	-62.5%	231,119	-63.3%	0.11%	-50.0%
ETRN	Sell	EQUITRANS MIDSTREAM CORP	$2,368,000	+7.7%	292,042	-40.9%	0.10%	+41.9%
GTX	Sell	GARRETT MOTION INC	$2,293,000	+24.6%	413,930	-35.7%	0.10%	+64.5%
IIM	Sell	INVESCO CALIF MUN INCOME TR	$2,195,000	+0.9%	151,929	-1.3%	0.10%	+34.2%
	Sell	OPKO HEALTH INCnote 4.500% 2/1	$2,042,000	-83.0%	1,950,000	-89.3%	0.09%	-77.4%
CCX	Sell	CHURCHILL CAP CORP IIcl a	$2,008,000	-27.9%	177,655	-36.6%	0.09%	-4.3%
PIC	Sell	PIVOTAL INVT CORP II	$1,979,000	-69.3%	194,998	-70.0%	0.09%	-59.1%
NPA	Sell	NEW PROVIDENCE ACQUISITION	$1,966,000	-76.4%	195,000	-77.1%	0.09%	-68.8%
THCA	Sell	TUSCAN HLDGS CORP II	$1,841,000	-68.5%	185,000	-69.2%	0.08%	-57.9%
ILMN	Sell	ILLUMINA INC	$1,815,000	-75.7%	5,000	-81.9%	0.08%	-67.6%
HCCO	Sell	HEALTHCARE MERGER CORP	$1,703,000	-68.6%	170,000	-69.1%	0.08%	-58.0%
FSB	Sell	FRANKLIN FINL NETWORK INC	$1,699,000	+22.9%	65,979	-2.7%	0.08%	+65.2%
ARLO	Sell	ARLO TECHNOLOGIES INC	$1,647,000	-32.1%	638,321	-36.0%	0.07%	-9.9%
CFFA	Sell	CF FIN ACQUISITION CORP	$1,573,000	-63.3%	145,000	-65.2%	0.07%	-51.4%
GXGX	Sell	GX ACQUISITION CORP	$1,559,000	-86.2%	152,800	-86.7%	0.07%	-81.7%
LATN	Sell	UNION ACQUISITION CORP II	$1,500,000	-84.7%	150,000	-85.0%	0.07%	-79.5%
HYAC	Sell	HAYMAKER ACQUISITION CORP II	$1,501,000	-84.7%	145,000	-85.5%	0.07%	-79.5%
APXT	Sell	APEX TECHNOLOGY ACQUISITION	$1,486,000	-52.5%	145,000	-54.7%	0.07%	-37.1%
DPHC	Sell	DIAMONDPEAK HLDGS COR	$1,494,000	-75.0%	145,000	-75.8%	0.07%	-67.0%
SFTW	Sell	OSPREY TECHNLGY AQUISTION CO	$1,457,000	-75.0%	145,000	-75.8%	0.06%	-66.7%
SBE	Sell	SWITCHBACK ENERGY ACQUISTN C	$1,457,000	-87.0%	145,000	-87.5%	0.06%	-82.6%
SSPK	Sell	SILVER SPIKE ACQUISITION COR	$1,465,000	-81.4%	145,000	-81.9%	0.06%	-75.3%
PTAC	Sell	PROPTECH ACQUISITION CORP	$1,465,000	-69.5%	145,000	-70.3%	0.06%	-59.6%
THBR	Sell	THUNDER BRDG ACQUISTION II L	$1,465,000	-85.0%	145,000	-85.5%	0.06%	-80.1%
FSRV	Sell	FINSERV ACQUISITION CORPcl a	$1,443,000	-81.2%	145,000	-81.9%	0.06%	-75.1%
CHPM	Sell	CHP MERGER CORP	$1,444,000	-77.9%	145,000	-78.5%	0.06%	-70.8%
ALUS	Sell	ALUSSA ENERGY ACQUISITION CO	$1,428,000	-77.1%	145,000	-77.7%	0.06%	-69.4%
CIIC	Sell	CIIG MERGER CORP	$1,436,000	-60.5%	145,000	-61.3%	0.06%	-47.5%
EXPC	Sell	EXPERIENCE INVT CORP	$1,446,000	-81.3%	145,000	-81.9%	0.06%	-75.3%
MCMJ	Sell	MERIDA MERGER CORP I	$1,420,000	-75.1%	145,000	-75.8%	0.06%	-67.0%
	Sell	GREEN PLAINS INCnote 4.125% 9/0	$1,401,000	-71.3%	1,750,000	-75.9%	0.06%	-62.2%
	Sell	OMEROS CORPnote 6.250%11/1	$1,171,000	-61.0%	1,125,000	-66.7%	0.05%	-48.0%
BMRN	Sell	BIOMARIN PHARMACEUTICAL INC	$911,000	-64.1%	7,390	-76.0%	0.04%	-51.8%
NWSA	Sell	NEWS CORP NEWcl a	$899,000	+17.1%	77,070	-9.9%	0.04%	+53.8%
MYI	Sell	BLACKROCK MUNIYIELD QUALITY	$824,000	-4.5%	63,265	-6.3%	0.04%	+27.6%
SREPRA	Sell	SEMPRA ENERGY6% pfd conv a	$776,000	-70.4%	7,925	-71.6%	0.04%	-60.2%
PGEN	Sell	PRECIGEN INC	$536,000	-19.5%	107,389	-45.2%	0.02%	+9.1%
ATLC	Sell	ATLANTICUS HLDGS CORP	$427,000	-58.4%	41,302	-60.1%	0.02%	-44.1%
EIM	Sell	EATON VANCE MUN BD FD	$399,000	-30.6%	31,360	-32.0%	0.02%	-5.3%
MPA	Sell	BLACKROCK MUNIYIELD PA QLTY	$410,000	-8.5%	30,196	-9.5%	0.02%	+20.0%
HCCH	Sell	HL ACQUISITIONS CORP	$385,000	-75.6%	31,622	-79.2%	0.02%	-67.9%
GRAF	Sell	GRAF INDL CORP	$338,000	-77.9%	24,328	-83.8%	0.02%	-70.6%
DSU	Sell	BLACKROCK DEBT STRATEGIES FD	$315,000	+9.8%	33,762	-0.6%	0.01%	+40.0%
NPV	Sell	NUVEEN VIRGINIA QLTY MUNCPL	$285,000	-5.9%	19,984	-14.8%	0.01%	+30.0%
MYN	Sell	BLACKROCK MUNIYIELD N Y QUAL	$294,000	-10.9%	23,409	-13.3%	0.01%	+18.2%
ADX	Sell	ADAMS DIVERSIFIED EQUITY FD	$267,000	-24.6%	17,912	-36.3%	0.01%	0.0%
NAN	Sell	NUVEEN NEW YORK QLT MUN INC	$274,000	-11.0%	20,340	-13.3%	0.01%	+20.0%
BLW	Sell	BLACKROCK LTD DURATION INC T	$241,000	-29.3%	17,270	-36.1%	0.01%	0.0%
MFL	Sell	BLACKROCK MUNIHLDS INVSTM QL	$229,000	-19.4%	17,735	-18.5%	0.01%	+11.1%
MUS	Sell	BLACKROCK MUNIHOLDINGS QUALI	$215,000	-43.6%	17,693	-44.5%	0.01%	-23.1%
NAC	Sell	NUVEEN CA QUALTY MUN INCOME	$204,000	-76.6%	14,275	-77.6%	0.01%	-69.0%
MCA	Sell	BLACKROCK MUNIYIELD CALIF QU	$195,000	-53.3%	14,049	-54.5%	0.01%	-35.7%
EVV	Sell	EATON VANCE LTD DURATION INC	$186,000	-4.1%	16,510	-10.2%	0.01%	+33.3%
MEN	Sell	BLACKROCK MUNIENHANCED FD IN	$152,000	-31.5%	13,884	-33.4%	0.01%	0.0%
DTF	Sell	DTF TAX-FREE INCOME INC	$157,000	-9.8%	11,020	-11.5%	0.01%	+16.7%
PHD	Sell	PIONEER FLOATING RATE TR	$100,000	-44.4%	10,532	-55.1%	0.00%	-33.3%
UEPS	Sell	NET 1 UEPS TECHNOLOGIES INC	$44,000	-93.9%	14,495	-94.2%	0.00%	-91.7%
WRLSW	Exit	PENSARE ACQUISITION CORP*w exp 07/27/202	$0	–	-250,000	-100.0%	0.00%	–
PAACW	Exit	PROFICIENT ALPHA ACQUSTN COR*w exp 04/30/202	$0	–	-400,000	-100.0%	-0.00%	–
ESSCR	Exit	EAST STONE ACQUISITION CORPright 12/31/2026	$0	–	-275,000	-100.0%	-0.00%	–
SONGW	Exit	AKAZOO SA*w exp 09/11/202	$0	–	-147,836	-100.0%	-0.00%	–
ALGRW	Exit	ALLEGRO MERGER CORP*w exp 01/06/202	$0	–	-900,000	-100.0%	-0.00%	–
SMLP	Exit	SUMMIT MIDSTREAM PARTNERS LP	$0	–	-93,600	-100.0%	-0.00%	–
NUV	Exit	NUVEEN MUN VALUE FD INC	$0	–	-10,251	-100.0%	-0.00%	–
EHI	Exit	WESTERN ASSET GLOBAL HIGH IN	$0	–	-10,989	-100.0%	-0.00%	–
TIVO	Exit	TIVO CORP	$0	–	-12,971	-100.0%	-0.00%	–
PMO	Exit	PUTNAM MUN OPPORTUNITIES TRsh ben int	$0	–	-10,727	-100.0%	-0.00%	–
HYI	Exit	WESTERN ASSET HGH YLD DFNDFD	$0	–	-10,786	-100.0%	-0.00%	–
CSQ	Exit	CALAMOS STRATEGIC TOTL RETN	$0	–	-12,891	-100.0%	-0.00%	–
CEQP	Exit	CRESTWOOD EQUITY PARTNERS LPunit ltd partner	$0	–	-26,790	-100.0%	-0.00%	–
MMLP	Exit	MARTIN MIDSTREAM PRTNRS L Punit l p int	$0	–	-106,076	-100.0%	-0.00%	–
TSLF	Exit	THL CR SR LN FD	$0	–	-11,581	-100.0%	-0.00%	–
DCP	Exit	DCP MIDSTREAM LP	$0	–	-36,693	-100.0%	-0.01%	–
GEL	Exit	GENESIS ENERGY L Punit ltd partn	$0	–	-41,175	-100.0%	-0.01%	–
WES	Exit	WESTERN MIDSTREAM PARTNERS L	$0	–	-45,454	-100.0%	-0.01%	–
INO	Exit	INOVIO PHARMACEUTICALS INC	$0	–	-21,020	-100.0%	-0.01%	–
DNIF	Exit	DIVIDEND & INCOME FUND	$0	–	-16,785	-100.0%	-0.01%	–
EVM	Exit	EATON VANCE CALIF MUN BD FD	$0	–	-13,754	-100.0%	-0.01%	–
ETJ	Exit	EATON VANCE RISK MNGD DIV EQ	$0	–	-16,227	-100.0%	-0.01%	–
OIA	Exit	INVESCO MUNI INCOME OPP TRST	$0	–	-23,600	-100.0%	-0.01%	–
ENLC	Exit	ENLINK MIDSTREAM LLC	$0	–	-159,607	-100.0%	-0.01%	–
PPD	Exit	PPD INC	$0	–	-10,000	-100.0%	-0.01%	–
MUC	Exit	BLACKROCK MUNIHLDNGS CALI QL	$0	–	-13,818	-100.0%	-0.01%	–
RTLR	Exit	RATTLER MIDSTREAM LP	$0	–	-47,882	-100.0%	-0.01%	–
NEBUW	Exit	NEBULA ACQUISITION CORP*w exp 03/12/202	$0	–	-233,332	-100.0%	-0.01%	–
MHN	Exit	BLACKROCK MUNIHLDGS NY QLTY	$0	–	-15,352	-100.0%	-0.01%	–
ONEM	Exit	1LIFE HEALTHCARE INC	$0	–	-10,000	-100.0%	-0.01%	–
BLE	Exit	BLACKROCK MUNI INCOME TR II	$0	–	-15,583	-100.0%	-0.01%	–
BNY	Exit	BLACKROCK N Y MUN INCOME TRsh ben int	$0	–	-15,359	-100.0%	-0.01%	–
ENBL	Exit	ENABLE MIDSTREAM PARTNERS LP	$0	–	-85,661	-100.0%	-0.01%	–
BHK	Exit	BLACKROCK CORE BD TR	$0	–	-16,084	-100.0%	-0.01%	–
FEACU	Exit	FLYING EAGLE ACQUISITION CORunit 99/99/9999	$0	–	-20,000	-100.0%	-0.01%	–
MQT	Exit	BLACKROCK MUNIYIELD QUALITY	$0	–	-17,398	-100.0%	-0.01%	–
DFPHU	Exit	DFP HEALTHCARE ACQUISITNS COunit 03/31/2025	$0	–	-25,000	-100.0%	-0.01%	–
LHC	Exit	LEO HOLDINGS CORP	$0	–	-23,986	-100.0%	-0.01%	–
PAA	Exit	PLAINS ALL AMERN PIPELINE Lunit ltd partn	$0	–	-44,625	-100.0%	-0.01%	–
NS	Exit	NUSTAR ENERGY LP	$0	–	-26,485	-100.0%	-0.01%	–
BBK	Exit	BLACKROCK MUN BD TR	$0	–	-18,452	-100.0%	-0.01%	–
MUE	Exit	BLACKROCK MUNIHOLDINGS QUALI	$0	–	-21,555	-100.0%	-0.01%	–
ET	Exit	ENERGY TRANSFER LP	$0	–	-56,890	-100.0%	-0.01%	–
DMB	Exit	BNY MELLON MUN BD INFRASTRUC	$0	–	-24,274	-100.0%	-0.01%	–
MPLX	Exit	MPLX LP	$0	–	-29,395	-100.0%	-0.01%	–
NEV	Exit	NUVEEN ENHANCED MUN VALUE FD	$0	–	-24,211	-100.0%	-0.01%	–
GSMG	Exit	GLRY STR NW MDIA GRUP HLDG L	$0	–	-78,844	-100.0%	-0.01%	–
BFK	Exit	BLACKROCK MUN INCOME TRsh ben int	$0	–	-27,001	-100.0%	-0.01%	–
EQM	Exit	EQM MIDSTREAM PARTNERS LPunit ltd partn	$0	–	-32,992	-100.0%	-0.01%	–
EPD	Exit	ENTERPRISE PRODS PARTNERS L	$0	–	-28,025	-100.0%	-0.01%	–
SHLX	Exit	SHELL MIDSTREAM PARTNERS L Punit ltd int	$0	–	-37,501	-100.0%	-0.01%	–
CNXM	Exit	CNX MIDSTREAM PARTNERS LP	$0	–	-53,409	-100.0%	-0.01%	–
PSXP	Exit	PHILLIPS 66 PARTNERS LP	$0	–	-11,784	-100.0%	-0.01%	–
JPS	Exit	NUVEEN PFD & INCM SECURTIES	$0	–	-57,314	-100.0%	-0.01%	–
MMP	Exit	MAGELLAN MIDSTREAM PRTNRS LP	$0	–	-12,033	-100.0%	-0.02%	–
IGICW	Exit	INTL GNRL INSURANCE HLDNGS L*w exp 03/17/202	$0	–	-1,057,500	-100.0%	-0.02%	–
THQ	Exit	TEKLA HEALTHCARE OPPORTUNITI	$0	–	-29,356	-100.0%	-0.02%	–
HEP	Exit	HOLLY ENERGY PARTNERS L P	$0	–	-31,164	-100.0%	-0.02%	–
BPMP	Exit	BP MIDSTREAM PARTNERS LPunit ltd ptnr	$0	–	-51,205	-100.0%	-0.02%	–
NKX	Exit	NUVEEN CALIFORNIA AMT QLT MU	$0	–	-33,474	-100.0%	-0.02%	–
TCP	Exit	TC PIPELINES LP	$0	–	-17,965	-100.0%	-0.02%	–
CQP	Exit	CHENIERE ENERGY PARTNERS LP	$0	–	-19,842	-100.0%	-0.02%	–
MUDSW	Exit	MUDRICK CAP ACQUISITION CORP*w exp 02/12/202	$0	–	-1,520,755	-100.0%	-0.02%	–
DEACW	Exit	DIAMOND EAGLE ACQUISITION CO*w exp 06/30/202	$0	–	-200,000	-100.0%	-0.02%	–
FTVPRA	Exit	FORTIVE CORP5% pfd cnv ser a	$0	–	-875	-100.0%	-0.02%	–
UTF	Exit	COHEN & STEERS INFRASTRUCTUR	$0	–	-33,767	-100.0%	-0.02%	–
ACTTW	Exit	ACT II GLOBAL ACQUISITION CO*w exp 04/30/202	$0	–	-900,000	-100.0%	-0.02%	–
MQY	Exit	BLACKROCK MUNIYIELD MICH QUA	$0	–	-46,588	-100.0%	-0.02%	–
APY	Exit	APERGY CORP	$0	–	-140,304	-100.0%	-0.03%	–
	Exit	TEVA PHARMACEUTICAL FIN LLCdbcv 0.250% 2/0	$0	–	-1,000,000	-100.0%	-0.03%	–
BBN	Exit	BLACKROCK TAX MUNICPAL BD TR	$0	–	-42,111	-100.0%	-0.03%	–
	Exit	PENNYMAC CORPnote 5.375% 5/0	$0	–	-1,000,000	-100.0%	-0.03%	–
PGNX	Exit	PROGENICS PHARMACEUTICALS IN	$0	–	-247,948	-100.0%	-0.03%	–
ARYA	Exit	ARYA SCIENCES ACQUISITION CO	$0	–	-100,000	-100.0%	-0.03%	–
	Exit	OASIS PETROLEUM INCnote 2.625% 9/1	$0	–	-8,000,000	-100.0%	-0.04%	–
HHC	Exit	HOWARD HUGHES CORP	$0	–	-23,488	-100.0%	-0.04%	–
ERJ	Exit	EMBRAER S.A.sponsored ads	$0	–	-159,946	-100.0%	-0.04%	–
NAD	Exit	NUVEEN QUALITY MUNCP INCOME	$0	–	-89,864	-100.0%	-0.04%	–
BTT	Exit	BLACKROCK MUN TARGET TERM TR	$0	–	-63,078	-100.0%	-0.05%	–
NEBU	Exit	NEBULA ACQUISITION CORP	$0	–	-144,865	-100.0%	-0.05%	–
PAAC	Exit	PROFICIENT ALPHA ACQUSTN COR	$0	–	-150,000	-100.0%	-0.05%	–
SAMA	Exit	SCHULTZE SPL PURP ACQUSTN CO	$0	–	-150,000	-100.0%	-0.05%	–
ALGR	Exit	ALLEGRO MERGER CORP	$0	–	-150,000	-100.0%	-0.05%	–
MUDS	Exit	MUDRICK CAP ACQUISITION CORP	$0	–	-150,000	-100.0%	-0.05%	–
FMCI	Exit	FORUM MERGER II CORPcl a	$0	–	-150,000	-100.0%	-0.05%	–
	Exit	INTERCEPT PHARMACEUTICALS INnote 2.000% 5/1	$0	–	-1,800,000	-100.0%	-0.05%	–
BDXA	Exit	BECTON DICKINSON & CO	$0	–	-34,150	-100.0%	-0.06%	–
NEA	Exit	NUVEEN AMT FREE QLTY MUN INC	$0	–	-145,653	-100.0%	-0.07%	–
INSU	Exit	INSURANCE ACQUISITION CORPcl a	$0	–	-200,000	-100.0%	-0.07%	–
LACQ	Exit	LEISURE ACQUISITION CORP	$0	–	-200,000	-100.0%	-0.07%	–
	Exit	LENDINGTREE INC NEWnote 0.625% 6/0	$0	–	-2,375,000	-100.0%	-0.09%	–
VNE	Exit	VEONEER INCORPORATED	$0	–	-364,536	-100.0%	-0.09%	–
	Exit	MOMO INCnote 1.250% 7/0	$0	–	-3,500,000	-100.0%	-0.09%	–
	Exit	VIAVI SOLUTIONS INCnote 1.000% 3/0	$0	–	-2,665,000	-100.0%	-0.09%	–
	Exit	VECTOR GROUP LTDfrnt 4/1	$0	–	-2,850,000	-100.0%	-0.10%	–
CCXXU	Exit	CHURCHILL CAP CORP IIIunit 03/01/2027	$0	–	-300,000	-100.0%	-0.10%	–
TCBI	Exit	TEXAS CAPITAL BANCSHARES INC	$0	–	-142,790	-100.0%	-0.11%	–
VTIQW	Exit	VECTOIQ ACQUISITION CORP*w exp 05/11/202	$0	–	-1,620,000	-100.0%	-0.11%	–
	Exit	INSMED INCnote 1.750% 1/1	$0	–	-3,800,000	-100.0%	-0.11%	–
ATUS	Exit	ALTICE USA INCcl a	$0	–	-149,285	-100.0%	-0.11%	–
IAC	Exit	IAC INTERACTIVECORP	$0	–	-19,456	-100.0%	-0.12%	–
CCH	Exit	COLLIER CREEK HOLDINGS	$0	–	-349,998	-100.0%	-0.12%	–
	Exit	TESLA INCnote 1.250% 3/0	$0	–	-2,500,000	-100.0%	-0.13%	–
	Exit	CTRIP COM INTL LTDdbcv 1.990% 7/0	$0	–	-4,000,000	-100.0%	-0.13%	–
CCACU	Exit	CITIC CAPITAL ACQUISITION COunit 99/99/9999	$0	–	-400,000	-100.0%	-0.13%	–
OPB	Exit	OPUS BK IRVINE CALIF	$0	–	-235,000	-100.0%	-0.14%	–
CARO	Exit	CAROLINA FINL CORP NEW	$0	–	-191,166	-100.0%	-0.16%	–
	Exit	PLUG POWER INCnote 5.500% 3/1	$0	–	-3,000,000	-100.0%	-0.17%	–
NVT	Exit	NVENT ELECTRIC PLC	$0	–	-310,804	-100.0%	-0.17%	–
	Exit	SPLUNK INCnote 0.500% 9/1	$0	–	-5,000,000	-100.0%	-0.18%	–
SHLL	Exit	TORTOISE ACQUISITION CORPcl a	$0	–	-562,350	-100.0%	-0.18%	–
WH	Exit	WYNDHAM HOTELS & RESORTS INC	$0	–	-182,382	-100.0%	-0.19%	–
GPAQ	Exit	GORDON POINTE ACQUISITION CO	$0	–	-579,800	-100.0%	-0.20%	–
	Exit	ZENDESK INCnote 0.250% 3/1	$0	–	-5,225,000	-100.0%	-0.21%	–
	Exit	VEECO INSTRS INC DELnote 2.700% 1/1	$0	–	-7,750,000	-100.0%	-0.21%	–
	Exit	ECHO GLOBAL LOGISTICS INCnote 2.500% 5/0	$0	–	-7,631,000	-100.0%	-0.26%	–
	Exit	REDWOOD TR INCnote 4.750% 8/1	$0	–	-12,100,000	-100.0%	-0.26%	–
ACTT	Exit	ACT II GLOBAL ACQUISITION CO	$0	–	-800,000	-100.0%	-0.26%	–
	Exit	REDWOOD TR INCnote 5.625% 7/1	$0	–	-15,700,000	-100.0%	-0.29%	–
	Exit	DYCOM INDS INCnote 0.750% 9/1	$0	–	-11,800,000	-100.0%	-0.34%	–
	Exit	EXACT SCIENCES CORPnote 0.375% 3/0	$0	–	-12,845,000	-100.0%	-0.34%	–
	Exit	ETSY INCnote 3/0	$0	–	-8,405,000	-100.0%	-0.36%	–
	Exit	HUBSPOT INCnote 0.250% 6/0	$0	–	-7,350,000	-100.0%	-0.37%	–
LCA	Exit	LANDCADIA HLDGS II INCcl a	$0	–	-1,193,432	-100.0%	-0.39%	–
	Exit	ALLEGHENY TECHNOLOGIES INCnote 4.750% 7/0	$0	–	-13,700,000	-100.0%	-0.41%	–
RTN	Exit	RAYTHEON CO	$0	–	-94,314	-100.0%	-0.41%	–
CSFL	Exit	CENTERSTATE BK CORP	$0	–	-759,263	-100.0%	-0.44%	–
RESI	Exit	FRONT YD RESIDENTIAL CORP	$0	–	-1,122,018	-100.0%	-0.45%	–
	Exit	MICROCHIP TECHNOLOGY INCnote 1.625% 2/1	$0	–	-9,251,000	-100.0%	-0.45%	–
	Exit	DEXCOM INCnote 0.750%12/0	$0	–	-8,075,000	-100.0%	-0.47%	–
	Exit	PALO ALTO NETWORKS INCnote 0.750% 7/0	$0	–	-15,625,000	-100.0%	-0.51%	–
HXL	Exit	HEXCEL CORP NEW	$0	–	-436,800	-100.0%	-0.54%	–
	Exit	SQUARE INCnote 0.375% 3/0	$0	–	-7,175,000	-100.0%	-0.55%	–
	Exit	CHEGG INCnote 0.250% 5/1	$0	–	-14,100,000	-100.0%	-0.67%	–
TMUS	Exit	T MOBILE US INC	$0	–	-260,225	-100.0%	-0.73%	–
S	Exit	SPRINT CORPORATION	$0	–	-3,249,362	-100.0%	-0.94%	–
FG	Exit	FGL HLDGS	$0	–	-3,878,563	-100.0%	-1.27%	–
KEM	Exit	KEMET CORP	$0	–	-1,603,086	-100.0%	-1.30%	–
TECD	Exit	TECH DATA CORP	$0	–	-305,009	-100.0%	-1.34%	–
AXE	Exit	ANIXTER INTL INC	$0	–	-478,048	-100.0%	-1.40%	–
FTSV	Exit	FORTY SEVEN INC	$0	–	-467,053	-100.0%	-1.49%	–
CY	Exit	CYPRESS SEMICONDUCTOR CORP	$0	–	-1,970,325	-100.0%	-1.54%	–
TGE	Exit	TALLGRASS ENERGY LP	$0	–	-3,112,990	-100.0%	-1.71%	–
WBC	Exit	WABCO HLDGS INC	$0	–	-396,394	-100.0%	-1.79%	–
RARX	Exit	RA PHARMACEUTICALS INC	$0	–	-1,190,437	-100.0%	-1.91%	–
MLNX	Exit	MELLANOX TECHNOLOGIES LTD	$0	–	-496,708	-100.0%	-2.02%	–
AGN	Exit	ALLERGAN PLC	$0	–	-365,933	-100.0%	-2.17%	–
TSG	Exit	STARS GROUP INC	$0	–	-3,849,961	-100.0%	-2.63%	–

Other managers

Other managers that, in addition to the filing manager(s), that filed the EDGAR filing(s):

Original filings

The following EDGAR filing(s) were analyzed to create this report:

View 13F-HR filed 2020-08-17

Signatures

The EDGAR filing(s) were signed by:

Henry Parkin — Authorized Signatory

Top long-term holdings

Name	Quarters owned	Latest quarter owned	Max weighting
WELLPOINT INC	29	Q1 2022	2.4%
ATLANTICUS HOLDINGS CORP	26	Q2 2021	0.4%
COMPUCREDIT HLDGS CORP	24	Q4 2020	0.2%
NOVELLUS SYS INC	23	Q1 2021	8.5%
BOOKING HOLDINGS INC	23	Q3 2023	0.8%
BLACKROCK RES & COMM STRAT T	22	Q3 2023	0.2%
PATRIOT NATL BANCORP INC	22	Q3 2023	0.1%
NATIONAL ENERGY SERVICES REU	22	Q3 2022	0.0%
THERAVANCE INC	21	Q3 2021	0.7%
NUVEEN NJ DIV ADVANTAGE MUN	21	Q3 2023	0.1%

View AQR Arbitrage LLC's complete holdings history.

Latest significant ownerships (13-D/G)

AQR Arbitrage LLC Q2 2020 significant holdings filed using form 13D/G when ownership exceeds 5% of a company's total stock issue.
	Filed	Shares	Percentage
CIS Acquisition Ltd.	July 21, 2014	990,000	14.5%
Intermec, Inc.^{Sold out}	February 11, 2014	0	0.0%
WILD OATS MARKETS INC^{Sold out}	February 14, 2013	0	0.0%
KAYAK Software Corp	January 09, 2013	589,972	12.9%
Hyde Park Acquisition Corp. II	September 06, 2012	1,264,900	12.6%
China Networks International Holdings Ltd	February 14, 2012	3,049,704	7.4%
BELL MICROPRODUCTS INC	February 14, 2008	375	1.9%
CRA INTERNATIONAL, INC.^{Sold out}	February 14, 2008	0	0.0%
ENCORE CAPITAL GROUP INC^{Sold out}	February 14, 2008	0	0.0%
EVERGREEN SOLAR INC	February 14, 2008	4,375	0.3%

View AQR Arbitrage LLC's complete significant-ownership history.

Latest filings

Type	Filed
13F-HR	2024-05-15
13F-HR	2024-02-14
13F-HR	2023-11-14
13F-HR	2023-08-14
13F-HR	2023-05-15
4	2023-04-19
3	2023-04-18
4	2023-03-23
4	2023-03-13
13F-HR	2023-02-14

View AQR Arbitrage LLC's complete filings history.

All filings

View complete filings history.

Compare quarters

Export AQR Arbitrage LLC's holdings