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 100.0% .

All

			Value		Shares		↓ Weighting
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%
BLACKROCK RES & COMM STRAT T	25	Q2 2024	0.3%
PATRIOT NATL BANCORP INC	25	Q2 2024	0.1%
BOOKING HOLDINGS INC	24	Q4 2023	0.8%
COMPUCREDIT HLDGS CORP	24	Q4 2020	0.2%
NUVEEN NJ DIV ADVANTAGE MUN	24	Q2 2024	0.1%
MFS MUN INCOME TR	24	Q2 2024	0.0%
NOVELLUS SYS INC	23	Q1 2021	8.5%
INVESCO QUALITY MUN INCOME T	22	Q2 2024	0.2%

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
N-PX	2024-08-29
13F-HR	2024-08-14
4	2024-07-22
3	2024-06-28
4/A	2024-06-28
4/A	2024-06-28
4	2024-06-28
3	2024-06-26
13F-HR	2024-05-15
13F-HR	2024-02-14

View AQR Arbitrage LLC's complete filings history.

All filings

View complete filings history.

Compare quarters

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