AQR Arbitrage LLC - Q3 2020 holdings

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$2.76 Billion is the total value of AQR Arbitrage LLC's 565 reported holdings in Q3 2020. The portfolio turnover from Q2 2020 to Q3 2020 was 54.8% .

All

			Value		Shares		↓ Weighting
ETFC	Sell	E TRADE FINANCIAL CORP	$50,424,000	-20.9%	1,007,477	-21.4%	1.83%	-35.4%
WMGI	Sell	WRIGHT MED GROUP N V	$50,325,000	-4.7%	1,647,847	-7.3%	1.83%	-22.3%
WLTW	Sell	WILLIS TOWERS WATSON PLC LTD	$45,830,000	-3.1%	219,471	-8.6%	1.66%	-20.9%
ADSW	Sell	ADVANCED DISP SVCS INC DEL	$43,183,000	-16.8%	1,428,481	-16.9%	1.57%	-32.1%
ACIA	Sell	ACACIA COMMUNICATIONS INC	$42,869,000	-6.3%	636,037	-6.6%	1.56%	-23.5%
TIF	Sell	TIFFANY & CO NEW	$39,817,000	-11.2%	343,697	-6.5%	1.44%	-27.5%
DLPH	Sell	DELPHI TECHNOLOGIES PL	$36,115,000	-5.1%	2,161,268	-19.3%	1.31%	-22.5%
	Sell	TESLA INCnote 2.000% 5/1	$34,229,000	-34.7%	4,950,000	-66.8%	1.24%	-46.7%
FIT	Sell	FITBIT INCcl a	$32,049,000	-5.1%	4,604,681	-11.9%	1.16%	-22.5%
CBB	Sell	CINCINNATI BELL INC NEW	$26,526,000	-8.7%	1,768,394	-9.6%	0.96%	-25.5%
TCO	Sell	TAUBMAN CTRS INC	$22,701,000	-16.2%	681,925	-4.9%	0.82%	-31.6%
	Sell	SPLUNK INCnote 1.125% 9/1	$10,554,000	-16.4%	7,300,000	-14.9%	0.38%	-31.7%
	Sell	PROSPECT CAP CORPnote 6.375% 3/0	$10,201,000	-25.7%	9,950,000	-28.7%	0.37%	-39.4%
	Sell	SHIP FINANCE INTERNATIONAL Lnote 5.750%10/1	$9,630,000	-31.5%	9,750,000	-33.9%	0.35%	-44.2%
	Sell	PRICELINE GRP INCnote 0.900% 9/1	$8,106,000	-28.2%	7,600,000	-28.3%	0.29%	-41.4%
	Sell	WORKDAY INCnote 0.250%10/0	$8,028,000	-57.1%	5,210,000	-61.6%	0.29%	-65.1%
	Sell	THERAVANCE INCnote 2.125% 1/1	$7,326,000	-55.3%	7,625,000	-53.9%	0.27%	-63.5%
	Sell	ARES CAPITAL CORPnote 4.625% 3/0	$4,782,000	-24.8%	4,590,000	-29.4%	0.17%	-38.5%
DPHCW	Sell	DIAMONDPEAK HLDGS COR*w exp 02/22/202	$4,176,000	+209.6%	394,295	-48.6%	0.15%	+153.3%
	Sell	NEW MTN FIN CORPnote 5.750% 8/1	$3,568,000	-44.9%	3,550,000	-48.4%	0.13%	-55.2%
	Sell	INTREXON CORPnote 3.500% 7/0	$3,320,000	-46.5%	6,775,000	-56.3%	0.12%	-56.5%
	Sell	HERCULES CAPITAL INCdbcv 4.375% 2/0	$3,094,000	-26.3%	3,075,000	-28.5%	0.11%	-40.1%
	Sell	GRANITE PT MTG TR INCnote 6.375%10/0	$2,895,000	-17.9%	3,100,000	-38.0%	0.10%	-33.1%
TRNEWS	Sell	TRINE ACQUISITION CORP*w exp 03/31/202	$2,807,000	+57.4%	1,069,759	-7.0%	0.10%	+29.1%
NEEPRO	Sell	NEXTERA ENERGY INCunit 09/01/2022s	$2,725,000	-44.2%	50,000	-50.0%	0.10%	-54.4%
FMCIW	Sell	FORUM MERGER II CORP*w exp 09/30/202	$2,657,000	-18.4%	300,614	-56.6%	0.10%	-33.8%
	Sell	REALPAGE INCnote 1.500% 5/1	$2,481,000	-23.4%	2,400,000	-20.0%	0.09%	-37.5%
SHLLWS	Sell	TORTOISE ACQUISITION CORP*w exp 03/04/202	$2,417,000	-39.6%	94,779	-74.4%	0.09%	-50.6%
LFACW	Sell	LF CAP ACQUISITION CORP*w exp 06/22/202	$2,005,000	+85.6%	1,120,000	-6.7%	0.07%	+52.1%
HYMCW	Sell	HYCROFT MINING HOLDING CORP*w exp 02/12/202	$1,921,000	+1.1%	1,223,538	-19.5%	0.07%	-17.6%
LCAHW	Sell	LANDCADIA HLDGS II INC*w exp 05/09/202	$1,906,000	-37.8%	434,214	-25.6%	0.07%	-49.3%
	Sell	LIBERTY MEDIA CORP DELdeb 2.250% 9/3	$1,882,000	-56.4%	4,000,000	-55.6%	0.07%	-64.6%
SBEWS	Sell	SWITCHBACK ENERGY ACQUISTN C*w exp 07/25/202	$1,816,000	+305.4%	387,163	-31.7%	0.07%	+230.0%
RMG	Sell	RMG ACQUISITION CORPcl a	$1,604,000	-68.3%	150,000	-69.7%	0.06%	-74.2%
DISCK	Sell	DISCOVERY INC	$1,607,000	-64.8%	81,994	-65.4%	0.06%	-71.4%
RMGWS	Sell	RMG ACQUISITION CORP*w exp 02/21/202	$1,569,000	+92.0%	733,332	-12.0%	0.06%	+58.3%
JIH	Sell	JUNIPER INDL HLDGS INC	$1,569,000	-46.7%	150,000	-49.2%	0.06%	-56.5%
THCB	Sell	TUSCAN HLDGS CORP	$1,476,000	-54.9%	145,000	-54.7%	0.05%	-63.0%
HCACW	Sell	HENNESSY CAP ACQUSTION CORP*w exp 09/05/202	$1,445,000	-12.4%	625,602	-58.3%	0.05%	-28.8%
AMCIW	Sell	AMCI ACQUISITION CORP*w exp 05/20/202	$1,441,000	+13.9%	2,118,801	-7.9%	0.05%	-7.1%
VCV	Sell	INVESCO CALIF VALUE MUN INCO	$1,434,000	-18.2%	114,781	-23.5%	0.05%	-33.3%
NPA	Sell	NEW PROVIDENCE ACQUISITION	$1,344,000	-31.6%	133,487	-31.5%	0.05%	-43.7%
QTSPRB	Sell	QTS RLTY TR INC6.50% con pfd b	$1,353,000	-9.6%	9,525	-8.9%	0.05%	-26.9%
FTDR	Sell	FRONTDOOR INC	$1,352,000	-53.9%	34,750	-47.5%	0.05%	-62.3%
ROCH	Sell	ROTH CH ACQUISITION I CO	$1,333,000	-50.9%	134,000	-52.1%	0.05%	-60.3%
KTF	Sell	DWS MUN INCOME TR	$1,157,000	-6.0%	104,405	-8.4%	0.04%	-23.6%
	Sell	SEACOR HOLDINGS INCnote 2.500%12/1	$1,119,000	-82.1%	1,250,000	-82.6%	0.04%	-85.3%
MNCL	Sell	MONOCLE ACQUISITION CORP	$1,024,000	-56.9%	100,000	-56.7%	0.04%	-65.1%
GOL	Sell	GOL LINHAS AEREAS INTELIGENTspon adr pfd new	$1,006,000	-50.7%	164,881	-45.2%	0.04%	-59.3%
SAQN	Sell	SOFTWARE ACQUISITION GROUP I	$996,000	-58.8%	100,000	-58.5%	0.04%	-66.4%
CRSA	Sell	CRESCENT ACQUISITION CORP	$1,004,000	-72.6%	100,000	-71.4%	0.04%	-77.9%
PICWS	Sell	PIVOTAL INVT CORP II*w exp 06/01/202	$994,000	+277.9%	268,593	-19.4%	0.04%	+200.0%
LGC	Sell	LEGACY ACQUISITION CORP	$977,000	-49.1%	94,227	-52.9%	0.04%	-58.8%
ETW	Sell	EATON VANCE TXMGD GL BUYWR O	$943,000	-1.4%	110,399	-0.1%	0.03%	-20.9%
BFZ	Sell	BLACKROCK CALIF MUN INCOME Tsh ben int	$897,000	-26.0%	68,016	-26.1%	0.03%	-38.9%
THCA	Sell	TUSCAN HLDGS CORP II	$906,000	-50.8%	90,000	-51.4%	0.03%	-59.8%
	Sell	HOPE BANCORP INCnote 2.000% 5/1	$885,000	-90.6%	1,075,000	-90.5%	0.03%	-92.3%
GIM	Sell	TEMPLETON GLOBAL INCOME FD	$814,000	-13.2%	152,177	-12.9%	0.03%	-28.6%
DFNS	Sell	LGL SYS ACQUISITION CORP	$789,000	-30.8%	78,750	-31.5%	0.03%	-43.1%
IIM	Sell	INVESCO CALIF MUN INCOME TR	$758,000	-65.5%	51,518	-66.1%	0.03%	-71.4%
	Sell	APOLLO COML REAL EST FIN INCnote 4.750% 8/2	$735,000	-85.3%	775,000	-86.4%	0.03%	-87.8%
NFJ	Sell	ALLIANZGI DIVIDEND INT & PRM	$734,000	-4.9%	62,184	-9.9%	0.03%	-20.6%
KIO	Sell	KKR INCOME OPPORTUNITIES FD	$678,000	+9.4%	50,127	-0.3%	0.02%	-10.7%
MFACWS	Sell	MEGALITH FINL ACQUISITION CO*w exp 08/26/202	$698,000	-28.0%	1,051,121	-8.9%	0.02%	-41.9%
MFM	Sell	MFS MUN INCOME TRsh ben int	$653,000	-8.3%	101,504	-11.0%	0.02%	-25.0%
NZF	Sell	NUVEEN MUNICIPAL CREDIT INC	$648,000	-78.9%	44,081	-78.8%	0.02%	-82.5%
MYD	Sell	BLACKROCK MUNIYIELD FD INC	$603,000	-48.5%	44,913	-47.8%	0.02%	-57.7%
OAC	Sell	OAKTREE ACQUISITION CORP	$588,000	-71.1%	50,000	-75.0%	0.02%	-76.7%
GIX	Sell	GIGCAPITAL2 INC	$538,000	-73.9%	53,000	-73.9%	0.02%	-78.3%
APXT	Sell	APEX TECHNOLOGY ACQUISITION	$530,000	-64.3%	50,000	-65.5%	0.02%	-71.2%
PCPL	Sell	CC NEUBERGER PRINCIPAL HLDNG	$520,000	-64.4%	50,000	-65.5%	0.02%	-70.8%
THBR	Sell	THUNDER BRDG ACQUISTION II L	$510,000	-65.2%	50,000	-65.5%	0.02%	-70.8%
RNP	Sell	COHEN & STEERS REIT & PFD &I	$520,000	-15.3%	25,780	-19.7%	0.02%	-29.6%
ACAM	Sell	ACAMAR PARTNERS ACQSITION COcl a	$511,000	-88.8%	50,000	-88.8%	0.02%	-90.6%
GXGX	Sell	GX ACQUISITION CORP	$525,000	-66.3%	50,000	-67.3%	0.02%	-72.5%
CHPM	Sell	CHP MERGER CORP	$510,000	-64.7%	50,000	-65.5%	0.02%	-70.3%
SMMC	Sell	SOUTH MTN MERGER CORP	$523,000	-82.6%	50,000	-83.1%	0.02%	-85.8%
CCX	Sell	CHURCHILL CAP CORP IIcl a	$528,000	-73.7%	50,000	-71.9%	0.02%	-78.7%
ANDA	Sell	ANDINA ACQUISITION CORP III	$512,000	-66.7%	50,000	-66.7%	0.02%	-72.1%
SFTW	Sell	OSPREY TECHNLGY AQUISTION CO	$510,000	-65.0%	50,000	-65.5%	0.02%	-70.8%
RPLA	Sell	REPLAY ACQUISITION CORP	$509,000	-82.2%	50,000	-82.1%	0.02%	-85.8%
SCPE	Sell	SC HEALTH CORP	$504,000	-75.1%	50,000	-75.0%	0.02%	-80.0%
SSPK	Sell	SILVER SPIKE ACQUISITION COR	$507,000	-65.4%	50,000	-65.5%	0.02%	-72.3%
AMHC	Sell	AMPLITUDE HLTHCRE AQUSTIN CO	$496,000	-82.4%	50,000	-82.2%	0.02%	-85.6%
LIVK	Sell	LIV CAP ACQUISITION CORPcl a	$493,000	-68.8%	50,000	-68.8%	0.02%	-74.3%
SRAC	Sell	STABLE RD ACQUISITION CORP	$504,000	-86.5%	50,000	-86.7%	0.02%	-89.2%
CIIC	Sell	CIIG MERGER CORP	$501,000	-65.1%	50,000	-65.5%	0.02%	-71.9%
GLEO	Sell	GALILEO ACQUISITION CORP	$495,000	-84.6%	50,000	-84.6%	0.02%	-87.4%
LATN	Sell	UNION ACQUISITION CORP II	$497,000	-66.9%	50,000	-66.7%	0.02%	-73.1%
ESSC	Sell	EAST STONE ACQUISITION CORP	$493,000	-81.8%	50,000	-81.8%	0.02%	-85.1%
MCMJ	Sell	MERIDA MERGER CORP I	$493,000	-65.3%	50,000	-65.5%	0.02%	-71.4%
CCAC	Sell	CITIC CAPITAL ACQUISITION CO	$487,000	-65.7%	49,500	-65.7%	0.02%	-71.4%
FSRV	Sell	FINSERV ACQUISITION CORPcl a	$502,000	-65.2%	50,000	-65.5%	0.02%	-71.9%
EXPC	Sell	EXPERIENCE INVT CORP	$503,000	-65.2%	50,000	-65.5%	0.02%	-71.9%
ALUS	Sell	ALUSSA ENERGY ACQUISITION CO	$497,000	-65.2%	50,000	-65.5%	0.02%	-71.9%
MAV	Sell	PIONEER MUN HIGH INCOME ADVA	$408,000	-49.6%	37,330	-51.6%	0.02%	-58.3%
SPAQWS	Sell	SPARTAN ENERGY ACQUISITION C*w exp 08/27/202	$423,000	-46.0%	96,666	-77.8%	0.02%	-57.1%
	Sell	BLACKSTONE MTG TR INCnote 4.375% 5/0	$387,000	-90.7%	400,000	-90.9%	0.01%	-92.4%
SOR	Sell	SOURCE CAP INC	$367,000	+7.6%	9,969	-3.3%	0.01%	-13.3%
ERC	Sell	WELLS FARGO MULTI SECTOR INC	$343,000	-31.3%	31,911	-29.5%	0.01%	-45.5%
BMRN	Sell	BIOMARIN PHARMACEUTICAL INC	$327,000	-64.1%	4,302	-41.8%	0.01%	-70.7%
DSM	Sell	BNY MELLON STRATEGIC MUN BD	$278,000	-51.7%	38,172	-51.9%	0.01%	-61.5%
SBI	Sell	WESTERN ASSET INTER MUNI FD	$289,000	-22.1%	31,951	-26.2%	0.01%	-37.5%
FMN	Sell	FEDERATED HERMES PREM MUNI I	$235,000	-42.1%	16,487	-46.3%	0.01%	-50.0%
MVT	Sell	BLACKROCK MUNIVEST FD II INC	$237,000	-6.7%	16,996	-9.3%	0.01%	-18.2%
ATLC	Sell	ATLANTICUS HLDGS CORP	$243,000	-43.1%	20,416	-50.6%	0.01%	-52.6%
FIV	Sell	FIRST TR SR FLOATING RATE 20	$214,000	-26.7%	25,352	-28.2%	0.01%	-38.5%
NPV	Sell	NUVEEN VIRGINIA QLTY MUNCPL	$223,000	-21.8%	14,811	-25.9%	0.01%	-38.5%
MPA	Sell	BLACKROCK MUNIYIELD PA QLTY	$231,000	-43.7%	16,599	-45.0%	0.01%	-55.6%
	Sell	TILRAY INCnote 5.000%10/0	$174,000	-85.2%	425,000	-83.3%	0.01%	-88.5%
PGEN	Sell	PRECIGEN INC	$164,000	-69.4%	46,941	-56.3%	0.01%	-75.0%
VKI	Sell	INVESCO ADVANTAGE MUN INCOMEsh ben int	$161,000	-79.6%	14,853	-80.3%	0.01%	-82.9%
DTF	Sell	DTF TAX-FREE INCOME INC	$149,000	-5.1%	10,348	-6.1%	0.01%	-28.6%
VMM	Sell	DELAWARE INVTS MINN MUN INCO	$143,000	-45.2%	11,030	-46.5%	0.01%	-58.3%
DSU	Sell	BLACKROCK DEBT STRATEGIES FD	$127,000	-59.7%	12,770	-62.2%	0.01%	-64.3%
BBF	Sell	BLACKROCK MUN INCOME INVT TR	$133,000	-50.2%	10,231	-51.2%	0.01%	-58.3%
VPV	Sell	INVESCO PA VALUE MUN INC TR	$149,000	-55.9%	12,120	-57.4%	0.01%	-66.7%
LGHL	Sell	LION GROUP HOLDING LTDads	$90,000	-47.4%	40,000	-28.5%	0.00%	-62.5%
ROSWQ	Exit	ROSEHILL RES INC*w exp 04/27/202	$0	–	-244,800	-100.0%	-0.00%	–
LOACR	Exit	LONGEVITY ACQUISITION CORPright 07/31/2020	$0	–	-125,000	-100.0%	-0.00%	–
UEPS	Exit	NET 1 UEPS TECHNOLOGIES INC	$0	–	-14,495	-100.0%	-0.00%	–
GRNVR	Exit	GREENVISION ACQUISITION CORPright 06/01/2021	$0	–	-170,000	-100.0%	-0.00%	–
BRPAR	Exit	BIG ROCK PARTNERS ACQUISI COright 12/01/2022	$0	–	-200,000	-100.0%	-0.00%	–
EVF	Exit	EATON VANCE SR INCOME TRsh ben int	$0	–	-15,915	-100.0%	-0.00%	–
PHD	Exit	PIONEER FLOATING RATE TR	$0	–	-10,532	-100.0%	-0.00%	–
MHF	Exit	WESTERN ASSET MUN HIGH INCOM	$0	–	-15,566	-100.0%	-0.01%	–
HIX	Exit	WESTERN ASSET HIGH INCM FD I	$0	–	-16,905	-100.0%	-0.01%	–
MUJ	Exit	BLACKROCK MUNIHLDGS NJ QLTY	$0	–	-11,266	-100.0%	-0.01%	–
ACELWS	Exit	ACCEL ENTERTAINMENT INC*w exp 11/20/202	$0	–	-66,666	-100.0%	-0.01%	–
MEN	Exit	BLACKROCK MUNIENHANCED FD IN	$0	–	-13,884	-100.0%	-0.01%	–
FPACWS	Exit	FAR PT ACQUISITION CORP*w exp 06/01/202	$0	–	-299,999	-100.0%	-0.01%	–
MIY	Exit	BLACKROCK MUNIYLD MICH QLTY	$0	–	-12,053	-100.0%	-0.01%	–
FTF	Exit	FRANKLIN LTD DURATION INCOME	$0	–	-21,221	-100.0%	-0.01%	–
MHD	Exit	BLACKROCK MUNIHOLDINGS FD IN	$0	–	-12,321	-100.0%	-0.01%	–
ENX	Exit	EATON VANCE NEW YORK MUN BD	$0	–	-14,563	-100.0%	-0.01%	–
EVV	Exit	EATON VANCE LTD DURATION INC	$0	–	-16,510	-100.0%	-0.01%	–
IVH	Exit	IVY HIGH INCOME OPPORTUNITIE	$0	–	-15,006	-100.0%	-0.01%	–
PHT	Exit	PIONEER HIGH INCOME TR	$0	–	-23,279	-100.0%	-0.01%	–
MCA	Exit	BLACKROCK MUNIYIELD CALIF QU	$0	–	-14,049	-100.0%	-0.01%	–
NAC	Exit	NUVEEN CA QUALTY MUN INCOME	$0	–	-14,275	-100.0%	-0.01%	–
FEAC	Exit	FLYING EAGLE ACQUISITION COR	$0	–	-20,000	-100.0%	-0.01%	–
MYC	Exit	BLACKROCK MUNIYIELD CALIF FD	$0	–	-15,384	-100.0%	-0.01%	–
MUI	Exit	BLACKROCK MUNI INTER DR FD I	$0	–	-16,181	-100.0%	-0.01%	–
	Exit	GAIN CAP HLDGS INCnote 5.000% 8/1	$0	–	-225,000	-100.0%	-0.01%	–
MUS	Exit	BLACKROCK MUNIHOLDINGS QUALI	$0	–	-17,693	-100.0%	-0.01%	–
MNP	Exit	WESTERN ASSET MUN PARTNERS F	$0	–	-15,547	-100.0%	-0.01%	–
MFL	Exit	BLACKROCK MUNIHLDS INVSTM QL	$0	–	-17,735	-100.0%	-0.01%	–
NUO	Exit	NUVEEN OHIO QLTY MUN INCOME	$0	–	-15,302	-100.0%	-0.01%	–
RPRX	Exit	ROYALTY PHARMA PLC	$0	–	-5,000	-100.0%	-0.01%	–
BLW	Exit	BLACKROCK LTD DURATION INC T	$0	–	-17,270	-100.0%	-0.01%	–
AMTI	Exit	APPLIED MOLECULAR TRANS INC	$0	–	-10,000	-100.0%	-0.01%	–
HCCHR	Exit	HL ACQUISITIONS CORPright 07/17/2023	$0	–	-270,000	-100.0%	-0.01%	–
NARI	Exit	INARI MED INC	$0	–	-5,000	-100.0%	-0.01%	–
NUM	Exit	NUVEEN MICH QUALITY MUN INCO	$0	–	-17,955	-100.0%	-0.01%	–
VRM	Exit	VROOM INC	$0	–	-5,000	-100.0%	-0.01%	–
NAN	Exit	NUVEEN NEW YORK QLT MUN INC	$0	–	-20,340	-100.0%	-0.01%	–
ARYAW	Exit	ARYA SCIENCES ACQUISITION CO*w exp 10/10/202	$0	–	-50,000	-100.0%	-0.01%	–
BIOXWS	Exit	BIOCERES CROP SOLUTIONS CORP*w exp 03/14/202	$0	–	-1,249,900	-100.0%	-0.01%	–
MYN	Exit	BLACKROCK MUNIYIELD N Y QUAL	$0	–	-23,409	-100.0%	-0.01%	–
FCT	Exit	FIRST TR SR FLG RTE INCM FD	$0	–	-29,260	-100.0%	-0.01%	–
AZEK	Exit	AZEK CO INCcl a	$0	–	-10,000	-100.0%	-0.01%	–
NUW	Exit	NUVEEN AMT-FREE MUN VALUE FD	$0	–	-19,396	-100.0%	-0.01%	–
NAZ	Exit	NUVEEN ARIZONA QLTY MUN INC	$0	–	-23,621	-100.0%	-0.01%	–
INSG	Exit	INSEEGO CORP	$0	–	-26,364	-100.0%	-0.01%	–
GRAF	Exit	GRAF INDL CORP	$0	–	-24,328	-100.0%	-0.02%	–
EOT	Exit	EATON VANCE NATL MUN OPPORTU	$0	–	-16,701	-100.0%	-0.02%	–
CCHWS	Exit	COLLIER CREEK HOLDINGS*w exp 99/99/999	$0	–	-116,666	-100.0%	-0.02%	–
HCCH	Exit	HL ACQUISITIONS CORP	$0	–	-31,622	-100.0%	-0.02%	–
ACP	Exit	ABERDEEN INCOME CR STRATEGIE	$0	–	-45,494	-100.0%	-0.02%	–
EIM	Exit	EATON VANCE MUN BD FD	$0	–	-31,360	-100.0%	-0.02%	–
BIT	Exit	BLACKROCK MULTI-SECTOR INC T	$0	–	-31,254	-100.0%	-0.02%	–
ARYBU	Exit	ARYA SCIENCES ACQUISTION COunit 06/09/2027	$0	–	-40,000	-100.0%	-0.02%	–
VMO	Exit	INVESCO MUN OPPORTUNITY TR	$0	–	-48,899	-100.0%	-0.03%	–
VKQ	Exit	INVESCO MUN TR	$0	–	-51,364	-100.0%	-0.03%	–
PACKWS	Exit	RANPAK HLDGS CORP*w exp 06/03/202	$0	–	-405,000	-100.0%	-0.03%	–
CPAA	Exit	CONYERS PK II ACQUISITION CO	$0	–	-60,000	-100.0%	-0.03%	–
VGM	Exit	INVESCO TR INVT GRADE MUNS	$0	–	-69,655	-100.0%	-0.04%	–
MYI	Exit	BLACKROCK MUNIYIELD QUALITY	$0	–	-63,265	-100.0%	-0.04%	–
NRK	Exit	NUVEEN NEW YORK AMT QLT MUNI	$0	–	-73,421	-100.0%	-0.04%	–
IQI	Exit	INVESCO QUALITY MUN INCOME T	$0	–	-79,722	-100.0%	-0.04%	–
	Exit	ENCORE CAP GROUP INCnote 3.000% 7/0	$0	–	-1,000,000	-100.0%	-0.04%	–
TREBU	Exit	TREBIA ACQUISITION CORPunit 99/99/9999	$0	–	-100,000	-100.0%	-0.05%	–
EVN	Exit	EATON VANCE MUNI INCOME TRUSsh ben int	$0	–	-82,748	-100.0%	-0.05%	–
GSAHU	Exit	GS ACQUISITION HLDGS CORP IIunit 99/99/9999	$0	–	-100,000	-100.0%	-0.05%	–
	Exit	CREE INCnote 0.875% 9/0	$0	–	-925,000	-100.0%	-0.05%	–
ACI	Exit	ALBERTSONS COS INC	$0	–	-75,000	-100.0%	-0.05%	–
	Exit	ENVESTNET INCnote 1.750% 6/0	$0	–	-1,000,000	-100.0%	-0.06%	–
LHCWS	Exit	LEO HOLDINGS CORP*w exp 07/31/202	$0	–	-1,115,000	-100.0%	-0.06%	–
	Exit	GREEN PLAINS INCnote 4.125% 9/0	$0	–	-1,750,000	-100.0%	-0.06%	–
PTAC	Exit	PROPTECH ACQUISITION CORP	$0	–	-145,000	-100.0%	-0.06%	–
SBE	Exit	SWITCHBACK ENERGY ACQUISTN C	$0	–	-145,000	-100.0%	-0.06%	–
DPHC	Exit	DIAMONDPEAK HLDGS COR	$0	–	-145,000	-100.0%	-0.07%	–
HYAC	Exit	HAYMAKER ACQUISITION CORP II	$0	–	-145,000	-100.0%	-0.07%	–
AMCI	Exit	AMCI ACQUISITION CORPclass a	$0	–	-150,000	-100.0%	-0.07%	–
CFFA	Exit	CF FIN ACQUISITION CORP	$0	–	-145,000	-100.0%	-0.07%	–
SPAQ	Exit	SPARTAN ENERGY ACQUISITION C	$0	–	-150,000	-100.0%	-0.07%	–
PACQ	Exit	PURE ACQUISITION CORPcl a	$0	–	-150,000	-100.0%	-0.07%	–
MFAC	Exit	MEGALITH FINL ACQUISITION CO	$0	–	-150,000	-100.0%	-0.07%	–
HCCO	Exit	HEALTHCARE MERGER CORP	$0	–	-170,000	-100.0%	-0.08%	–
FSB	Exit	FRANKLIN FINL NETWORK INC	$0	–	-65,979	-100.0%	-0.08%	–
ZI	Exit	ZOOMINFO TECHNOLOGIES INC	$0	–	-35,000	-100.0%	-0.08%	–
DCUE	Exit	DOMINION ENERGY INCunit 99/99/9999	$0	–	-19,350	-100.0%	-0.09%	–
PIC	Exit	PIVOTAL INVT CORP II	$0	–	-194,998	-100.0%	-0.09%	–
	Exit	XERIS PHARMACEUTICALS INCnote 5.000% 7/1	$0	–	-2,000,000	-100.0%	-0.09%	–
ZGYHU	Exit	YUNHONG INTLunit 99/99/9999	$0	–	-200,000	-100.0%	-0.09%	–
GHIV	Exit	GORES HLDGS IV INC	$0	–	-200,000	-100.0%	-0.09%	–
LFAC	Exit	LF CAP ACQUISITION CORPcl a	$0	–	-200,000	-100.0%	-0.10%	–
HCAC	Exit	HENNESSY CAP ACQUSTION CORP	$0	–	-200,000	-100.0%	-0.10%	–
NFIN	Exit	NETFIN ACQUISITION CORP	$0	–	-200,000	-100.0%	-0.10%	–
FTAC	Exit	FINTECH ACQUISITION CORP III	$0	–	-200,000	-100.0%	-0.10%	–
GTX	Exit	GARRETT MOTION INC	$0	–	-413,930	-100.0%	-0.10%	–
GPAQW	Exit	GORDON POINTE ACQUISITION CO*w exp 07/30/202	$0	–	-1,106,820	-100.0%	-0.11%	–
NVG	Exit	NUVEEN AMT FREE MUN CR INC F	$0	–	-160,306	-100.0%	-0.11%	–
TRNE	Exit	TRINE ACQUISITION CORP	$0	–	-250,000	-100.0%	-0.12%	–
GMHI	Exit	GORES METROPOULOS INC	$0	–	-249,999	-100.0%	-0.12%	–
	Exit	NEW RELIC INCnote 0.500% 5/0	$0	–	-2,900,000	-100.0%	-0.12%	–
GNRSU	Exit	GREENROSE ACQUISITION CORPunit 02/28/2024	$0	–	-300,000	-100.0%	-0.13%	–
CCXX	Exit	CHURCHILL CAP CORP III	$0	–	-300,000	-100.0%	-0.14%	–
	Exit	CAESARS ENTMT CORPnote 5.000%10/0	$0	–	-2,000,000	-100.0%	-0.15%	–
FPAC	Exit	FAR PT ACQUISITION CORP	$0	–	-349,998	-100.0%	-0.16%	–
NEEPRP	Exit	NEXTERA ENERGY INCunit 99/99/9999	$0	–	-87,500	-100.0%	-0.16%	–
CNPPRB	Exit	CENTERPOINT ENERGY INCdep rp pfd cv b	$0	–	-108,750	-100.0%	-0.17%	–
GRAFWS	Exit	GRAF INDL CORP*w exp 12/31/202	$0	–	-1,782,000	-100.0%	-0.18%	–
	Exit	GOGO INCnote 6.000% 5/1	$0	–	-5,875,000	-100.0%	-0.18%	–
	Exit	SCORPIO TANKERS INCnote 3.000% 5/1	$0	–	-5,575,000	-100.0%	-0.21%	–
KCACU	Exit	KENSINGTON CAP ACQUISITION Cunit 07/01/2027	$0	–	-500,000	-100.0%	-0.22%	–
	Exit	SUPERNUS PHARMACEUTICALS INCnote 0.625% 4/0	$0	–	-5,750,000	-100.0%	-0.23%	–
FUSEU	Exit	FUSION ACQUISITION CORPunit 99/99/9999	$0	–	-500,000	-100.0%	-0.23%	–
	Exit	PACIRA BIOSCIENCESnote 2.375% 4/0	$0	–	-4,650,000	-100.0%	-0.23%	–
MINI	Exit	MOBILE MINI INC	$0	–	-172,655	-100.0%	-0.23%	–
HECCU	Exit	HUDSON EXECUTIVE INVT CORPunit 06/21/2025	$0	–	-550,000	-100.0%	-0.25%	–
IPVU	Exit	INTERPRIVATE ACQUISITION CORunit 10/29/2024	$0	–	-550,000	-100.0%	-0.25%	–
	Exit	TEAM INCnote 5.000% 8/0	$0	–	-8,000,000	-100.0%	-0.25%	–
	Exit	MFA FINL INCnote 6.250% 6/1	$0	–	-6,425,000	-100.0%	-0.25%	–
JWSU	Exit	JAWS ACQUISITION CORPunit 99/99/9999	$0	–	-600,000	-100.0%	-0.28%	–
	Exit	AEROJET ROCKETDYNE HLDGS INCnote 2.250%12/1	$0	–	-4,000,000	-100.0%	-0.28%	–
NOVS	Exit	NOVUS CAP CORP	$0	–	-700,000	-100.0%	-0.30%	–
IPOBU	Exit	SOCIAL CAP HDOSPHIA HLDG COunit 99/99/9999	$0	–	-600,000	-100.0%	-0.34%	–
	Exit	RHnote 6/1	$0	–	-5,600,000	-100.0%	-0.35%	–
IPOCU	Exit	SOCIAL CAP HEDSPIA HLDG CO Iunit 99/99/9999	$0	–	-700,000	-100.0%	-0.37%	–
SOACU	Exit	SUSTAINABLE OPPORTNTS ACQ COunit 99/99/9999	$0	–	-875,000	-100.0%	-0.39%	–
CGROU	Exit	COLLECTIVE GROWTH CORPunit 04/29/2025	$0	–	-1,000,000	-100.0%	-0.42%	–
FVACU	Exit	FORTRESS VALUE ACQUISITION Cunit 99/99/9999	$0	–	-1,000,000	-100.0%	-0.46%	–
WPFU	Exit	FOLEY TRASIMENE ACQUISTN CORunit 99/99/9999	$0	–	-1,000,000	-100.0%	-0.48%	–
	Exit	APOLLO COML REAL EST FIN INCnote 5.375%10/1	$0	–	-13,825,000	-100.0%	-0.50%	–
GIKU	Exit	GIGCAPITAL3 INCunit 99/99/9999	$0	–	-1,200,000	-100.0%	-0.54%	–
LGVWU	Exit	LONGVIEW ACQUISITION CORPunit 99/99/9999	$0	–	-1,250,000	-100.0%	-0.56%	–
LOAKU	Exit	LIVE OAK ACQUISITION CORPunit 99/99/9999	$0	–	-1,265,000	-100.0%	-0.56%	–
BMRG	Exit	B RILEY PRIN MERGER CORP IIcl a	$0	–	-1,244,647	-100.0%	-0.59%	–
TERP	Exit	TERRAFORM PWR INC	$0	–	-748,402	-100.0%	-0.61%	–
	Exit	ZILLOW GROUP INCnote 2.750% 5/1	$0	–	-12,000,000	-100.0%	-0.62%	–
WUBA	Exit	58 COM INCspon adr rep a	$0	–	-318,882	-100.0%	-0.76%	–
FSCT	Exit	FORESCOUT TECHNOLOGIES INC	$0	–	-1,004,025	-100.0%	-0.95%	–
	Exit	WAYFAIR INCnote 1.125%11/0	$0	–	-13,750,000	-100.0%	-1.09%	–
PTLA	Exit	PORTOLA PHARMACEUTICALS INC	$0	–	-1,492,287	-100.0%	-1.19%	–
LOGM	Exit	LOGMEIN INC	$0	–	-399,870	-100.0%	-1.51%	–
EE	Exit	EL PASO ELEC CO	$0	–	-588,823	-100.0%	-1.75%	–
LM	Exit	LEGG MASON INC	$0	–	-823,599	-100.0%	-1.82%	–
CZR	Exit	CAESARS ENTMT CORP	$0	–	-3,518,060	-100.0%	-1.90%	–
QGEN	Exit	QIAGEN NV	$0	–	-1,114,390	-100.0%	-2.12%	–
IBKC	Exit	IBERIABANK CORP	$0	–	-1,072,911	-100.0%	-2.17%	–

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 2020-11-16

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 Q3 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	2024-02-14
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
3	2022-11-21

View AQR Arbitrage LLC's complete filings history.

All filings

View complete filings history.

Compare quarters

Export AQR Arbitrage LLC's holdings