AQR Arbitrage LLC Q2 2020 Filing
Filed August 17, 2020
Portfolio Value
$2.2T
Holdings
518
Report Date
Q2 2020
Filing Type
13F-HR
All Holdings (518 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 201 | —VERTIV HOLDINGS CO | 500,000 | $2.0B | 0.09% | |
| 202 | XERS 5 07/15/25XERIS PHARMACEUTICALS INC | 2,000,000 | $2.0B | 0.09% | |
| 203 | —PIVOTAL INVT CORP II | 194,998 | $2.0B | 0.09% | |
| 204 | —DOMINION ENERGY INC | 19,350 | $2.0B | 0.09% | |
| 205 | —NEW PROVIDENCE ACQUISITION | 195,000 | $2.0B | 0.09% | |
| 206 | —LEGACY ACQUISITION CORP | 200,000 | $1.9B | 0.09% | |
| 207 | EZPW 2.875 07/01/24EZCORP INC | 2,000,000 | $1.9B | 0.08% | |
| 208 | HYMCHYCROFT MINING HOLDING CORP | 1,520,755 | $1.9B | 0.08% | |
| 209 | —SCHULTZE SPL PURP ACQUSTN CO | 1,440,000 | $1.9B | 0.08% | |
| 210 | —TUSCAN HLDGS CORP II | 185,000 | $1.8B | 0.08% | |
| 211 | ILMNILLUMINA INC | 5,000 | $1.8B | 0.08% | |
| 212 | GTMZOOMINFO TECHNOLOGIES INC | 35,000 | $1.8B | 0.08% | |
| 213 | —TRINE ACQUISITION CORP | 1,150,000 | $1.8B | 0.08% | |
| 214 | VCVINVESCO CALIF VALUE MUN INCO | 150,075 | $1.8B | 0.08% | |
| 215 | JOYY 1.375 06/15/26YY INC | 1,575,000 | $1.7B | 0.08% | |
| 216 | —HEALTHCARE MERGER CORP | 170,000 | $1.7B | 0.08% | |
| 217 | —FRANKLIN FINL NETWORK INC | 65,979 | $1.7B | 0.08% | |
| 218 | —INVACARE CORP | 1,950,000 | $1.7B | 0.07% | |
| 219 | —HENNESSY CAP ACQUSTION CORP | 1,500,000 | $1.6B | 0.07% | |
| 220 | ARLOARLO TECHNOLOGIES INC | 638,321 | $1.6B | 0.07% | |
| 221 | —MEGALITH FINL ACQUISITION CO | 150,000 | $1.6B | 0.07% | |
| 222 | —PURE ACQUISITION CORP | 150,000 | $1.6B | 0.07% | |
| 223 | —SPARTAN ENERGY ACQUISITION C | 150,000 | $1.6B | 0.07% | |
| 224 | —LIV CAP ACQUISITION CORP | 160,000 | $1.6B | 0.07% | |
| 225 | —CF FIN ACQUISITION CORP | 145,000 | $1.6B | 0.07% | |
| 226 | —GX ACQUISITION CORP | 152,800 | $1.6B | 0.07% | |
| 227 | —ANDINA ACQUISITION CORP III | 150,000 | $1.5B | 0.07% | |
| 228 | —AMCI ACQUISITION CORP | 150,000 | $1.5B | 0.07% | |
| 229 | PATK 1 02/01/23PATRICK INDS INC | 1,500,000 | $1.5B | 0.07% | |
| 230 | —HAYMAKER ACQUISITION CORP II | 145,000 | $1.5B | 0.07% | |
| 231 | —CRESCENT ACQUISITION CORP | 1,000,000 | $1.5B | 0.07% | |
| 232 | —UNION ACQUISITION CORP II | 150,000 | $1.5B | 0.07% | |
| 233 | —QTS RLTY TR INC | 10,450 | $1.5B | 0.07% | |
| 234 | —DIAMONDPEAK HLDGS COR | 145,000 | $1.5B | 0.07% | |
| 235 | —APEX TECHNOLOGY ACQUISITION | 145,000 | $1.5B | 0.07% | |
| 236 | CLGXCORELOGIC INC | 21,996 | $1.5B | 0.07% | |
| 237 | —PROPTECH ACQUISITION CORP | 145,000 | $1.5B | 0.07% | |
| 238 | —THUNDER BRDG ACQUISTION II L | 145,000 | $1.5B | 0.07% | |
| 239 | —SILVER SPIKE ACQUISITION COR | 145,000 | $1.5B | 0.07% | |
| 240 | —CC NEUBERGER PRINCIPAL HLDNG | 145,000 | $1.5B | 0.06% | |
| 241 | —OSPREY TECHNLGY AQUISTION CO | 145,000 | $1.5B | 0.06% | |
| 242 | —SWITCHBACK ENERGY ACQUISTN C | 145,000 | $1.5B | 0.06% | |
| 243 | —EXPERIENCE INVT CORP | 145,000 | $1.4B | 0.06% | |
| 244 | —CHP MERGER CORP | 145,000 | $1.4B | 0.06% | |
| 245 | —FINSERV ACQUISITION CORP | 145,000 | $1.4B | 0.06% | |
| 246 | —CIIG MERGER CORP | 145,000 | $1.4B | 0.06% | |
| 247 | ALUBALUSSA ENERGY ACQUISITION CO | 145,000 | $1.4B | 0.06% | |
| 248 | —ARBOR RLTY TR INC | 1,500,000 | $1.4B | 0.06% | |
| 249 | —MERIDA MERGER CORP I | 145,000 | $1.4B | 0.06% | |
| 250 | —CITIC CAPITAL ACQUISITION CO | 144,500 | $1.4B | 0.06% | |
| 251 | —GREEN PLAINS INC | 1,750,000 | $1.4B | 0.06% | |
| 252 | —LEO HOLDINGS CORP | 1,115,000 | $1.4B | 0.06% | |
| 253 | —DIAMONDPEAK HLDGS COR | 766,666 | $1.3B | 0.06% | |
| 254 | XGDVXGABELLI DIVID & INCOME TR | 74,019 | $1.3B | 0.06% | |
| 255 | —GRID DYNAMICS HLDGS INC | 810,000 | $1.3B | 0.06% | |
| 256 | —AMCI ACQUISITION CORP | 2,300,000 | $1.3B | 0.06% | |
| 257 | —TIMKENSTEEL CORP | 1,500,000 | $1.2B | 0.06% | |
| 258 | —ENVESTNET INC | 1,000,000 | $1.2B | 0.05% | |
| 259 | KTFDWS MUN INCOME TR | 114,018 | $1.2B | 0.05% | |
| 260 | LYVLIVE NATION ENTERTAINMENT IN | 28,088 | $1.2B | 0.05% | |
| 261 | XBFZXBLACKROCK CALIF MUN INCOME T | 92,042 | $1.2B | 0.05% | |
| 262 | ACIALBERTSONS COS INC | 75,000 | $1.2B | 0.05% | |
| 263 | —TILRAY INC | 2,550,000 | $1.2B | 0.05% | |
| 264 | —OMEROS CORP | 1,125,000 | $1.2B | 0.05% | |
| 265 | MYDBLACKROCK MUNIYIELD FD INC | 86,119 | $1.2B | 0.05% | |
| 266 | HQHTEKLA HEALTHCARE INVS | 54,788 | $1.2B | 0.05% | |
| 267 | —GX ACQUISITION CORP | 1,000,000 | $1.1B | 0.05% | |
| 268 | —LGL SYS ACQUISITION CORP | 115,000 | $1.1B | 0.05% | |
| 269 | RVTROYCE VALUE TR INC | 89,296 | $1.1B | 0.05% | |
| 270 | —B RILEY PRIN MERGER CORP II | 625,000 | $1.1B | 0.05% | |
| 271 | —MONOCLE ACQUISITION CORP | 1,680,597 | $1.1B | 0.05% | |
| 272 | —CREE INC | 925,000 | $1.1B | 0.05% | |
| 273 | —LF CAP ACQUISITION CORP | 1,200,000 | $1.1B | 0.05% | |
| 274 | LMCA 1.375 10/15/23LIBERTY MEDIA CORP DEL | 1,000,000 | $1.1B | 0.05% | |
| 275 | —GS ACQUISITION HLDGS CORP II | 100,000 | $1.1B | 0.05% | |
| 276 | —HAYMAKER ACQUISITION CORP II | 666,666 | $1.0B | 0.05% | |
| 277 | —TREBIA ACQUISITION CORP | 100,000 | $1.0B | 0.05% | |
| 278 | MVFBLACKROCK MUNIVEST FD INC | 123,204 | $1.0B | 0.05% | |
| 279 | EVNEATON VANCE MUNI INCOME TRUS | 82,748 | $1.0B | 0.05% | |
| 280 | —WHOLE EARTH BRANDS INC | 900,000 | $1.0B | 0.05% | |
| 281 | —OPES ACQUISITION CORP | 250,000 | $1.0B | 0.05% | |
| 282 | —LIBERTY MEDIA CORP | 1,367,341 | $1.0B | 0.05% | |
| 283 | —ENCORE CAP GROUP INC | 1,000,000 | $997.0M | 0.04% | |
| 284 | —MEGALITH FINL ACQUISITION CO | 1,153,800 | $969.0M | 0.04% | |
| 285 | MHIPIONEER MUN HIGH INCOME TR | 85,683 | $967.0M | 0.04% | |
| 286 | RABROOKFIELD REAL ASSETS INCOM | 57,778 | $963.0M | 0.04% | |
| 287 | ETWEATON VANCE TXMGD GL BUYWR O | 110,517 | $956.0M | 0.04% | |
| 288 | —ACAMAR PARTNERS ACQSITION CO | 750,000 | $953.0M | 0.04% | |
| 289 | IQIINVESCO QUALITY MUN INCOME T | 79,722 | $950.0M | 0.04% | |
| 290 | NRKNUVEEN NEW YORK AMT QLT MUNI | 73,421 | $946.0M | 0.04% | |
| 291 | WDC 1.5 02/01/24WESTERN DIGITAL CORP. | 1,000,000 | $945.0M | 0.04% | |
| 292 | BRWTEMPLETON GLOBAL INCOME FD | 174,688 | $938.0M | 0.04% | |
| 293 | —TUSCAN HOLDINGS CORP | 1,600,000 | $936.0M | 0.04% | |
| 294 | HQLTEKLA LIFE SCIENCES INVS | 51,598 | $927.0M | 0.04% | |
| 295 | BMRNBIOMARIN PHARMACEUTICAL INC | 7,390 | $911.0M | 0.04% | |
| 296 | NWSANEWS CORP NEW | 77,070 | $899.0M | 0.04% | |
| 297 | BDJBLACKROCK ENHANCED EQUITY DI | 121,500 | $892.0M | 0.04% | |
| 298 | NXJNUVEEN NEW JERSEY QULT MUN F | 66,294 | $878.0M | 0.04% | |
| 299 | BGBBLACKSTONE GSO STRATEGIC CR | 76,125 | $869.0M | 0.04% | |
| 300 | XFRAXBLACKROCK FLOATING RATE INCO | 77,348 | $865.0M | 0.04% |