AQR Arbitrage LLC Q2 2024 Filing
Filed August 14, 2024
Portfolio Value
$3.9B
Holdings
567
Report Date
Q2 2024
Filing Type
13F-HR
All Holdings (567 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | BSTZBLACKROCK SCIENCE & TECHNOLO | 617,151 | $12.3T | 318364.27% | |
| 102 | XGDVXGABELLI DIVID & INCOME TR | 521,934 | $11.9T | 307110.28% | |
| 103 | SRPT 1.25 09/15/27SAREPTA THERAPEUTICS INC | 9,155,000 | $11.8T | 305754.53% | |
| 104 | —SILVERBOX CORP III | 1,102,402 | $11.7T | 302766.27% | |
| 105 | LYV 3.125 01/15/29LIVE NATION ENTERTAINMENT IN | 10,300,000 | $11.4T | 295670.44% | |
| 106 | DDD 0 11/15/263D SYS CORP DEL | 13,885,000 | $11.3T | 293020.20% | |
| 107 | HAYNUSDHAYNES INTL INC | 190,623 | $11.2T | 289917.91% | |
| 108 | GPRO 1.25 11/15/25GOPRO INC | 11,433,000 | $10.7T | 276970.46% | |
| 109 | RABROOKFIELD REAL ASSETS INCOM | 821,119 | $10.5T | 270829.61% | |
| 110 | XAODXABRDN TOTAL DYNAMIC DIVIDEND | 1,233,192 | $10.4T | 268712.80% | |
| 111 | CPRICAPRI HOLDINGS LIMITED | 316,455 | $10.3T | 267213.22% | |
| 112 | ESHAESH ACQUISITION CORP | 975,000 | $10.2T | 263481.77% | |
| 113 | ETWEATON VANCE TAX-MANAGED GLOB | 1,221,268 | $10.1T | 261684.57% | |
| 114 | GRAFGRAF GLOBAL CORP | 1,002,970 | $10.0T | 259886.85% | |
| 115 | GPATGP-ACT III ACQUISITION CORP | 1,000,000 | $10.0T | 259873.85% | |
| 116 | AAL 6.5 07/01/25AMERICAN AIRLINES GROUP INC | 9,570,000 | $9.9T | 257055.37% | |
| 117 | EVBGEVERBRIDGE INC | 10,000,000 | $9.9T | 255857.85% | |
| 118 | ETGEATON VANCE TX ADV GLBL DIV | 495,248 | $9.2T | 238798.03% | |
| 119 | JPCNUVEEN PFD & INCOME OPPORTUN | 1,223,985 | $9.1T | 236896.33% | |
| 120 | HALO 0.25 03/01/27HALOZYME THERAPEUTICS INC | 9,465,000 | $9.1T | 235011.02% | |
| 121 | AMKASSETMARK FINL HLDGS INC | 261,019 | $9.0T | 233658.61% | |
| 122 | SIRI 3.75 03/15/28LIBERTY MEDIA CORP DEL | 8,575,000 | $9.0T | 232173.19% | |
| 123 | INFNEURINFINERA CORP | 1,468,419 | $8.9T | 231701.55% | |
| 124 | —COHERUS BIOSCIENCES INC | 11,855,000 | $8.7T | 225762.64% | |
| 125 | EXAS 0.375 03/15/27EXACT SCIENCES CORP | 9,987,000 | $8.7T | 225528.19% | |
| 126 | RVTROYCE SMALL CAP TRUST INC | 596,883 | $8.6T | 223779.03% | |
| 127 | —ALCHEMY INVTS ACQUISITN CORP | 803,497 | $8.6T | 223380.69% | |
| 128 | NWLINATIONAL WESTN LIFE GROUP IN | 17,253 | $8.6T | 222141.77% | |
| 129 | IBACIB ACQUISITION CORP | 850,000 | $8.5T | 219681.49% | |
| 130 | SO 3.875 12/15/25SOUTHERN CO | 8,000,000 | $8.2T | 211983.27% | |
| 131 | GPRE 2.25 03/15/27GREEN PLAINS INC | 9,150,000 | $8.1T | 211153.64% | |
| 132 | XFFCXFLAHERTY & CRUMRINE PFD SECS | 546,945 | $8.0T | 207607.44% | |
| 133 | LITE 0.5 06/15/28LUMENTUM HLDGS INC | 9,774,000 | $7.7T | 200519.95% | |
| 134 | RFAIRF ACQUISITION CORP II | 750,000 | $7.5T | 195488.35% | |
| 135 | LITE 1.5 12/15/29LUMENTUM HLDGS INC | 7,700,000 | $7.5T | 194772.93% | |
| 136 | WELLWELLTOWER INC | 72,318 | $7.5T | 194362.47% | |
| 137 | MACIMELAR ACQUISITION CORP. I | 750,000 | $7.5T | 194322.42% | |
| 138 | NFJVIRTUS DIVIDEND INTEREST & P | 609,779 | $7.5T | 194013.73% | |
| 139 | EXGEATON VANCE TAX ADVT DIV INC | 321,139 | $7.5T | 193786.79% | |
| 140 | HYACHAYMAKER ACQUISITION CORP IV | 699,998 | $7.4T | 190616.79% | |
| 141 | XBOEXBLACKROCK ENHANCED GLOBAL DI | 692,292 | $7.3T | 190312.07% | |
| 142 | HQHABRDN HEALTHCARE INVESTORS | 415,806 | $7.3T | 188103.40% | |
| 143 | KVACKEEN VISION ACQUISITION CORP | 675,000 | $7.1T | 185033.81% | |
| 144 | BCXBLACKROCK RES & COMMODITIES | 750,078 | $6.9T | 178600.88% | |
| 145 | INFN 2.5 03/01/27INFINERA CORP | 6,695,000 | $6.9T | 177627.04% | |
| 146 | SPKLSPARK I ACQUISITION CORP | 649,999 | $6.7T | 174306.95% | |
| 147 | —OLINK HLDG AB | 262,404 | $6.7T | 173233.36% | |
| 148 | TVTX 2.25 03/01/29TRAVERE THERAPEUTICS INC | 9,975,000 | $6.5T | 168314.80% | |
| 149 | DIAXNUVEEN DOW 30 DYNMC OVERWRT | 464,760 | $6.5T | 168283.76% | |
| 150 | TTEKTETRA TECH INC NEW | 31,600 | $6.5T | 167417.00% | |
| 151 | TBMCTRAILBLAZER MERGER CORP I | 588,763 | $6.4T | 164597.64% | |
| 152 | BTTBLACKROCK MUN TARGET TERM TR | 303,651 | $6.3T | 162857.11% | |
| 153 | STEWSRH TOTAL RETURN FUND INC | 402,285 | $5.8T | 151238.68% | |
| 154 | —99 ACQUISITION GROUP INC | 550,000 | $5.8T | 149343.26% | |
| 155 | CCIXCHURCHILL CAPITAL CORP VII | 500,000 | $5.4T | 139523.50% | |
| 156 | UCFIIRON HORSE ACQUISITIONS CORP | 535,000 | $5.4T | 139448.36% | |
| 157 | SU6SURMODICS INC | 122,983 | $5.2T | 133958.23% | |
| 158 | PSNPARSONS CORP DEL | 63,092 | $5.2T | 133734.16% | |
| 159 | PPL 2.875 03/15/28PPL CAP FDG INC | 5,370,000 | $5.2T | 133604.25% | |
| 160 | QETAQUETTA ACQUISITION CORP | 496,611 | $5.1T | 133173.66% | |
| 161 | XBXMXNUVEEN S&P 500 BUY-WRITE INC | 378,587 | $5.1T | 132128.02% | |
| 162 | FORLFOUR LEAF ACQUISITION CORP | 464,956 | $5.1T | 131551.61% | |
| 163 | HTDHANCOCK JOHN TAX-ADVANTAGED | 249,471 | $5.0T | 130631.53% | |
| 164 | BTXBLACKROCK INNOVATION AND GRW | 673,827 | $4.9T | 126225.86% | |
| 165 | —PATRIA LATIN AMRCN OPPRNTY A | 424,999 | $4.9T | 125917.40% | |
| 166 | HQLABRDN LIFE SCIENCES INVESTOR | 337,200 | $4.8T | 123799.55% | |
| 167 | XBGYXBLACKROCK ENHANCED INTL DIV | 860,196 | $4.8T | 123694.98% | |
| 168 | ENVUSDENVESTNET INC | 76,263 | $4.8T | 123674.59% | |
| 169 | GAMGENERAL AMERN INVS CO INC | 95,997 | $4.8T | 123666.03% | |
| 170 | EZPW 2.375 05/01/25EZCORP INC | 4,875,000 | $4.8T | 123125.22% | |
| 171 | CETCENTRAL SECS CORP | 107,716 | $4.7T | 122240.74% | |
| 172 | SILKSILK RD MED INC | 173,399 | $4.7T | 121482.84% | |
| 173 | MTHMERITAGE HOMES CORP | 28,652 | $4.6T | 120151.52% | |
| 174 | NADNUVEEN QUALITY MUNCP INCOME | 393,468 | $4.6T | 119684.83% | |
| 175 | BKHABLACK HAWK ACQUISITION CORP | 442,040 | $4.5T | 116134.49% | |
| 176 | CHWCALAMOS GBL DYN INCOME FUND | 635,487 | $4.4T | 112951.62% | |
| 177 | WENNBOWEN ACQUISITION CORP | 403,650 | $4.3T | 110336.48% | |
| 178 | WOLF 0.25 02/15/28WOLFSPEED INC | 7,075,000 | $4.2T | 108978.29% | |
| 179 | —JVSPAC ACQUISITION CORP | 403,700 | $4.1T | 106270.84% | |
| 180 | IBTXUSDINDEPENDENT BANK GROUP INC | 88,168 | $4.0T | 103985.99% | |
| 181 | CHECCHENGHE ACQUISITION II CO | 400,000 | $4.0T | 103742.26% | |
| 182 | XNEAXNUVEEN AMT FREE QLTY MUN INC | 344,734 | $4.0T | 102360.03% | |
| 183 | VGMINVESCO TR INVT GRADE MUNS | 381,765 | $3.9T | 101584.69% | |
| 184 | FSHPFLAG SHIP ACQUISITION CORP | 377,000 | $3.8T | 97777.08% | |
| 185 | MHDBLACKROCK MUNIHOLDINGS FD IN | 309,302 | $3.7T | 96888.15% | |
| 186 | VMOINVESCO MUN OPPORTUNITY TR | 370,138 | $3.7T | 96668.69% | |
| 187 | HVIIHENNESSY CAPITAL INVST CORP | 350,000 | $3.7T | 95671.40% | |
| 188 | THQABRDN HEALTHCARE OPPORTUNITI | 177,364 | $3.6T | 93655.06% | |
| 189 | ILMNILLUMINA INC | 34,500 | $3.6T | 93303.52% | |
| 190 | NOTV 3.25 10/15/27INOTIV INC | 9,075,000 | $3.6T | 92217.70% | |
| 191 | BMEZBLACKROCK HEALTH SCIENCES TE | 231,121 | $3.5T | 91500.70% | |
| 192 | IIMINVESCO VALUE MUN INCOME TR | 285,981 | $3.5T | 91435.33% | |
| 193 | LYFTLYFT INC | 250,996 | $3.5T | 91207.66% | |
| 194 | LEOBNY MELLON STRATEGIC MUNS IN | 564,125 | $3.5T | 89451.66% | |
| 195 | —BURTECH ACQUISITION CORP | 300,000 | $3.3T | 86434.61% | |
| 196 | VCVINVESCO CALIF VALUE MUN INCO | 316,563 | $3.3T | 85465.23% | |
| 197 | IQIINVESCO QUALITY MUN INCOME T | 330,802 | $3.3T | 85023.99% | |
| 198 | VKQINVESCO MUNICIPAL TRUST | 329,351 | $3.3T | 84992.38% | |
| 199 | MMUWESTERN ASSET MANAGED MUNS F | 312,051 | $3.2T | 83681.14% | |
| 200 | XEADXALLSPRING INCOME OPPORTUNIT | 484,525 | $3.2T | 83106.67% |