AQR Arbitrage LLC Q3 2020 Filing
Filed November 16, 2020
Portfolio Value
$2.8T
Holdings
565
Report Date
Q3 2020
Filing Type
13F-HR
All Holdings (565 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 301 | —GS ACQUISITION HLDGS CORP II | 100,000 | $1.1B | 0.04% | |
| 302 | —REDBALL ACQUISITION CORP | 100,000 | $1.1B | 0.04% | |
| 303 | XEFRXEATON VANCE SR FLTNG RTE TR | 90,616 | $1.1B | 0.04% | |
| 304 | RQICOHEN & STEERS QUALITY INCOM | 93,625 | $1.0B | 0.04% | |
| 305 | —JUNIPER INDL HLDGS INC | 600,000 | $1.0B | 0.04% | |
| 306 | —FALCON CAPITAL ACQUISITN COR | 100,000 | $1.0B | 0.04% | |
| 307 | —VESPER HEALTHCARE ACQSTN COR | 100,000 | $1.0B | 0.04% | |
| 308 | —MONOCLE ACQUISITION CORP | 100,000 | $1.0B | 0.04% | |
| 309 | —TREBIA ACQUISITION CORP | 99,999 | $1.0B | 0.04% | |
| 310 | JRINUVEEN REAL ASSET INCOME & G | 83,877 | $1.0B | 0.04% | |
| 311 | GOLGBPGOL LINHAS AEREAS INTELIGENT | 164,881 | $1.0B | 0.04% | |
| 312 | —CRESCENT ACQUISITION CORP | 100,000 | $1.0B | 0.04% | |
| 313 | —SOFTWARE ACQUISITION GROUP I | 100,000 | $996.0M | 0.04% | |
| 314 | —ASCENDANT DIGITAL ACQUISITIO | 100,000 | $994.0M | 0.04% | |
| 315 | —PIVOTAL INVT CORP II | 268,593 | $994.0M | 0.04% | |
| 316 | BSLBLACKSTONE GSO FLTING RTE FU | 71,351 | $982.0M | 0.04% | |
| 317 | —LEGACY ACQUISITION CORP | 94,227 | $977.0M | 0.04% | |
| 318 | DIAXNUVEEN DOW 30 DYNAMIC OVERWR | 71,890 | $973.0M | 0.04% | |
| 319 | IDEVOYA INFRASTRUCTURE INDLS & | 102,118 | $971.0M | 0.04% | |
| 320 | THQTEKLA HEALTHCARE OPPORTUNITI | 53,042 | $960.0M | 0.03% | |
| 321 | —DIGITAL MEDIA SOLUTIONS INC | 1,115,000 | $959.0M | 0.03% | |
| 322 | WDC 1.5 02/01/24WESTERN DIGITAL CORP. | 1,000,000 | $954.0M | 0.03% | |
| 323 | XJQCXNUVEEN CR STRATEGIES INCOME | 160,249 | $947.0M | 0.03% | |
| 324 | ARDCARES DYNAMIC CR ALLOCATION F | 74,644 | $946.0M | 0.03% | |
| 325 | ETWEATON VANCE TXMGD GL BUYWR O | 110,399 | $943.0M | 0.03% | |
| 326 | XBOEXBLACKROCK ENHANCED GLOBAL DI | 98,279 | $941.0M | 0.03% | |
| 327 | XIGDXVOYA GLBL EQTY DIV & PREM OP | 185,938 | $920.0M | 0.03% | |
| 328 | —APOLLO SR FLOATING RATE FD I | 71,507 | $917.0M | 0.03% | |
| 329 | ADXADAMS DIVERSIFIED EQUITY FD | 56,422 | $915.0M | 0.03% | |
| 330 | —TUSCAN HLDGS CORP II | 90,000 | $906.0M | 0.03% | |
| 331 | —SOCIAL CAP HEDSPIA HLDG CO I | 233,333 | $901.0M | 0.03% | |
| 332 | XBFZXBLACKROCK CALIF MUN INCOME T | 68,016 | $897.0M | 0.03% | |
| 333 | —HOPE BANCORP INC | 1,075,000 | $885.0M | 0.03% | |
| 334 | —WHOLE EARTH BRANDS INC | 900,000 | $855.0M | 0.03% | |
| 335 | —B RILEY PRIN MERGER CORP II | 625,000 | $844.0M | 0.03% | |
| 336 | AHCOADAPTHEALTH CORP | 38,560 | $841.0M | 0.03% | |
| 337 | —CRESCENT ACQUISITION CORP | 1,000,000 | $840.0M | 0.03% | |
| 338 | —MONOCLE ACQUISITION CORP | 1,680,597 | $839.0M | 0.03% | |
| 339 | —ACAMAR PARTNERS ACQSITION CO | 750,000 | $825.0M | 0.03% | |
| 340 | —ONE | 75,000 | $818.0M | 0.03% | |
| 341 | —TUSCAN HLDGS CORP | 1,600,000 | $816.0M | 0.03% | |
| 342 | BRWTEMPLETON GLOBAL INCOME FD | 152,177 | $814.0M | 0.03% | |
| 343 | XEADXWELLS FARGO INCOME OPPORTUNI | 111,266 | $812.0M | 0.03% | |
| 344 | —ATLAS TECHNICAL CONSULTANTS | 1,565,744 | $805.0M | 0.03% | |
| 345 | GAMGENERAL AMERN INVS INC | 23,557 | $800.0M | 0.03% | |
| 346 | —LGL SYS ACQUISITION CORP | 78,750 | $789.0M | 0.03% | |
| 347 | —SEMPRA ENERGY | 7,925 | $785.0M | 0.03% | |
| 348 | XAWFXALLIANCEBERNSTEIN GLOBAL HIG | 74,468 | $783.0M | 0.03% | |
| 349 | JRSNUVEEN REAL ESTATE INCOME FD | 103,482 | $781.0M | 0.03% | |
| 350 | —UTZ BRANDS INC | 116,666 | $763.0M | 0.03% | |
| 351 | —JAZZ INVESTMENTS I LTD | 750,000 | $761.0M | 0.03% | |
| 352 | —APOLLO TACTICAL INCOME FD IN | 59,835 | $761.0M | 0.03% | |
| 353 | IIMINVESCO CALIF MUN INCOME TR | 51,518 | $758.0M | 0.03% | |
| 354 | —SEACOR HOLDINGS INC | 1,000,000 | $756.0M | 0.03% | |
| 355 | —FOLEY TRASIMENE ACQUISTN COR | 333,333 | $753.0M | 0.03% | |
| 356 | BGTBLACKROCK FLOATING RATE INCO | 67,046 | $753.0M | 0.03% | |
| 357 | —FIRST TR ENERGY INCOME & GRO | 82,781 | $750.0M | 0.03% | |
| 358 | —UNION ACQUISITION CORP II | 1,000,000 | $750.0M | 0.03% | |
| 359 | RPAYREPAY HLDGS CORP | 31,871 | $749.0M | 0.03% | |
| 360 | —SCHULTZE SPL PURP ACQUSTN CO | 1,440,000 | $747.0M | 0.03% | |
| 361 | —ALTA EQUIPMENT GROUP INC | 425,000 | $744.0M | 0.03% | |
| 362 | —APOLLO COML REAL EST FIN INC | 775,000 | $735.0M | 0.03% | |
| 363 | —ALLIANZGI DIVIDEND INT & PRM | 62,184 | $734.0M | 0.03% | |
| 364 | —PAE INC | 333,332 | $733.0M | 0.03% | |
| 365 | BGXBLACKSTONE GSO LNG SHRT CR I | 56,606 | $728.0M | 0.03% | |
| 366 | XCHYXCALAMOS CONV & HIGH INCOME F | 62,224 | $726.0M | 0.03% | |
| 367 | CHICALAMOS CONV OPPORTUNITIES & | 64,599 | $711.0M | 0.03% | |
| 368 | GOFGUGGENHEIM ENHANCED EQUITY I | 130,375 | $711.0M | 0.03% | |
| 369 | —MEGALITH FINL ACQUISITION CO | 1,051,121 | $698.0M | 0.03% | |
| 370 | —GIGCAPITAL2 INC | 765,000 | $696.0M | 0.03% | |
| 371 | —MACQUARIE GLOBAL INFRASTRUCT | 39,077 | $686.0M | 0.02% | |
| 372 | —THUNDER BRDG ACQUISTION II L | 500,000 | $685.0M | 0.02% | |
| 373 | BGHBARINGS GLOBAL SHORT DURATIO | 51,106 | $681.0M | 0.02% | |
| 374 | KIOKKR INCOME OPPORTUNITIES FD | 50,127 | $678.0M | 0.02% | |
| 375 | —NETFIN ACQUISITION CORP | 500,000 | $675.0M | 0.02% | |
| 376 | —HAYMAKER ACQUISITION CORP II | 666,666 | $673.0M | 0.02% | |
| 377 | —LEGACY ACQUISITION CORP | 1,250,000 | $669.0M | 0.02% | |
| 378 | —SOCIAL CAP HDOSPHIA HLDG CO | 120,525 | $669.0M | 0.02% | |
| 379 | MFMMFS MUN INCOME TR | 101,504 | $653.0M | 0.02% | |
| 380 | —CHP MERGER CORP | 500,000 | $650.0M | 0.02% | |
| 381 | NZFNUVEEN MUNICIPAL CREDIT INC | 44,081 | $648.0M | 0.02% | |
| 382 | XLGIXLAZARD GLOBAL TOTAL RETURN & | 41,217 | $640.0M | 0.02% | |
| 383 | XFDEXFIRST TR DYNAMIC EUROPE EQUI | 63,603 | $639.0M | 0.02% | |
| 384 | —SOCIAL CAP HEDSPIA HLDG CO I | 50,000 | $623.0M | 0.02% | |
| 385 | —LIVE OAK ACQUISITION CORP | 632,500 | $620.0M | 0.02% | |
| 386 | —NEW PROVIDENCE ACQUISITION | 500,000 | $620.0M | 0.02% | |
| 387 | —HEALTHCARE MERGER CORP | 350,000 | $616.0M | 0.02% | |
| 388 | MYDBLACKROCK MUNIYIELD FD INC | 44,913 | $603.0M | 0.02% | |
| 389 | VTNINVESCO TR INVT GRADE NEW YO | 48,595 | $602.0M | 0.02% | |
| 390 | —OPES ACQUISITION CORP | 250,000 | $595.0M | 0.02% | |
| 391 | —OAKTREE ACQUISITION CORP | 50,000 | $588.0M | 0.02% | |
| 392 | —GIGCAPITAL3 INC | 900,000 | $576.0M | 0.02% | |
| 393 | —PANACEA ACQUISITION CORP | 49,998 | $560.0M | 0.02% | |
| 394 | —HL ACQUISITIONS CORP | 270,000 | $559.0M | 0.02% | |
| 395 | —REPLAY ACQUISITION CORP | 575,000 | $546.0M | 0.02% | |
| 396 | —BROADMARK RLTY CAP INC | 1,750,000 | $543.0M | 0.02% | |
| 397 | —GIGCAPITAL2 INC | 53,000 | $538.0M | 0.02% | |
| 398 | —PROPTECH ACQUISITION CORP | 325,000 | $536.0M | 0.02% | |
| 399 | —APEX TECHNOLOGY ACQUISITION | 50,000 | $530.0M | 0.02% | |
| 400 | —CHURCHILL CAP CORP II | 50,000 | $528.0M | 0.02% |