AQR Arbitrage LLC Q4 2023 Filing
Filed February 14, 2024
Portfolio Value
$2.5T
Holdings
691
Report Date
Q4 2023
Filing Type
13F-HR
All Holdings (691 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | ETWEATON VANCE TAX-MANAGED GLOB | 879,846 | $6.8B | 0.28% | |
| 102 | BMEZBLACKROCK HEALTH SCIENCES TE | 461,652 | $6.8B | 0.27% | |
| 103 | LM0CLIBERTY MEDIA CORP DEL | 235,603 | $6.8B | 0.27% | |
| 104 | —CF ACQUISITION CORP VII | 612,419 | $6.6B | 0.27% | |
| 105 | BTZBLACKROCK CR ALLOCATION INCO | 640,459 | $6.6B | 0.27% | |
| 106 | —OLINK HLDG AB | 262,404 | $6.6B | 0.27% | |
| 107 | XEVVXEATON VANCE LTD DURATION INC | 683,157 | $6.5B | 0.26% | |
| 108 | TREE 0.5 07/15/25LENDINGTREE INC | 7,637,000 | $6.4B | 0.26% | |
| 109 | LNTH 2.625 12/15/27LANTHEUS HLDGS INC | 5,650,000 | $6.4B | 0.26% | |
| 110 | TBMCTRAILBLAZER MERGER CORP I | 588,763 | $6.2B | 0.25% | |
| 111 | —BURTECH ACQUISITION CORP | 573,646 | $6.1B | 0.25% | |
| 112 | SAVE 1 05/15/26SPIRIT AIRLS INC | 8,739,000 | $6.1B | 0.25% | |
| 113 | SPKLSPARK I ACQUISITION CORP | 599,999 | $6.1B | 0.25% | |
| 114 | BCXBLACKROCK RES & COMMODITIES | 668,093 | $5.9B | 0.24% | |
| 115 | —COHERUS BIOSCIENCES INC | 10,255,000 | $5.8B | 0.23% | |
| 116 | ETGEATON VANCE TX ADV GLBL DIV | 335,603 | $5.7B | 0.23% | |
| 117 | —PATRIA LATIN AMRCN OPPRNTY A | 513,635 | $5.7B | 0.23% | |
| 118 | SRPT 1.25 09/15/27SAREPTA THERAPEUTICS INC | 5,600,000 | $5.7B | 0.23% | |
| 119 | —ROVER GROUP INC | 521,926 | $5.7B | 0.23% | |
| 120 | XFFCXFLAHERTY & CRUMRINE PFD SECS | 404,567 | $5.6B | 0.23% | |
| 121 | MUCBLACKROCK MUNIHLDNGS CALI QL | 499,110 | $5.6B | 0.22% | |
| 122 | XMUIXBLACKROCK MUNICIPAL INCOME | 468,464 | $5.5B | 0.22% | |
| 123 | SVIIFSPRING VALLEY ACQUISTN CORP | 498,944 | $5.4B | 0.22% | |
| 124 | GPRO 1.25 11/15/25GOPRO INC | 5,933,000 | $5.3B | 0.21% | |
| 125 | FWRDUSDFORWARD AIR CORP | 83,536 | $5.3B | 0.21% | |
| 126 | HQLABRDN LIFE SCIENCES INVESTOR | 384,231 | $5.2B | 0.21% | |
| 127 | —INFLECTION PT ACQUISITN CRP | 499,998 | $5.2B | 0.21% | |
| 128 | FWONK 2.25 08/15/27LIBERTY MEDIA CORP DEL | 5,060,000 | $5.2B | 0.21% | |
| 129 | XBOEXBLACKROCK ENHANCED GLOBAL DI | 514,377 | $5.1B | 0.21% | |
| 130 | VMOINVESCO MUN OPPORTUNITY TR | 513,531 | $4.9B | 0.20% | |
| 131 | FORLFOUR LEAF ACQUISITION CORP | 464,956 | $4.9B | 0.20% | |
| 132 | —CETUS CAP ACQUISITION CORP | 464,573 | $4.9B | 0.20% | |
| 133 | MHDBLACKROCK MUNIHOLDINGS FD IN | 409,555 | $4.9B | 0.20% | |
| 134 | BTTBLACKROCK MUN TARGET TERM TR | 233,029 | $4.8B | 0.20% | |
| 135 | BBX1USDBLUEGREEN VACATIONS HLDG COR | 64,437 | $4.8B | 0.20% | |
| 136 | ZZILLOW GROUP INC | 83,407 | $4.8B | 0.19% | |
| 137 | MMUWESTERN ASSET MANAGED MUNS F | 464,257 | $4.7B | 0.19% | |
| 138 | MQYBLACKROCK MUNIYILD QULT FD I | 382,837 | $4.7B | 0.19% | |
| 139 | EIMEATON VANCE MUN BD FD | 457,323 | $4.6B | 0.19% | |
| 140 | IRHOIRON HORSE ACQUISITIONS CORP | 460,000 | $4.6B | 0.19% | |
| 141 | SPOT 0 03/15/26SPOTIFY USA INC | 5,225,000 | $4.6B | 0.19% | |
| 142 | MYIBLACKROCK MUNIYIELD QUALITY | 394,079 | $4.6B | 0.19% | |
| 143 | —99 ACQUISITION GROUP INC | 450,000 | $4.6B | 0.19% | |
| 144 | XEADXALLSPRING INCOME OPPORTUNIT | 702,026 | $4.6B | 0.18% | |
| 145 | EZPW 2.375 05/01/25EZCORP INC | 4,875,000 | $4.6B | 0.18% | |
| 146 | FTIIFUTURETECH II ACQUISITION CO | 419,508 | $4.6B | 0.18% | |
| 147 | NRKNUVEEN NEW YORK AMT QLT MUNI | 422,886 | $4.5B | 0.18% | |
| 148 | VGMINVESCO TR INVT GRADE MUNS | 446,866 | $4.4B | 0.18% | |
| 149 | DIAXNUVEEN DOW 30 DYNMC OVERWRT | 313,989 | $4.4B | 0.18% | |
| 150 | —CAPITALWORKS EMNG MKTS ACQST | 400,000 | $4.4B | 0.18% | |
| 151 | —DUET ACQUISITION CORP | 397,745 | $4.4B | 0.18% | |
| 152 | MYDBLACKROCK MUNIYIELD FD INC | 395,484 | $4.3B | 0.17% | |
| 153 | ISRLFISRAEL ACQUISITIONS CORP | 397,864 | $4.3B | 0.17% | |
| 154 | —ALCHEMY INVTS ACQUISITN CORP | 403,497 | $4.2B | 0.17% | |
| 155 | BLEBLACKROCK MUNI INCOME TR II | 391,034 | $4.2B | 0.17% | |
| 156 | VKQINVESCO MUNICIPAL TRUST | 432,306 | $4.1B | 0.17% | |
| 157 | BFKBLACKROCK MUN INCOME TR | 402,044 | $4.0B | 0.16% | |
| 158 | MUJBLACKROCK MUNIHLDGS NJ QLTY | 348,135 | $4.0B | 0.16% | |
| 159 | —INOVIO PHARMACEUTICALS INC | 4,225,000 | $3.9B | 0.16% | |
| 160 | IIMINVESCO VALUE MUN INCOME TR | 328,193 | $3.8B | 0.16% | |
| 161 | CRTAFCARTICA ACQUISITION CORP | 350,000 | $3.8B | 0.15% | |
| 162 | IQIINVESCO QUALITY MUN INCOME T | 397,072 | $3.8B | 0.15% | |
| 163 | XBGYXBLACKROCK ENHANCED INTL DIV | 704,721 | $3.7B | 0.15% | |
| 164 | DOCHEALTHPEAK PROPERTIES INC | 187,099 | $3.7B | 0.15% | |
| 165 | —ATLANTIC COASTAL AQSTN CORP | 350,000 | $3.7B | 0.15% | |
| 166 | EXGEATON VANCE TAX ADVT DIV INC | 164,415 | $3.7B | 0.15% | |
| 167 | LITE 0.5 12/15/26LUMENTUM HLDGS INC | 4,000,000 | $3.6B | 0.14% | |
| 168 | VCVINVESCO CALIF VALUE MUN INCO | 364,834 | $3.6B | 0.14% | |
| 169 | XNCMXNUVEEN CALIFORNIA AMT QLT MU | 304,924 | $3.5B | 0.14% | |
| 170 | AIEVFEUTUNE LIGHT ACQUISITION CO | 325,001 | $3.5B | 0.14% | |
| 171 | QETAQUETTA ACQUISITION CORP | 337,611 | $3.4B | 0.14% | |
| 172 | HCMAHCM ACQUISITION CO | 300,000 | $3.4B | 0.14% | |
| 173 | LEOBNY MELLON STRATEGIC MUNS IN | 565,044 | $3.3B | 0.13% | |
| 174 | MVFBLACKROCK MUNIVEST FD INC | 462,077 | $3.3B | 0.13% | |
| 175 | EVNEATON VANCE MUNI INCOME TRUS | 332,237 | $3.3B | 0.13% | |
| 176 | STEWSRH TOTAL RETURN FUND INC | 233,788 | $3.2B | 0.13% | |
| 177 | —ALPHA PARTNERS TECH MERGR CO | 299,038 | $3.2B | 0.13% | |
| 178 | HTDHANCOCK JOHN TAX-ADVANTAGED | 168,393 | $3.2B | 0.13% | |
| 179 | HOLIHOLLYSYS AUTOMATION TCHNGY L | 119,476 | $3.1B | 0.13% | |
| 180 | MHIPIONEER MUNICIPAL HIGH INCOM | 363,160 | $3.1B | 0.13% | |
| 181 | VKIINVESCO ADVANTAGE MUN INCOME | 366,571 | $3.1B | 0.13% | |
| 182 | FTHYFIRST TR HIGH YIELD OPPRT 20 | 221,415 | $3.1B | 0.12% | |
| 183 | HYACHAYMAKER ACQUISITION CORP IV | 299,998 | $3.1B | 0.12% | |
| 184 | —ICOSAVAX INC | 190,269 | $3.0B | 0.12% | |
| 185 | —PONO CAP THREE INC | 330,000 | $3.0B | 0.12% | |
| 186 | MSGSMADISON SQUARE GRDN SPRT COR | 16,259 | $3.0B | 0.12% | |
| 187 | BATRAATLANTA BRAVES HLDGS INC | 74,316 | $2.9B | 0.12% | |
| 188 | ESMTUSDENGAGESMART INC | 128,304 | $2.9B | 0.12% | |
| 189 | MYNBLACKROCK MUNIYIELD N Y QUAL | 280,535 | $2.9B | 0.12% | |
| 190 | PDTHANCOCK JOHN PREM DIVID FD | 269,257 | $2.9B | 0.12% | |
| 191 | AFBALLIANCEBERNSTEIN NATL MUN I | 264,280 | $2.9B | 0.12% | |
| 192 | CHECCHENGHE ACQUISITION CO | 258,219 | $2.8B | 0.11% | |
| 193 | PENG 2.25 02/15/26SMART GLOBAL HLDGS INC | 2,500,000 | $2.8B | 0.11% | |
| 194 | LDPCOHEN & STEERS LTD DURATION | 152,923 | $2.8B | 0.11% | |
| 195 | CHWCALAMOS GBL DYN INCOME FUND | 487,199 | $2.8B | 0.11% | |
| 196 | NANNUVEEN NEW YORK QLT MUN INC | 252,750 | $2.8B | 0.11% | |
| 197 | IGRCBRE GBL REAL ESTATE INC FD | 512,787 | $2.8B | 0.11% | |
| 198 | DSMBNY MELLON STRATEGIC MUN BD | 487,301 | $2.8B | 0.11% | |
| 199 | ZTRVIRTUS TOTAL RETURN FD INC | 504,552 | $2.8B | 0.11% | |
| 200 | BYMBLACKROCK MUN INCOME QUALITY | 247,392 | $2.8B | 0.11% |