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 |
|---|---|---|---|---|---|
| 301 | XPHDXPIONEER FLOATING RATE FUND I | 119,581 | $1.1B | 0.04% | |
| 302 | —AURA FAT PROJS ACQUISITION C | 100,000 | $1.1B | 0.04% | |
| 303 | XBXMXNUVEEN S&P 500 BUY-WRITE INC | 84,134 | $1.1B | 0.04% | |
| 304 | ATEKATHENA TECHNOLOGY ACQ CORP I | 99,000 | $1.1B | 0.04% | |
| 305 | TYTRI CONTL CORP | 37,093 | $1.1B | 0.04% | |
| 306 | —TMT ACQUISITION CORP | 100,000 | $1.1B | 0.04% | |
| 307 | HEQJOHN HANCOCK HEDGED EQUITY & | 101,198 | $1.0B | 0.04% | |
| 308 | BGHBARINGS GLOBAL SHORT DURATIO | 75,669 | $1.0B | 0.04% | |
| 309 | OAKUOAK WOODS ACQUISITION CORP | 95,000 | $1.0B | 0.04% | |
| 310 | —FINTECH ECOSYSTEM DEVE | 91,612 | $981.2M | 0.04% | |
| 311 | PFDFLAHERTY & CRUMRINE PFD INCO | 98,228 | $970.5M | 0.04% | |
| 312 | DPGDUFF & PHELPS UTLITY AND INF | 105,707 | $969.3M | 0.04% | |
| 313 | —KEYARCH ACQUISITION CORP | 89,032 | $967.8M | 0.04% | |
| 314 | —SAGALIAM ACQUISITION CORP | 87,897 | $959.8M | 0.04% | |
| 315 | —DISTOKEN ACQUISITION CORP | 89,998 | $954.0M | 0.04% | |
| 316 | NPVNUVEEN VIRGINIA QLTY MUNCPL | 85,325 | $919.8M | 0.04% | |
| 317 | —LAMF GLOBAL VENTURES CORP I | 82,000 | $880.7M | 0.04% | |
| 318 | ETSY 0.125 09/01/27ETSY INC | 1,000,000 | $855.6M | 0.03% | |
| 319 | IDEVOYA INFRASTRUCTURE INDLS & | 82,833 | $843.2M | 0.03% | |
| 320 | ECFELLSWORTH GROWTH & INCOME FD | 101,004 | $816.1M | 0.03% | |
| 321 | BKCHGLOBAL BLOCKCHAIN ACQUI CORP | 75,000 | $791.3M | 0.03% | |
| 322 | —TG VENTURE ACQUISITION CORP | 70,262 | $761.6M | 0.03% | |
| 323 | SBIWESTERN ASSET INTER MUNI FD | 97,954 | $754.2M | 0.03% | |
| 324 | —INSIGHT SELECT INCOME FD | 47,205 | $753.9M | 0.03% | |
| 325 | NAZNUVEEN ARIZONA QLTY MUN INC | 67,788 | $726.0M | 0.03% | |
| 326 | PNBKPATRIOT NATL BANCORP INC | 189,455 | $725.6M | 0.03% | |
| 327 | EMFTEMPLETON EMERGING MKTS FD | 60,604 | $707.9M | 0.03% | |
| 328 | PETQ 4 06/01/26PETIQ INC | 653,000 | $662.0M | 0.03% | |
| 329 | MFMMFS MUN INCOME TR | 126,655 | $654.8M | 0.03% | |
| 330 | MPABLACKROCK MUNIYIELD PA QLTY | 55,910 | $650.2M | 0.03% | |
| 331 | MHFWESTERN ASSET MUN HIGH INCOM | 99,708 | $640.1M | 0.03% | |
| 332 | GFNEW GERMANY FD INC | 71,242 | $622.7M | 0.03% | |
| 333 | FDDFIRST TR HIGH INCOME LONG / | 51,424 | $621.7M | 0.03% | |
| 334 | SZZLSIZZLE ACQUISITION CORP | 55,832 | $614.7M | 0.02% | |
| 335 | BRWSABA CAPITAL INCOME & OPRNT | 78,655 | $606.4M | 0.02% | |
| 336 | GPRE 2.25 03/15/27GREEN PLAINS INC | 575,000 | $602.0M | 0.02% | |
| 337 | —GENERATION ASIA I ACQUISITIO | 52,253 | $566.9M | 0.02% | |
| 338 | BGRBLACKROCK ENERGY & RES TR | 44,990 | $560.1M | 0.02% | |
| 339 | BTXBLACKROCK INNOVATION AND GRW | 75,971 | $556.9M | 0.02% | |
| 340 | CLRCFCLIMATEROCK | 49,568 | $545.2M | 0.02% | |
| 341 | XENWXEATON VANCE NEW YORK MUN BD | 55,166 | $532.4M | 0.02% | |
| 342 | RDFN 0 10/15/25REDFIN CORP | 600,000 | $505.9M | 0.02% | |
| 343 | ETBEATON VANCE TAX MNGED BUY WR | 38,085 | $494.3M | 0.02% | |
| 344 | RFMZRIVERNORTH FLEXIBLE MUNI INC | 36,821 | $482.4M | 0.02% | |
| 345 | PFOFLAHERTY & CRUMRINE PFD INCO | 60,226 | $479.4M | 0.02% | |
| 346 | BGXBLACKSTONE LONG SHORT CR INC | 41,697 | $477.4M | 0.02% | |
| 347 | —ZALATORIS II ACQUISITION COR | 43,940 | $468.0M | 0.02% | |
| 348 | JHSHANCOCK JOHN INCOME SECS TR | 41,897 | $455.8M | 0.02% | |
| 349 | VERI 1.75 11/15/26VERITONE INC | 1,725,000 | $426.9M | 0.02% | |
| 350 | XSCDXLMP CAP & INCOME FD INC | 29,818 | $417.8M | 0.02% | |
| 351 | —SOURCE CAP INC | 9,778 | $394.8M | 0.02% | |
| 352 | XPCKXPIMCO CALIF MUN INCOME FD II | 67,903 | $393.8M | 0.02% | |
| 353 | AEFABRDN EMRG MKTS EQTY INCM FD | 75,055 | $383.5M | 0.02% | |
| 354 | XAWFXALLIANCEBERNSTEIN GLOBAL HIG | 36,712 | $371.5M | 0.02% | |
| 355 | MEGIMAINSTAY CBRE GBL INFRA MEG | 28,620 | $371.5M | 0.02% | |
| 356 | CUTR 4 06/01/29CUTERA INC | 1,642,000 | $359.6M | 0.01% | |
| 357 | BCVBANCROFT FD LTD | 22,484 | $359.3M | 0.01% | |
| 358 | —APOLLO SR FLOATING RATE FD I | 26,076 | $345.5M | 0.01% | |
| 359 | RQICOHEN & STEERS QUALITY INCOM | 26,527 | $324.7M | 0.01% | |
| 360 | —QOMOLANGMA ACQUISITION CORP | 29,995 | $322.7M | 0.01% | |
| 361 | TBLDTHORNBURG INCM BUILDER OPP T | 20,347 | $315.6M | 0.01% | |
| 362 | FUNDSPROTT FOCUS TR INC | 38,387 | $307.1M | 0.01% | |
| 363 | BNIXBANNIX ACQUISITION CORP | 26,277 | $283.8M | 0.01% | |
| 364 | SWZSWISS HELVETIA FD INC | 32,979 | $270.4M | 0.01% | |
| 365 | —AI TRANSN ACQUISITION CORP | 25,000 | $255.0M | 0.01% | |
| 366 | PANWPALO ALTO NETWORKS INC | 835 | $246.2M | 0.01% | |
| 367 | —FLAME ACQUISITION CORP | 99,999 | $193.0M | 0.01% | |
| 368 | GHYPGIM GLOBAL HIGH YIELD FD FO | 16,883 | $191.8M | 0.01% | |
| 369 | IHDVOYA EMERGING MKTS HIGH DIVI | 35,823 | $189.5M | 0.01% | |
| 370 | PNSWQBANYAN ACQUISITION CORPORATI | 509,088 | $187.9M | 0.01% | |
| 371 | —GORES HOLDINGS IX INC | 1,527,830 | $180.3M | 0.01% | |
| 372 | —AURORA TECHNOLOGY ACQUISITIO | 933,094 | $172.6M | 0.01% | |
| 373 | —ARES ACQUISITION CORP II | 1,099,999 | $167.3M | 0.01% | |
| 374 | MUABLACKROCK MUNIASSETS FD INC | 15,578 | $165.0M | 0.01% | |
| 375 | WINVINVESTCORP EUROPE ACQUISITIO | 633,294 | $145.2M | 0.01% | |
| 376 | PAIWESTERN ASSET INVESTMENT GRA | 10,817 | $130.2M | 0.01% | |
| 377 | HALO 0.25 03/01/27HALOZYME THERAPEUTICS INC | 140,000 | $121.7M | 0.00% | |
| 378 | Z 2.75 05/15/25ZILLOW GROUP INC | 110,000 | $121.4M | 0.00% | |
| 379 | NMTNUVEEN MASSACHUSETS QLT MUN | 11,523 | $121.1M | 0.00% | |
| 380 | —DEEP MEDICINE ACQUISITION CO | 369,302 | $110.8M | 0.00% | |
| 381 | ENGNWENGENE HOLDINGS INC | 127,339 | $108.2M | 0.00% | |
| 382 | —BURTECH ACQUISITION CORP | 1,172,880 | $105.6M | 0.00% | |
| 383 | ETSY 0.125 10/01/26ETSY INC | 90,000 | $103.9M | 0.00% | |
| 384 | LITE 0.25 03/15/24LUMENTUM HLDGS INC | 100,000 | $100.6M | 0.00% | |
| 385 | SNAP 0.75 08/01/26SNAP INC | 75,000 | $80.0M | 0.00% | |
| 386 | —ALSET CAPITAL ACQUISITION CO | 357,538 | $75.1M | 0.00% | |
| 387 | NIOBWNIOCORP DEVS LTD | 140,861 | $74.7M | 0.00% | |
| 388 | FLYX/WSFLYEXCLUSIVE INC | 337,618 | $74.3M | 0.00% | |
| 389 | —GLOBAL BLOCKCHAIN ACQUI CORP | 654,647 | $70.8M | 0.00% | |
| 390 | POLEANDRETTI ACQUISITION CORP | 254,329 | $69.9M | 0.00% | |
| 391 | ESHARESH ACQUISITION CORP | 600,000 | $66.1M | 0.00% | |
| 392 | AMPX/WSAMPRIUS TECHNOLOGIES INC | 167,227 | $65.2M | 0.00% | |
| 393 | YOTARYOTTA ACQUISITION CORPORATIO | 541,763 | $65.0M | 0.00% | |
| 394 | —NABORS ENERGY TRANSITION COR | 499,999 | $65.0M | 0.00% | |
| 395 | SVACSPRING VALLEY ACQUISTN CORP | 459,084 | $64.3M | 0.00% | |
| 396 | —LAVORO LTD | 84,690 | $63.5M | 0.00% | |
| 397 | CNDACONCORD ACQUISITION CORP III | 578,133 | $57.8M | 0.00% | |
| 398 | DISH 0 12/15/25DISH NETWORK CORPORATION | 90,000 | $56.3M | 0.00% | |
| 399 | —METALS ACQUISITION LIMITED | 32,725 | $56.0M | 0.00% | |
| 400 | TBMCRTRAILBLAZER MERGER CORP I | 538,763 | $55.0M | 0.00% |