AQR Arbitrage LLC Q1 2016 Filing

Filed May 16, 2016

Portfolio Value

$8.6T

Holdings

419

Report Date

Q1 2016

Filing Type

13F-HR

All Holdings (419 positions)

#StockSharesValue% PortfolioType
301
NRKNUVEEN NY AMT FREE MUN INCOM
41,573$559.0M0.01%
302
WCI CMNTYS INC
29,776$553.0M0.01%
303
WESTERN ASSET MGD HI INCM FD
124,116$550.0M0.01%
304
BOARDWALK PIPELINE PARTNERS
37,202$548.0M0.01%
305
XEADXWELLS FARGO INCOME OPPORTUNI
71,613$542.0M0.01%
306
DELAWARE ENHANCED GBL DIV &
58,745$538.0M0.01%
307
ETENERGY TRANSFER PRTNRS L P
16,605$537.0M0.01%
308
ONEOK PARTNERS LP
17,057$536.0M0.01%
309
BOSTON PRIVATE FINL HLDGS IN
116,799$534.0M0.01%
310
FINTECH ACQUISITION CORP
810,000$527.0M0.01%
311
CAPITOL ACQUISITION CORP III
1,750,000$525.0M0.01%
312
CQPCHENIERE ENERGY PARTNERS LP
18,085$522.0M0.01%
313
XSCDXLMP CAP & INCOME FD INC
42,154$521.0M0.01%
314
PHILLIPS 66 PARTNERS LP
8,245$516.0M0.01%
315
AGROFRESH SOLUTIONS
540,000$513.0M0.01%
316
NUVEEN DIVERSIFIED DIV INCM
46,440$508.0M0.01%
317
PRUDENTIAL GLB SHT DUR HG YL
34,089$507.0M0.01%
318
XAWFXALLIANCEBERNSTEIN GBL HGH IN
43,253$504.0M0.01%
319
SPECTRA ENERGY PARTNERS LP
10,414$501.0M0.01%
320
KMIKINDER MORGAN INC DEL
27,367$489.0M0.01%
321
VALERO ENERGY PARTNERS LP
10,221$484.0M0.01%
322
DCP MIDSTREAM PARTNERS LP
17,646$481.0M0.01%
323
APUAMERIGAS PARTNERS L P
10,964$477.0M0.01%
324
TC PIPELINES LP
9,875$476.0M0.01%
325
NSUSDNUSTAR ENERGY LP
11,739$474.0M0.01%
326
ANI PHARMACEUTICALS INC
525,000$472.0M0.01%
327
VLTINVESCO HIGH INCOME TR II
35,241$467.0M0.01%
328
BOULEVARD ACQUISITION
1,867,842$467.0M0.01%
329
FIRST TR STRATEGIC HIGH INC
40,076$456.0M0.01%
330
BUCKEYE PARTNERS L P
6,687$454.0M0.01%
331
SUNSUNOCO LOGISTICS PRTNRS L P
17,976$451.0M0.01%
332
WESWESTERN GAS PARTNERS LP
10,341$449.0M0.01%
333
SUMMIT MIDSTREAM PARTNERS LP
26,128$444.0M0.01%
334
HYDRA INDS ACQUISITION CORP
2,000,000$440.0M0.01%
335
MIYBLACKROCK MUNIYLD MICH QLTY
30,139$439.0M0.01%
336
PRUDENTIAL SHT DURATION HG Y
28,517$439.0M0.01%
337
LAPORTE BANCORP INC MD
27,698$437.0M0.01%
338
TALLGRASS ENERGY PARTNERS LP
11,260$431.0M0.01%
339
TERRAPIN 3 ACQUISITION CORP
1,428,000$428.0M0.00%
340
CNCCENTENE CORP DEL
6,850$422.0M0.00%
341
TESORO LOGISTICS LP
9,250$422.0M0.00%
342
GAIN CAP HLDGS INC
450,000$418.0M0.00%
343
BABSON CAP GLB SHT DURHGH YL
24,675$412.0M0.00%
344
GELGENESIS ENERGY L P
12,925$411.0M0.00%
345
NUVEEN N C PREM INCOME MUN F
29,425$405.0M0.00%
346
GARNERO GROUP ACQUISITION CO
2,785,000$393.0M0.00%
347
BROOKFIELD HIGH INCOME FD IN
55,166$387.0M0.00%
348
WILLIAMS PARTNERS L P NEW
18,936$387.0M0.00%
349
PPTPUTMAN HIGH INCOME SEC FUND
52,609$385.0M0.00%
350
HYDRA INDS ACQUISITION CORP
2,000,000$380.0M0.00%
351
MMLPMARTIN MIDSTREAM PRTNRS L P
18,768$377.0M0.00%
352
HARMONY MERGER CORP
1,631,880$377.0M0.00%
353
GRXGABELLI HLTHCARE & WELLNESS
38,059$375.0M0.00%
354
PAAPLAINS ALL AMERN PIPELINE L
17,670$371.0M0.00%
355
RICE MIDSTREAM PARTNERS LP
24,868$370.0M0.00%
356
FUNDSPROTT FOCUS TR INC
60,571$369.0M0.00%
357
ENABLE MIDSTREAM PARTNERS LP
42,053$360.0M0.00%
358
GLOCLOUGH GLOBAL OPPORTUNITIES
37,450$359.0M0.00%
359
ENBRIDGE ENERGY PARTNERS L P
19,465$357.0M0.00%
360
NUVEEN SELECT QUALITY MUN FD
24,268$356.0M0.00%
361
SHLXUSDSHELL MIDSTREAM PARTNERS L P
9,609$352.0M0.00%
362
ENLINK MIDSTREAM PARTNERS LP
29,009$350.0M0.00%
363
AVKADVENT CLAYMORE CV SECS & IN
26,132$345.0M0.00%
364
VEMYSTONE HBR EMERG MKTS TL INC
27,802$343.0M0.00%
365
BGTBLACKROCK FLOATING RATE INCO
26,619$342.0M0.00%
366
HYTBLACKROCK CORPOR HI YLD FD I
34,152$340.0M0.00%
367
SWZSWISS HELVETIA FD INC
32,434$330.0M0.00%
368
RMTROYCE MICRO-CAP TR INC
46,744$327.0M0.00%
369
NUVEEN PREM INCOME MUN FD
22,211$324.0M0.00%
370
EODWELLS FARGO GLOBAL DIVIDEND
53,045$317.0M0.00%
371
EASTERLY ACQUISITION CORP
925,000$278.0M0.00%
372
JASON INDS INC
2,213,300$266.0M0.00%
373
CRESTWOOD EQUITY PARTNERS LP
22,636$264.0M0.00%
374
CHWCALAMOS GBL DYN INCOME FUND
37,081$261.0M0.00%
375
TEEKAY LNG PARTNERS L P
20,319$258.0M0.00%
376
RESOURCE CAP CORP
275,000$254.0M0.00%
377
GDOWESTERN ASSET GLOBAL CP DEFI
14,089$232.0M0.00%
378
ROSE ROCK MIDSTREAM L P
19,584$232.0M0.00%
379
NQPNUVEEN PA INVT QUALITY MUN F
15,275$219.0M0.00%
380
MORGAN STANLEY TRUSTS
12,277$215.0M0.00%
381
EATON VANCE FLTG RATE INCOM
14,056$205.0M0.00%
382
CONE MIDSTREAM PARTNERS LP
16,400$205.0M0.00%
383
ALLIANZGI NFJ DIVID INT & PR
16,301$200.0M0.00%
384
AMHAMERICAN HOMES 4 RENT
12,555$200.0M0.00%
385
XHNWXPIONEER DIV HIGH INCOME TRUS
12,365$190.0M0.00%
386
GLOBAL PARTNER ACQUISITION C
1,200,000$180.0M0.00%
387
THL CR SR LN FD
11,186$179.0M0.00%
388
XLGIXLAZARD GLB TTL RET&INCM FD I
14,171$176.0M0.00%
389
AROWANA INC
800,000$176.0M0.00%
390
HENNESSY CAP ACQUISITION COR
1,153,895$173.0M0.00%
391
1347 CAP CORP
500,600$165.0M0.00%
392
ADXADAMS DIVERSIFIED EQUITY FD
12,962$164.0M0.00%
393
EFTEATON VANCE FLTING RATE INC
12,421$163.0M0.00%
394
XXHYBXXNEW AMER HIGH INCOME FD INC
19,436$157.0M0.00%
395
IDEVOYA INFRASTRUCTURE INDLS &
12,193$152.0M0.00%
396
NEANUVEEN SR INCOME FD
25,095$148.0M0.00%
397
EATON VANCE TAX-ADV BD & OPT
11,619$143.0M0.00%
398
CSQCALAMOS STRATEGIC TOTL RETN
14,079$134.0M0.00%
399
PANLPANGAEA LOGISTICS SOLUTION L
54,972$126.0M0.00%
400
ALLIANZGI CONV & INCOME FD I
24,938$122.0M0.00%
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