AQR Arbitrage LLC Q1 2018 Filing
Filed May 15, 2018
Portfolio Value
$8.6B
Holdings
391
Report Date
Q1 2018
Filing Type
13F-HR
All Holdings (391 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 301 | —PLATINUM EAGLE ACQUISITIN CO | 266,666 | $333.0M | 3.86% | |
| 302 | —AVISTA HEALTHCARE PUB ACQ CO | 1,000,000 | $330.0M | 3.82% | |
| 303 | NPVNUVEEN VIRGINIA QLTY MUNCPL | 26,595 | $329.0M | 3.81% | |
| 304 | —ALLIANCE CALIF MUN INCOME FD | 25,727 | $326.0M | 3.78% | |
| 305 | XNEAXNUVEEN AMT FREE QLTY MUN INC | 25,085 | $326.0M | 3.78% | |
| 306 | NXJNUVEEN NEW JERSEY QULT MUN F | 25,011 | $326.0M | 3.78% | |
| 307 | VPVINVESCO PA VALUE MUN INCOME | 27,335 | $321.0M | 3.72% | |
| 308 | NRKNUVEEN NEW YORK AMT QLT MUNI | 26,229 | $319.0M | 3.69% | |
| 309 | IQIINVESCO QUALITY MUNI INC TRS | 26,609 | $317.0M | 3.67% | |
| 310 | —BP MIDSTREAM PARTNERS LP | 17,500 | $312.0M | 3.61% | |
| 311 | —HENNESSY CAP ACQUSTON CORP I | 375,000 | $311.0M | 3.60% | |
| 312 | EVNEATON VANCE MUNI INCOME TRUS | 26,601 | $311.0M | 3.60% | |
| 313 | —TPG PACE ENERGY HLDGS CORP | 166,667 | $308.0M | 3.57% | |
| 314 | —NUVEEN CONNECTICUT QLTY MUN | 26,387 | $304.0M | 3.52% | |
| 315 | AFBALLIANCEBERNSTEIN NATL MUNI | 23,217 | $290.0M | 3.36% | |
| 316 | —INDUSTREA ACQUISITION CORP | 500,000 | $275.0M | 3.18% | |
| 317 | NQPNUVEEN PENNSYLVANIA QLT MUN | 21,618 | $271.0M | 3.14% | |
| 318 | —DIVIDEND & INCOME FUND | 21,109 | $265.0M | 3.07% | |
| 319 | GTESGATES INDUSTRIAL CORPRATIN P | 15,000 | $263.0M | 3.05% | |
| 320 | MUJBLACKROCK MUNIHLDGS NJ QLTY | 19,527 | $261.0M | 3.02% | |
| 321 | —BLACKROCK MUNIYIELD CALI QLT | 19,456 | $259.0M | 3.00% | |
| 322 | GPROGOPRO INC | 53,242 | $255.0M | 2.95% | |
| 323 | —CONSTELLATION ALPHA CAP CORP | 700,000 | $252.0M | 2.92% | |
| 324 | MHNBLACKROCK MUNIHLDGS NY QLTY | 20,014 | $252.0M | 2.92% | |
| 325 | —NUVEEN MICHIGAN QLT MUN INC | 19,636 | $249.0M | 2.88% | |
| 326 | BKFIDREYFUS MUN BD INFRSTRCTR FD | 20,120 | $247.0M | 2.86% | |
| 327 | NINEQNINE ENERGY SVC INC | 10,000 | $244.0M | 2.83% | |
| 328 | —NUVEEN MARYLAND QLT MUN INC | 20,185 | $244.0M | 2.83% | |
| 329 | —CM SEVEN STAR ACQUISITION CO | 750,000 | $240.0M | 2.78% | |
| 330 | —KBL MERGER CORP IV | 1,000,000 | $240.0M | 2.78% | |
| 331 | —KAYNE ANDERSON ACQUISITION | 250,000 | $238.0M | 2.76% | |
| 332 | BKNBLACKROCK INVT QUALITY MUN T | 17,259 | $237.0M | 2.74% | |
| 333 | —PENSARE ACQUISITION CORP | 500,000 | $236.0M | 2.73% | |
| 334 | EIMEATON VANCE MUN BD FD | 19,720 | $233.0M | 2.70% | |
| 335 | MUCBLACKROCK MUNIHLDNGS CALI QL | 17,398 | $229.0M | 2.65% | |
| 336 | MHIPIONEER MUN HIGH INCOME TR | 20,346 | $229.0M | 2.65% | |
| 337 | DTFDTF TAX-FREE INCOME INC | 17,149 | $228.0M | 2.64% | |
| 338 | —GORES HLDGS II INC | 133,333 | $227.0M | 2.63% | |
| 339 | —NUVEEN NORTH CAROLINA QLTY M | 18,415 | $226.0M | 2.62% | |
| 340 | —NUVEEN OHIO QLTY MUN INCOME | 16,049 | $220.0M | 2.55% | |
| 341 | BYMBLACKROCK MUNICIPL INC QLTY | 16,689 | $219.0M | 2.54% | |
| 342 | —NEBULA ACQUISITION CORP | 233,332 | $212.0M | 2.46% | |
| 343 | —DEUTSCHE MUN INCOME | 18,725 | $210.0M | 2.43% | |
| 344 | MYIBLACKROCK MUNIYIELD QLTY FD | 16,437 | $208.0M | 2.41% | |
| 345 | VKQINVESCO MUN TR | 17,675 | $207.0M | 2.40% | |
| 346 | BBNBLACKROCK TAX MUNICPAL BD TR | 9,013 | $203.0M | 2.35% | |
| 347 | PMMPUTNAM MANAGED MUN INCOM TR | 28,357 | $202.0M | 2.34% | |
| 348 | —M I ACQUISITIONS INC | 250,000 | $200.0M | 2.32% | |
| 349 | —NUVEEN INTER DURATION MN TMF | 15,282 | $192.0M | 2.22% | |
| 350 | NVGNUVEEN AMT FREE MUN CR INC F | 13,111 | $190.0M | 2.20% | |
| 351 | MQTBLACKROCK MUNIY QUALITY FD I | 15,355 | $186.0M | 2.15% | |
| 352 | —FTS INTERNATIONAL INC | 10,000 | $184.0M | 2.13% | |
| 353 | NZFNUVEEN MUNICIPAL CREDIT INC | 13,022 | $184.0M | 2.13% | |
| 354 | NANNUVEEN NEW YORK QLT MUN INC | 14,068 | $179.0M | 2.07% | |
| 355 | VGMINVESCO TR INVT GRADE MUNS | 14,563 | $178.0M | 2.06% | |
| 356 | —BLACKROCK MUNICIPAL BOND TR | 12,411 | $178.0M | 2.06% | |
| 357 | WABFWESTERN ASST MN PRT FD INC | 12,440 | $178.0M | 2.06% | |
| 358 | SBIWESTERN ASSET INTM MUNI FD I | 20,515 | $177.0M | 2.05% | |
| 359 | MFMMFS MUN INCOME TR | 26,654 | $174.0M | 2.02% | |
| 360 | VKIINVESCO ADVANTAGE MUNICIPAL | 16,441 | $174.0M | 2.02% | |
| 361 | FMNFEDERATED PREM MUN INC FD | 12,832 | $171.0M | 1.98% | |
| 362 | —BARINGTON HILCO ACQUISITION | 487,260 | $170.0M | 1.97% | |
| 363 | XENWXEATON VANCE NEW YORK MUN BD | 13,998 | $161.0M | 1.86% | |
| 364 | MPABLACKROCK MUNIYIELD PA QLTY | 11,644 | $160.0M | 1.85% | |
| 365 | —HUDSON LTD | 10,000 | $159.0M | 1.84% | |
| 366 | PMOPUTNAM MUN OPPORTUNITIES TR | 13,439 | $157.0M | 1.82% | |
| 367 | —EATON VANCE MUN BD FD II | 12,791 | $149.0M | 1.73% | |
| 368 | MIYBLACKROCK MUNIYLD MICH QLTY | 10,923 | $145.0M | 1.68% | |
| 369 | VCVINVESCO CALIF VALUE MUN INC | 12,117 | $141.0M | 1.63% | |
| 370 | —SOCIAL CAP HEDOSOPHIA HLDGS | 83,334 | $138.0M | 1.60% | |
| 371 | XVMMXDELAWARE INV MN MUN INC FD I | 10,855 | $137.0M | 1.59% | |
| 372 | —BORQS TECHNOLOGIES INC | 12,519 | $109.0M | 1.26% | |
| 373 | —COMMUNITY HEALTH SYS INC NEW | 9,282,097 | $105.0M | 1.22% | |
| 374 | —I AM CAP ACQUISITION CO | 225,000 | $99.0M | 1.15% | |
| 375 | —OPES ACQUISITION CORP | 250,000 | $95.0M | 1.10% | |
| 376 | —DREYFUS STRATEGIC MUNS INC | 12,193 | $94.0M | 1.09% | |
| 377 | MHFWESTERN ASSET MUN HI INCM FD | 12,575 | $90.0M | 1.04% | |
| 378 | —DRAPER OAKWOOD TECHNOLOGY | 150,000 | $86.0M | 1.00% | |
| 379 | —BLACK RIDGE ACQUISITION CORP | 210,000 | $84.0M | 0.97% | |
| 380 | —BIG ROCK PARTNERS ACQUISI CO | 200,000 | $84.0M | 0.97% | |
| 381 | —JENSYN ACQUISITION CORP | 174,000 | $82.0M | 0.95% | |
| 382 | —I AM CAP ACQUISITION CO | 225,000 | $79.0M | 0.91% | |
| 383 | —BARINGTON HILCO ACQUISITION | 487,260 | $72.0M | 0.83% | |
| 384 | —DRAPER OAKWOOD TECHNOLOGY | 75,000 | $64.0M | 0.74% | |
| 385 | —BLACK RIDGE ACQUISITION CORP | 210,000 | $63.0M | 0.73% | |
| 386 | —BISON CAP ACQUISITION CORP | 150,000 | $61.0M | 0.71% | |
| 387 | —SABAN CAP ACQUISITION CORP | 42,000 | $55.0M | 0.64% | |
| 388 | —JASON INDS INC | 1,933,070 | $48.0M | 0.56% | |
| 389 | —BIG ROCK PARTNERS ACQUISI CO | 100,000 | $45.0M | 0.52% | |
| 390 | —JENSYN ACQUISITION CORP | 174,000 | $43.0M | 0.50% | |
| 391 | —VALLEY NATL BANCORP | 114,185 | $15.0M | 0.17% |
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