AQR Arbitrage LLC Q1 2019 Filing
Filed May 14, 2019
Portfolio Value
$8.0B
Holdings
528
Report Date
Q1 2019
Filing Type
13F-HR
All Holdings (528 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 401 | VGMINVESCO TR INVT GRADE MUNS | 27,135 | $336.0M | 4.22% | |
| 402 | GPROGOPRO INC | 50,893 | $331.0M | 4.16% | |
| 403 | RVTROYCE VALUE TR INC | 23,883 | $329.0M | 4.13% | |
| 404 | NXJNUVEEN NEW JERSEY QULT MUN F | 23,762 | $329.0M | 4.13% | |
| 405 | —TWELVE SEAS INVESTMENT COMPA | 1,200,000 | $324.0M | 4.07% | |
| 406 | —TKK SYMPHONY ACQUISITION COR | 1,850,000 | $323.0M | 4.06% | |
| 407 | XEVMXEATON VANCE CALIF MUN BD FD | 30,504 | $322.0M | 4.05% | |
| 408 | —GIGCAPITAL INC | 1,125,000 | $320.0M | 4.02% | |
| 409 | FMNFEDERATED PREM MUN INC FD | 23,706 | $318.0M | 4.00% | |
| 410 | —MEGALITH FINL ACQUISITION CO | 1,153,800 | $317.0M | 3.98% | |
| 411 | —NEW FRONTIER CORP | 450,000 | $315.0M | 3.96% | |
| 412 | —KLX ENERGY SERVICS HOLDNGS I | 12,542 | $315.0M | 3.96% | |
| 413 | XVMMXDELAWARE INV MN MUN INC FD I | 24,819 | $314.0M | 3.95% | |
| 414 | NEANUVEEN SR INCOME FD | 53,980 | $313.0M | 3.93% | |
| 415 | —TWELVE SEAS INVESTMENT COMPA | 1,200,000 | $312.0M | 3.92% | |
| 416 | —MACQUARIE GLBL INFRA TOTL RE | 13,893 | $308.0M | 3.87% | |
| 417 | —PENSARE ACQUISITION CORP | 1,000,000 | $290.0M | 3.64% | |
| 418 | BNYBLACKROCK N Y MUN INCOME TR | 22,021 | $287.0M | 3.61% | |
| 419 | NRKNUVEEN NEW YORK AMT QLT MUNI | 22,250 | $283.0M | 3.56% | |
| 420 | MQTBLACKROCK MUNIY QUALITY FD I | 23,033 | $283.0M | 3.56% | |
| 421 | —MAGNOLIA OIL & GAS CORP | 83,333 | $282.0M | 3.54% | |
| 422 | DTFDTF TAX-FREE INCOME INC | 20,923 | $277.0M | 3.48% | |
| 423 | —IVY HIGH INC OPPORTUNITIES F | 20,346 | $275.0M | 3.46% | |
| 424 | XECEURCIMAREX ENERGY CO | 3,867 | $270.0M | 3.39% | |
| 425 | WSFSWSFS FINL CORP | 6,879 | $266.0M | 3.34% | |
| 426 | —BLACKROCK MUNIHOLDNGS QLTY I | 21,870 | $265.0M | 3.33% | |
| 427 | NEANUVEEN FLTNG RTE INCM OPP FD | 27,574 | $264.0M | 3.32% | |
| 428 | —BLACKROCK MUNIENHANCED FD IN | 23,983 | $257.0M | 3.23% | |
| 429 | NAZNUVEEN ARIZONA QLTY MUN INC | 20,042 | $257.0M | 3.23% | |
| 430 | —BP MIDSTREAM PARTNERS LP | 17,500 | $253.0M | 3.18% | |
| 431 | —CM SEVEN STAR ACQUISITION CO | 750,000 | $248.0M | 3.12% | |
| 432 | —ALLEGRO MERGER CORP | 900,000 | $243.0M | 3.05% | |
| 433 | XEVGXEATON VANCE SH TM DR DIVR IN | 18,670 | $242.0M | 3.04% | |
| 434 | —ANDINA ACQUISITION CORP III | 1,200,000 | $240.0M | 3.02% | |
| 435 | JRSNUVEEN REAL ESTATE INCOME FD | 22,833 | $237.0M | 2.98% | |
| 436 | LEVILEVI STRAUSS & CO NEW | 10,000 | $236.0M | 2.97% | |
| 437 | BKNBLACKROCK INVT QUALITY MUN T | 16,667 | $236.0M | 2.97% | |
| 438 | —ALLEGRO MERGER CORP | 900,000 | $234.0M | 2.94% | |
| 439 | —GORES METROPOULOS INC | 166,666 | $233.0M | 2.93% | |
| 440 | —DELAWARE ENHANCED GBL DIV & | 23,948 | $232.0M | 2.91% | |
| 441 | NBHNEUBERGER BERMAN MUNI FD INC | 16,136 | $232.0M | 2.91% | |
| 442 | —KBL MERGER CORP IV | 1,000,000 | $230.0M | 2.89% | |
| 443 | IQIINVESCO QUALITY MUNI INC TRS | 18,581 | $225.0M | 2.83% | |
| 444 | —GAIN CAP HLDGS INC | 225,000 | $225.0M | 2.83% | |
| 445 | —VIRTUS TOTAL RETURN FUND INC | 22,175 | $223.0M | 2.80% | |
| 446 | —HUNTER MARITIME ACQUISITION | 470,000 | $219.0M | 2.75% | |
| 447 | XENWXEATON VANCE NEW YORK MUN BD | 18,635 | $219.0M | 2.75% | |
| 448 | —BLACKROCK MUNIHLDS INVSTM QL | 16,821 | $217.0M | 2.73% | |
| 449 | PRTHPRIORITY TECHNOLOGY HLDGS IN | 30,736 | $212.0M | 2.66% | |
| 450 | HIXWESTERN ASSET HIGH INCM FD I | 31,704 | $205.0M | 2.58% | |
| 451 | —FALCON MINERALS CORP | 250,000 | $205.0M | 2.58% | |
| 452 | WABFWESTERN ASST MN PRT FD INC | 13,901 | $201.0M | 2.53% | |
| 453 | IDEVOYA INFRASTRUCTURE INDLS & | 15,677 | $198.0M | 2.49% | |
| 454 | —NUVEEN GEORGIA QLTY MUN INC | 16,513 | $197.0M | 2.48% | |
| 455 | FTFFRANKLIN LTD DURATION INC TR | 20,329 | $196.0M | 2.46% | |
| 456 | —ALLIANCE CALIF MUN INCOME FD | 13,221 | $195.0M | 2.45% | |
| 457 | —EATON VANCE FLTG RATE INCOM | 13,066 | $194.0M | 2.44% | |
| 458 | —GTY TECHNOLOGY HOLDINGS INC | 314,900 | $189.0M | 2.37% | |
| 459 | GLOCLOUGH GLOBAL OPPORTUNITIES | 19,521 | $189.0M | 2.37% | |
| 460 | PHTPIONEER HIGH INCOME TR | 20,827 | $186.0M | 2.34% | |
| 461 | XFEBFIRST TR ABERDEEN GLBL OPP F | 18,400 | $185.0M | 2.32% | |
| 462 | XFDEXFIRST TR DYNAMIC EUROPE EQT | 12,842 | $184.0M | 2.31% | |
| 463 | —BLACKROCK MUNICIPAL BOND TR | 12,550 | $182.0M | 2.29% | |
| 464 | XXHYBXXNEW AMER HIGH INCOME FD INC | 20,788 | $177.0M | 2.22% | |
| 465 | GHYPGIM GLOBAL HIGH YIELD FD IN | 12,595 | $176.0M | 2.21% | |
| 466 | BDJBLACKROCK ENHANCED EQT DIV T | 20,611 | $176.0M | 2.21% | |
| 467 | —NEBULA ACQUISITION CORP | 233,332 | $175.0M | 2.20% | |
| 468 | —SPIRIT MTA REIT | 26,740 | $174.0M | 2.19% | |
| 469 | —THL CR SR LN FD | 11,224 | $172.0M | 2.16% | |
| 470 | XIGDXVOYA GLBL EQTY DIV & PREM OP | 26,296 | $171.0M | 2.15% | |
| 471 | —NUVEEN DIVERSIFIED DIV INCM | 16,290 | $169.0M | 2.12% | |
| 472 | —NRC GROUP HLDGS CORP | 187,500 | $169.0M | 2.12% | |
| 473 | XAGDXABERDEEN GLOBAL DYNAMIC DIVI | 17,500 | $166.0M | 2.09% | |
| 474 | EODWELLS FARGO GLOBAL DIVIDEND | 30,481 | $160.0M | 2.01% | |
| 475 | —COHEN & STEERS GLOBAL INC BL | 18,380 | $157.0M | 1.97% | |
| 476 | VTNINVESCO TR INVT GRADE NY MUN | 12,053 | $157.0M | 1.97% | |
| 477 | —INFRA AND ENERGY ALTRNTIVE I | 343,006 | $154.0M | 1.93% | |
| 478 | —DREYFUS STRATEGIC MUNS INC | 19,345 | $153.0M | 1.92% | |
| 479 | —DWS STRATEGIC MUN INCOME TR | 13,363 | $150.0M | 1.88% | |
| 480 | NCANUVEEN CALIF MUN VALUE FD | 14,712 | $141.0M | 1.77% | |
| 481 | VKQINVESCO MUN TR | 11,737 | $141.0M | 1.77% | |
| 482 | MFMMFS MUN INCOME TR | 19,957 | $138.0M | 1.73% | |
| 483 | —COREPOINT LODGING INC | 12,125 | $135.0M | 1.70% | |
| 484 | —COLLIER CREEK HOLDINGS | 116,666 | $135.0M | 1.70% | |
| 485 | —MODERN MEDIA ACQUISITION | 425,000 | $132.0M | 1.66% | |
| 486 | NHSNEUBERGER BERMAN HGH YLD FD | 11,487 | $130.0M | 1.63% | |
| 487 | —PHUNWARE INC | 75,315 | $126.0M | 1.58% | |
| 488 | BGRBLACKROCK ENERGY & RES TR | 10,076 | $122.0M | 1.53% | |
| 489 | —DASEKE INC | 378,003 | $122.0M | 1.53% | |
| 490 | VKIINVESCO ADVANTAGE MUNICIPAL | 11,110 | $120.0M | 1.51% | |
| 491 | IGAVOYA GLBL ADV & PREM OPP FD | 10,844 | $117.0M | 1.47% | |
| 492 | —CAPITOL INVT CORP IV | 83,333 | $115.0M | 1.44% | |
| 493 | —TPG PACE HLDGS CORP | 66,666 | $113.0M | 1.42% | |
| 494 | —DREYFUS MUN INCOME INC | 12,447 | $105.0M | 1.32% | |
| 495 | —DREYFUS STRATEGIC MUN BD FD | 13,594 | $105.0M | 1.32% | |
| 496 | —ROSEHILL RES INC | 244,800 | $100.0M | 1.26% | |
| 497 | MCNMADISON CVRED CALL & EQ STR | 13,899 | $95.0M | 1.19% | |
| 498 | —THESTREET INC | 39,405 | $92.0M | 1.16% | |
| 499 | —SENTINEL ENERGY SVCS INC | 133,333 | $91.0M | 1.14% | |
| 500 | —CONSTELLATION ALPHA CAP CORP | 700,000 | $88.0M | 1.11% |