AQR Arbitrage LLC Q1 2020 Filing
Filed May 15, 2020
Portfolio Value
$3.0T
Holdings
563
Report Date
Q1 2020
Filing Type
13F-HR
All Holdings (563 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 301 | KTFDWS MUN INCOME TR | 65,869 | $710.0M | 0.02% | |
| 302 | —SOUTH MTN MERGER CORP | 750,000 | $705.0M | 0.02% | |
| 303 | —HAYMAKER ACQUISITION CORP II | 666,666 | $700.0M | 0.02% | |
| 304 | HQHTEKLA HEALTHCARE INVS | 39,088 | $696.0M | 0.02% | |
| 305 | XGDVXGABELLI DIVID & INCOME TR | 46,913 | $695.0M | 0.02% | |
| 306 | —TRINE ACQUISITION CORP | 1,150,000 | $690.0M | 0.02% | |
| 307 | VKIINVESCO ADVANTAGE MUN INCOME | 66,496 | $683.0M | 0.02% | |
| 308 | MQYBLACKROCK MUNIYIELD MICH QUA | 46,588 | $678.0M | 0.02% | |
| 309 | PGENPRECIGEN INC | 195,834 | $666.0M | 0.02% | |
| 310 | RQICOHEN & STEERS QUALITY INCOM | 71,205 | $644.0M | 0.02% | |
| 311 | —CONYERS PK II ACQUISITION CO | 60,000 | $640.0M | 0.02% | |
| 312 | UTFCOHEN & STEERS INFRASTRUCTUR | 33,767 | $637.0M | 0.02% | |
| 313 | IQIINVESCO QUALITY MUNI INC TRS | 54,302 | $636.0M | 0.02% | |
| 314 | —FORTIVE CORP | 875 | $633.0M | 0.02% | |
| 315 | —ACT II GLOBAL ACQUISITION CO | 900,000 | $630.0M | 0.02% | |
| 316 | —TUSCAN HOLDINGS CORP | 1,600,000 | $624.0M | 0.02% | |
| 317 | XEXGXEATON VANCE TAX-MANAGED GLOB | 95,179 | $607.0M | 0.02% | |
| 318 | MHIPIONEER MUN HIGH INCOME TR | 52,800 | $598.0M | 0.02% | |
| 319 | BDJBLACKROCK ENHANCED EQUITY DI | 91,463 | $597.0M | 0.02% | |
| 320 | XPMAXPIONEER MUN HIGH INCOME ADVA | 58,040 | $591.0M | 0.02% | |
| 321 | ETWEATON VANCE TXMGD GL BUYWR O | 77,907 | $581.0M | 0.02% | |
| 322 | —GX ACQUISITION CORP | 1,000,000 | $580.0M | 0.02% | |
| 323 | EIMEATON VANCE MUN BD FD | 46,100 | $575.0M | 0.02% | |
| 324 | —DIAMOND EAGLE ACQUISITION CO | 200,000 | $572.0M | 0.02% | |
| 325 | RABROOKFIELD REAL ASSETS INCOM | 38,257 | $562.0M | 0.02% | |
| 326 | XBFZXBLACKROCK CALIF MUN INCOME T | 44,062 | $559.0M | 0.02% | |
| 327 | DSMBNY MELLON STRATEGIC MUN BD | 75,171 | $539.0M | 0.02% | |
| 328 | CQPCHENIERE ENERGY PARTNERS LP | 19,842 | $536.0M | 0.02% | |
| 329 | —INSURANCE ACQUISITION CORP | 550,000 | $536.0M | 0.02% | |
| 330 | MYDBLACKROCK MUNIYIELD FD INC | 42,170 | $536.0M | 0.02% | |
| 331 | —MUDRICK CAP ACQUISITION CORP | 1,520,755 | $532.0M | 0.02% | |
| 332 | XIGDXVOYA GLBL EQTY DIV & PREM OP | 115,775 | $528.0M | 0.02% | |
| 333 | —HENNESSY CAP ACQUSTION CORP | 1,500,000 | $525.0M | 0.02% | |
| 334 | IDEVOYA INFRASTRUCTURE INDLS & | 64,516 | $525.0M | 0.02% | |
| 335 | —RMG ACQUISITION CORP | 833,332 | $517.0M | 0.02% | |
| 336 | —MONOCLE ACQUISITION CORP | 1,680,597 | $504.0M | 0.02% | |
| 337 | RVTROYCE VALUE TR INC | 51,698 | $500.0M | 0.02% | |
| 338 | —PAE INC | 333,332 | $497.0M | 0.02% | |
| 339 | —AMCI ACQUISITION CORP | 2,300,000 | $495.0M | 0.02% | |
| 340 | —TC PIPELINES LP | 17,965 | $494.0M | 0.02% | |
| 341 | —BP MIDSTREAM PARTNERS LP | 51,205 | $477.0M | 0.02% | |
| 342 | XNCMXNUVEEN CALIFORNIA AMT QLT MU | 33,474 | $474.0M | 0.02% | |
| 343 | —RANPAK HLDGS CORP | 405,000 | $466.0M | 0.02% | |
| 344 | VKQINVESCO MUN TR | 39,655 | $464.0M | 0.02% | |
| 345 | THQTEKLA HEALTHCARE OPPORTUNITI | 29,356 | $451.0M | 0.02% | |
| 346 | MVFBLACKROCK MUNIVEST FD INC | 55,419 | $449.0M | 0.02% | |
| 347 | MPABLACKROCK MUNIYIELD PA QLTY | 33,380 | $448.0M | 0.01% | |
| 348 | XFRAXBLACKROCK FLOATING RATE INCO | 44,411 | $445.0M | 0.01% | |
| 349 | —INTL GNRL INSURANCE HLDNGS L | 1,057,500 | $444.0M | 0.01% | |
| 350 | EFTEATON VANCE FLTING RATE INC | 43,299 | $444.0M | 0.01% | |
| 351 | WEPMAGELLAN MIDSTREAM PRTNRS LP | 12,033 | $439.0M | 0.01% | |
| 352 | HEPUSDHOLLY ENERGY PARTNERS L P | 31,164 | $437.0M | 0.01% | |
| 353 | HQLTEKLA LIFE SCIENCES INVS | 28,908 | $433.0M | 0.01% | |
| 354 | —CNX MIDSTREAM PARTNERS LP | 53,409 | $433.0M | 0.01% | |
| 355 | —PHILLIPS 66 PARTNERS LP | 11,784 | $429.0M | 0.01% | |
| 356 | BRWTEMPLETON GLOBAL INCOME FD | 80,277 | $429.0M | 0.01% | |
| 357 | BGBBLACKSTONE GSO STRATEGIC CR | 41,080 | $428.0M | 0.01% | |
| 358 | —BLACKROCK MUNIYIELD CALI QLT | 30,887 | $418.0M | 0.01% | |
| 359 | NPFINUVEEN PFD & INCM SECURTIES | 57,314 | $416.0M | 0.01% | |
| 360 | XRNPXCOHEN & STEERS REIT & PFD &I | 25,416 | $410.0M | 0.01% | |
| 361 | EPDENTERPRISE PRODS PARTNERS L | 28,025 | $401.0M | 0.01% | |
| 362 | FMNFEDERATED PREM MUN INC FD | 30,347 | $396.0M | 0.01% | |
| 363 | GLOCLOUGH GLOBAL OPPORTUNITIES | 55,275 | $396.0M | 0.01% | |
| 364 | XJQCXNUVEEN CR STRATEGIES INCOME | 68,894 | $391.0M | 0.01% | |
| 365 | —EQM MIDSTREAM PARTNERS LP | 32,992 | $389.0M | 0.01% | |
| 366 | —BROADMARK RLTY CAP INC | 1,750,000 | $385.0M | 0.01% | |
| 367 | VTNINVESCO TR INVT GRADE NEW YO | 31,732 | $384.0M | 0.01% | |
| 368 | —ALLIANZGI NFJ DIVID INT & PR | 39,951 | $384.0M | 0.01% | |
| 369 | VMOINVESCO MUN OPPORTUNITY TR | 33,435 | $383.0M | 0.01% | |
| 370 | —ALTA EQUIPMENT GROUP INC | 425,000 | $383.0M | 0.01% | |
| 371 | MMUWESTERN ASSET MANAGED MUNS F | 31,912 | $382.0M | 0.01% | |
| 372 | —BLACKROCK MUNIHOLDNGS QLTY I | 31,897 | $381.0M | 0.01% | |
| 373 | MFMMFS MUN INCOME TR | 59,180 | $378.0M | 0.01% | |
| 374 | XEADXWELLS FARGO INCOME OPPORTUNI | 59,264 | $378.0M | 0.01% | |
| 375 | SHLXUSDSHELL MIDSTREAM PARTNERS L P | 37,501 | $374.0M | 0.01% | |
| 376 | NEANUVEEN FLTNG RTE INCM OPP FD | 49,785 | $370.0M | 0.01% | |
| 377 | NRKNUVEEN NEW YORK AMT QLT MUNI | 29,309 | $366.0M | 0.01% | |
| 378 | XAODXABERDEEN TOTAL DYNAMIC DIVD | 55,312 | $364.0M | 0.01% | |
| 379 | XEFRXEATON VANCE SR FLTNG RTE TR | 36,603 | $362.0M | 0.01% | |
| 380 | —ACAMAR PARTNERS ACQSITION CO | 750,000 | $360.0M | 0.01% | |
| 381 | ADXADAMS DIVERSIFIED EQUITY FD | 28,104 | $354.0M | 0.01% | |
| 382 | XBOEXBLACKROCK ENHANCED GLOBAL DI | 42,722 | $354.0M | 0.01% | |
| 383 | —SWITCHBACK ENERGY ACQUISTN C | 566,666 | $353.0M | 0.01% | |
| 384 | BFKBLACKROCK MUN INCOME TR | 27,001 | $350.0M | 0.01% | |
| 385 | —THUNDER BRDG ACQUISTION II L | 500,000 | $350.0M | 0.01% | |
| 386 | —DIAMONDPEAK HLDGS COR | 766,666 | $345.0M | 0.01% | |
| 387 | MPLXMPLX LP | 29,395 | $342.0M | 0.01% | |
| 388 | BLWBLACKROCK LTD DURATION INC T | 27,007 | $341.0M | 0.01% | |
| 389 | —REPLAY ACQUISITION CORP | 575,000 | $339.0M | 0.01% | |
| 390 | —JUNIPER INDL HLDGS INC | 600,000 | $336.0M | 0.01% | |
| 391 | XBXMXNUVEEN S&P 500 BUY-WRITE INC | 33,056 | $334.0M | 0.01% | |
| 392 | TYTRI CONTL CORP | 15,997 | $334.0M | 0.01% | |
| 393 | MYNBLACKROCK MUNIYIELD NY QLTY | 27,004 | $330.0M | 0.01% | |
| 394 | —GLRY STR NW MDIA GRUP HLDG L | 78,844 | $325.0M | 0.01% | |
| 395 | —FORUM MERGER II CORP | 1,620,000 | $324.0M | 0.01% | |
| 396 | SBIWESTERN ASSET INTER MUNI FD | 38,014 | $320.0M | 0.01% | |
| 397 | —SCHULTZE SPL PURP ACQUSTN CO | 1,440,000 | $317.0M | 0.01% | |
| 398 | BKNGBOOKING HLDGS INC | 236 | $317.0M | 0.01% | |
| 399 | —NUVEEN ENHANCED MUN VALUE FD | 24,211 | $316.0M | 0.01% | |
| 400 | —OSPREY TECHNLGY AQUISTION CO | 375,000 | $315.0M | 0.01% |