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 |
|---|---|---|---|---|---|
| 401 | —LEGACY ACQUISITION CORP | 1,250,000 | $313.0M | 0.01% | |
| 402 | —LF CAP ACQUISITION CORP | 1,200,000 | $312.0M | 0.01% | |
| 403 | NANNUVEEN NEW YORK QLT MUN INC | 23,450 | $308.0M | 0.01% | |
| 404 | NPVNUVEEN VIRGINIA QLTY MUNCPL | 23,458 | $303.0M | 0.01% | |
| 405 | DMBBNY MELLON MUN BD INFRASTRUC | 24,274 | $301.0M | 0.01% | |
| 406 | XAWFXALLIANCEBERNSTEIN GLOBAL HIG | 32,302 | $299.0M | 0.01% | |
| 407 | —TORTOISE ACQUISITION CORP | 1,038,969 | $290.0M | 0.01% | |
| 408 | —SC HEALTH CORP | 300,000 | $287.0M | 0.01% | |
| 409 | DSUBLACKROCK DEBT STRATEGIES FD | 33,963 | $287.0M | 0.01% | |
| 410 | —BLACKROCK MUNIHLDS INVSTM QL | 21,749 | $284.0M | 0.01% | |
| 411 | —APOLLO SR FLOATING RATE FD I | 23,594 | $274.0M | 0.01% | |
| 412 | —CHP MERGER CORP | 500,000 | $270.0M | 0.01% | |
| 413 | —BLACKROCK MUN BD TR | 18,452 | $264.0M | 0.01% | |
| 414 | ETENERGY TRANSFER LP | 56,890 | $262.0M | 0.01% | |
| 415 | MUCBLACKROCK MUNIHOLDINGS QUALI | 21,555 | $259.0M | 0.01% | |
| 416 | BGTBLACKROCK FLOATING RATE INCO | 26,253 | $258.0M | 0.01% | |
| 417 | —NEW PROVIDENCE ACQUISITION | 500,000 | $255.0M | 0.01% | |
| 418 | —MEGALITH FINL ACQUISITION CO | 1,153,800 | $254.0M | 0.01% | |
| 419 | NAZNUVEEN ARIZONA QLTY MUN INC | 20,319 | $252.0M | 0.01% | |
| 420 | —UNION ACQUISITION CORP II | 1,000,000 | $250.0M | 0.01% | |
| 421 | —DFP HEALTHCARE ACQUISITNS CO | 25,000 | $248.0M | 0.01% | |
| 422 | —LEO HOLDINGS CORP | 23,986 | $247.0M | 0.01% | |
| 423 | ALUBALUSSA ENERGY ACQUISITION CO | 325,000 | $244.0M | 0.01% | |
| 424 | —EXPERIENCE INVT CORP | 333,332 | $243.0M | 0.01% | |
| 425 | PAAPLAINS ALL AMERN PIPELINE L | 44,625 | $236.0M | 0.01% | |
| 426 | —GIGCAPITAL2 INC | 765,000 | $236.0M | 0.01% | |
| 427 | ERCWELLS FARGO MULTI SECTOR INC | 24,413 | $235.0M | 0.01% | |
| 428 | NUWNUVEEN AMT-FREE MUN VALUE FD | 14,922 | $234.0M | 0.01% | |
| 429 | —LANDCADIA HLDGS II INC | 583,332 | $233.0M | 0.01% | |
| 430 | —PIVOTAL INVT CORP II | 333,332 | $233.0M | 0.01% | |
| 431 | —SOURCE CAP INC | 7,553 | $232.0M | 0.01% | |
| 432 | —NUVEEN MICHIGAN QLT MUN INC | 17,247 | $231.0M | 0.01% | |
| 433 | —PROPTECH ACQUISITION CORP | 325,000 | $228.0M | 0.01% | |
| 434 | —NEW FRONTIER HEALTH CORP | 240,847 | $228.0M | 0.01% | |
| 435 | NSUSDNUSTAR ENERGY LP | 26,485 | $228.0M | 0.01% | |
| 436 | —GAIN CAP HLDGS INC | 225,000 | $224.0M | 0.01% | |
| 437 | BITBLACKROCK MULTI-SECTOR INC T | 18,446 | $223.0M | 0.01% | |
| 438 | ARDCARES DYNAMIC CR ALLOCATION F | 20,588 | $222.0M | 0.01% | |
| 439 | —BLACKROCK MUNIENHANCED FD IN | 20,835 | $222.0M | 0.01% | |
| 440 | —ALLIANZGI EQUITY & CONV INCO | 11,861 | $221.0M | 0.01% | |
| 441 | —ENABLE MIDSTREAM PARTNERS LP | 85,661 | $220.0M | 0.01% | |
| 442 | —SPARTAN ENERGY ACQUISITION C | 434,999 | $217.0M | 0.01% | |
| 443 | —GORES METROPOULOS INC | 166,666 | $217.0M | 0.01% | |
| 444 | MQTBLACKROCK MUNIYIELD QUALITY | 17,398 | $215.0M | 0.01% | |
| 445 | NXJNUVEEN NEW JERSEY QULT MUN F | 15,901 | $214.0M | 0.01% | |
| 446 | BHKBLACKROCK CORE BD TR | 16,084 | $213.0M | 0.01% | |
| 447 | PNBKPATRIOT NATL BANCORP INC | 34,442 | $211.0M | 0.01% | |
| 448 | VPVINVESCO PA VALUE MUN INC TR | 17,293 | $210.0M | 0.01% | |
| 449 | BLEBLACKROCK MUNI INCOME TR II | 15,583 | $208.0M | 0.01% | |
| 450 | XVMMXDELAWARE INVTS MINN MUN INCO | 16,497 | $204.0M | 0.01% | |
| 451 | BNYBLACKROCK N Y MUN INCOME TR | 15,359 | $204.0M | 0.01% | |
| 452 | —GORDON POINTE ACQUISITION CO | 1,106,820 | $199.0M | 0.01% | |
| 453 | —FLYING EAGLE ACQUISITION COR | 20,000 | $199.0M | 0.01% | |
| 454 | XEVVXEATON VANCE LTD DUR INCOME F | 18,394 | $194.0M | 0.01% | |
| 455 | —INVESCO DYNAMIC CR OPPORTUNI | 24,336 | $194.0M | 0.01% | |
| 456 | ETGEATON VANCE TX ADV GLBL DIV | 16,172 | $193.0M | 0.01% | |
| 457 | MHNBLACKROCK MUNIHLDGS NY QLTY | 15,352 | $193.0M | 0.01% | |
| 458 | —CHURCHILL CAP CORP II | 116,666 | $192.0M | 0.01% | |
| 459 | KIOKKR INCOME OPPORTUNITIES FD | 17,892 | $191.0M | 0.01% | |
| 460 | —GREENVISION ACQUISITION CORP | 19,500 | $189.0M | 0.01% | |
| 461 | —MERIDA MERGER CORP I | 375,000 | $188.0M | 0.01% | |
| 462 | —NEBULA ACQUISITION CORP | 233,332 | $187.0M | 0.01% | |
| 463 | MUCBLACKROCK MUNIHLDNGS CALI QL | 13,818 | $184.0M | 0.01% | |
| 464 | FCTFIRST TR SR FLG RTE INCM FD | 19,264 | $183.0M | 0.01% | |
| 465 | —1LIFE HEALTHCARE INC | 10,000 | $182.0M | 0.01% | |
| 466 | XPHDXPIONEER FLOATING RATE TR | 23,465 | $180.0M | 0.01% | |
| 467 | —APEX TECHNOLOGY ACQUISITION | 200,000 | $180.0M | 0.01% | |
| 468 | —PPD INC | 10,000 | $178.0M | 0.01% | |
| 469 | —GRAF INDL CORP | 1,782,000 | $178.0M | 0.01% | |
| 470 | 0E41ENLINK MIDSTREAM LLC | 159,607 | $176.0M | 0.01% | |
| 471 | —BIOCERES CROP SOLUTIONS CORP | 1,249,900 | $175.0M | 0.01% | |
| 472 | —CIIG MERGER CORP | 250,000 | $175.0M | 0.01% | |
| 473 | DTFDTF TAX-FREE INCOME INC | 12,452 | $174.0M | 0.01% | |
| 474 | CIIBLACKROCK ENH CAP & INC FD I | 13,246 | $172.0M | 0.01% | |
| 475 | —NETFIN ACQUISITION CORP | 500,000 | $167.0M | 0.01% | |
| 476 | —RATTLER MIDSTREAM LP | 47,882 | $167.0M | 0.01% | |
| 477 | —STABLE RD ACQUISITION CORP | 250,000 | $163.0M | 0.01% | |
| 478 | WABFWESTERN ASSET MUN PARTNERS F | 11,932 | $163.0M | 0.01% | |
| 479 | JRINUVEEN REAL ASSET INCOME & G | 16,525 | $163.0M | 0.01% | |
| 480 | OIAINVESCO MUNI INCOME OPP TRST | 23,600 | $162.0M | 0.01% | |
| 481 | —FAR PT ACQUISITION CORP | 299,999 | $162.0M | 0.01% | |
| 482 | GELGENESIS ENERGY L P | 41,175 | $161.0M | 0.01% | |
| 483 | —COLLIER CREEK HOLDINGS | 116,666 | $157.0M | 0.01% | |
| 484 | BCXBLACKROCK RES & COMMODITIES | 30,895 | $156.0M | 0.01% | |
| 485 | INOINOVIO PHARMACEUTICALS INC | 21,020 | $156.0M | 0.01% | |
| 486 | —DWS STRATEGIC MUN INCOME TR | 15,089 | $156.0M | 0.01% | |
| 487 | —SILVER SPIKE ACQUISITION COR | 400,000 | $156.0M | 0.01% | |
| 488 | FTFFRANKLIN LTD DURATION INCOME | 19,762 | $155.0M | 0.01% | |
| 489 | DIAXNUVEEN DOW 30 DYNAMIC OVERWR | 12,370 | $155.0M | 0.01% | |
| 490 | —BLACKROCK MUNIYIELD CALIF FD | 11,491 | $152.0M | 0.01% | |
| 491 | —DCP MIDSTREAM LP | 36,693 | $149.0M | 0.00% | |
| 492 | —GLRY STR NW MDIA GRUP HLDG L | 1,850,000 | $148.0M | 0.00% | |
| 493 | —DIVIDEND & INCOME FUND | 16,785 | $148.0M | 0.00% | |
| 494 | WESWESTERN MIDSTREAM PARTNERS L | 45,454 | $147.0M | 0.00% | |
| 495 | MIYBLACKROCK MUNIYLD MICH QLTY | 11,013 | $146.0M | 0.00% | |
| 496 | XEVMXEATON VANCE CALIF MUN BD FD | 13,754 | $145.0M | 0.00% | |
| 497 | —APOLLO TACTICAL INCOME FD IN | 12,008 | $136.0M | 0.00% | |
| 498 | ETJEATON VANCE RISK MNGD DIV EQ | 16,227 | $135.0M | 0.00% | |
| 499 | —BLACKROCK MUN INCOME INVT TR | 10,912 | $134.0M | 0.00% | |
| 500 | —THL CR SR LN FD | 11,581 | $134.0M | 0.00% |