AQR Arbitrage LLC Q2 2016 Filing

Filed August 15, 2016

Portfolio Value

$9.2B

Holdings

387

Report Date

Q2 2016

Filing Type

13F-HR

All Holdings (387 positions)

#StockSharesValue% PortfolioType
301
QUINPARIO ACQUISITION CORP 2
3,500,000$560.0M6.06%
302
ATLCATLANTICUS HLDGS CORP
191,430$557.0M6.02%
303
CHICOPEE BANCORP INC
30,432$556.0M6.01%
304
CQPCHENIERE ENERGY PARTNERS LP
18,085$542.0M5.86%
305
XSCDXLMP CAP & INCOME FD INC
39,917$524.0M5.67%
306
BOULEVARD ACQUISITION
1,867,842$523.0M5.66%
307
WESWESTERN GAS PARTNERS LP
10,341$521.0M5.63%
308
ARKRARK RESTAURANTS CORP
23,278$520.0M5.62%
309
TALLGRASS ENERGY PARTNERS LP
11,260$518.0M5.60%
310
DELAWARE ENHANCED GBL DIV &
53,769$518.0M5.60%
311
ROSE ROCK MIDSTREAM L P
19,584$517.0M5.59%
312
SUNSUNOCO LOGISTICS PRTNRS L P
17,976$517.0M5.59%
313
APUAMERIGAS PARTNERS L P
10,964$512.0M5.54%
314
AGROFRESH SOLUTIONS
540,000$512.0M5.54%
315
KMIKINDER MORGAN INC DEL
27,367$512.0M5.54%
316
NUVEEN MD PREM INCOME MUN FD
35,892$510.0M5.52%
317
RICE MIDSTREAM PARTNERS LP
24,868$508.0M5.49%
318
BRWTEMPLETON GLOBAL INCOME FD
79,197$504.0M5.45%
319
WCI CMNTYS INC
29,776$503.0M5.44%
320
FTFFRANKLIN LTD DURATION INC TR
43,066$500.0M5.41%
321
GELGENESIS ENERGY L P
12,925$496.0M5.36%
322
SHIRE PLC
2,689$495.0M5.35%
323
NXJNUVEEN NJ DIV ADVANTAGE MUN
32,053$493.0M5.33%
324
SPECTRA ENERGY PARTNERS LP
10,414$491.0M5.31%
325
PAAPLAINS ALL AMERN PIPELINE L
17,670$486.0M5.26%
326
ENLINK MIDSTREAM PARTNERS LP
29,009$482.0M5.21%
327
VALERO ENERGY PARTNERS LP
10,221$480.0M5.19%
328
AVENUE INCOME CR STRATEGIES
39,701$476.0M5.15%
329
BUCKEYE PARTNERS L P
6,687$470.0M5.08%
330
JASON INDS INC
1,933,070$464.0M5.02%
331
EVFEATON VANCE SR INCOME TR
76,817$462.0M5.00%
332
PHILLIPS 66 PARTNERS LP
8,245$461.0M4.99%
333
TESORO LOGISTICS LP
9,250$458.0M4.95%
334
CRESTWOOD EQUITY PARTNERS LP
22,636$456.0M4.93%
335
ENBRIDGE ENERGY PARTNERS L P
19,465$452.0M4.89%
336
MMLPMARTIN MIDSTREAM PRTNRS L P
18,768$434.0M4.69%
337
BGXBLACKSTONE GSO LNG SHRT CR I
29,637$428.0M4.63%
338
GLOCLOUGH GLOBAL OPPORTUNITIES
45,033$420.0M4.54%
339
GAIN CAP HLDGS INC
450,000$415.0M4.49%
340
WESTERN ASSET GLB PTNRS INCO
48,287$414.0M4.48%
341
AVID TECHNOLOGY INC
600,000$410.0M4.43%
342
GRXGABELLI HLTHCARE & WELLNESS
36,039$385.0M4.16%
343
NUVEEN DIVERSIFIED DIV INCM
31,873$373.0M4.03%
344
HYDRA INDS ACQUISITION CORP
2,000,000$360.0M3.89%
345
XEVGXEATON VANCE SH TM DR DIVR IN
26,296$355.0M3.84%
346
FUNDSPROTT FOCUS TR INC
53,638$344.0M3.72%
347
ADXADAMS DIVERSIFIED EQUITY FD
27,121$344.0M3.72%
348
SWZSWISS HELVETIA FD INC
32,878$340.0M3.68%
349
NHSNEUBERGER BERMAN HGH YLD FD
30,720$336.0M3.63%
350
HARMONY MERGER CORP
1,631,880$326.0M3.53%
351
SHLXUSDSHELL MIDSTREAM PARTNERS L P
9,609$325.0M3.52%
352
INTERVAL LEISURE GROUP INC
19,706$313.0M3.39%
353
HYDRA INDS ACQUISITION CORP
2,000,000$310.0M3.35%
354
CONE MIDSTREAM PARTNERS LP
16,400$284.0M3.07%
355
CHWCALAMOS GBL DYN INCOME FUND
38,983$274.0M2.96%
356
RESOURCE CAP CORP
275,000$267.0M2.89%
357
EHIWESTERN ASSET GLB HI INCOME
26,896$261.0M2.82%
358
PPTPUTMAN HIGH INCOME SEC FUND
32,506$249.0M2.69%
359
RMTROYCE MICRO-CAP TR INC
32,429$238.0M2.57%
360
GARNERO GROUP ACQUISITION CO
2,785,000$237.0M2.56%
361
TEEKAY LNG PARTNERS L P
20,319$229.0M2.48%
362
AVKADVENT CLAYMORE CV SECS & IN
16,366$228.0M2.47%
363
TERRAPIN 3 ACQUISITION CORP
1,428,000$228.0M2.47%
364
GLOBAL PARTNER ACQUISITION C
1,068,000$224.0M2.42%
365
XGLQXCLOUGH GLOBAL EQUITY FD
19,275$206.0M2.23%
366
EODWELLS FARGO GLOBAL DIVIDEND
30,882$184.0M1.99%
367
XLGIXLAZARD GLB TTL RET&INCM FD I
12,992$170.0M1.84%
368
FIRST TR STRATEGIC HIGH INC
13,642$163.0M1.76%
369
ALLIANZGI NFJ DIVID INT & PR
12,764$157.0M1.70%
370
1347 CAP CORP
500,600$150.0M1.62%
371
FMFFORMFACTOR INC
15,168$136.0M1.47%
372
1347 CAP CORP
500,600$130.0M1.41%
373
PANLPANGAEA LOGISTICS SOLUTION L
46,772$113.0M1.22%
374
AROWANA INC
800,000$103.0M1.11%
375
PACIFIC SPL ACQUISITION CORP
415,000$87.0M0.94%
376
DT ASIA INVTS LTD
225,112$83.0M0.90%
377
SILVER RUN ACQUISITION CORP
72,500$83.0M0.90%
378
VANGUARD NAT RES LLC
54,023$76.0M0.82%
379
BROOKFIELD HIGH INCOME FD IN
10,081$73.0M0.79%
380
BARINGTON HILCO ACQUISITION
545,520$65.0M0.70%
381
AR CAP ACQUISITION CORP
750,000$53.0M0.57%
382
ORIGO ACQUISITION CORP
350,000$46.0M0.50%
383
COMMUNITY HEALTH SYS INC NEW
10,026,149$45.0M0.49%
384
EFRENERGY FUELS INC
17,980$40.0M0.43%
385
ASSOCIATED BANC CORP
23,450$28.0M0.30%
386
BARINGTON HILCO ACQUISITION
545,520$27.0M0.29%
387
VALLEY NATL BANCORP
116,185$8.0M0.09%
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