AQR Arbitrage LLC Q2 2018 Filing
Filed August 14, 2018
Portfolio Value
$8.1B
Holdings
444
Report Date
Q2 2018
Filing Type
13F-HR
All Holdings (444 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 301 | —PURPLE INNOVATION INC | 768,000 | $526.0M | 6.47% | |
| 302 | —VALERO ENERGY PARTNERS LP | 13,821 | $526.0M | 6.47% | |
| 303 | —RICE MIDSTREAM PARTNERS LP | 30,068 | $512.0M | 6.30% | |
| 304 | —GIGCAPITAL INC | 1,125,000 | $506.0M | 6.22% | |
| 305 | SHLXUSDSHELL MIDSTREAM PARTNERS L P | 22,409 | $497.0M | 6.11% | |
| 306 | —ENBRIDGE ENERGY PARTNERS L P | 45,400 | $496.0M | 6.10% | |
| 307 | —PENSARE ACQUISITION CORP | 1,000,000 | $490.0M | 6.03% | |
| 308 | —FEDERAL STR ACQUISITION CORP | 375,000 | $488.0M | 6.00% | |
| 309 | —BUCKEYE PARTNERS L P | 13,800 | $485.0M | 5.96% | |
| 310 | —BOARDWALK PIPELINE PARTNERS | 41,402 | $481.0M | 5.91% | |
| 311 | —FAR PT ACQUISITION CORP | 333,332 | $464.0M | 5.71% | |
| 312 | —AVISTA HEALTHCARE PUB ACQ CO | 1,000,000 | $460.0M | 5.66% | |
| 313 | —TPG PACE ENERGY HLDGS CORP | 166,667 | $458.0M | 5.63% | |
| 314 | —ALTA MESA RES INC | 308,333 | $432.0M | 5.31% | |
| 315 | —LANDCADIA HLDGS INC | 500,000 | $415.0M | 5.10% | |
| 316 | —TC PIPELINES LP | 15,700 | $407.0M | 5.00% | |
| 317 | —DASEKE INC | 378,003 | $404.0M | 4.97% | |
| 318 | NADNUVEEN QUALITY MUNCP INCOME | 30,150 | $401.0M | 4.93% | |
| 319 | IIMINVESCO VALUE MUN INCOME TR | 28,379 | $401.0M | 4.93% | |
| 320 | VMOINVESCO MUN OPPORTUNITY TR | 34,071 | $400.0M | 4.92% | |
| 321 | —UNION ACQUISITION CORP | 1,250,000 | $400.0M | 4.92% | |
| 322 | ATLCATLANTICUS HLDGS CORP | 191,430 | $396.0M | 4.87% | |
| 323 | NSUSDNUSTAR ENERGY LP | 17,439 | $395.0M | 4.86% | |
| 324 | AMRSEURAMYRIS INC | 61,375 | $392.0M | 4.82% | |
| 325 | NACNUVEEN CA QUALTY MUN INCOME | 29,080 | $389.0M | 4.78% | |
| 326 | XMUIXBLACKROCK MUNI INTER DR FD I | 29,380 | $388.0M | 4.77% | |
| 327 | —M I ACQUISITIONS INC | 250,000 | $378.0M | 4.65% | |
| 328 | —PLATINUM EAGLE ACQUISITIN CO | 266,666 | $373.0M | 4.59% | |
| 329 | —BP MIDSTREAM PARTNERS LP | 17,500 | $367.0M | 4.51% | |
| 330 | —KBL MERGER CORP IV | 1,000,000 | $359.0M | 4.41% | |
| 331 | XBFZXBLACKROCK CALIF MUN INCOME T | 26,742 | $348.0M | 4.28% | |
| 332 | BTTBLACKROCK MUN 2030 TAR TERM | 15,930 | $343.0M | 4.22% | |
| 333 | MYNBLACKROCK MUNIYIELD NY QLTY | 28,547 | $342.0M | 4.21% | |
| 334 | —GORDON POINTE ACQUISITION CO | 614,900 | $338.0M | 4.16% | |
| 335 | —ALLIANCE CALIF MUN INCOME FD | 25,727 | $338.0M | 4.16% | |
| 336 | NPVNUVEEN VIRGINIA QLTY MUNCPL | 26,595 | $331.0M | 4.07% | |
| 337 | VPVINVESCO PA VALUE MUN INCOME | 27,335 | $327.0M | 4.02% | |
| 338 | XNEAXNUVEEN AMT FREE QLTY MUN INC | 25,085 | $326.0M | 4.01% | |
| 339 | NXJNUVEEN NEW JERSEY QULT MUN F | 25,011 | $326.0M | 4.01% | |
| 340 | NRKNUVEEN NEW YORK AMT QLT MUNI | 26,229 | $321.0M | 3.95% | |
| 341 | —PENSARE ACQUISITION CORP | 500,000 | $320.0M | 3.94% | |
| 342 | IQIINVESCO QUALITY MUNI INC TRS | 26,609 | $317.0M | 3.90% | |
| 343 | EVNEATON VANCE MUNI INCOME TRUS | 26,601 | $315.0M | 3.87% | |
| 344 | —COREPOINT LODGING INC | 12,125 | $314.0M | 3.86% | |
| 345 | —NUVEEN CONNECTICUT QLTY MUN | 26,387 | $313.0M | 3.85% | |
| 346 | —INDUSTREA ACQUISITION CORP | 500,000 | $300.0M | 3.69% | |
| 347 | —KAYNE ANDERSON ACQUISITION | 250,000 | $300.0M | 3.69% | |
| 348 | —CONSTELLATION ALPHA CAP CORP | 700,000 | $294.0M | 3.62% | |
| 349 | AFBALLIANCEBERNSTEIN NATL MUNI | 23,217 | $293.0M | 3.60% | |
| 350 | VOYAVOYA FINL INC | 6,119 | $288.0M | 3.54% | |
| 351 | NQPNUVEEN PENNSYLVANIA QLT MUN | 22,620 | $286.0M | 3.52% | |
| 352 | —DIVIDEND & INCOME FUND | 22,006 | $271.0M | 3.33% | |
| 353 | BBNBLACKROCK TAX MUNICPAL BD TR | 12,223 | $270.0M | 3.32% | |
| 354 | —BLACKROCK MUNIYIELD CALI QLT | 20,134 | $269.0M | 3.31% | |
| 355 | MUJBLACKROCK MUNIHLDGS NJ QLTY | 20,404 | $269.0M | 3.31% | |
| 356 | MYIBLACKROCK MUNIYIELD QLTY FD | 21,284 | $268.0M | 3.30% | |
| 357 | MHNBLACKROCK MUNIHLDGS NY QLTY | 21,488 | $267.0M | 3.28% | |
| 358 | —NUVEEN INTER DURATION MN TMF | 21,403 | $266.0M | 3.27% | |
| 359 | MUCBLACKROCK MUNIHLDNGS CALI QL | 20,152 | $266.0M | 3.27% | |
| 360 | GHYPGIM GLOBAL SHORT DURATION H | 19,469 | $266.0M | 3.27% | |
| 361 | —DEUTSCHE MUN INCOME | 24,105 | $266.0M | 3.27% | |
| 362 | XEVVXEATON VANCE LTD DUR INCOME F | 20,865 | $262.0M | 3.22% | |
| 363 | ISDPGIM SHORT DURATION HIGH YIE | 18,376 | $257.0M | 3.16% | |
| 364 | —NUVEEN MICHIGAN QLT MUN INC | 20,184 | $256.0M | 3.15% | |
| 365 | NANNUVEEN NEW YORK QLT MUN INC | 20,347 | $256.0M | 3.15% | |
| 366 | —NUVEEN MARYLAND QLT MUN INC | 21,074 | $256.0M | 3.15% | |
| 367 | BYMBLACKROCK MUNICIPL INC QLTY | 19,700 | $256.0M | 3.15% | |
| 368 | PMMPUTNAM MANAGED MUN INCOM TR | 36,153 | $256.0M | 3.15% | |
| 369 | XNCMXNUVEEN CALIFORNIA AMT QLT MU | 18,797 | $255.0M | 3.14% | |
| 370 | EIMEATON VANCE MUN BD FD | 21,601 | $255.0M | 3.14% | |
| 371 | —NUVEEN OHIO QLTY MUN INCOME | 18,059 | $251.0M | 3.09% | |
| 372 | BKFIDREYFUS MUN BD INFRSTRCTR FD | 20,120 | $251.0M | 3.09% | |
| 373 | STWDSTARWOOD PPTY TR INC | 11,367 | $247.0M | 3.04% | |
| 374 | —GORES HLDGS II INC | 133,333 | $247.0M | 3.04% | |
| 375 | BKNBLACKROCK INVT QUALITY MUN T | 17,259 | $243.0M | 2.99% | |
| 376 | PMOPUTNAM MUN OPPORTUNITIES TR | 20,745 | $242.0M | 2.98% | |
| 377 | —CM SEVEN STAR ACQUISITION CO | 750,000 | $240.0M | 2.95% | |
| 378 | MYDBLACKROCK MUNIYIELD FD INC | 17,911 | $239.0M | 2.94% | |
| 379 | —KBL MERGER CORP IV | 1,000,000 | $238.0M | 2.93% | |
| 380 | BJBJS WHSL CLUB HLDGS INC | 10,000 | $237.0M | 2.91% | |
| 381 | —NUVEEN NORTH CAROLINA QLTY M | 19,152 | $236.0M | 2.90% | |
| 382 | VCVINVESCO CALIF VALUE MUN INC | 19,956 | $235.0M | 2.89% | |
| 383 | MHIPIONEER MUN HIGH INCOME TR | 20,346 | $232.0M | 2.85% | |
| 384 | DTFDTF TAX-FREE INCOME INC | 17,149 | $229.0M | 2.82% | |
| 385 | VKIINVESCO ADVANTAGE MUNICIPAL | 21,358 | $228.0M | 2.80% | |
| 386 | VKQINVESCO MUN TR | 19,159 | $226.0M | 2.78% | |
| 387 | —DREYFUS STRATEGIC MUNS INC | 28,887 | $222.0M | 2.73% | |
| 388 | —BLACKROCK MUNIYIELD CALIF FD | 16,071 | $214.0M | 2.63% | |
| 389 | SBIWESTERN ASSET INTM MUNI FD I | 24,079 | $209.0M | 2.57% | |
| 390 | MQTBLACKROCK MUNIY QUALITY FD I | 17,142 | $208.0M | 2.56% | |
| 391 | MIYBLACKROCK MUNIYLD MICH QLTY | 15,742 | $206.0M | 2.53% | |
| 392 | BFKBLACKROCK MUN INCOME TR | 15,880 | $205.0M | 2.52% | |
| 393 | —BLACKROCK MUNIHLDS INVSTM QL | 15,672 | $203.0M | 2.50% | |
| 394 | WABFWESTERN ASST MN PRT FD INC | 14,354 | $203.0M | 2.50% | |
| 395 | —BLACKROCK MUNICIPAL BOND TR | 14,076 | $202.0M | 2.48% | |
| 396 | XEVMXEATON VANCE CALIF MUN BD FD | 18,618 | $192.0M | 2.36% | |
| 397 | FMNFEDERATED PREM MUN INC FD | 14,515 | $192.0M | 2.36% | |
| 398 | MFMMFS MUN INCOME TR | 29,026 | $191.0M | 2.35% | |
| 399 | NHSNEUBERGER BERMAN HGH YLD FD | 17,628 | $191.0M | 2.35% | |
| 400 | NZFNUVEEN MUNICIPAL CREDIT INC | 13,022 | $187.0M | 2.30% |