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)

#StockSharesValue% PortfolioType
401
MUCBLACKROCK MUNIHLDNGS QLTY II
15,238$186.0M2.29%
402
VGMINVESCO TR INVT GRADE MUNS
14,922$185.0M2.27%
403
MQYBLACKROCK MUNIYIELD QUALITY
13,114$183.0M2.25%
404
MVFBLACKROCK MUNIVEST FD INC
20,681$181.0M2.23%
405
NUVEEN ENHANCED MUN VALUE FD
13,163$180.0M2.21%
406
DREYFUS STRATEGIC MUN BD FD
23,617$179.0M2.20%
407
MPABLACKROCK MUNIYIELD PA QLTY
13,316$179.0M2.20%
408
NVGNUVEEN AMT FREE MUN CR INC F
12,174$178.0M2.19%
409
XENWXEATON VANCE NEW YORK MUN BD
15,611$177.0M2.18%
410
GPROGOPRO INC
27,391$176.0M2.16%
411
MMUWESTERN ASST MNGD MUN FD INC
13,644$173.0M2.13%
412
BTZBLACKROCK CR ALLCTN INC TR
14,189$171.0M2.10%
413
BLACKROCK MUNIENHANCED FD IN
15,901$167.0M2.05%
414
XVMMXDELAWARE INV MN MUN INC FD I
12,175$151.0M1.86%
415
SOCIAL CAP HEDOSOPHIA HLDGS
83,334$150.0M1.84%
416
EATON VANCE MUN BD FD II
12,498$148.0M1.82%
417
XAWFXALLIANCEBERNSTEIN GBL HGH IN
12,292$142.0M1.75%
418
NUVEEN GEORGIA QLTY MUN INC
11,844$134.0M1.65%
419
NUVEEN INT DUR QUAL MUN TRM
10,586$133.0M1.64%
420
DEUTSCHE STRATEGIC MUN INCOM
12,150$132.0M1.62%
421
NCANUVEEN CALIF MUN VALUE FD
13,963$132.0M1.62%
422
COMMUNITY HEALTH SYS INC NEW
9,282,097$102.0M1.25%
423
I AM CAP ACQUISITION CO
225,000$95.0M1.17%
424
BARINGTON HILCO ACQUISITION
487,260$93.0M1.14%
425
BRWTEMPLETON GLOBAL INCOME FD
14,966$92.0M1.13%
426
BIG ROCK PARTNERS ACQUISI CO
200,000$90.0M1.11%
427
BLACK RIDGE ACQUISITION CORP
210,000$90.0M1.11%
428
OPES ACQUISITION CORP
250,000$89.0M1.09%
429
DREYFUS MUN INCOME INC
10,923$89.0M1.09%
430
DRAPER OAKWOOD TECHNOLOGY
150,000$88.0M1.08%
431
I AM CAP ACQUISITION CO
225,000$86.0M1.06%
432
MTECH ACQUISITION CORP
125,000$81.0M1.00%
433
BARINGTON HILCO ACQUISITION
487,260$78.0M0.96%
434
MHFWESTERN ASSET MUN HI INCM FD
10,786$78.0M0.96%
435
BLACK RIDGE ACQUISITION CORP
210,000$74.0M0.91%
436
BORQS TECHNOLOGIES INC
10,569$55.0M0.68%
437
DRAPER OAKWOOD TECHNOLOGY
75,000$55.0M0.68%
438
SABAN CAP ACQUISITION CORP
42,000$53.0M0.65%
439
BISON CAP ACQUISITION CORP
150,000$50.0M0.61%
440
BIG ROCK PARTNERS ACQUISI CO
100,000$38.0M0.47%
441
JENSYN ACQUISITION CORP
174,000$31.0M0.38%
442
JENSYN ACQUISITION CORP
174,000$30.0M0.37%
443
JASON INDS INC
1,933,070$19.0M0.23%
444
VALLEY NATL BANCORP
114,185$10.0M0.12%
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