AQR Arbitrage LLC Q2 2019 Filing
Filed August 14, 2019
Portfolio Value
$8.8B
Holdings
495
Report Date
Q2 2019
Filing Type
13F-HR
All Holdings (495 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 301 | —VECTOIQ ACQUISITION CORP | 1,620,000 | $761.0M | 8.65% | |
| 302 | XFRAXBLACKROCK FLOAT RATE OME STR | 58,630 | $752.0M | 8.55% | |
| 303 | —DFB HEALTHCARE ACQUISTION CO | 599,999 | $750.0M | 8.53% | |
| 304 | —TRINITY MERGER CORP | 2,250,000 | $740.0M | 8.41% | |
| 305 | —TALLGRASS ENERGY LP | 35,000 | $739.0M | 8.40% | |
| 306 | —TORTOISE ACQUISITION CORP | 1,038,969 | $727.0M | 8.27% | |
| 307 | WESWESTERN MIDSTREAM PARTNERS L | 23,000 | $708.0M | 8.05% | |
| 308 | —DCP MIDSTREAM LP | 24,000 | $703.0M | 7.99% | |
| 309 | —GRAF INDL CORP | 1,782,000 | $702.0M | 7.98% | |
| 310 | PEOADAM NAT RES FD INC | 42,411 | $701.0M | 7.97% | |
| 311 | IACIEURIAC INTERACTIVECORP | 3,236 | $701.0M | 7.97% | |
| 312 | —ENABLE MIDSTREAM PARTNERS LP | 50,000 | $686.0M | 7.80% | |
| 313 | —PHILLIPS 66 PARTNERS LP | 13,900 | $686.0M | 7.80% | |
| 314 | EFTEATON VANCE FLTING RATE INC | 50,662 | $683.0M | 7.77% | |
| 315 | —AMCI ACQUISITION CORP | 2,300,000 | $667.0M | 7.58% | |
| 316 | ZMZOOM VIDEO COMMUNICATIONS IN | 7,500 | $666.0M | 7.57% | |
| 317 | DSUBLACKROCK DEBT STRAT FD INC | 61,419 | $661.0M | 7.52% | |
| 318 | OISOIL STS INTL INC | 35,277 | $646.0M | 7.35% | |
| 319 | —PIVOTAL ACQUISITION CORP | 62,411 | $633.0M | 7.20% | |
| 320 | —GS ACQUISITION HLDGS CORP | 500,000 | $625.0M | 7.11% | |
| 321 | ETGEATON VANCE TX ADV GLBL DIV | 38,968 | $625.0M | 7.11% | |
| 322 | —ANDEAVOR LOGISTICS LP | 17,000 | $618.0M | 7.03% | |
| 323 | XEFRXEATON VANCE SR FLTNG RTE TR | 46,543 | $609.0M | 6.92% | |
| 324 | —CHASERG TECHNLGY ACQUISITN C | 810,000 | $608.0M | 6.91% | |
| 325 | HEPUSDHOLLY ENERGY PARTNERS L P | 22,100 | $608.0M | 6.91% | |
| 326 | ARDCARES DYNAMIC CR ALLOCATION F | 39,999 | $605.0M | 6.88% | |
| 327 | AMANTERO MIDSTREAM CORP | 52,600 | $603.0M | 6.86% | |
| 328 | —TC PIPELINES LP | 15,700 | $591.0M | 6.72% | |
| 329 | HESMHESS MIDSTREAM PARTNERS LP | 30,300 | $591.0M | 6.72% | |
| 330 | GELGENESIS ENERGY L P | 27,000 | $591.0M | 6.72% | |
| 331 | BLWBLACKROCK LTD DURATION INC T | 39,304 | $590.0M | 6.71% | |
| 332 | —MONOCLE ACQUISITION CORP | 1,680,597 | $588.0M | 6.69% | |
| 333 | —EQM MIDSTREAM PARTNERS LP | 13,000 | $581.0M | 6.61% | |
| 334 | FCTFIRST TR SR FLG RTE INCM FD | 47,709 | $575.0M | 6.54% | |
| 335 | 0E41ENLINK MIDSTREAM LLC | 55,000 | $555.0M | 6.31% | |
| 336 | —RATTLER MIDSTREAM LP | 28,159 | $546.0M | 6.21% | |
| 337 | PINSPINTEREST INC | 20,000 | $544.0M | 6.19% | |
| 338 | SHLXUSDSHELL MIDSTREAM PARTNERS L P | 26,000 | $539.0M | 6.13% | |
| 339 | —DIVIDEND & INCOME FUND | 46,436 | $535.0M | 6.08% | |
| 340 | KTFDWS MUN INCOME TR NEW | 46,881 | $528.0M | 6.00% | |
| 341 | BGTBLACKROCK FLOATING RATE INCO | 42,402 | $527.0M | 5.99% | |
| 342 | PNBKPATRIOT NATL BANCORP INC | 34,442 | $514.0M | 5.84% | |
| 343 | —TEEKAY LNG PARTNERS L P | 36,000 | $508.0M | 5.78% | |
| 344 | —CNX MIDSTREAM PARTNERS LP | 36,000 | $506.0M | 5.75% | |
| 345 | XBFZXBLACKROCK CALIF MUN INCOME T | 37,976 | $503.0M | 5.72% | |
| 346 | BCXBLACKROCK RES & COMM STRAT T | 60,764 | $497.0M | 5.65% | |
| 347 | —APOLLO SR FLOATING RATE FD I | 32,673 | $488.0M | 5.55% | |
| 348 | —GORES HOLDINGS III INC | 333,332 | $483.0M | 5.49% | |
| 349 | ADPTADAPTIVE BIOTECHNOLOGIES COR | 10,000 | $483.0M | 5.49% | |
| 350 | APUAMERIGAS PARTNERS L P | 13,864 | $483.0M | 5.49% | |
| 351 | —RETAIL VALUE INC | 13,830 | $481.0M | 5.47% | |
| 352 | XPHDXPIONEER FLOATING RATE TR | 44,295 | $474.0M | 5.39% | |
| 353 | NSUSDNUSTAR ENERGY LP | 17,439 | $473.0M | 5.38% | |
| 354 | FDDFIRST TR HIGH INCOME L/S FD | 31,454 | $472.0M | 5.37% | |
| 355 | HQHTEKLA HEALTHCARE INVS | 23,229 | $466.0M | 5.30% | |
| 356 | —INVESCO DYNAMIC CR OPP FD | 41,468 | $464.0M | 5.28% | |
| 357 | UBERUBER TECHNOLOGIES INC | 10,000 | $464.0M | 5.28% | |
| 358 | EVFEATON VANCE SR INCOME TR | 71,569 | $446.0M | 5.07% | |
| 359 | NPVNUVEEN VIRGINIA QLTY MUNCPL | 33,965 | $443.0M | 5.04% | |
| 360 | TWTRADEWEB MKTS INC | 10,000 | $438.0M | 4.98% | |
| 361 | SBIWESTERN ASSET INTM MUNI FD I | 48,141 | $432.0M | 4.91% | |
| 362 | —SCHULTZE SPL PURP ACQUSTN CO | 1,440,000 | $432.0M | 4.91% | |
| 363 | JRINUVEEN REAL ASSET INM AND GW | 24,889 | $421.0M | 4.79% | |
| 364 | GPROGOPRO INC | 76,743 | $419.0M | 4.76% | |
| 365 | —BIOCERES CROP SOLUTIONS CORP | 1,250,000 | $413.0M | 4.70% | |
| 366 | —APOLLO TACTICAL INCOME FD IN | 27,921 | $412.0M | 4.68% | |
| 367 | —LF CAP ACQUISITION CORP | 1,200,000 | $408.0M | 4.64% | |
| 368 | —LEISURE ACQUISITION CORP | 625,000 | $406.0M | 4.62% | |
| 369 | —LEGACY ACQUISITION CORP | 1,250,000 | $400.0M | 4.55% | |
| 370 | —REGALWOOD GLOBAL ENERGY LTD | 440,925 | $397.0M | 4.51% | |
| 371 | —NUVEEN MICHIGAN QLT MUN INC | 28,667 | $389.0M | 4.42% | |
| 372 | MUJBLACKROCK MUNIHLDGS NJ QLTY | 27,936 | $389.0M | 4.42% | |
| 373 | —SPARTAN ENERGY ACQUISITON CO | 434,999 | $387.0M | 4.40% | |
| 374 | —FAR PT ACQUISITION CORP | 299,999 | $384.0M | 4.37% | |
| 375 | MPABLACKROCK MUNIYIELD PA QLTY | 26,993 | $378.0M | 4.30% | |
| 376 | —GORDON POINTE ACQUISITION CO | 1,106,820 | $376.0M | 4.28% | |
| 377 | —TIBERIUS ACQUISITION CORP | 1,057,500 | $370.0M | 4.21% | |
| 378 | —MEGALITH FINL ACQUISITION CO | 1,153,800 | $358.0M | 4.07% | |
| 379 | MUCBLACKROCK MUNIHLDNGS QLTY II | 28,268 | $356.0M | 4.05% | |
| 380 | CRWDCROWDSTRIKE HLDGS INC | 5,000 | $341.0M | 3.88% | |
| 381 | —CYCLERION THERAPEUTICS INC | 29,684 | $340.0M | 3.87% | |
| 382 | —GIGCAPITAL INC | 1,125,000 | $338.0M | 3.84% | |
| 383 | BYMBLACKROCK MUNICIPL INC QLTY | 24,502 | $337.0M | 3.83% | |
| 384 | —BLACKROCK MUNIYIELD N J FD I | 22,258 | $330.0M | 3.75% | |
| 385 | —NUVEEN OHIO QLTY MUN INCOME | 22,017 | $328.0M | 3.73% | |
| 386 | —BLACKROCK MUNIYIELD CALIF FD | 23,332 | $328.0M | 3.73% | |
| 387 | —NUVEEN NORTH CAROLINA QLTY M | 24,462 | $326.0M | 3.71% | |
| 388 | MQYBLACKROCK MUNIYIELD QUALITY | 22,479 | $326.0M | 3.71% | |
| 389 | NESRNATIONAL ENERGY SERVICES REU | 383,983 | $326.0M | 3.71% | |
| 390 | FMNFEDERATED PREM MUN INC FD | 23,206 | $319.0M | 3.63% | |
| 391 | —NEW FRONTIER CORP | 450,000 | $315.0M | 3.58% | |
| 392 | —LEO HOLDINGS CORP | 30,600 | $314.0M | 3.57% | |
| 393 | —ALLIANZGI NFJ DIVID INT & PR | 25,213 | $313.0M | 3.56% | |
| 394 | RVTROYCE VALUE TR INC | 22,483 | $313.0M | 3.56% | |
| 395 | —BROOKFIELD GLOBL LISTED INFR | 24,267 | $311.0M | 3.54% | |
| 396 | XBGYXBLACKROCK ENHANCED INTL DIV | 55,141 | $310.0M | 3.53% | |
| 397 | NEANUVEEN SR INCOME FD | 52,345 | $310.0M | 3.53% | |
| 398 | —BP MIDSTREAM PARTNERS LP | 20,000 | $310.0M | 3.53% | |
| 399 | —NRC GROUP HLDGS CORP | 187,500 | $310.0M | 3.53% | |
| 400 | MIYBLACKROCK MUNIYLD MICH QLTY | 22,291 | $306.0M | 3.48% |