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 |
|---|---|---|---|---|---|
| 401 | XVMMXDELAWARE INV MN MUN INC FD I | 23,046 | $296.0M | 3.37% | |
| 402 | AFBALLIANCEBERNSTEIN NATL MUNI | 21,878 | $294.0M | 3.34% | |
| 403 | —SEMGROUP CORP | 24,333 | $292.0M | 3.32% | |
| 404 | CHNGUSDCHANGE HEALTHCARE INC | 20,000 | $292.0M | 3.32% | |
| 405 | MMLPMARTIN MIDSTREAM PRTNRS L P | 40,794 | $291.0M | 3.31% | |
| 406 | NEANUVEEN FLTNG RTE INCM OPP FD | 29,174 | $284.0M | 3.23% | |
| 407 | XEVVXEATON VANCE LTD DUR INCOME F | 22,388 | $283.0M | 3.22% | |
| 408 | —MAGNOLIA OIL & GAS CORP | 83,333 | $278.0M | 3.16% | |
| 409 | —MACQUARIE GLBL INFRA TOTL RE | 11,705 | $277.0M | 3.15% | |
| 410 | GAMGENERAL AMERN INVS INC | 7,783 | $276.0M | 3.14% | |
| 411 | —SUMMIT MIDSTREAM PARTNERS LP | 36,000 | $268.0M | 3.05% | |
| 412 | IQIQIYI INC | 13,000 | $268.0M | 3.05% | |
| 413 | —BLACKROCK MUNIHOLDNGS QLTY I | 21,470 | $267.0M | 3.04% | |
| 414 | —IVY HIGH INC OPPORTUNITIES F | 19,493 | $265.0M | 3.01% | |
| 415 | NAZNUVEEN ARIZONA QLTY MUN INC | 20,042 | $262.0M | 2.98% | |
| 416 | BNYBLACKROCK N Y MUN INCOME TR | 19,140 | $260.0M | 2.96% | |
| 417 | DTFDTF TAX-FREE INCOME INC | 18,692 | $259.0M | 2.95% | |
| 418 | —KLX ENERGY SERVICS HOLDNGS I | 12,542 | $256.0M | 2.91% | |
| 419 | AVKADVENT CLAYMORE CV SECS & IN | 17,003 | $256.0M | 2.91% | |
| 420 | —NUVEEN MARYLAND QLT MUN INC | 19,706 | $255.0M | 2.90% | |
| 421 | —NUVEEN CONNECTICUT QLTY MUN | 19,452 | $252.0M | 2.87% | |
| 422 | —TKK SYMPHONY ACQUISITION COR | 1,850,000 | $241.0M | 2.74% | |
| 423 | —FALCON MINERALS CORP | 250,000 | $238.0M | 2.71% | |
| 424 | MHNBLACKROCK MUNIHLDGS NY QLTY | 18,078 | $238.0M | 2.71% | |
| 425 | PDPAGERDUTY INC | 5,000 | $235.0M | 2.67% | |
| 426 | —NEBULA ACQUISITION CORP | 233,332 | $233.0M | 2.65% | |
| 427 | NANNUVEEN NEW YORK QLT MUN INC | 16,478 | $228.0M | 2.59% | |
| 428 | —ALLEGRO MERGER CORP | 900,000 | $225.0M | 2.56% | |
| 429 | —SPIRIT MTA REIT | 26,740 | $223.0M | 2.54% | |
| 430 | —U S WELL SVCS INC | 46,320 | $223.0M | 2.54% | |
| 431 | BIOXBIOCERES CROP SOLUTIONS CORP | 40,469 | $214.0M | 2.43% | |
| 432 | —GORES METROPOULOS INC | 166,666 | $210.0M | 2.39% | |
| 433 | —DELAWARE ENHANCED GBL DIV & | 20,859 | $207.0M | 2.35% | |
| 434 | MYNBLACKROCK MUNIYIELD NY QLTY | 16,237 | $206.0M | 2.34% | |
| 435 | IDEVOYA INFRASTRUCTURE INDLS & | 16,477 | $205.0M | 2.33% | |
| 436 | —EATON VANCE FLTG RATE INCOM | 13,066 | $196.0M | 2.23% | |
| 437 | —GAIN CAP HLDGS INC | 225,000 | $194.0M | 2.21% | |
| 438 | AVTRAVANTOR INC | 10,000 | $191.0M | 2.17% | |
| 439 | JRSNUVEEN REAL ESTATE INCOME FD | 17,749 | $186.0M | 2.12% | |
| 440 | XEVGXEATON VANCE SH TM DR DIVR IN | 13,707 | $186.0M | 2.12% | |
| 441 | XENWXEATON VANCE NEW YORK MUN BD | 15,027 | $180.0M | 2.05% | |
| 442 | MYIBLACKROCK MUNIYIELD QLTY FD | 13,595 | $179.0M | 2.04% | |
| 443 | MQTBLACKROCK MUNIY QUALITY FD I | 14,200 | $178.0M | 2.02% | |
| 444 | —THL CR SR LN FD | 11,224 | $171.0M | 1.94% | |
| 445 | XEADXWELLS FARGO INCOME OPPORTUNI | 20,647 | $170.0M | 1.93% | |
| 446 | XAGDXABERDEEN GLOBAL DYNAMIC DIVI | 17,500 | $169.0M | 1.92% | |
| 447 | —NUVEEN GEORGIA QLTY MUN INC | 13,142 | $163.0M | 1.85% | |
| 448 | —NUVEEN DIVERSIFIED DIV INCM | 15,024 | $160.0M | 1.82% | |
| 449 | WABFWESTERN ASST MN PRT FD INC | 10,525 | $157.0M | 1.79% | |
| 450 | —BLACKROCK MUNICIPAL BOND TR | 10,571 | $157.0M | 1.79% | |
| 451 | EVNEATON VANCE MUNI INCOME TRUS | 12,283 | $153.0M | 1.74% | |
| 452 | —COLLIER CREEK HOLDINGS | 116,666 | $152.0M | 1.73% | |
| 453 | —PENSARE ACQUISITION CORP | 1,000,000 | $150.0M | 1.71% | |
| 454 | —COREPOINT LODGING INC | 12,125 | $150.0M | 1.71% | |
| 455 | VGMINVESCO TR INVT GRADE MUNS | 11,623 | $147.0M | 1.67% | |
| 456 | BDJBLACKROCK ENHANCED EQT DIV T | 16,211 | $144.0M | 1.64% | |
| 457 | NQPNUVEEN PENNSYLVANIA QLT MUN | 10,310 | $141.0M | 1.60% | |
| 458 | XAODXABERDEEN TOTAL DYNAMIC DIVD | 15,584 | $130.0M | 1.48% | |
| 459 | XFEBFIRST TR ABERDEEN GLBL OPP F | 12,090 | $126.0M | 1.43% | |
| 460 | —DWS STRATEGIC MUN INCOME TR | 10,496 | $125.0M | 1.42% | |
| 461 | —BLACKROCK MUNIENHANCED FD IN | 11,303 | $125.0M | 1.42% | |
| 462 | XXHYBXXNEW AMER HIGH INCOME FD INC | 13,503 | $120.0M | 1.36% | |
| 463 | BGRBLACKROCK ENERGY & RES TR | 10,076 | $120.0M | 1.36% | |
| 464 | —ROSEHILL RES INC | 244,800 | $118.0M | 1.34% | |
| 465 | —CAPITOL INVT CORP IV | 83,333 | $116.0M | 1.32% | |
| 466 | —VIRTUS TOTAL RETURN FUND INC | 10,639 | $113.0M | 1.28% | |
| 467 | —SOCIAL CAP HEDOSOPHIA HLDGS | 83,334 | $112.0M | 1.27% | |
| 468 | —TPG PACE HLDGS CORP | 66,666 | $105.0M | 1.19% | |
| 469 | GLOCLOUGH GLOBAL OPPORTUNITIES | 11,135 | $104.0M | 1.18% | |
| 470 | —MODERN MEDIA ACQUISITION | 425,000 | $102.0M | 1.16% | |
| 471 | —SENTINEL ENERGY SVCS INC | 133,333 | $93.0M | 1.06% | |
| 472 | —BLACK RIDGE ACQUISITION CORP | 210,000 | $88.0M | 1.00% | |
| 473 | —BLACK RIDGE ACQUISITION CORP | 210,000 | $86.0M | 0.98% | |
| 474 | —DASEKE INC | 378,003 | $83.0M | 0.94% | |
| 475 | —KBL MERGER CORP IV | 500,000 | $80.0M | 0.91% | |
| 476 | —ARYA SCIENCES ACQUISITION CO | 50,000 | $75.0M | 0.85% | |
| 477 | —HL ACQUISITIONS CORP | 270,000 | $73.0M | 0.83% | |
| 478 | MCNMADISON CVRED CALL & EQ STR | 10,295 | $68.0M | 0.77% | |
| 479 | GNTGAMCO NAT RES GOLD & INCOME | 10,895 | $63.0M | 0.72% | |
| 480 | EODWELLS FARGO GLOBAL DIVIDEND | 11,153 | $61.0M | 0.69% | |
| 481 | —PROFICIENT ALPHA ACQUSTN COR | 400,000 | $56.0M | 0.64% | |
| 482 | —TENZING ACQUISITION CORP | 250,000 | $53.0M | 0.60% | |
| 483 | —CONSTELLATION ALPHA CAP CORP | 700,000 | $52.0M | 0.59% | |
| 484 | —PENSARE ACQUISITION CORP | 250,000 | $42.0M | 0.48% | |
| 485 | —BIG ROCK PARTNERS ACQUISI CO | 200,000 | $38.0M | 0.43% | |
| 486 | —LONGEVITY ACQUISITION CORP | 125,000 | $31.0M | 0.35% | |
| 487 | —ESTRE AMBIENTAL INC | 661,870 | $26.0M | 0.30% | |
| 488 | —BIG ROCK PARTNERS ACQUISI CO | 100,000 | $24.0M | 0.27% | |
| 489 | —PECK CO INC | 122,916 | $24.0M | 0.27% | |
| 490 | —PHUNWARE INC | 58,632 | $21.0M | 0.24% | |
| 491 | —LONGEVITY ACQUISITION CORP | 125,000 | $18.0M | 0.20% | |
| 492 | —XYNOMIC PHARMACUTCLS HLDNG I | 75,000 | $16.0M | 0.18% | |
| 493 | —INFRA AND ENERGY ALTRNTIVE I | 343,006 | $12.0M | 0.14% | |
| 494 | —JASON INDS INC | 1,933,070 | $2.0M | 0.02% | |
| 495 | —ALTA MESA RES INC | 308,333 | $2.0M | 0.02% |
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