AQR Arbitrage LLC Q2 2020 Filing
Filed August 17, 2020
Portfolio Value
$2.2T
Holdings
518
Report Date
Q2 2020
Filing Type
13F-HR
All Holdings (518 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 301 | RQICOHEN & STEERS QUALITY INCOM | 79,123 | $865.0M | 0.04% | |
| 302 | XEXGXEATON VANCE TAX-MANAGED GLOB | 116,645 | $861.0M | 0.04% | |
| 303 | EFTEATON VANCE FLTING RATE INC | 75,248 | $858.0M | 0.04% | |
| 304 | —SOUTH MTN MERGER CORP | 750,000 | $840.0M | 0.04% | |
| 305 | VGMINVESCO TR INVT GRADE MUNS | 69,655 | $839.0M | 0.04% | |
| 306 | TYTRI CONTL CORP | 33,600 | $830.0M | 0.04% | |
| 307 | MYIBLACKROCK MUNIYIELD QUALITY | 63,265 | $824.0M | 0.04% | |
| 308 | —RMG ACQUISITION CORP | 833,332 | $817.0M | 0.04% | |
| 309 | —NETFIN ACQUISITION CORP | 500,000 | $815.0M | 0.04% | |
| 310 | XPMAXPIONEER MUN HIGH INCOME ADVA | 77,102 | $810.0M | 0.04% | |
| 311 | XBXMXNUVEEN S&P 500 BUY-WRITE INC | 73,348 | $807.0M | 0.04% | |
| 312 | —INVESCO DYNAMIC CR OPPORTUNI | 90,332 | $804.0M | 0.04% | |
| 313 | —PAE INC | 333,332 | $803.0M | 0.04% | |
| 314 | MMUWESTERN ASSET MANAGED MUNS F | 66,740 | $802.0M | 0.04% | |
| 315 | XEFRXEATON VANCE SR FLTNG RTE TR | 70,552 | $799.0M | 0.04% | |
| 316 | VKIINVESCO ADVANTAGE MUN INCOME | 75,378 | $788.0M | 0.04% | |
| 317 | —SPARTAN ENERGY ACQUISITION C | 434,999 | $783.0M | 0.03% | |
| 318 | —SEMPRA ENERGY | 7,925 | $776.0M | 0.03% | |
| 319 | —ALLIANZGI DIVIDEND INT & PRM | 69,021 | $772.0M | 0.03% | |
| 320 | BCXBLACKROCK RES & COMMODITIES | 125,734 | $771.0M | 0.03% | |
| 321 | GLOCLOUGH GLOBAL OPPORTUNITIES | 86,811 | $756.0M | 0.03% | |
| 322 | —SEACOR HOLDINGS INC | 1,000,000 | $754.0M | 0.03% | |
| 323 | NEANUVEEN FLTNG RTE INCM OPP FD | 95,852 | $752.0M | 0.03% | |
| 324 | —NEW PROVIDENCE ACQUISITION | 500,000 | $750.0M | 0.03% | |
| 325 | IGRCBRE CLARION GLOBAL REAL EST | 123,991 | $740.0M | 0.03% | |
| 326 | IDEVOYA INFRASTRUCTURE INDLS & | 81,333 | $734.0M | 0.03% | |
| 327 | —JAZZ INVESTMENTS I LTD | 750,000 | $733.0M | 0.03% | |
| 328 | —KALEYRA INC | 1,125,000 | $731.0M | 0.03% | |
| 329 | —THUNDER BRDG ACQUISTION II L | 500,000 | $720.0M | 0.03% | |
| 330 | —ALLIANZGI EQUITY & CONV INCO | 31,984 | $719.0M | 0.03% | |
| 331 | MFMMFS MUN INCOME TR | 114,050 | $712.0M | 0.03% | |
| 332 | RMTROYCE MICRO-CAP TR INC | 93,847 | $676.0M | 0.03% | |
| 333 | —CONYERS PK II ACQUISITION CO | 60,000 | $663.0M | 0.03% | |
| 334 | XAODXABERDEEN TOTAL DYNAMIC DIVD | 84,868 | $653.0M | 0.03% | |
| 335 | BGTBLACKROCK FLOATING RATE INCO | 58,657 | $644.0M | 0.03% | |
| 336 | XIGDXVOYA GLBL EQTY DIV & PREM OP | 131,275 | $634.0M | 0.03% | |
| 337 | —RANPAK HLDGS CORP | 405,000 | $628.0M | 0.03% | |
| 338 | JRINUVEEN REAL ASSET INCOME & G | 53,352 | $623.0M | 0.03% | |
| 339 | KIOKKR INCOME OPPORTUNITIES FD | 50,286 | $620.0M | 0.03% | |
| 340 | XRNPXCOHEN & STEERS REIT & PFD &I | 32,115 | $614.0M | 0.03% | |
| 341 | —LEGACY ACQUISITION CORP | 1,250,000 | $613.0M | 0.03% | |
| 342 | —ATLAS TECHNICAL CONSULTANTS | 1,565,744 | $611.0M | 0.03% | |
| 343 | —HL ACQUISITIONS CORP | 270,000 | $610.0M | 0.03% | |
| 344 | BSLBLACKSTONE GSO FLTING RTE FU | 47,335 | $609.0M | 0.03% | |
| 345 | VKQINVESCO MUN TR | 51,364 | $604.0M | 0.03% | |
| 346 | —LEISURE ACQUISITION CORP | 625,000 | $588.0M | 0.03% | |
| 347 | VMOINVESCO MUN OPPORTUNITY TR | 48,899 | $580.0M | 0.03% | |
| 348 | —APOLLO SR FLOATING RATE FD I | 46,274 | $575.0M | 0.03% | |
| 349 | DSMBNY MELLON STRATEGIC MUN BD | 79,439 | $575.0M | 0.03% | |
| 350 | ARDCARES DYNAMIC CR ALLOCATION F | 46,616 | $556.0M | 0.02% | |
| 351 | —BROADMARK RLTY CAP INC | 1,750,000 | $556.0M | 0.02% | |
| 352 | VTNINVESCO TR INVT GRADE NEW YO | 45,242 | $551.0M | 0.02% | |
| 353 | PGENPRECIGEN INC | 107,389 | $536.0M | 0.02% | |
| 354 | XEADXWELLS FARGO INCOME OPPORTUNI | 76,074 | $534.0M | 0.02% | |
| 355 | BGHBARINGS GLOBAL SHORT DURATIO | 41,602 | $523.0M | 0.02% | |
| 356 | —JUNIPER INDL HLDGS INC | 600,000 | $522.0M | 0.02% | |
| 357 | XBOEXBLACKROCK ENHANCED GLOBAL DI | 55,257 | $521.0M | 0.02% | |
| 358 | —REPLAY ACQUISITION CORP | 575,000 | $518.0M | 0.02% | |
| 359 | —ANDINA ACQUISITION CORP III | 1,200,000 | $516.0M | 0.02% | |
| 360 | —NOVUS CAP CORP | 700,000 | $504.0M | 0.02% | |
| 361 | ERCWELLS FARGO MULTI SECTOR INC | 45,289 | $499.0M | 0.02% | |
| 362 | —CHP MERGER CORP | 500,000 | $490.0M | 0.02% | |
| 363 | XJQCXNUVEEN CR STRATEGIES INCOME | 83,268 | $486.0M | 0.02% | |
| 364 | —BROOGE ENERGY LTD | 955,002 | $468.0M | 0.02% | |
| 365 | —ARYA SCIENCES ACQUISTION CO | 40,000 | $464.0M | 0.02% | |
| 366 | BITBLACKROCK MULTI-SECTOR INC T | 31,254 | $450.0M | 0.02% | |
| 367 | —SWITCHBACK ENERGY ACQUISTN C | 566,666 | $448.0M | 0.02% | |
| 368 | —ALTA EQUIPMENT GROUP INC | 425,000 | $445.0M | 0.02% | |
| 369 | BGXBLACKSTONE GSO LNG SHRT CR I | 36,836 | $444.0M | 0.02% | |
| 370 | ATLCATLANTICUS HLDGS CORP | 41,302 | $427.0M | 0.02% | |
| 371 | JRSNUVEEN REAL ESTATE INCOME FD | 57,136 | $427.0M | 0.02% | |
| 372 | XLGIXLAZARD GLOBAL TOTAL RETURN & | 29,872 | $421.0M | 0.02% | |
| 373 | XAWFXALLIANCEBERNSTEIN GLOBAL HIG | 41,607 | $420.0M | 0.02% | |
| 374 | —FIRST TR ENERGY INCOME & GRW | 38,006 | $411.0M | 0.02% | |
| 375 | MPABLACKROCK MUNIYIELD PA QLTY | 30,196 | $410.0M | 0.02% | |
| 376 | ACPABERDEEN INCOME CR STRATEGIE | 45,494 | $407.0M | 0.02% | |
| 377 | FMNFEDERATED HERMES PREM MUNI I | 30,729 | $406.0M | 0.02% | |
| 378 | —HEALTHCARE MERGER CORP | 350,000 | $403.0M | 0.02% | |
| 379 | EIMEATON VANCE MUN BD FD | 31,360 | $399.0M | 0.02% | |
| 380 | —OSPREY TECHNLGY AQUISTION CO | 375,000 | $394.0M | 0.02% | |
| 381 | —HL ACQUISITIONS CORP | 31,622 | $385.0M | 0.02% | |
| 382 | —COLLIER CREEK HOLDINGS | 116,666 | $379.0M | 0.02% | |
| 383 | —GIGCAPITAL2 INC | 765,000 | $379.0M | 0.02% | |
| 384 | —APOLLO TACTICAL INCOME FD IN | 30,542 | $379.0M | 0.02% | |
| 385 | SBIWESTERN ASSET INTER MUNI FD | 43,312 | $371.0M | 0.02% | |
| 386 | GAMGENERAL AMERN INVS INC | 11,548 | $367.0M | 0.02% | |
| 387 | ETGEATON VANCE TX ADV GLBL DIV | 25,199 | $360.0M | 0.02% | |
| 388 | —UNION ACQUISITION CORP II | 1,000,000 | $350.0M | 0.02% | |
| 389 | XFDEXFIRST TR DYNAMIC EUROPE EQUI | 33,685 | $348.0M | 0.02% | |
| 390 | —SOURCE CAP INC | 10,306 | $341.0M | 0.02% | |
| 391 | —APEX TECHNOLOGY ACQUISITION | 200,000 | $340.0M | 0.02% | |
| 392 | VPVINVESCO PA VALUE MUN INC TR | 28,460 | $338.0M | 0.02% | |
| 393 | —GRAF INDL CORP | 24,328 | $338.0M | 0.02% | |
| 394 | —CHURCHILL CAP CORP II | 116,666 | $337.0M | 0.01% | |
| 395 | CIIBLACKROCK ENH CAP & INC FD I | 23,046 | $333.0M | 0.01% | |
| 396 | —EXPERIENCE INVT CORP | 333,332 | $333.0M | 0.01% | |
| 397 | EOTEATON VANCE NATL MUN OPPORTU | 16,701 | $328.0M | 0.01% | |
| 398 | —GORES METROPOULOS INC | 166,666 | $328.0M | 0.01% | |
| 399 | —NEW FRONTIER HEALTH CORP | 240,847 | $328.0M | 0.01% | |
| 400 | —SC HEALTH CORP | 300,000 | $324.0M | 0.01% |