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 |
|---|---|---|---|---|---|
| 401 | NAZNUVEEN ARIZONA QLTY MUN INC | 23,621 | $321.0M | 0.01% | |
| 402 | FCTFIRST TR SR FLG RTE INCM FD | 29,260 | $319.0M | 0.01% | |
| 403 | AZEKAZEK CO INC | 10,000 | $319.0M | 0.01% | |
| 404 | DSUBLACKROCK DEBT STRATEGIES FD | 33,762 | $315.0M | 0.01% | |
| 405 | INSGEURINSEEGO CORP | 26,364 | $306.0M | 0.01% | |
| 406 | NUWNUVEEN AMT-FREE MUN VALUE FD | 19,396 | $304.0M | 0.01% | |
| 407 | DIAXNUVEEN DOW 30 DYNAMIC OVERWR | 22,199 | $302.0M | 0.01% | |
| 408 | IGAVOYA GLBL ADV & PREM OPP FD | 36,050 | $295.0M | 0.01% | |
| 409 | MYNBLACKROCK MUNIYIELD N Y QUAL | 23,409 | $294.0M | 0.01% | |
| 410 | —FIRST TR SR FLOATING RATE 20 | 35,314 | $292.0M | 0.01% | |
| 411 | —NUVEEN SHT DUR CR OPP FD | 24,530 | $289.0M | 0.01% | |
| 412 | NPVNUVEEN VIRGINIA QLTY MUNCPL | 19,984 | $285.0M | 0.01% | |
| 413 | —MACQUARIE GLOBAL INFRASTRUCT | 16,100 | $284.0M | 0.01% | |
| 414 | —DWS STRATEGIC MUN INCOME TR | 26,117 | $274.0M | 0.01% | |
| 415 | NANNUVEEN NEW YORK QLT MUN INC | 20,340 | $274.0M | 0.01% | |
| 416 | —ARYA SCIENCES ACQUISITION CO | 50,000 | $268.0M | 0.01% | |
| 417 | —BLACKROCK MUN INCOME INVT TR | 20,982 | $267.0M | 0.01% | |
| 418 | ADXADAMS DIVERSIFIED EQUITY FD | 17,912 | $267.0M | 0.01% | |
| 419 | —PIVOTAL INVT CORP II | 333,332 | $263.0M | 0.01% | |
| 420 | —BIOCERES CROP SOLUTIONS CORP | 1,249,900 | $262.0M | 0.01% | |
| 421 | VRMUSDVROOM INC | 5,000 | $261.0M | 0.01% | |
| 422 | XVMMXDELAWARE INVTS MINN MUN INCO | 20,612 | $261.0M | 0.01% | |
| 423 | —TUSCAN HLDGS CORP II | 475,000 | $257.0M | 0.01% | |
| 424 | MVTBLACKROCK MUNIVEST FD II INC | 18,734 | $254.0M | 0.01% | |
| 425 | —HL ACQUISITIONS CORP | 270,000 | $254.0M | 0.01% | |
| 426 | —APPLIED MOLECULAR TRANS INC | 10,000 | $251.0M | 0.01% | |
| 427 | —DFP HEALTHCARE ACQUISITNS CO | 25,000 | $250.0M | 0.01% | |
| 428 | —NUVEEN MICH QUALITY MUN INCO | 17,955 | $246.0M | 0.01% | |
| 429 | RPRXROYALTY PHARMA PLC | 5,000 | $243.0M | 0.01% | |
| 430 | —CC NEUBERGER PRINCIPAL HLDNG | 166,666 | $242.0M | 0.01% | |
| 431 | NARIUSDINARI MED INC | 5,000 | $242.0M | 0.01% | |
| 432 | BLWBLACKROCK LTD DURATION INC T | 17,270 | $241.0M | 0.01% | |
| 433 | —CIIG MERGER CORP | 250,000 | $238.0M | 0.01% | |
| 434 | XGLQXCLOUGH GLOBAL EQUITY FD | 21,828 | $232.0M | 0.01% | |
| 435 | —NUVEEN OHIO QLTY MUN INCOME | 15,302 | $230.0M | 0.01% | |
| 436 | —BLACKROCK MUNIHLDS INVSTM QL | 17,735 | $229.0M | 0.01% | |
| 437 | —PROPTECH ACQUISITION CORP | 325,000 | $228.0M | 0.01% | |
| 438 | —SOFTWARE ACQUISITION GROUP I | 200,000 | $226.0M | 0.01% | |
| 439 | —GAIN CAP HLDGS INC | 225,000 | $225.0M | 0.01% | |
| 440 | —CHURCHILL CAP CORP III | 75,000 | $225.0M | 0.01% | |
| 441 | XMUIXBLACKROCK MUNI INTER DR FD I | 16,181 | $223.0M | 0.01% | |
| 442 | —FLYING EAGLE ACQUISITION COR | 20,000 | $220.0M | 0.01% | |
| 443 | WABFWESTERN ASSET MUN PARTNERS F | 15,547 | $220.0M | 0.01% | |
| 444 | —BLACKROCK MUNIHOLDINGS QUALI | 17,693 | $215.0M | 0.01% | |
| 445 | —BLACKROCK MUNIYIELD CALIF FD | 15,384 | $214.0M | 0.01% | |
| 446 | EMFTEMPLETON EMERGING MKTS FD | 15,604 | $213.0M | 0.01% | |
| 447 | NACNUVEEN CA QUALTY MUN INCOME | 14,275 | $204.0M | 0.01% | |
| 448 | PNBKPATRIOT NATL BANCORP INC | 34,442 | $203.0M | 0.01% | |
| 449 | HGLBHIGHLAND GLOBAL ALLOCATION F | 31,528 | $203.0M | 0.01% | |
| 450 | CETCENTRAL SECS CORP | 6,999 | $202.0M | 0.01% | |
| 451 | —SILVER SPIKE ACQUISITION COR | 400,000 | $200.0M | 0.01% | |
| 452 | —BLACKROCK MUNIYIELD CALIF QU | 14,049 | $195.0M | 0.01% | |
| 453 | —GREENVISION ACQUISITION CORP | 19,500 | $194.0M | 0.01% | |
| 454 | —GALILEO ACQUISITION CORP | 325,000 | $189.0M | 0.01% | |
| 455 | —AMPLITUDE HLTHCRE AQUSTIN CO | 187,500 | $188.0M | 0.01% | |
| 456 | —MERIDA MERGER CORP I | 375,000 | $188.0M | 0.01% | |
| 457 | STEWBOULDER GROWTH & INCOME FD I | 19,824 | $187.0M | 0.01% | |
| 458 | XEVVXEATON VANCE LTD DURATION INC | 16,510 | $186.0M | 0.01% | |
| 459 | MCNMADISON COVERED CALL & EQUIT | 32,721 | $185.0M | 0.01% | |
| 460 | MHDBLACKROCK MUNIHOLDINGS FD IN | 12,321 | $184.0M | 0.01% | |
| 461 | FTFFRANKLIN LTD DURATION INCOME | 21,221 | $180.0M | 0.01% | |
| 462 | ALUBALUSSA ENERGY ACQUISITION CO | 325,000 | $179.0M | 0.01% | |
| 463 | —NUVEEN DIVERSIFIED DIVID & I | 22,712 | $176.0M | 0.01% | |
| 464 | PHTPIONEER HIGH INCOME TR | 23,279 | $173.0M | 0.01% | |
| 465 | —LION GROUP HOLDING LTD | 55,912 | $171.0M | 0.01% | |
| 466 | XENWXEATON VANCE NEW YORK MUN BD | 14,563 | $170.0M | 0.01% | |
| 467 | —IVY HIGH INCOME OPPORTUNITIE | 15,006 | $169.0M | 0.01% | |
| 468 | GFNEW GERMANY FD INC | 10,737 | $163.0M | 0.01% | |
| 469 | XSCDXLMP CAP & INCOME FD INC | 16,298 | $163.0M | 0.01% | |
| 470 | MIYBLACKROCK MUNIYLD MICH QLTY | 12,053 | $163.0M | 0.01% | |
| 471 | DTFDTF TAX-FREE INCOME INC | 11,020 | $157.0M | 0.01% | |
| 472 | —ACCEL ENTERTAINMENT INC | 66,666 | $156.0M | 0.01% | |
| 473 | SWZSWISS HELVETIA FD INC | 19,875 | $156.0M | 0.01% | |
| 474 | —KBL MERGER CORP IV | 500,000 | $155.0M | 0.01% | |
| 475 | —STABLE RD ACQUISITION CORP | 250,000 | $153.0M | 0.01% | |
| 476 | —BLACKROCK MUNIENHANCED FD IN | 13,884 | $152.0M | 0.01% | |
| 477 | MUJBLACKROCK MUNIHLDGS NJ QLTY | 11,266 | $151.0M | 0.01% | |
| 478 | —FAR PT ACQUISITION CORP | 299,999 | $150.0M | 0.01% | |
| 479 | AEFABERDEEN EMRG MRKTS EQT INM | 24,687 | $149.0M | 0.01% | |
| 480 | —CITIC CAPITAL ACQUISITION CO | 200,000 | $146.0M | 0.01% | |
| 481 | —FIRST EAGLE SENIOR LOAN FUND | 11,181 | $138.0M | 0.01% | |
| 482 | GRXGABELLI HLTHCARE & WELLNESS | 13,590 | $136.0M | 0.01% | |
| 483 | NESRNATIONAL ENERGY SERVICES REU | 259,500 | $132.0M | 0.01% | |
| 484 | XAWPXABERDEEN GLOBAL PREMIER PPTY | 27,758 | $129.0M | 0.01% | |
| 485 | IHDVOYA EMERGING MKTS HIGH DIVI | 19,786 | $123.0M | 0.01% | |
| 486 | BGRBLACKROCK ENERGY & RES TR | 16,924 | $122.0M | 0.01% | |
| 487 | —TENZING ACQUISITION CORP | 250,000 | $118.0M | 0.01% | |
| 488 | GDLGDL FUND | 13,617 | $112.0M | 0.00% | |
| 489 | MHFWESTERN ASSET MUN HIGH INCOM | 15,566 | $111.0M | 0.00% | |
| 490 | HIXWESTERN ASSET HIGH INCM FD I | 16,905 | $105.0M | 0.00% | |
| 491 | —ROTH CH ACQUISITION I CO | 210,000 | $105.0M | 0.00% | |
| 492 | XPHDXPIONEER FLOATING RATE TR | 10,532 | $100.0M | 0.00% | |
| 493 | —GORES HLDGS IV INC | 50,000 | $90.0M | 0.00% | |
| 494 | —OAKTREE ACQUISITION CORP | 66,666 | $88.0M | 0.00% | |
| 495 | EVFEATON VANCE SR INCOME TR | 15,915 | $85.0M | 0.00% | |
| 496 | XHIEXMILLER HOWARD HIGH INC EQTY | 13,812 | $84.0M | 0.00% | |
| 497 | —GLRY STR NW MDIA GRUP HLDG L | 1,850,000 | $71.0M | 0.00% | |
| 498 | —EAST STONE ACQUISITION CORP | 275,000 | $69.0M | 0.00% | |
| 499 | LGHLLION GROUP HOLDING LTD | 400,000 | $66.0M | 0.00% | |
| 500 | —AMERICAN VRTUAL CLOUD TECH I | 250,000 | $58.0M | 0.00% |