AQR Arbitrage LLC Q3 2016 Filing

Filed November 14, 2016

Portfolio Value

$10.2B

Holdings

353

Report Date

Q3 2016

Filing Type

13F-HR

All Holdings (353 positions)

#StockSharesValue% PortfolioType
301
TESORO LOGISTICS LP
9,250$448.0M4.40%
302
VALERO ENERGY PARTNERS LP
10,221$447.0M4.39%
303
HARMONY MERGER CORP
1,631,880$446.0M4.38%
304
GAIN CAP HLDGS INC
450,000$430.0M4.22%
305
AGROFRESH SOLUTIONS
540,000$421.0M4.13%
306
RVTROYCE VALUE TR INC
33,140$420.0M4.12%
307
HENNESSY CAP ACQUISITION COR
1,028,837$412.0M4.04%
308
PHILLIPS 66 PARTNERS LP
8,245$401.0M3.93%
309
MMLPMARTIN MIDSTREAM PRTNRS L P
18,768$376.0M3.69%
310
QUORUM HEALTH CORP
56,871$357.0M3.50%
311
JCIJOHNSON CTLS INTL PLC
7,282$339.0M3.33%
312
DELAWARE ENHANCED GBL DIV &
30,618$310.0M3.04%
313
SHLXUSDSHELL MIDSTREAM PARTNERS L P
9,609$308.0M3.02%
314
TEEKAY LNG PARTNERS L P
20,319$307.0M3.01%
315
CONE MIDSTREAM PARTNERS LP
16,400$297.0M2.91%
316
GLOBAL PARTNER ACQUISITION C
1,068,000$288.0M2.83%
317
ARKRARK RESTAURANTS CORP
12,578$286.0M2.81%
318
RESOURCE CAP CORP
275,000$271.0M2.66%
319
CONYERS PK ACQUISITION
25,000$269.0M2.64%
320
FUNDSPROTT FOCUS TR INC
38,154$263.0M2.58%
321
TERRAPIN 3 ACQUISITION CORP
1,428,000$258.0M2.53%
322
AVENUE INCOME CR STRATEGIES
19,895$258.0M2.53%
323
DISHDISH NETWORK CORP
4,289$235.0M2.31%
324
XSCDXLMP CAP & INCOME FD INC
16,951$231.0M2.27%
325
XGLQXCLOUGH GLOBAL EQUITY FD
19,335$220.0M2.16%
326
GLVCLOUGH GLOBAL DIVND AND INC
17,902$217.0M2.13%
327
EVFEATON VANCE SR INCOME TR
33,149$213.0M2.09%
328
KLR ENERGY ACQUISITION CORP
500,000$210.0M2.06%
329
FTFFRANKLIN LTD DURATION INC TR
16,100$195.0M1.91%
330
SWZSWISS HELVETIA FD INC
18,215$195.0M1.91%
331
GRXGABELLI HLTHCARE & WELLNESS
18,462$192.0M1.88%
332
NUVEEN MD PREM INCOME MUN FD
13,491$187.0M1.83%
333
BROOKFIELD GLOBL LISTED INFR
13,163$181.0M1.78%
334
JASON INDS INC
1,933,070$164.0M1.61%
335
WESTERN ASSET WORLDWIDE INCO
12,515$145.0M1.42%
336
RMTROYCE MICRO-CAP TR INC
17,425$136.0M1.33%
337
BRWTEMPLETON GLOBAL INCOME FD
20,427$127.0M1.25%
338
AROWANA INC
800,000$103.0M1.01%
339
PANLPANGAEA LOGISTICS SOLUTION L
38,472$96.0M0.94%
340
XJQCXNUVEEN CR STRATEGIES INCM FD
10,647$90.0M0.88%
341
COMMUNITY HEALTH SYS INC NEW
10,026,149$90.0M0.88%
342
PPTPUTMAN HIGH INCOME SEC FUND
10,692$86.0M0.84%
343
PACIFIC SPL ACQUISITION CORP
415,000$79.0M0.78%
344
BARINGTON HILCO ACQUISITION
545,520$63.0M0.62%
345
ASSOCIATED BANC CORP
23,450$59.0M0.58%
346
BARINGTON HILCO ACQUISITION
545,520$56.0M0.55%
347
ORIGO ACQUISITION CORP
350,000$56.0M0.55%
348
VANGUARD NAT RES LLC
54,023$49.0M0.48%
349
AR CAP ACQUISITION CORP
750,000$45.0M0.44%
350
JENSYN ACQUISITION CORP
200,000$40.0M0.39%
351
EFRENERGY FUELS INC
17,980$29.0M0.28%
352
JENSYN ACQUISITION CORP
200,000$14.0M0.14%
353
VALLEY NATL BANCORP
116,185$6.0M0.06%
PreviousPage 4 of 4