AQR Arbitrage LLC Q3 2019 Filing
Filed November 14, 2019
Portfolio Value
$6.8B
Holdings
449
Report Date
Q3 2019
Filing Type
13F-HR
All Holdings (449 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 301 | —CRESCENT ACQUISITION CORP | 1,000,000 | $750.0M | 10.97% | |
| 302 | —GS ACQUISITION HLDGS CORP | 500,000 | $750.0M | 10.97% | |
| 303 | PAAPLAINS ALL AMERN PIPELINE L | 36,000 | $747.0M | 10.93% | |
| 304 | —CONYERS PK II ACQUISITION CO | 75,000 | $746.0M | 10.92% | |
| 305 | PEOADAM NAT RES FD INC | 46,664 | $739.0M | 10.81% | |
| 306 | —CHASERG TECHNLGY ACQUISITN C | 810,000 | $721.0M | 10.55% | |
| 307 | —TALLGRASS ENERGY LP | 35,000 | $705.0M | 10.32% | |
| 308 | —GRAF INDL CORP | 1,782,000 | $695.0M | 10.17% | |
| 309 | —DIAMONDPEAK HLDGS COR | 766,666 | $675.0M | 9.88% | |
| 310 | —TWELVE SEAS INVESTMENT COMPA | 1,200,000 | $672.0M | 9.83% | |
| 311 | —TC PIPELINES LP | 15,700 | $639.0M | 9.35% | |
| 312 | —SOUTH MTN MERGER CORP | 750,000 | $638.0M | 9.34% | |
| 313 | —TORTOISE ACQUISITION CORP | 1,038,969 | $634.0M | 9.28% | |
| 314 | FCTFIRST TR SR FLG RTE INCM FD | 52,466 | $630.0M | 9.22% | |
| 315 | —DCP MIDSTREAM LP | 24,000 | $629.0M | 9.20% | |
| 316 | XBOEXBLACKROCK ENHANCED GBL DIV T | 59,853 | $624.0M | 9.13% | |
| 317 | —TIBERIUS ACQUISITION CORP | 1,057,500 | $624.0M | 9.13% | |
| 318 | DSUBLACKROCK DEBT STRAT FD INC | 57,453 | $618.0M | 9.04% | |
| 319 | —ENABLE MIDSTREAM PARTNERS LP | 50,000 | $602.0M | 8.81% | |
| 320 | —GX ACQUISITION CORP | 1,000,000 | $600.0M | 8.78% | |
| 321 | HESMHESS MIDSTREAM PARTNERS LP | 30,300 | $584.0M | 8.55% | |
| 322 | —RANPAK HLDGS CORP | 775,000 | $581.0M | 8.50% | |
| 323 | GELGENESIS ENERGY L P | 27,000 | $580.0M | 8.49% | |
| 324 | BGTBLACKROCK FLOATING RATE INCO | 47,273 | $580.0M | 8.49% | |
| 325 | WESWESTERN MIDSTREAM PARTNERS L | 23,000 | $572.0M | 8.37% | |
| 326 | HEPUSDHOLLY ENERGY PARTNERS L P | 22,100 | $558.0M | 8.17% | |
| 327 | —SWITCHBACK ENERGY ACQUISITIO | 566,666 | $538.0M | 7.87% | |
| 328 | SHLXUSDSHELL MIDSTREAM PARTNERS L P | 26,000 | $532.0M | 7.78% | |
| 329 | —DIVIDEND & INCOME FUND | 44,354 | $530.0M | 7.76% | |
| 330 | —APOLLO SR FLOATING RATE FD I | 35,373 | $525.0M | 7.68% | |
| 331 | XPHDXPIONEER FLOATING RATE TR | 49,256 | $519.0M | 7.59% | |
| 332 | NEANUVEEN FLTNG RTE INCM OPP FD | 53,889 | $514.0M | 7.52% | |
| 333 | —CNX MIDSTREAM PARTNERS LP | 36,000 | $508.0M | 7.43% | |
| 334 | —SCHULTZE SPL PURP ACQUSTN CO | 1,440,000 | $504.0M | 7.38% | |
| 335 | HQHTEKLA HEALTHCARE INVS | 27,497 | $504.0M | 7.38% | |
| 336 | —RATTLER MIDSTREAM LP | 28,159 | $502.0M | 7.35% | |
| 337 | —GORES HOLDINGS III INC | 333,332 | $500.0M | 7.32% | |
| 338 | NSUSDNUSTAR ENERGY LP | 17,439 | $494.0M | 7.23% | |
| 339 | —TEEKAY LNG PARTNERS L P | 36,000 | $491.0M | 7.18% | |
| 340 | —LEISURE ACQUISITION CORP | 625,000 | $469.0M | 6.86% | |
| 341 | 0E41ENLINK MIDSTREAM LLC | 55,000 | $468.0M | 6.85% | |
| 342 | ARDCARES DYNAMIC CR ALLOCATION F | 30,757 | $458.0M | 6.70% | |
| 343 | —NEW FRONTIER CORP | 450,000 | $450.0M | 6.58% | |
| 344 | —TWELVE SEAS INVESTMENT COMPA | 1,200,000 | $444.0M | 6.50% | |
| 345 | —GORDON POINTE ACQUISITION CO | 1,106,820 | $443.0M | 6.48% | |
| 346 | PNBKPATRIOT NATL BANCORP INC | 34,442 | $439.0M | 6.42% | |
| 347 | —MEGALITH FINL ACQUISITION CO | 1,153,800 | $438.0M | 6.41% | |
| 348 | —LEGACY ACQUISITION CORP | 1,250,000 | $438.0M | 6.41% | |
| 349 | —BIOCERES CROP SOLUTIONS CORP | 1,249,900 | $425.0M | 6.22% | |
| 350 | —EQM MIDSTREAM PARTNERS LP | 13,000 | $425.0M | 6.22% | |
| 351 | NPVNUVEEN VIRGINIA QLTY MUNCPL | 30,282 | $419.0M | 6.13% | |
| 352 | —LANDCADIA HLDGS II INC | 583,332 | $414.0M | 6.06% | |
| 353 | —REPLAY ACQUISITION CORP | 575,000 | $397.0M | 5.81% | |
| 354 | SBIWESTERN ASSET INTM MUNI FD I | 42,799 | $393.0M | 5.75% | |
| 355 | NEANUVEEN SR INCOME FD | 67,433 | $389.0M | 5.69% | |
| 356 | AMANTERO MIDSTREAM CORP | 52,600 | $389.0M | 5.69% | |
| 357 | —LF CAP ACQUISITION CORP | 1,200,000 | $384.0M | 5.62% | |
| 358 | EVFEATON VANCE SR INCOME TR | 62,630 | $383.0M | 5.60% | |
| 359 | —APOLLO TACTICAL INCOME FD IN | 25,048 | $379.0M | 5.55% | |
| 360 | XBGYXBLACKROCK ENHANCED INTL DIV | 69,052 | $375.0M | 5.49% | |
| 361 | RVTROYCE VALUE TR INC | 26,933 | $371.0M | 5.43% | |
| 362 | —SC HEALTH CORP | 300,000 | $360.0M | 5.27% | |
| 363 | —FAR PT ACQUISITION CORP | 299,999 | $360.0M | 5.27% | |
| 364 | —PIVOTAL INVT CORP II | 333,332 | $357.0M | 5.22% | |
| 365 | MPABLACKROCK MUNIYIELD PA QLTY | 24,508 | $348.0M | 5.09% | |
| 366 | KTFDWS MUN INCOME TR NEW | 27,210 | $315.0M | 4.61% | |
| 367 | IGRCBRE CLARION GLOBAL REAL EST | 39,648 | $314.0M | 4.59% | |
| 368 | —LEO HOLDINGS CORP | 30,600 | $313.0M | 4.58% | |
| 369 | UGIUGI CORP NEW | 6,017 | $302.0M | 4.42% | |
| 370 | FMNFEDERATED PREM MUN INC FD | 21,084 | $299.0M | 4.38% | |
| 371 | —BP MIDSTREAM PARTNERS LP | 20,000 | $292.0M | 4.27% | |
| 372 | IDEVOYA INFRASTRUCTURE INDLS & | 24,671 | $282.0M | 4.13% | |
| 373 | NVSTENVISTA HLDGS CORP | 10,000 | $279.0M | 4.08% | |
| 374 | —SOURCE CAP INC | 7,603 | $278.0M | 4.07% | |
| 375 | GLOCLOUGH GLOBAL OPPORTUNITIES | 30,155 | $276.0M | 4.04% | |
| 376 | —MEDALLIA INC | 10,000 | $274.0M | 4.01% | |
| 377 | XVMMXDELAWARE INV MN MUN INC FD I | 20,831 | $273.0M | 3.99% | |
| 378 | —REGALWOOD GLOBAL ENERGY LTD | 440,925 | $265.0M | 3.88% | |
| 379 | —NUVEEN MICHIGAN QLT MUN INC | 18,858 | $263.0M | 3.85% | |
| 380 | —SPARTAN ENERGY ACQUISITON CO | 434,999 | $261.0M | 3.82% | |
| 381 | —TUSCAN HLDGS CORP II | 475,000 | $259.0M | 3.79% | |
| 382 | BCXBLACKROCK RES & COMM STRAT T | 34,349 | $257.0M | 3.76% | |
| 383 | —RETAIL VALUE INC | 6,915 | $256.0M | 3.75% | |
| 384 | —THL CR SR LN FD | 17,070 | $256.0M | 3.75% | |
| 385 | —ANDINA ACQUISITION CORP III | 1,200,000 | $252.0M | 3.69% | |
| 386 | BNYBLACKROCK N Y MUN INCOME TR | 16,821 | $238.0M | 3.48% | |
| 387 | —GORES METROPOULOS INC | 166,666 | $233.0M | 3.41% | |
| 388 | —NEBULA ACQUISITION CORP | 233,332 | $233.0M | 3.41% | |
| 389 | —B RILEY PRINCIPAL MERGER COR | 425,000 | $230.0M | 3.37% | |
| 390 | DTFDTF TAX-FREE INCOME INC | 15,883 | $230.0M | 3.37% | |
| 391 | XAODXABERDEEN TOTAL DYNAMIC DIVD | 27,271 | $227.0M | 3.32% | |
| 392 | MUCBLACKROCK MUNIHLDNGS QLTY II | 17,359 | $222.0M | 3.25% | |
| 393 | STEWBOULDER GROWTH & INCOME FD I | 19,694 | $221.0M | 3.23% | |
| 394 | XEVVXEATON VANCE LTD DUR INCOME F | 17,405 | $218.0M | 3.19% | |
| 395 | —BLACKROCK MUNIHOLDNGS QLTY I | 16,880 | $216.0M | 3.16% | |
| 396 | —GIGCAPITAL2 INC | 765,000 | $215.0M | 3.15% | |
| 397 | —NUVEEN OHIO QLTY MUN INCOME | 13,464 | $212.0M | 3.10% | |
| 398 | —GAIN CAP HLDGS INC | 225,000 | $211.0M | 3.09% | |
| 399 | NAZNUVEEN ARIZONA QLTY MUN INC | 15,705 | $211.0M | 3.09% | |
| 400 | —SOCIAL CAP HEDOSOPHIA HLDGS | 83,334 | $208.0M | 3.04% |