AQR Arbitrage LLC Q4 2017 Filing
Filed February 14, 2018
Portfolio Value
$8.5B
Holdings
368
Report Date
Q4 2017
Filing Type
13F-HR
All Holdings (368 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 301 | NRKNUVEEN NEW YORK AMT QLT MUNI | 23,129 | $300.0M | 3.55% | |
| 302 | XNEAXNUVEEN AMT FREE QLTY MUN INC | 21,734 | $299.0M | 3.53% | |
| 303 | —ALLIANCE CALIF MUN INCOME FD | 21,942 | $298.0M | 3.52% | |
| 304 | BTTBLACKROCK MUN 2030 TAR TERM | 13,328 | $298.0M | 3.52% | |
| 305 | —QUORUM HEALTH CORP | 47,681 | $298.0M | 3.52% | |
| 306 | —KBL MERGER CORP IV | 1,000,000 | $290.0M | 3.43% | |
| 307 | MYNBLACKROCK MUNIYIELD NY QLTY | 22,313 | $288.0M | 3.40% | |
| 308 | NPVNUVEEN VIRGINIA QLTY MUNCPL | 22,208 | $285.0M | 3.37% | |
| 309 | —AVISTA HEALTHCARE PUB ACQ CO | 1,000,000 | $280.0M | 3.31% | |
| 310 | —NUVEEN CONNECTICUT QLTY MUN | 23,403 | $279.0M | 3.30% | |
| 311 | —PENSARE ACQUISITION CORP | 500,000 | $275.0M | 3.25% | |
| 312 | —GORES HLDGS II INC | 133,333 | $268.0M | 3.17% | |
| 313 | DFINDONNELLEY FINL SOLUTIONS INC | 12,726 | $248.0M | 2.93% | |
| 314 | BKNBLACKROCK INVT QUALITY MUN T | 16,605 | $248.0M | 2.93% | |
| 315 | AMRSEURAMYRIS INC | 64,745 | $243.0M | 2.87% | |
| 316 | —CM SEVEN STAR ACQUISITION CO | 750,000 | $240.0M | 2.84% | |
| 317 | —ARMSTRONG FLOORING INC | 13,995 | $237.0M | 2.80% | |
| 318 | —TPG PACE ENERGY HLDGS CORP | 166,667 | $225.0M | 2.66% | |
| 319 | MHIPIONEER MUN HIGH INCOME TR | 18,825 | $223.0M | 2.64% | |
| 320 | SAILEURSAILPOINT TECHNLGIES HLDGS I | 15,000 | $218.0M | 2.58% | |
| 321 | —CONSTELLATION ALPHA CAP CORP | 700,000 | $217.0M | 2.57% | |
| 322 | AGIALAMOS GOLD INC NEW | 32,665 | $214.0M | 2.53% | |
| 323 | —KAYNE ANDERSON ACQUISITION | 250,000 | $213.0M | 2.52% | |
| 324 | —INDUSTREA ACQUISITION CORP | 500,000 | $210.0M | 2.48% | |
| 325 | XBFZXBLACKROCK CALIF MUN INCOME T | 14,456 | $199.0M | 2.35% | |
| 326 | —KBL MERGER CORP IV | 1,000,000 | $197.0M | 2.33% | |
| 327 | DTFDTF TAX-FREE INCOME INC | 13,795 | $195.0M | 2.31% | |
| 328 | —NUVEEN MARYLAND QLT MUN INC | 15,267 | $192.0M | 2.27% | |
| 329 | EVNEATON VANCE MUNI INCOME TRUS | 15,458 | $192.0M | 2.27% | |
| 330 | —NUVEEN MICHIGAN QLT MUN INC | 14,147 | $188.0M | 2.22% | |
| 331 | —NUVEEN NORTH CAROLINA QLTY M | 14,458 | $187.0M | 2.21% | |
| 332 | —STELLAR ACQUISITION III INC | 600,000 | $186.0M | 2.20% | |
| 333 | —CAPITOL INVT CORP IV | 166,667 | $183.0M | 2.16% | |
| 334 | EIMEATON VANCE MUN BD FD | 14,234 | $178.0M | 2.10% | |
| 335 | —LSC COMMUNICATIONS INC | 10,871 | $165.0M | 1.95% | |
| 336 | NQPNUVEEN PENNSYLVANIA QLT MUN | 12,000 | $158.0M | 1.87% | |
| 337 | —NUVEEN OHIO QLTY MUN INCOME | 10,733 | $157.0M | 1.86% | |
| 338 | —ORIGO ACQUISITION CORP | 315,500 | $156.0M | 1.84% | |
| 339 | —CONSTELLATION ALPHA CAP CORP | 700,000 | $154.0M | 1.82% | |
| 340 | MUJBLACKROCK MUNIHLDGS NJ QLTY | 10,631 | $154.0M | 1.82% | |
| 341 | VKQINVESCO MUN TR | 12,110 | $151.0M | 1.79% | |
| 342 | —ORIGO ACQUISITION CORP | 300,000 | $149.0M | 1.76% | |
| 343 | —BLACKROCK MUNIYIELD CALI QLT | 10,015 | $147.0M | 1.74% | |
| 344 | —SOCIAL CAP HEDOSOPHIA HLDGS | 83,334 | $146.0M | 1.73% | |
| 345 | —HUNTER MARITIME ACQUISITION | 470,000 | $141.0M | 1.67% | |
| 346 | MHNBLACKROCK MUNIHLDGS NY QLTY | 10,014 | $134.0M | 1.58% | |
| 347 | —BORQS TECHNOLOGIES INC | 20,614 | $109.0M | 1.29% | |
| 348 | —CM SEVEN STAR ACQUISITION CO | 375,000 | $109.0M | 1.29% | |
| 349 | —TPG PACE HLDGS CORP | 66,666 | $103.0M | 1.22% | |
| 350 | —M I ACQUISITIONS INC | 250,000 | $88.0M | 1.04% | |
| 351 | —BARINGTON HILCO ACQUISITION | 487,260 | $78.0M | 0.92% | |
| 352 | —DRAPER OAKWOOD TECHNOLOGY | 150,000 | $75.0M | 0.89% | |
| 353 | —BIG ROCK PARTNERS ACQUISI CO | 200,000 | $74.0M | 0.87% | |
| 354 | —I AM CAP ACQUISITION CO | 225,000 | $74.0M | 0.87% | |
| 355 | —BLACK RIDGE ACQUISITION CORP | 210,000 | $69.0M | 0.82% | |
| 356 | —I AM CAP ACQUISITION CO | 225,000 | $68.0M | 0.80% | |
| 357 | —COMMUNITY HEALTH SYS INC NEW | 9,282,097 | $66.0M | 0.78% | |
| 358 | —JENSYN ACQUISITION CORP | 174,000 | $65.0M | 0.77% | |
| 359 | —BLACK RIDGE ACQUISITION CORP | 210,000 | $59.0M | 0.70% | |
| 360 | —BISON CAP ACQUISITION CORP | 150,000 | $57.0M | 0.67% | |
| 361 | —SABAN CAP ACQUISITION CORP | 42,000 | $52.0M | 0.61% | |
| 362 | —DRAPER OAKWOOD TECHNOLOGY | 75,000 | $50.0M | 0.59% | |
| 363 | —JASON INDS INC | 1,933,070 | $44.0M | 0.52% | |
| 364 | —BIG ROCK PARTNERS ACQUISI CO | 100,000 | $40.0M | 0.47% | |
| 365 | —JENSYN ACQUISITION CORP | 174,000 | $39.0M | 0.46% | |
| 366 | —BARINGTON HILCO ACQUISITION | 487,260 | $34.0M | 0.40% | |
| 367 | —BISON CAP ACQUISITION CORP | 75,000 | $27.0M | 0.32% | |
| 368 | —VALLEY NATL BANCORP | 114,185 | $13.0M | 0.15% |
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