AQR Arbitrage LLC Q4 2018 Filing
Filed February 14, 2019
Portfolio Value
$7.3B
Holdings
574
Report Date
Q4 2018
Filing Type
13F-HR
All Holdings (574 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 301 | —TALLGRASS ENERGY LP | 31,800 | $774.0M | 10.63% | |
| 302 | —BLACKROCK MUNIENHANCED FD IN | 78,131 | $773.0M | 10.62% | |
| 303 | TRGPTARGA RES CORP | 21,184 | $763.0M | 10.48% | |
| 304 | —JENSYN ACQUISITION CORP | 69,000 | $759.0M | 10.42% | |
| 305 | —MTECH ACQUISITION CORP | 75,000 | $755.0M | 10.37% | |
| 306 | XEVMXEATON VANCE CALIF MUN BD FD | 76,155 | $754.0M | 10.36% | |
| 307 | —NUVEEN MICHIGAN QLT MUN INC | 60,254 | $751.0M | 10.31% | |
| 308 | —DFB HEALTHCARE ACQUISTION CO | 599,999 | $738.0M | 10.14% | |
| 309 | —NUVEEN MARYLAND QLT MUN INC | 62,917 | $737.0M | 10.12% | |
| 310 | NQPNUVEEN PENNSYLVANIA QLT MUN | 60,046 | $733.0M | 10.07% | |
| 311 | —FORUM MERGER II CORP | 1,620,000 | $729.0M | 10.01% | |
| 312 | EVNEATON VANCE MUNI INCOME TRUS | 63,735 | $721.0M | 9.90% | |
| 313 | —GRAF INDL CORP | 1,782,000 | $713.0M | 9.79% | |
| 314 | —NUVEEN OHIO QLTY MUN INCOME | 52,696 | $701.0M | 9.63% | |
| 315 | MPLXMPLX LP | 23,115 | $700.0M | 9.61% | |
| 316 | ATLCATLANTICUS HLDGS CORP | 191,430 | $697.0M | 9.57% | |
| 317 | XEVVXEATON VANCE LTD DUR INCOME F | 57,915 | $690.0M | 9.48% | |
| 318 | EPDENTERPRISE PRODS PARTNERS L | 27,760 | $683.0M | 9.38% | |
| 319 | OISOIL STS INTL INC | 47,387 | $677.0M | 9.30% | |
| 320 | —DREYFUS STRATEGIC MUN BD FD | 94,169 | $657.0M | 9.02% | |
| 321 | NPVNUVEEN VIRGINIA QLTY MUNCPL | 55,855 | $655.0M | 9.00% | |
| 322 | DISCKUSDDISCOVERY INC | 28,190 | $651.0M | 8.94% | |
| 323 | —TKK SYMPHONY ACQUISITION COR | 1,850,000 | $648.0M | 8.90% | |
| 324 | ISDPGIM SHORT DURATION HIGH YIE | 49,371 | $643.0M | 8.83% | |
| 325 | WMBWILLIAMS COS INC DEL | 29,037 | $640.0M | 8.79% | |
| 326 | —ENABLE MIDSTREAM PARTNERS LP | 46,900 | $635.0M | 8.72% | |
| 327 | HEPUSDHOLLY ENERGY PARTNERS L P | 22,100 | $631.0M | 8.67% | |
| 328 | —NUVEEN NORTH CAROLINA QLTY M | 53,154 | $627.0M | 8.61% | |
| 329 | —GS ACQUISITION HLDGS CORP | 500,000 | $625.0M | 8.58% | |
| 330 | GHYPGIM GLOBAL SHORT DURATION H | 47,761 | $617.0M | 8.47% | |
| 331 | —CHURCHILL CAP CORP | 697,500 | $607.0M | 8.34% | |
| 332 | XAWFXALLIANCEBERNSTEIN GBL HGH IN | 57,266 | $603.0M | 8.28% | |
| 333 | —THUNDER BRIDGE ACQUISITION L | 1,620,000 | $599.0M | 8.23% | |
| 334 | PAAPLAINS ALL AMERN PIPELINE L | 29,751 | $596.0M | 8.19% | |
| 335 | —CHASERG TECHNLGY ACQUISITN C | 810,000 | $592.0M | 8.13% | |
| 336 | BLEBLACKROCK MUNI INCOME TR II | 45,845 | $592.0M | 8.13% | |
| 337 | —VALERO ENERGY PARTNERS LP | 13,821 | $583.0M | 8.01% | |
| 338 | BTZBLACKROCK CR ALLCTN INC TR | 51,939 | $581.0M | 7.98% | |
| 339 | MQTBLACKROCK MUNIY QUALITY FD I | 50,864 | $581.0M | 7.98% | |
| 340 | PMMPUTNAM MANAGED MUN INCOM TR | 85,222 | $573.0M | 7.87% | |
| 341 | SBIWESTERN ASSET INTM MUNI FD I | 67,179 | $561.0M | 7.70% | |
| 342 | —CNX MIDSTREAM PARTNERS LP | 34,400 | $560.0M | 7.69% | |
| 343 | FDDFIRST TR HIGH INCOME L/S FD | 42,042 | $558.0M | 7.66% | |
| 344 | —INVESCO DYNAMIC CR OPP FD | 53,856 | $553.0M | 7.60% | |
| 345 | WEPMAGELLAN MIDSTREAM PRTNRS LP | 9,657 | $551.0M | 7.57% | |
| 346 | —DCP MIDSTREAM LP | 20,646 | $547.0M | 7.51% | |
| 347 | XJQCXNUVEEN CR STRATEGIES INCM FD | 73,400 | $543.0M | 7.46% | |
| 348 | —PHILLIPS 66 PARTNERS LP | 12,745 | $537.0M | 7.38% | |
| 349 | MUCBLACKROCK MUNIHLDNGS QLTY II | 46,278 | $531.0M | 7.29% | |
| 350 | HYTBLACKROCK CORPOR HI YLD FD I | 56,755 | $527.0M | 7.24% | |
| 351 | BKNBLACKROCK INVT QUALITY MUN T | 39,699 | $524.0M | 7.20% | |
| 352 | —NUVEEN CONNECTICUT QLTY MUN | 46,405 | $523.0M | 7.18% | |
| 353 | WESWESTERN GAS PARTNERS LP | 12,341 | $521.0M | 7.16% | |
| 354 | RIGTRANSOCEAN LTD | 74,055 | $514.0M | 7.06% | |
| 355 | HESMHESS MIDSTREAM PARTNERS LP | 30,300 | $514.0M | 7.06% | |
| 356 | XBOEXBLACKROCK ENHANCED GBL DIV T | 54,753 | $513.0M | 7.05% | |
| 357 | HIXWESTERN ASSET HIGH INCM FD I | 88,508 | $510.0M | 7.00% | |
| 358 | PEOADAM NAT RES FD INC | 34,818 | $507.0M | 6.96% | |
| 359 | —TC PIPELINES LP | 15,700 | $504.0M | 6.92% | |
| 360 | —LF CAP ACQUISITION CORP | 1,200,000 | $504.0M | 6.92% | |
| 361 | IGRCBRE CLARION GLOBAL REAL EST | 80,943 | $499.0M | 6.85% | |
| 362 | —LEISURE ACQUISITION CORP | 625,000 | $494.0M | 6.78% | |
| 363 | BRWTEMPLETON GLOBAL INCOME FD | 81,749 | $493.0M | 6.77% | |
| 364 | —HAYMAKER ACQUISITION CORP | 599,990 | $492.0M | 6.76% | |
| 365 | —ANDEAVOR LOGISTICS LP | 15,100 | $491.0M | 6.74% | |
| 366 | NESRNATIONAL ENERGY SERVICES REU | 409,500 | $491.0M | 6.74% | |
| 367 | PNBKPATRIOT NATL BANCORP INC | 34,461 | $491.0M | 6.74% | |
| 368 | MPABLACKROCK MUNIYIELD PA QLTY | 38,842 | $487.0M | 6.69% | |
| 369 | NBHNEUBERGER BERMAN MUNI FD INC | 37,689 | $477.0M | 6.55% | |
| 370 | —REGALWOOD GLOBAL ENERGY LTD | 440,925 | $476.0M | 6.54% | |
| 371 | —UNION ACQUISITION CORP | 1,250,000 | $475.0M | 6.52% | |
| 372 | XFRAXBLACKROCK FLOAT RATE OME STR | 39,629 | $472.0M | 6.48% | |
| 373 | DSUBLACKROCK DEBT STRAT FD INC | 48,221 | $471.0M | 6.47% | |
| 374 | XGDVXGABELLI DIVD & INCOME TR | 25,634 | $469.0M | 6.44% | |
| 375 | XAODXABERDEEN TOTAL DYNAMIC DIVD | 64,391 | $464.0M | 6.37% | |
| 376 | —ALLIANZGI NFJ DIVID INT & PR | 43,391 | $463.0M | 6.36% | |
| 377 | —MEGALITH FINL ACQUISITION CO | 1,153,800 | $462.0M | 6.35% | |
| 378 | RABROOKFIELD REAL ASSETS INCOM | 24,171 | $461.0M | 6.33% | |
| 379 | EFTEATON VANCE FLTING RATE INC | 36,389 | $461.0M | 6.33% | |
| 380 | —U S WELL SVCS INC | 757,700 | $455.0M | 6.25% | |
| 381 | RQICOHEN & STEERS QUALITY RLTY | 43,608 | $452.0M | 6.21% | |
| 382 | MHIPIONEER MUN HIGH INCOME TR | 40,950 | $449.0M | 6.17% | |
| 383 | —DIVIDEND & INCOME FUND | 46,948 | $447.0M | 6.14% | |
| 384 | GELGENESIS ENERGY L P | 24,165 | $446.0M | 6.13% | |
| 385 | —ENLINK MIDSTREAM PARTNERS LP | 39,709 | $437.0M | 6.00% | |
| 386 | NHSNEUBERGER BERMAN HGH YLD FD | 45,127 | $436.0M | 5.99% | |
| 387 | XVMMXDELAWARE INV MN MUN INC FD I | 36,598 | $434.0M | 5.96% | |
| 388 | —GORES HOLDINGS III INC | 333,332 | $433.0M | 5.95% | |
| 389 | —EQM MIDSTREAM PARTNERS LP | 9,980 | $432.0M | 5.93% | |
| 390 | —GORDON POINTE ACQUISITION CO | 1,106,820 | $431.0M | 5.92% | |
| 391 | MFMMFS MUN INCOME TR | 69,841 | $429.0M | 5.89% | |
| 392 | BLWBLACKROCK LTD DURATION INC T | 31,935 | $427.0M | 5.86% | |
| 393 | BITBLACKROCK MULTI-SECTOR INC T | 27,727 | $426.0M | 5.85% | |
| 394 | —MODERN MEDIA ACQUISITION | 1,700,000 | $425.0M | 5.84% | |
| 395 | HQHTEKLA HEALTHCARE INVS | 23,610 | $424.0M | 5.82% | |
| 396 | NAZNUVEEN ARIZONA QLTY MUN INC | 35,617 | $423.0M | 5.81% | |
| 397 | —SPARTAN ENERGY ACQUISITON CO | 434,999 | $422.0M | 5.80% | |
| 398 | JRINUVEEN REAL ASSET INM AND GW | 30,976 | $422.0M | 5.80% | |
| 399 | —TWELVE SEAS INVESTMENT COMPA | 1,200,000 | $420.0M | 5.77% | |
| 400 | MMLPMARTIN MIDSTREAM PRTNRS L P | 40,794 | $419.0M | 5.75% |