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 |
|---|---|---|---|---|---|
| 401 | FCTFIRST TR SR FLG RTE INCM FD | 37,274 | $417.0M | 5.73% | |
| 402 | XRNPXCOHEN & STEERS REIT & PFD IN | 23,338 | $415.0M | 5.70% | |
| 403 | —LEGACY ACQUISITION CORP | 1,250,000 | $414.0M | 5.69% | |
| 404 | —GIGCAPITAL INC | 1,500,000 | $412.0M | 5.66% | |
| 405 | —TIBERIUS ACQUISITION CORP | 1,057,500 | $412.0M | 5.66% | |
| 406 | BCXBLACKROCK RES & COMM STRAT T | 57,744 | $408.0M | 5.60% | |
| 407 | XENWXEATON VANCE NEW YORK MUN BD | 37,077 | $408.0M | 5.60% | |
| 408 | ARDCARES DYNAMIC CR ALLOCATION F | 29,599 | $408.0M | 5.60% | |
| 409 | —NEW FRONTIER CORP | 450,000 | $405.0M | 5.56% | |
| 410 | BNYBLACKROCK N Y MUN INCOME TR | 33,029 | $404.0M | 5.55% | |
| 411 | —BUCKEYE PARTNERS L P | 13,800 | $400.0M | 5.49% | |
| 412 | CVSCVS HEALTH CORP | 6,084 | $399.0M | 5.48% | |
| 413 | BDJBLACKROCK ENHANCED EQT DIV T | 50,988 | $396.0M | 5.44% | |
| 414 | AVKADVENT CLAYMORE CV SECS & IN | 31,590 | $396.0M | 5.44% | |
| 415 | XEFRXEATON VANCE SR FLTNG RTE TR | 31,299 | $393.0M | 5.40% | |
| 416 | —KBL MERGER CORP IV | 1,000,000 | $390.0M | 5.36% | |
| 417 | —FAR PT ACQUISITION CORP | 299,999 | $390.0M | 5.36% | |
| 418 | —CONCRETE PUMPING HLDGS INC | 500,000 | $390.0M | 5.36% | |
| 419 | FMNFEDERATED PREM MUN INC FD | 31,264 | $384.0M | 5.27% | |
| 420 | XEADXWELLS FARGO INCOME OPPORTUNI | 52,631 | $381.0M | 5.23% | |
| 421 | —TEEKAY LNG PARTNERS L P | 34,119 | $376.0M | 5.16% | |
| 422 | EHIWESTERN ASSET GLB HI INCOME | 45,105 | $373.0M | 5.12% | |
| 423 | —BLACKROCK MUNIHOLDNGS QLTY I | 32,865 | $372.0M | 5.11% | |
| 424 | VCVINVESCO CALIF VALUE MUN INC | 32,726 | $370.0M | 5.08% | |
| 425 | SHLXUSDSHELL MIDSTREAM PARTNERS L P | 22,409 | $368.0M | 5.05% | |
| 426 | NSUSDNUSTAR ENERGY LP | 17,439 | $365.0M | 5.01% | |
| 427 | —ANTERO MIDSTREAM GP LP | 32,600 | $364.0M | 5.00% | |
| 428 | DTFDTF TAX-FREE INCOME INC | 29,138 | $361.0M | 4.96% | |
| 429 | EVFEATON VANCE SR INCOME TR | 60,150 | $361.0M | 4.96% | |
| 430 | BGBBLACKSTONE GSO STRATEGIC CR | 26,702 | $360.0M | 4.94% | |
| 431 | XPHDXPIONEER FLOATING RATE TR | 36,602 | $360.0M | 4.94% | |
| 432 | VTNINVESCO TR INVT GRADE NY MUN | 29,935 | $357.0M | 4.90% | |
| 433 | —BLACKROCK MUNIHLDGS FD II IN | 27,377 | $355.0M | 4.88% | |
| 434 | APUAMERIGAS PARTNERS L P | 13,864 | $351.0M | 4.82% | |
| 435 | —SUMMIT MIDSTREAM PARTNERS LP | 34,700 | $349.0M | 4.79% | |
| 436 | —PLATINUM EAGLE ACQUISITIN CO | 266,666 | $347.0M | 4.77% | |
| 437 | —RETAIL VALUE INC | 13,469 | $345.0M | 4.74% | |
| 438 | RVTROYCE VALUE TR INC | 29,095 | $343.0M | 4.71% | |
| 439 | —APOLLO SR FLOATING RATE FD I | 23,664 | $341.0M | 4.68% | |
| 440 | —SEMGROUP CORP | 24,333 | $335.0M | 4.60% | |
| 441 | —DWS STRATEGIC MUN INCOME TR | 32,400 | $334.0M | 4.59% | |
| 442 | —BLACKROCK MUNICIPAL BOND TR | 24,678 | $330.0M | 4.53% | |
| 443 | GPROGOPRO INC | 77,342 | $328.0M | 4.50% | |
| 444 | WABFWESTERN ASST MN PRT FD INC | 23,543 | $327.0M | 4.49% | |
| 445 | XBGYXBLACKROCK ENHANCED INTL DIV | 65,376 | $326.0M | 4.48% | |
| 446 | UTFCOHEN & STEERS INFRASTRUCTUR | 16,464 | $325.0M | 4.46% | |
| 447 | —PRIORITY TECHNOLOGY HLDGS IN | 250,000 | $325.0M | 4.46% | |
| 448 | —NUVEEN GEORGIA QLTY MUN INC | 29,260 | $320.0M | 4.39% | |
| 449 | GAMGENERAL AMERN INVS INC | 11,060 | $315.0M | 4.33% | |
| 450 | —NEBULA ACQUISITION CORP | 233,332 | $314.0M | 4.31% | |
| 451 | BKFIDREYFUS MUN BD INFRSTRCTR FD | 26,442 | $314.0M | 4.31% | |
| 452 | —UNION ACQUISITION CORP | 1,250,000 | $313.0M | 4.30% | |
| 453 | —INFRA AND ENERGY ALTRNTIVE I | 343,006 | $312.0M | 4.29% | |
| 454 | —TWELVE SEAS INVESTMENT COMPA | 1,200,000 | $312.0M | 4.29% | |
| 455 | —NUVEEN INTER DURATION MN TMF | 25,136 | $311.0M | 4.27% | |
| 456 | PHTPIONEER HIGH INCOME TR | 39,038 | $311.0M | 4.27% | |
| 457 | —DREYFUS MUN INCOME INC | 39,490 | $301.0M | 4.13% | |
| 458 | —CM SEVEN STAR ACQUISITION CO | 750,000 | $300.0M | 4.12% | |
| 459 | —IVY HIGH INC OPPORTUNITIES F | 24,294 | $295.0M | 4.05% | |
| 460 | BGHBARINGS GLOBAL SHORT DURATIO | 18,497 | $295.0M | 4.05% | |
| 461 | —KLX ENERGY SERVICS HOLDNGS I | 12,542 | $294.0M | 4.04% | |
| 462 | —PENSARE ACQUISITION CORP | 1,000,000 | $290.0M | 3.98% | |
| 463 | HTDHANCOCK JOHN TAX-ADV DIV INC | 14,149 | $289.0M | 3.97% | |
| 464 | —APOLLO TACTICAL INCOME FD IN | 20,833 | $287.0M | 3.94% | |
| 465 | NEANUVEEN FLTNG RTE INCM OPP FD | 31,713 | $286.0M | 3.93% | |
| 466 | BGTBLACKROCK FLOATING RATE INCO | 24,337 | $281.0M | 3.86% | |
| 467 | —THESTREET INC | 136,752 | $278.0M | 3.82% | |
| 468 | —TKK SYMPHONY ACQUISITION COR | 1,850,000 | $278.0M | 3.82% | |
| 469 | —GIGCAPITAL INC | 1,125,000 | $272.0M | 3.74% | |
| 470 | —BP MIDSTREAM PARTNERS LP | 17,500 | $272.0M | 3.74% | |
| 471 | —ALLEGRO MERGER CORP | 900,000 | $270.0M | 3.71% | |
| 472 | XFDEXFIRST TR DYNAMIC EUROPE EQT | 21,346 | $270.0M | 3.71% | |
| 473 | XIGDXVOYA GLBL EQTY DIV & PREM OP | 45,729 | $268.0M | 3.68% | |
| 474 | STWDSTARWOOD PPTY TR INC | 13,533 | $267.0M | 3.67% | |
| 475 | CHICALAMOS CONV OPP AND INC FD | 29,464 | $261.0M | 3.58% | |
| 476 | —ALLEGRO MERGER CORP | 900,000 | $261.0M | 3.58% | |
| 477 | ERCWELLS FARGO MULTI SECTOR INC | 23,423 | $260.0M | 3.57% | |
| 478 | —ALLIANCE CALIF MUN INCOME FD | 18,969 | $259.0M | 3.56% | |
| 479 | ETGEATON VANCE TX ADV GLBL DIV | 19,036 | $258.0M | 3.54% | |
| 480 | —GTY TECHNOLOGY HOLDINGS INC | 324,900 | $253.0M | 3.47% | |
| 481 | —MAGNOLIA OIL & GAS CORP | 83,333 | $252.0M | 3.46% | |
| 482 | NEANUVEEN SR INCOME FD | 45,580 | $251.0M | 3.45% | |
| 483 | HYIWESTERN ASSET HGH YLD DFNDFD | 19,042 | $250.0M | 3.43% | |
| 484 | FTFFRANKLIN LTD DURATION INC TR | 27,679 | $250.0M | 3.43% | |
| 485 | BFKBLACKROCK MUN INCOME TR | 20,215 | $246.0M | 3.38% | |
| 486 | —MACQUARIE GLBL INFRA TOTL RE | 12,902 | $243.0M | 3.34% | |
| 487 | —GAIN CAP HLDGS INC | 225,000 | $232.0M | 3.19% | |
| 488 | —NUVEEN ENHANCED MUN VALUE FD | 17,907 | $230.0M | 3.16% | |
| 489 | —BROOKFIELD GLOBL LISTED INFR | 22,507 | $228.0M | 3.13% | |
| 490 | MMUWESTERN ASST MNGD MUN FD INC | 17,136 | $218.0M | 2.99% | |
| 491 | GDOWESTERN ASSET GLOBAL CP DEFI | 14,568 | $218.0M | 2.99% | |
| 492 | —NUVEEN TEXAS QLTY MUN INCME | 17,536 | $217.0M | 2.98% | |
| 493 | LITELUMENTUM HLDGS INC | 5,077 | $213.0M | 2.93% | |
| 494 | —ORGANOGENESIS HLDGS INC | 1,000,000 | $210.0M | 2.88% | |
| 495 | XEVGXEATON VANCE SH TM DR DIVR IN | 16,570 | $206.0M | 2.83% | |
| 496 | —HL ACQUISITIONS CORP | 270,000 | $204.0M | 2.80% | |
| 497 | JRSNUVEEN REAL ESTATE INCOME FD | 23,933 | $202.0M | 2.77% | |
| 498 | —VIRTUS TOTAL RETURN FUND INC | 22,175 | $192.0M | 2.64% | |
| 499 | —SPIRIT MTA REIT | 26,740 | $191.0M | 2.62% | |
| 500 | KIOKKR INCOME OPPORTUNITIES FD | 13,418 | $191.0M | 2.62% |