AQR Arbitrage LLC Q4 2019 Filing
Filed February 14, 2020
Portfolio Value
$5.9B
Holdings
459
Report Date
Q4 2019
Filing Type
13F-HR
All Holdings (459 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 301 | —BROOGE HLDGS LTD | 120,000 | $1.1B | 17.75% | |
| 302 | —ARYA SCIENCES ACQUISITION CO | 100,000 | $1.0B | 17.39% | |
| 303 | —ACT II GLOBAL ACQUISITION CO | 900,000 | $990.0M | 16.72% | |
| 304 | —VECTOIQ ACQUISITION CORP | 1,620,000 | $956.0M | 16.14% | |
| 305 | —TEVA PHARMACEUTICAL FIN LLC | 1,000,000 | $953.0M | 16.09% | |
| 306 | —TUSCAN HOLDINGS CORP | 1,600,000 | $944.0M | 15.94% | |
| 307 | —HAYMAKER ACQUISITION CORP II | 666,666 | $940.0M | 15.87% | |
| 308 | —SEACOR HOLDINGS INC | 1,000,000 | $912.0M | 15.40% | |
| 309 | —BROOGE HLDGS LTD | 1,200,000 | $888.0M | 14.99% | |
| 310 | WEPMAGELLAN MIDSTREAM PRTNRS LP | 14,000 | $880.0M | 14.86% | |
| 311 | CQPCHENIERE ENERGY PARTNERS LP | 21,785 | $867.0M | 14.64% | |
| 312 | —CRESTWOOD EQUITY PARTNERS LP | 27,936 | $861.0M | 14.54% | |
| 313 | TRGPTARGA RES CORP | 21,184 | $858.0M | 14.49% | |
| 314 | —PHILLIPS 66 PARTNERS LP | 13,900 | $857.0M | 14.47% | |
| 315 | EPDENTERPRISE PRODS PARTNERS L | 30,000 | $845.0M | 14.27% | |
| 316 | —PURE ACQUISITION CORP | 862,500 | $845.0M | 14.27% | |
| 317 | —GX ACQUISITION CORP | 1,000,000 | $800.0M | 13.51% | |
| 318 | —CRESCENT ACQUISITION CORP | 1,000,000 | $800.0M | 13.51% | |
| 319 | —GRAF INDL CORP | 1,782,000 | $781.0M | 13.19% | |
| 320 | —CONYERS PK II ACQUISITION CO | 75,000 | $758.0M | 12.80% | |
| 321 | WMBWILLIAMS COS INC DEL | 31,910 | $747.0M | 12.61% | |
| 322 | —FORUM MERGER II CORP | 1,620,000 | $745.0M | 12.58% | |
| 323 | —LEO HOLDINGS CORP | 1,115,000 | $739.0M | 12.48% | |
| 324 | —AMCI ACQUISITION CORP | 2,300,000 | $713.0M | 12.04% | |
| 325 | —NEW FRONTIER HEALTH CORP | 450,000 | $689.0M | 11.63% | |
| 326 | HESMHESS MIDSTREAM LP | 30,300 | $687.0M | 11.60% | |
| 327 | ATLCATLANTICUS HLDGS CORP | 75,008 | $676.0M | 11.41% | |
| 328 | —SOUTH MTN MERGER CORP | 750,000 | $674.0M | 11.38% | |
| 329 | —LEGACY ACQUISITION CORP | 1,250,000 | $672.0M | 11.35% | |
| 330 | —BROADMARK RLTY CAP INC | 1,750,000 | $665.0M | 11.23% | |
| 331 | —TC PIPELINES LP | 15,700 | $664.0M | 11.21% | |
| 332 | PAAPLAINS ALL AMERN PIPELINE L | 36,000 | $662.0M | 11.18% | |
| 333 | IDEVOYA INFRASTRUCTURE INDLS & | 55,763 | $642.0M | 10.84% | |
| 334 | XIGDXVOYA GLBL EQTY DIV & PREM OP | 100,704 | $623.0M | 10.52% | |
| 335 | —LEISURE ACQUISITION CORP | 625,000 | $619.0M | 10.45% | |
| 336 | —CNX MIDSTREAM PARTNERS LP | 36,000 | $593.0M | 10.01% | |
| 337 | —DIAMONDPEAK HLDGS COR | 766,666 | $590.0M | 9.96% | |
| 338 | —DCP MIDSTREAM LP | 24,000 | $588.0M | 9.93% | |
| 339 | HQHTEKLA HEALTHCARE INVS | 27,497 | $574.0M | 9.69% | |
| 340 | —TEEKAY LNG PARTNERS L P | 36,000 | $560.0M | 9.46% | |
| 341 | GELGENESIS ENERGY L P | 27,000 | $553.0M | 9.34% | |
| 342 | —RANPAK HLDGS CORP | 485,000 | $553.0M | 9.34% | |
| 343 | —SCHULTZE SPL PURP ACQUSTN CO | 1,440,000 | $547.0M | 9.24% | |
| 344 | —LF CAP ACQUISITION CORP | 1,200,000 | $540.0M | 9.12% | |
| 345 | SHLXUSDSHELL MIDSTREAM PARTNERS L P | 26,000 | $525.0M | 8.86% | |
| 346 | —ACAMAR PARTNERS ACQSITION CO | 750,000 | $518.0M | 8.75% | |
| 347 | —GORES HOLDINGS III INC | 333,332 | $517.0M | 8.73% | |
| 348 | —ENABLE MIDSTREAM PARTNERS LP | 50,000 | $502.0M | 8.48% | |
| 349 | —RATTLER MIDSTREAM LP | 28,159 | $501.0M | 8.46% | |
| 350 | —APOLLO SR FLOATING RATE FD I | 32,923 | $498.0M | 8.41% | |
| 351 | HEPUSDHOLLY ENERGY PARTNERS L P | 22,100 | $490.0M | 8.27% | |
| 352 | PNTGPENNANT GROUP INC | 14,746 | $488.0M | 8.24% | |
| 353 | —TORTOISE ACQUISITION CORP | 1,038,969 | $486.0M | 8.21% | |
| 354 | —REPLAY ACQUISITION CORP | 575,000 | $483.0M | 8.16% | |
| 355 | —RMG ACQUISITION CORP | 833,332 | $483.0M | 8.16% | |
| 356 | —DIAMOND EAGLE ACQUISITION CO | 200,000 | $480.0M | 8.10% | |
| 357 | GLOCLOUGH GLOBAL OPPORTUNITIES | 49,681 | $469.0M | 7.92% | |
| 358 | XGDVXGABELLI DIVD & INCOME TR | 21,063 | $462.0M | 7.80% | |
| 359 | WESWESTERN MIDSTREAM PARTNERS L | 23,000 | $453.0M | 7.65% | |
| 360 | NSUSDNUSTAR ENERGY LP | 17,439 | $451.0M | 7.61% | |
| 361 | —DIVIDEND & INCOME FUND | 33,511 | $451.0M | 7.61% | |
| 362 | —THUNDER BRDG ACQUISTION II L | 500,000 | $450.0M | 7.60% | |
| 363 | —NEW PROVIDENCE ACQUISITIN CO | 500,000 | $450.0M | 7.60% | |
| 364 | PNBKPATRIOT NATL BANCORP INC | 34,442 | $439.0M | 7.41% | |
| 365 | —LANDCADIA HLDGS II INC | 583,332 | $420.0M | 7.09% | |
| 366 | XBOEXBLACKROCK ENHANCED GBL DIV T | 37,263 | $410.0M | 6.92% | |
| 367 | AMANTERO MIDSTREAM CORP | 52,600 | $399.0M | 6.74% | |
| 368 | —GORDON POINTE ACQUISITION CO | 1,106,820 | $398.0M | 6.72% | |
| 369 | CRNCCERENCE INC | 17,557 | $397.0M | 6.70% | |
| 370 | —EQM MIDSTREAM PARTNERS LP | 13,000 | $389.0M | 6.57% | |
| 371 | —FAR PT ACQUISITION CORP | 299,999 | $387.0M | 6.53% | |
| 372 | NPVNUVEEN VIRGINIA QLTY MUNCPL | 26,248 | $383.0M | 6.47% | |
| 373 | —UNION ACQUISITION CORP II | 1,000,000 | $375.0M | 6.33% | |
| 374 | —MEGALITH FINL ACQUISITION CO | 1,153,800 | $369.0M | 6.23% | |
| 375 | —B RILEY PRINCIPAL MERGER COR | 425,000 | $349.0M | 5.89% | |
| 376 | XFRAXBLACKROCK FLOAT RATE OME STR | 25,605 | $344.0M | 5.81% | |
| 377 | —SWITCHBACK ENERGY ACQUISITIO | 566,666 | $340.0M | 5.74% | |
| 378 | 0E41ENLINK MIDSTREAM LLC | 55,000 | $337.0M | 5.69% | |
| 379 | SBIWESTERN ASSET INTM MUNI FD I | 36,516 | $332.0M | 5.61% | |
| 380 | XPHDXPIONEER FLOATING RATE TR | 29,915 | $328.0M | 5.54% | |
| 381 | MPABLACKROCK MUNIYIELD PA QLTY | 22,560 | $322.0M | 5.44% | |
| 382 | EFTEATON VANCE FLTING RATE INC | 23,423 | $321.0M | 5.42% | |
| 383 | BGTBLACKROCK FLOATING RATE INCO | 24,851 | $320.0M | 5.40% | |
| 384 | —LEO HOLDINGS CORP | 30,600 | $316.0M | 5.34% | |
| 385 | —BP MIDSTREAM PARTNERS LP | 20,000 | $312.0M | 5.27% | |
| 386 | —SOURCE CAP INC | 7,845 | $304.0M | 5.13% | |
| 387 | —NEBULA ACQUISITION CORP | 233,332 | $292.0M | 4.93% | |
| 388 | —SC HEALTH CORP | 300,000 | $288.0M | 4.86% | |
| 389 | FCTFIRST TR SR FLG RTE INCM FD | 22,895 | $287.0M | 4.85% | |
| 390 | XEFRXEATON VANCE SR FLTNG RTE TR | 20,664 | $280.0M | 4.73% | |
| 391 | —VIRGIN GALACTIC HOLDINGS INC | 83,334 | $279.0M | 4.71% | |
| 392 | —THL CR SR LN FD | 18,163 | $276.0M | 4.66% | |
| 393 | NEANUVEEN FLTNG RTE INCM OPP FD | 27,182 | $272.0M | 4.59% | |
| 394 | UGIUGI CORP NEW | 6,017 | $271.0M | 4.58% | |
| 395 | —PIVOTAL INVT CORP II | 333,332 | $263.0M | 4.44% | |
| 396 | —RETAIL VALUE INC | 6,915 | $254.0M | 4.29% | |
| 397 | —ANDINA ACQUISITION CORP III | 1,200,000 | $252.0M | 4.25% | |
| 398 | —APEX TECHNOLOGY ACQUISITN CO | 200,000 | $250.0M | 4.22% | |
| 399 | —GORES METROPOULOS INC | 166,666 | $250.0M | 4.22% | |
| 400 | FMNFEDERATED PREM MUN INC FD | 17,759 | $250.0M | 4.22% |