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)

#StockSharesValue% PortfolioType
401
GIGCAPITAL2 INC
765,000$245.0M4.14%
402
SPARTAN ENERGY ACQUISITON CO
434,999$239.0M4.04%
403
XVMMXDELAWARE INV MN MUN INC FD I
18,176$239.0M4.04%
404
NESRNATIONAL ENERGY SERVICES REU
259,500$234.0M3.95%
405
EXPERIENCE INVESTMENT CORP
333,332$223.0M3.77%
406
HQLTEKLA LIFE SCIENCES INVS
12,784$223.0M3.77%
407
NUVEEN MICHIGAN QLT MUN INC
15,410$218.0M3.68%
408
TUSCAN HLDGS CORP II
475,000$214.0M3.61%
409
BRBR1GBPBELLRING BRANDS INC
10,000$213.0M3.60%
410
DTFDTF TAX-FREE INCOME INC
14,276$211.0M3.56%
411
BIOCERES CROP SOLUTIONS CORP
1,249,900$200.0M3.38%
412
ACCEL ENTMT INC
66,666$197.0M3.33%
413
GAIN CAP HLDGS INC
225,000$197.0M3.33%
414
BNYBLACKROCK N Y MUN INCOME TR
13,506$189.0M3.19%
415
MERIDA MERGER CORP I
375,000$188.0M3.17%
416
BLACKROCK MUNIHOLDNGS QLTY I
14,291$180.0M3.04%
417
XBGYXBLACKROCK ENHANCED INTL DIV
30,242$178.0M3.01%
418
NAZNUVEEN ARIZONA QLTY MUN INC
12,828$173.0M2.92%
419
SILVER SPIKE ACQUISITION COR
400,000$172.0M2.90%
420
CHURCHILL CAP CORP II
116,666$166.0M2.80%
421
ARDCARES DYNAMIC CR ALLOCATION F
10,823$166.0M2.80%
422
NUVEEN OHIO QLTY MUN INCOME
10,609$164.0M2.77%
423
MMLPMARTIN MIDSTREAM PRTNRS L P
40,794$164.0M2.77%
424
COLLIER CREEK HOLDINGS
116,666$162.0M2.74%
425
EVFEATON VANCE SR INCOME TR
24,727$159.0M2.68%
426
ALLEGRO MERGER CORP
900,000$157.0M2.65%
427
GALILEO ACQUISITION CORP
325,000$156.0M2.63%
428
SWZSWISS HELVETIA FD INC
18,363$154.0M2.60%
429
NETFIN ACQUISITION CORP
500,000$150.0M2.53%
430
THTARGET HOSPITALITY CORP
266,666$139.0M2.35%
431
XAGDXABERDEEN GLOBAL DYNAMIC DIVI
13,342$139.0M2.35%
432
SUMMIT MIDSTREAM PARTNERS LP
36,000$119.0M2.01%
433
TKK SYMPHONY ACQUISITION COR
1,850,000$111.0M1.87%
434
HL ACQUISITIONS CORP
270,000$95.0M1.60%
435
ARYA SCIENCES ACQUISITION CO
50,000$86.0M1.45%
436
PENSARE ACQUISITION CORP
250,000$83.0M1.40%
437
MCNMADISON CVRED CALL & EQ STR
11,895$79.0M1.33%
438
AKAZOO SA
147,836$74.0M1.25%
439
FALCON MINERALS CORP
222,879$67.0M1.13%
440
OAKTREE ACQUISITION CORP
66,666$63.0M1.06%
441
TENZING ACQUISITION CORP
250,000$63.0M1.06%
442
NEANUVEEN SR INCOME FD
10,152$61.0M1.03%
443
PROFICIENT ALPHA ACQUSTN COR
400,000$60.0M1.01%
444
BIG ROCK PARTNERS ACQUISI CO
200,000$52.0M0.88%
445
OPES ACQUISITION CORP
250,000$45.0M0.76%
446
DASEKE INC
378,003$45.0M0.76%
447
KBL MERGER CORP IV
500,000$40.0M0.68%
448
CYCLERION THERAPEUTICS INC
14,842$40.0M0.68%
449
NESCO HLDGS INC
83,333$39.0M0.66%
450
CONYERS PK II ACQUISITION CO
18,750$35.0M0.59%
451
GREENVISION ACQUISITION CORP
170,000$31.0M0.52%
452
INFRA AND ENERGY ALTRNTIVE I
343,006$27.0M0.46%
453
GREENVISION ACQUISITION CORP
170,000$24.0M0.41%
454
LONGEVITY ACQUISITION CORP
125,000$23.0M0.39%
455
ROSEHILL RES INC
244,800$22.0M0.37%
456
BIG ROCK PARTNERS ACQUISI CO
100,000$17.0M0.29%
457
LONGEVITY ACQUISITION CORP
125,000$11.0M0.19%
458
PHUNWARE INC
58,632$5.0M0.08%
459
ESTRE AMBIENTAL INC
661,870$4.0M0.07%
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