AA

AQR Arbitrage Portfolio holdings

AUM $4.27B
1-Year Return 12.81%
This Quarter Return
+1.5%
1 Year Return
+12.81%
3 Year Return
+75.11%
5 Year Return
+240.2%
10 Year Return
+1,146.11%
AUM
$6.83B
AUM Growth
-$1.96B
Cap. Flow
-$4.67B
Cap. Flow %
-68.34%
Top 10 Hldgs %
31.12%
Holding
596
New
82
Increased
48
Reduced
104
Closed
122

Top Buys

1
MDSO
Medidata Solutions, Inc.
MDSO
$134M
2
ACIA
Acacia Communications, Inc. Common Stock
ACIA
$131M
3
GWR
Genesee & Wyoming Inc.
GWR
$93.4M
4
VIAB
Viacom Inc. Class B
VIAB
$53M
5
CRZO
Carrizo Oil & Gas Inc
CRZO
$45.7M

Top Sells

1
TSS
Total System Services, Inc.
TSS
$216M
2
LLL
L3 Technologies, Inc.
LLL
$212M
3
WP
Worldpay, Inc.
WP
$208M
4
TRCO
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$191M
5
FDC
First Data Corporation
FDC
$191M

Sector Composition

1 Industrials 9.84%
2 Technology 9.24%
3 Consumer Discretionary 7.74%
4 Healthcare 6.37%
5 Financials 5.31%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
AFT
226
DELISTED
Apollo Senior Floating Rate Fund Inc.
AFT
$525K 0.01%
35,373
+2,700
+8% +$40.1K
PHD
227
Pioneer Floating Rate Fund
PHD
$123M
$519K 0.01%
49,256
+4,961
+11% +$52.3K
JRO
228
DELISTED
Nuveen Floating Rate Income Opportunty Fund
JRO
$514K 0.01%
53,889
+24,715
+85% +$236K
CNXM
229
DELISTED
CNX Midstream Partners LP
CNXM
$508K 0.01%
36,000
– –
HQH
230
abrdn Healthcare Investors
HQH
$912M
$504K 0.01%
27,497
+4,268
+18% +$78.2K
SAMAW
231
DELISTED
Schultze Special Purpose Acquisition Corp. Warrant
SAMAW
$504K 0.01%
1,440,000
– –
RTLR
232
DELISTED
Rattler Midstream LP Common Units
RTLR
$502K 0.01%
28,159
– –
GRSHW
233
DELISTED
Gores Holdings III, Inc. Warrants
GRSHW
$500K 0.01%
333,332
– –
NS
234
DELISTED
NuStar Energy L.P.
NS
$494K 0.01%
17,439
– –
TGP
235
DELISTED
Teekay LNG Partners L.P.
TGP
$491K 0.01%
36,000
– –
LACQW
236
DELISTED
Leisure Acquisition Corp. Warrant
LACQW
$469K 0.01%
625,000
– –
ENLC
237
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
$468K 0.01%
55,000
– –
ARDC
238
Are Dynamic Credit Allocation Fund
ARDC
$353M
$458K 0.01%
30,757
-9,242
-23% -$138K
NFC.WS
239
DELISTED
New Frontier Corporation Warrants, each whole warrant exercisable for one Class A ordinary share at
NFC.WS
$450K 0.01%
450,000
– –
BROGR
240
DELISTED
Twelve Seas Investment Company Rights
BROGR
$444K 0.01%
+1,200,000
New +$444K
GPAQW
241
DELISTED
Gordon Pointe Acquisition Corp. Warrant
GPAQW
$443K 0.01%
1,106,820
– –
PNBK icon
242
Patriot National Bancorp
PNBK
$138M
$439K 0.01%
34,442
– –
MFAC.WS
243
DELISTED
Megalith Financial Acquisition Corp. Warrants, each warrant exercisable for one share of Class A Com
MFAC.WS
$438K 0.01%
1,153,800
– –
LGC.WS
244
DELISTED
Legacy Acquisition Corp. Warrants, exercisable for one-half of one share of Class A Common Stock for
LGC.WS
$438K 0.01%
1,250,000
– –
BIOX.WS
245
DELISTED
Bioceres Crop Solutions Corp Warrants, exercisable for ordinary shares
BIOX.WS
$425K 0.01%
1,249,900
-100
-0% -$34
EQM
246
DELISTED
EQM Midstream Partners, LP
EQM
$425K 0.01%
13,000
– –
NPV icon
247
Nuveen Virginia Quality Municipal Income Fund
NPV
$210M
$419K 0.01%
30,282
-3,683
-11% -$51K
LCAHW
248
DELISTED
Landcadia Holdings II, Inc. Warrant
LCAHW
$414K 0.01%
+583,332
New +$414K
RPLA.WS
249
DELISTED
Replay Acquisition Corp. Warrants
RPLA.WS
$397K 0.01%
+575,000
New +$397K
SBI
250
Western Asset Intermediate Muni Fund
SBI
$109M
$393K 0.01%
42,799
-5,342
-11% -$49.1K
8 9
10
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