AA

AQR Arbitrage Portfolio holdings

AUM $4.27B
1-Year Return 12.81%
This Quarter Return
+14.46%
1 Year Return
+12.81%
3 Year Return
+75.11%
5 Year Return
+240.2%
10 Year Return
+1,146.11%
AUM
$5.92B
AUM Growth
-$911M
Cap. Flow
-$3.28B
Cap. Flow %
-55.34%
Top 10 Hldgs %
25.76%
Holding
549
New
84
Increased
20
Reduced
97
Closed
81

Top Buys

1
WMGI
Wright Medical Group Inc
WMGI
$131M
2
MDCO
Medicines Co
MDCO
$130M
3
TSG
The Stars Group Inc.
TSG
$127M
4
TIF
Tiffany & Co.
TIF
$120M
5
RARX
Ra Pharmaceuticals, Inc. Common Stock
RARX
$89.5M

Top Sells

1
STI
SunTrust Banks, Inc.
STI
$216M
2
MDSO
Medidata Solutions, Inc.
MDSO
$192M
3
VSM
Versum Materials, Inc.
VSM
$133M
4
CELG
Celgene Corp
CELG
$125M
5
GWR
Genesee & Wyoming Inc.
GWR
$93.4M

Sector Composition

1 Healthcare 10.36%
2 Technology 9.2%
3 Consumer Discretionary 8.59%
4 Industrials 5.49%
5 Communication Services 3.64%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
DPHCW
226
DELISTED
DiamondPeak Holdings Corp. Warrant
DPHCW
$590K 0.01%
766,666
– –
DCP
227
DELISTED
DCP Midstream, LP
DCP
$588K 0.01%
24,000
– –
HQH
228
abrdn Healthcare Investors
HQH
$912M
$574K 0.01%
27,497
– –
TGP
229
DELISTED
Teekay LNG Partners L.P.
TGP
$560K 0.01%
36,000
– –
GEL icon
230
Genesis Energy
GEL
$2.03B
$553K 0.01%
27,000
– –
PACK.WS
231
DELISTED
One Madison Corporation Warrants, each whole warrant is exercisable for one Class A Common Stock at
PACK.WS
$553K 0.01%
485,000
-290,000
-37% -$331K
SAMAW
232
DELISTED
Schultze Special Purpose Acquisition Corp. Warrant
SAMAW
$547K 0.01%
1,440,000
– –
LSEAW
233
DELISTED
Landsea Homes Corporation Warrant
LSEAW
$540K 0.01%
1,200,000
– –
SHLX
234
DELISTED
Shell Midstream Partners, L.P.
SHLX
$525K 0.01%
26,000
– –
LOTZW
235
DELISTED
CarLotz, Inc. Warrant
LOTZW
$518K 0.01%
+750,000
New +$518K
GRSHW
236
DELISTED
Gores Holdings III, Inc. Warrants
GRSHW
$517K 0.01%
333,332
– –
ENBL
237
DELISTED
ENABLE MIDSTREAM PARTNERS, LP
ENBL
$502K 0.01%
50,000
– –
RTLR
238
DELISTED
Rattler Midstream LP Common Units
RTLR
$501K 0.01%
28,159
– –
AFT
239
DELISTED
Apollo Senior Floating Rate Fund Inc.
AFT
$498K 0.01%
32,923
-2,450
-7% -$37.1K
HEP
240
DELISTED
Holly Energy Partners, L.P.
HEP
$490K 0.01%
22,100
– –
PNTG icon
241
Pennant Group
PNTG
$840M
$488K 0.01%
+14,746
New +$488K
SHLL.WS
242
DELISTED
Tortoise Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common
SHLL.WS
$486K 0.01%
1,038,969
– –
RPLA.WS
243
DELISTED
Replay Acquisition Corp. Warrants
RPLA.WS
$483K 0.01%
575,000
– –
RMG.WS
244
DELISTED
RMG Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stoc
RMG.WS
$483K 0.01%
+833,332
New +$483K
DEACW
245
DELISTED
Diamond Eagle Acquisition Corp. Warrant
DEACW
$480K 0.01%
200,000
– –
GLO
246
Clough Global Opportunities Fund
GLO
$240M
$469K 0.01%
49,681
+19,526
+65% +$184K
GDV icon
247
Gabelli Dividend & Income Trust
GDV
$2.38B
$462K 0.01%
+21,063
New +$462K
WES icon
248
Western Midstream Partners
WES
$14.5B
$453K 0.01%
23,000
– –
NS
249
DELISTED
NuStar Energy L.P.
NS
$451K 0.01%
17,439
– –
DNI
250
DELISTED
Dividend and Income Fund
DNI
$451K 0.01%
33,511
-10,843
-24% -$146K
8 9
10
11 12