AA

AQR Arbitrage Portfolio holdings

AUM $4.27B
1-Year Return 12.81%
This Quarter Return
+20.13%
1 Year Return
+12.81%
3 Year Return
+75.11%
5 Year Return
+240.2%
10 Year Return
+1,146.11%
AUM
$2.76B
AUM Growth
+$507M
Cap. Flow
-$589M
Cap. Flow %
-21.36%
Top 10 Hldgs %
17.68%
Holding
708
New
170
Increased
78
Reduced
99
Closed
124

Top Buys

1
VSLR
VIVINT SOLAR, INC.
VSLR
$59.9M
2
MXIM
Maxim Integrated Products
MXIM
$50.8M
3
VAR
Varian Medical Systems, Inc.
VAR
$44.3M
4
LVGO
Livongo Health, Inc. Common Stock
LVGO
$43.6M
5
MNTA
Momenta Pharmaceuticals, Inc.
MNTA
$40.6M

Top Sells

1
IBKC
IBERIABANK Corp
IBKC
$48.9M
2
QGEN icon
Qiagen
QGEN
$47.7M
3
CZR
Caesars Entertainment Corporation
CZR
$42.7M
4
LM
Legg Mason, Inc.
LM
$41M
5
EE
El Paso Electric Company
EE
$39.5M

Sector Composition

1 Financials 7.13%
2 Industrials 6.7%
3 Healthcare 4.36%
4 Consumer Discretionary 4.11%
5 Communication Services 3.68%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
WPF.WS
251
DELISTED
Foley Trasimene Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A
WPF.WS
$753K 0.03%
+333,333
New +$753K
FEN
252
DELISTED
First Trust Energy Income and Growth Fund
FEN
$750K 0.03%
82,781
+44,775
+118% +$406K
LATNW
253
DELISTED
Union Acquisition Corp. II Warrant
LATNW
$750K 0.03%
1,000,000
– –
RPAY icon
254
Repay Holdings
RPAY
$506M
$749K 0.03%
+31,871
New +$749K
SAMAW
255
DELISTED
Schultze Special Purpose Acquisition Corp. Warrant
SAMAW
$747K 0.03%
1,440,000
– –
ALTG.WS
256
DELISTED
Alta Equipment Group Inc. Warrants, each whole warrant exercisable for one share of Common Stock, ea
ALTG.WS
$744K 0.03%
425,000
– –
NFJ
257
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.24B
$734K 0.03%
62,184
-6,837
-10% -$80.7K
PAEWW
258
DELISTED
PAE Incorporated Warrants
PAEWW
$733K 0.03%
333,332
– –
BGX
259
Blackstone Long-Short Credit Income Fund
BGX
$160M
$728K 0.03%
56,606
+19,770
+54% +$254K
CHY
260
Calamos Convertible and High Income Fund
CHY
$872M
$726K 0.03%
+62,224
New +$726K
CHI
261
Calamos Convertible Opportunities and Income Fund
CHI
$816M
$711K 0.03%
+64,599
New +$711K
GPM
262
DELISTED
Guggenheim Enhanced Equity Income Fund
GPM
$711K 0.03%
+130,375
New +$711K
MFAC.WS
263
DELISTED
Megalith Financial Acquisition Corp. Warrants, each warrant exercisable for one share of Class A Com
MFAC.WS
$698K 0.03%
1,051,121
-102,679
-9% -$68.2K
GIX.WS
264
DELISTED
GigCapital2, Inc. Warrants exercisable for one share of Common Stock at an exercise price of $11.50
GIX.WS
$696K 0.03%
765,000
– –
MGU
265
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$686K 0.02%
39,077
+22,977
+143% +$403K
THBRW
266
DELISTED
Thunder Bridge Acquisition II, Ltd. Warrants
THBRW
$685K 0.02%
500,000
– –
BGH
267
Barings Global Short Duration High Yield Fund
BGH
$332M
$681K 0.02%
51,106
+9,504
+23% +$127K
KIO
268
KKR Income Opportunities Fund
KIO
$514M
$678K 0.02%
50,127
-159
-0.3% -$2.15K
NFINW
269
DELISTED
Netfin Acquisition Corp. Warrants
NFINW
$675K 0.02%
500,000
– –
HYACW
270
DELISTED
Haymaker Acquisition Corp. II Warrant
HYACW
$673K 0.02%
666,666
– –
OPENW
271
DELISTED
Opendoor Technologies Inc Warrants expiring 12/18/2025
OPENW
$669K 0.02%
+120,525
New +$669K
LGC.WS
272
DELISTED
Legacy Acquisition Corp. Warrants, exercisable for one-half of one share of Class A Common Stock for
LGC.WS
$669K 0.02%
1,250,000
– –
MFM
273
MFS Municipal Income Trust
MFM
$213M
$653K 0.02%
101,504
-12,546
-11% -$80.7K
CHPMW
274
DELISTED
CHP Merger Corp. Warrant
CHPMW
$650K 0.02%
500,000
– –
NZF icon
275
Nuveen Municipal Credit Income Fund
NZF
$2.36B
$648K 0.02%
44,081
-164,334
-79% -$2.42M
9 10
11
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