AA

AQR Arbitrage Portfolio holdings

AUM $4.27B
This Quarter Return
+4.15%
1 Year Return
+12.81%
3 Year Return
+75.11%
5 Year Return
+240.2%
10 Year Return
+1,146.11%
AUM
$8.63B
AUM Growth
+$175M
Cap. Flow
-$3.64B
Cap. Flow %
-42.2%
Top 10 Hldgs %
33.95%
Holding
496
New
107
Increased
79
Reduced
32
Closed
93

Top Buys

1
VR
Validus Hold Ltd
VR
$159M
2
CSRA
CSRA Inc.
CSRA
$145M
3
NXPI icon
NXP Semiconductors
NXPI
$122M
4
MSCC
Microsemi Corp
MSCC
$104M
5
MULE
MuleSoft, Inc.
MULE
$103M

Top Sells

1
SNI
Scripps Networks Interactive, Inc Common Class A
SNI
$185M
2
CAA
CalAtlantic Group, Inc.
CAA
$177M
3
AAAP
Advanced Accelerator Applications S.A. American Depositary Shares
AAAP
$116M
4
CPN
Calpine Corporation
CPN
$108M
5
RGC
Regal Entertainment Group
RGC
$82.4M

Sector Composition

1 Technology 14.04%
2 Materials 4.41%
3 Utilities 4.34%
4 Financials 3.68%
5 Energy 3.48%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
VMM
276
DELISTED
Delaware Investments Minnesota Municipal Income Fund II
VMM
$137K ﹤0.01%
+10,855
New +$137K
BRQS
277
DELISTED
Borqs Technologies, Inc. Ordinary Shares
BRQS
$109K ﹤0.01%
65
-42
-39% -$70.4K
CYHHZ
278
DELISTED
Community Health Systems, Inc. Series A Contingent Value Rights
CYHHZ
$105K ﹤0.01%
9,282,097
– –
IAMXW
279
DELISTED
I-AM Capital Acquisition Company Warrant
IAMXW
$99K ﹤0.01%
225,000
– –
BFIIW
280
DELISTED
BurgerFi International, Inc. Warrant
BFIIW
$95K ﹤0.01%
+250,000
New +$95K
LEO
281
BNY Mellon Strategic Municipals
LEO
$369M
$94K ﹤0.01%
+12,193
New +$94K
MHF
282
Western Asset Municipal High Income Fund
MHF
$152M
$90K ﹤0.01%
+12,575
New +$90K
DOTAR
283
DELISTED
Draper Oakwood Technology Acquisition, Inc. Rights
DOTAR
$86K ﹤0.01%
150,000
– –
BRPAR
284
DELISTED
Big Rock Partners Acquisition Corp. Right
BRPAR
$84K ﹤0.01%
200,000
– –
BRACW
285
DELISTED
Black Ridge Acquisition Corp. Warrant
BRACW
$84K ﹤0.01%
210,000
– –
JSYNR
286
DELISTED
Jensyn Acquistion Corp. Rights
JSYNR
$82K ﹤0.01%
174,000
– –
IAMXR
287
DELISTED
I-AM Capital Acquisition Company Right
IAMXR
$79K ﹤0.01%
225,000
– –
BHACW
288
DELISTED
Barington/Hilco Acquisition Corp. Warrants
BHACW
$72K ﹤0.01%
487,260
– –
DOTAW
289
DELISTED
Draper Oakwood Technology Acquisition, Inc. Warrant
DOTAW
$64K ﹤0.01%
75,000
– –
BRACR
290
DELISTED
Black Ridge Acquisition Corp. Right
BRACR
$63K ﹤0.01%
210,000
– –
BCACR
291
DELISTED
Bison Capital Acquistion Corp Rights
BCACR
$61K ﹤0.01%
150,000
– –
SCACW
292
DELISTED
Saban Capital Acquisition Corp. Warrants
SCACW
$55K ﹤0.01%
42,000
– –
JASNW
293
DELISTED
Jason Industries, Inc.
JASNW
$48K ﹤0.01%
1,933,070
– –
NRXPW icon
294
NRX Pharmaceuticals, Inc. Warrant
NRXPW
$1.46M
$45K ﹤0.01%
100,000
– –
JSYNW
295
DELISTED
Jensyn Acquistion Corp. Warrants
JSYNW
$43K ﹤0.01%
174,000
– –
VLYWW
296
DELISTED
Valley National Bancorp Warrants (expiring November 14, 2018)
VLYWW
$15K ﹤0.01%
114,185
– –
ACEL icon
297
Accel Entertainment
ACEL
$961M
– –
-150,000
Closed -$1.46M
AGI icon
298
Alamos Gold
AGI
$13.5B
– –
-32,665
Closed -$214K
APVO icon
299
Aptevo Therapeutics
APVO
$5.56M
– –
0
– -$562K
ASIX icon
300
AdvanSix
ASIX
$556M
– –
-13,011
Closed -$547K
10 11
12
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