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
ESSC
326
DELISTED
East Stone Acquisition Corporation Ordinary Shares
ESSC
$493K 0.02%
50,000
-225,000
-82% -$2.22M
LIVK
327
DELISTED
LIV Capital Acquisition Corp. Class A Ordinary Shares
LIVK
$493K 0.02%
50,000
-110,000
-69% -$1.08M
QNGY
328
DELISTED
Quanergy Systems, Inc.
QNGY
$487K 0.02%
2,475
-4,750
-66% -$935K
BROGW
329
DELISTED
Brooge Holdings Limited Warrant expiring 12/20/2024
BROGW
$478K 0.02%
955,002
– –
SCD
330
LMP Capital and Income Fund
SCD
$270M
$466K 0.02%
45,674
+29,376
+180% +$300K
NFH.WS
331
DELISTED
New Frontier Health Corporation Warrants, each whole warrant exercisable for one Ordinary Share at a
NFH.WS
$424K 0.02%
240,847
– –
JWS.WS
332
DELISTED
Jaws Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary
JWS.WS
$424K 0.02%
+200,000
New +$424K
SPAQ.WS
333
DELISTED
Spartan Energy Acquisition Corp. Warrants, each whole warrant exercisable for one Class A common sto
SPAQ.WS
$423K 0.02%
96,666
-338,333
-78% -$1.48M
JDD
334
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
$421K 0.02%
54,239
+31,527
+139% +$245K
CERE
335
DELISTED
Cerevel Therapeutics Holdings, Inc. Common Stock
CERE
$418K 0.02%
+39,999
New +$418K
SRTAW
336
Strata Critical Medical, Inc. Warrants
SRTAW
$2.13M
$410K 0.01%
333,332
– –
MAV
337
DELISTED
Pioneer Municipal High Income Advantage Fund
MAV
$408K 0.01%
37,330
-39,772
-52% -$435K
STEW
338
SRH Total Return Fund
STEW
$1.78B
$405K 0.01%
40,521
+20,697
+104% +$207K
LGVW.WS
339
DELISTED
Longview Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Clas
LGVW.WS
$404K 0.01%
+416,666
New +$404K
SNAXW
340
DELISTED
Stryve Foods, Inc. Warrant
SNAXW
$396K 0.01%
1,200,000
– –
AVPTW
341
DELISTED
AvePoint Inc Warrant
AVPTW
$390K 0.01%
200,000
– –
AVK
342
Advent Convertible and Income Fund
AVK
$551M
$384K 0.01%
+28,534
New +$384K
SOR
343
Source Capital
SOR
$367M
$367K 0.01%
9,969
-337
-3% -$12.4K
GRX
344
Gabelli Healthcare & Wellness Trust
GRX
$147M
$352K 0.01%
34,152
+20,562
+151% +$212K
SCPE.WS
345
DELISTED
SC Health Corporation Warrants, each whole warrant exercisable for one Class A ordinary share at an
SCPE.WS
$345K 0.01%
300,000
– –
ERC
346
Allspring Multi-Sector Income Fund
ERC
$268M
$343K 0.01%
31,911
-13,378
-30% -$144K
ZTR
347
Virtus Total Return Fund
ZTR
$347M
$343K 0.01%
+43,743
New +$343K
BMRN icon
348
BioMarin Pharmaceuticals
BMRN
$11.1B
$327K 0.01%
4,302
-3,088
-42% -$235K
MCN
349
Madison Covered Call & Equity Strategy Fund
MCN
$132M
$326K 0.01%
54,547
+21,826
+67% +$130K
TALKW icon
350
Talkspace, Inc. Warrant
TALKW
$2.41M
$325K 0.01%
+275,000
New +$325K
12 13
14
15 16