AA

AQR Arbitrage Portfolio holdings

AUM $4.27B
This Quarter Return
+7.29%
1 Year Return
+12.81%
3 Year Return
+75.11%
5 Year Return
+240.2%
10 Year Return
+1,146.11%
AUM
$8.79B
AUM Growth
+$8.79B
Cap. Flow
+$821M
Cap. Flow %
9.34%
Top 10 Hldgs %
27.43%
Holding
632
New
80
Increased
59
Reduced
121
Closed
119

Top Buys

1
TSS
Total System Services, Inc.
TSS
$216M
2
CY
Cypress Semiconductor
CY
$165M
3
WBC
WABCO HOLDINGS INC.
WBC
$156M
4
AGN
Allergan plc
AGN
$150M
5
DATA
Tableau Software, Inc.
DATA
$149M

Top Sells

1
IDTI
Integrated Device Technology I
IDTI
$179M
2
USG
Usg
USG
$179M
3
GG
Goldcorp Inc
GG
$178M
4
ARRS
ARRIS International plc Ordinary Shares
ARRS
$170M
5
BEL
Belmond Ltd.
BEL
$92.6M

Sector Composition

1 Technology 12.28%
2 Industrials 10.1%
3 Consumer Discretionary 7.09%
4 Healthcare 5.97%
5 Financials 5.04%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
BGR icon
351
BlackRock Energy and Resources Trust
BGR
$355M
$120K ﹤0.01%
10,076
– –
HYB
352
DELISTED
New America High Income Fund, Inc.
HYB
$120K ﹤0.01%
13,503
-7,285
-35% -$64.7K
ROSEW
353
DELISTED
Rosehill Resources Inc.
ROSEW
$118K ﹤0.01%
244,800
– –
CIC.WS
354
DELISTED
Capitol Investment Corp. IV
CIC.WS
$116K ﹤0.01%
83,333
– –
ZF
355
DELISTED
Virtus Total Return Fund Inc.
ZF
$113K ﹤0.01%
10,639
-11,536
-52% -$123K
IPOA.WS
356
DELISTED
Social Capital Hedosophia Holdings Corp. Warrants, each whole warrant exercisable for one Class A Or
IPOA.WS
$112K ﹤0.01%
83,334
– –
TPGH.WS
357
DELISTED
TPG Pace Holdings Corp. Warrants, each exercisable for one Class A Ordinary Share at an exercise pri
TPGH.WS
$105K ﹤0.01%
66,666
– –
GLO
358
Clough Global Opportunities Fund
GLO
$236M
$104K ﹤0.01%
11,135
-8,386
-43% -$78.3K
MMDMW
359
DELISTED
Modern Media Acquisition Corp. Warrant
MMDMW
$102K ﹤0.01%
425,000
– –
STNLW
360
DELISTED
Sentinel Energy Services Inc. Warrant
STNLW
$93K ﹤0.01%
133,333
– –
BRACR
361
DELISTED
Black Ridge Acquisition Corp. Right
BRACR
$88K ﹤0.01%
210,000
– –
BRACW
362
DELISTED
Black Ridge Acquisition Corp. Warrant
BRACW
$86K ﹤0.01%
210,000
– –
DSKEW
363
DELISTED
Daseke, Inc. Warrant
DSKEW
$83K ﹤0.01%
378,003
– –
KBLMW
364
DELISTED
KBL Merger Corp. IV Warrant
KBLMW
$80K ﹤0.01%
500,000
– –
ARYAW
365
DELISTED
ARYA Sciences Acquisiton Corp. Warrant
ARYAW
$75K ﹤0.01%
50,000
– –
HCCHW
366
DELISTED
HL Acquisitions Corp. Warrant
HCCHW
$73K ﹤0.01%
270,000
– –
MCN
367
Madison Covered Call & Equity Strategy Fund
MCN
$133M
$68K ﹤0.01%
10,295
-3,604
-26% -$23.8K
GNT
368
GAMCO Natural Resources, Gold & Income Trust
GNT
$111M
$63K ﹤0.01%
10,895
-2,203
-17% -$12.7K
EOD
369
Allspring Global Dividend Opportunity Fund
EOD
$243M
$61K ﹤0.01%
11,153
-19,328
-63% -$106K
PAACW
370
DELISTED
Proficient Alpha Acquisition Corp. Warrant
PAACW
$56K ﹤0.01%
+400,000
New +$56K
RVPHW icon
371
Reviva Pharmaceuticals Holdings, Inc. Warrants
RVPHW
$344K
$53K ﹤0.01%
250,000
– –
CNACW
372
DELISTED
Constellation Alpha Capital Corp. Warrant
CNACW
$52K ﹤0.01%
700,000
– –
WRLSW
373
DELISTED
Pensare Acquisition Corp. Warrant
WRLSW
$42K ﹤0.01%
250,000
– –
BRPAR
374
DELISTED
Big Rock Partners Acquisition Corp. Right
BRPAR
$38K ﹤0.01%
200,000
– –
LOACR
375
DELISTED
Longevity Acquisition Corporation Right
LOACR
$31K ﹤0.01%
125,000
– –
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15
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