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
IPOB.U
551
DELISTED
Social Capital Hedosophia Holdings Corp. II Units, each consisting of one Class A ordinary share and
IPOB.U
– –
-600,000
Closed -$7.54M
HCCHR
552
DELISTED
HL Acquisitions Corp. Right
HCCHR
– –
-270,000
Closed -$254K
HCCH
553
DELISTED
HL Acquisitions Corp. Ordinary Shares
HCCH
– –
-31,622
Closed -$385K
KCAC.U
554
DELISTED
Kensington Capital Acquisition Corp.Units, each consisting of one share of Class A common stock and
KCAC.U
– –
-500,000
Closed -$5.01M
FVAC.U
555
DELISTED
Fortress Value Acquisition Corp. Units, each consisting of one share of Class A common stock and one
FVAC.U
– –
-1,000,000
Closed -$10.3M
ARYBU
556
DELISTED
ARYA Sciences Acquisition Corp II Unit
ARYBU
– –
-40,000
Closed -$464K
GRAF.WS
557
DELISTED
Graf Industrial Corp. Warrants (each exercisable for three-quarters of one share of common stock, ea
GRAF.WS
– –
-1,782,000
Closed -$4.06M
WUBA
558
DELISTED
58.COM INC
WUBA
– –
-318,882
Closed -$17.2M
PACK.WS
559
DELISTED
One Madison Corporation Warrants, each whole warrant is exercisable for one Class A Common Stock at
PACK.WS
– –
-405,000
Closed -$628K
LOGM
560
DELISTED
LogMein, Inc.
LOGM
– –
-399,870
Closed -$33.9M
CCH.WS
561
DELISTED
Collier Creek Holdings Warrants, each whole warrant exercisable for one Class A ordinary share at an
CCH.WS
– –
-116,666
Closed -$379K
FPAC.WS
562
DELISTED
Far Point Acquisition Corporation Warrants, exercisable for one share of Class A Common Stock for $1
FPAC.WS
– –
-299,999
Closed -$150K
BIOX.WS
563
DELISTED
Bioceres Crop Solutions Corp Warrants, exercisable for ordinary shares
BIOX.WS
– –
-1,249,900
Closed -$262K
FSCT
564
DELISTED
ForeScout Technologies, Inc. Common Stock
FSCT
– –
-1,004,025
Closed -$21.3M
FSB
565
DELISTED
Franklin Financial Network, Inc.
FSB
– –
-65,979
Closed -$1.7M
ROSEW
566
DELISTED
Rosehill Resources Inc.
ROSEW
– –
-244,800
Closed -$15K
LM
567
DELISTED
Legg Mason, Inc.
LM
– –
-823,599
Closed -$41M
ACEL.WS
568
DELISTED
Accel Entertainment, Inc. Warrant, to purchase one Class A-1 Common Stock at an exercise price of $1
ACEL.WS
– –
-66,666
Closed -$156K
LHC.WS
569
DELISTED
Leo Holdings Corp. Warrants, each whole warrant exercisable for one Class A Ordinary Share at an exe
LHC.WS
– –
-1,115,000
Closed -$1.39M
PTLA
570
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
– –
-1,492,287
Closed -$26.8M
MINI
571
DELISTED
Mobile Mini Inc
MINI
– –
-172,655
Closed -$5.09M
IBKC
572
DELISTED
IBERIABANK Corp
IBKC
– –
-1,072,911
Closed -$48.9M
ARYAW
573
DELISTED
ARYA Sciences Acquisiton Corp. Warrant
ARYAW
– –
-50,000
Closed -$268K
TERP
574
DELISTED
TerraForm Power, Inc
TERP
– –
-748,402
Closed -$13.8M
MNP
575
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
– –
-15,547
Closed -$220K
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