AA

AQR Arbitrage Portfolio holdings

AUM $4.27B
1-Year Return 12.81%
This Quarter Return
+24.65%
1 Year Return
+12.81%
3 Year Return
+75.11%
5 Year Return
+240.2%
10 Year Return
+1,146.11%
AUM
$2.85B
AUM Growth
+$92.9M
Cap. Flow
-$1.02B
Cap. Flow %
-35.75%
Top 10 Hldgs %
12.92%
Holding
1,267
New
690
Increased
43
Reduced
131
Closed
166

Top Buys

1
EIDX
Eidos Therapeutics, Inc. Common Stock
EIDX
$36.2M
2
TCF
TCF Financial Corporation Common Stock
TCF
$32.4M
3
INFO
IHS Markit Ltd. Common Shares
INFO
$31.9M
4
AJRD
Aerojet Rocketdyne Holdings, Inc.
AJRD
$27.1M
5
TXNM
TXNM Energy, Inc.
TXNM
$26M

Top Sells

1
VSLR
VIVINT SOLAR, INC.
VSLR
$59.9M
2
ETFC
E*Trade Financial Corporation
ETFC
$50.4M
3
WMGI
Wright Medical Group Inc
WMGI
$50.3M
4
LVGO
Livongo Health, Inc. Common Stock
LVGO
$43.6M
5
ADSW
Advanced Disposal Services, Inc.
ADSW
$43.2M

Sector Composition

1 Financials 9.06%
2 Technology 5.43%
3 Industrials 5.27%
4 Healthcare 5.2%
5 Consumer Discretionary 4.97%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
LGHLW
976
DELISTED
Lion Group Holding Ltd. Warrant
LGHLW
$35K ﹤0.01%
400,000
– –
STRDW
977
DELISTED
Sitio Royalties Corp. Warrant
STRDW
$32K ﹤0.01%
222,879
– –
BREZR
978
DELISTED
Breeze Holdings Acquisition Corp. Right
BREZR
$29K ﹤0.01%
+100,000
New +$29K
THWWW
979
DELISTED
Target Hospitality Corp. Warrant expiring 3/15/2024
THWWW
$19K ﹤0.01%
266,666
– –
PHUNW
980
DELISTED
Phunware, Inc. Warrants
PHUNW
$18K ﹤0.01%
58,632
– –
TCO
981
DELISTED
Taubman Centers Inc.
TCO
– –
-681,925
Closed -$22.7M
PTACW
982
DELISTED
PropTech Acquisition Corporation Warrant
PTACW
– –
-325,000
Closed -$536K
HYACW
983
DELISTED
Haymaker Acquisition Corp. II Warrant
HYACW
– –
-666,666
Closed -$673K
PIC.WS
984
DELISTED
Pivotal Investment Corporation II Redeemable Warrants, each whole warrant exercisable for shares of
PIC.WS
– –
-268,593
Closed -$994K
GLIBA
985
DELISTED
GCI Liberty, Inc. Class A Common Stock (DE)
GLIBA
– –
-232,162
Closed -$19M
SAMAW
986
DELISTED
Schultze Special Purpose Acquisition Corp. Warrant
SAMAW
– –
-1,440,000
Closed -$747K
HCCHW
987
DELISTED
HL Acquisitions Corp. Warrant
HCCHW
– –
-270,000
Closed -$559K
TRNE.WS
988
DELISTED
Trine Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A
TRNE.WS
– –
-1,069,759
Closed -$2.81M
ATCXW
989
DELISTED
Atlas Technical Consultants, Inc. Warrant
ATCXW
– –
-1,565,744
Closed -$805K
GMHIW
990
DELISTED
Gores Metropoulos, Inc. Warrant
GMHIW
– –
-166,666
Closed -$520K
KCAC.WS
991
DELISTED
Kensington Capital Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class
KCAC.WS
– –
-250,000
Closed -$1.13M
LGC.WS
992
DELISTED
Legacy Acquisition Corp. Warrants, exercisable for one-half of one share of Class A Common Stock for
LGC.WS
– –
-1,250,000
Closed -$669K
FVAC.WS
993
DELISTED
Fortress Value Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A c
FVAC.WS
– –
-333,333
Closed -$1.1M
CFFAW
994
DELISTED
CF Finance Acquisition Corp. Warrant
CFFAW
– –
-1,500,000
Closed -$1.47M
WMGI
995
DELISTED
Wright Medical Group Inc
WMGI
– –
-1,647,847
Closed -$50.3M
NFINW
996
DELISTED
Netfin Acquisition Corp. Warrants
NFINW
– –
-500,000
Closed -$675K
KBLMW
997
DELISTED
KBL Merger Corp. IV Warrant
KBLMW
– –
-500,000
Closed -$113K
BITA
998
DELISTED
Bitauto Holdings Limited
BITA
– –
-836,416
Closed -$13.2M
HCCOW
999
DELISTED
Healthcare Merger Corp. Warrants
HCCOW
– –
-350,000
Closed -$616K
ADSW
1000
DELISTED
Advanced Disposal Services, Inc.
ADSW
– –
-1,428,481
Closed -$43.2M
38 39
40
41 42