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
SHLL.WS
126
DELISTED
Tortoise Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common
SHLL.WS
$2.42M 0.09%
94,779
-275,885
-74% -$7.04M
SCVX.U
127
DELISTED
SCVX Corp. Units, each consisting of one Class A ordinary share, $0.0001 par value per share, and on
SCVX.U
$2.15M 0.08%
200,000
– –
ACEVU
128
DELISTED
ACE Convergence Acquisition Corp. Unit
ACEVU
$2.05M 0.07%
+200,000
New +$2.05M
DMYD.U
129
DELISTED
dMY Technology Group, Inc. II Units, each consisting of one share of Class A common stock and one-th
DMYD.U
$2.05M 0.07%
+200,000
New +$2.05M
CLII.U
130
DELISTED
Climate Change Crisis Real Impact I Acquisition Corporation Units, each consisting of one share of C
CLII.U
$2.01M 0.07%
+200,000
New +$2.01M
LSEAW
131
DELISTED
Landsea Homes Corporation Warrant
LSEAW
$2.01M 0.07%
1,120,000
-80,000
-7% -$143K
ASPL.U
132
DELISTED
Aspirational Consumer Lifestyle Corp. Units, each consisting of one Class A ordinary share and one-t
ASPL.U
$2M 0.07%
+200,000
New +$2M
STEP icon
133
StepStone Group
STEP
$4.84B
$2M 0.07%
+75,000
New +$2M
CGRO
134
DELISTED
Collective Growth Corporation Class A Common Stock
CGRO
$1.98M 0.07%
+200,300
New +$1.98M
HPX
135
DELISTED
HPX Corp.
HPX
$1.97M 0.07%
+200,000
New +$1.97M
ZGYH
136
DELISTED
Yunhong International Class A Ordinary Shares
ZGYH
$1.97M 0.07%
+200,000
New +$1.97M
TALK icon
137
Talkspace
TALK
$440M
$1.96M 0.07%
+199,000
New +$1.96M
APPHW
138
DELISTED
AppHarvest, Inc. Warrants
APPHW
$1.95M 0.07%
700,000
– –
HYMCW
139
DELISTED
Hycroft Mining Holding Corporation Warrant
HYMCW
$1.92M 0.07%
1,223,538
-297,217
-20% -$467K
LCAHW
140
DELISTED
Landcadia Holdings II, Inc. Warrant
LCAHW
$1.91M 0.07%
434,214
-149,118
-26% -$655K
AEVA
141
Aeva Technologies
AEVA
$746M
$1.88M 0.07%
+37,500
New +$1.88M
GDV icon
142
Gabelli Dividend & Income Trust
GDV
$2.38B
$1.87M 0.07%
101,949
+27,930
+38% +$513K
PCGU
143
DELISTED
PG&E Corporation
PCGU
$1.84M 0.07%
+18,725
New +$1.84M
SBE.WS
144
DELISTED
Switchback Energy Acquisition Corporation Warrants, exercisable for one share of Class A Common Stoc
SBE.WS
$1.82M 0.07%
387,163
-179,503
-32% -$842K
FTACW
145
DELISTED
FinTech Acquisition Corp. III Warrant
FTACW
$1.77M 0.06%
1,150,000
– –
RVT icon
146
Royce Value Trust
RVT
$1.93B
$1.74M 0.06%
137,959
+48,663
+54% +$615K
BXMX icon
147
Nuveen S&P 500 Buy-Write Income Fund
BXMX
$1.49B
$1.69M 0.06%
149,478
+76,130
+104% +$859K
SNPR.U
148
DELISTED
Tortoise Acquisition Corp. II Units, each consisting of one Class A ordinary share and one-fourth of
SNPR.U
$1.63M 0.06%
+150,000
New +$1.63M
DISCK
149
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$1.61M 0.06%
81,994
-154,723
-65% -$3.03M
RMO
150
DELISTED
Romeo Power, Inc.
RMO
$1.6M 0.06%
150,000
-344,998
-70% -$3.69M
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6
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