AQR Arbitrage Portfolio holdings

AUM $4.12B

This Quarter Return

+3.81%

1 Year Return

+10.56%

3 Year Return

+71.78%

5 Year Return

+341.44%

10 Year Return

+1,139.9%

AUM

$4.12B

AUM Growth

-$102M (-2%)

Cap. Flow

-$134M

Cap. Flow % of AUM

-3.24%

Top 10 Holdings %Top 10 Hldgs %

21.98%

Holding

559

New

Increased

Reduced

108

Closed

122

Top Buys

1	BECN Beacon Roofing Supply, Inc. BECN	$37.2M
2	DFS Discover Financial Services DFS	$35.8M
3	HEES H&E Equipment Services HEES	$33.6M
4	ITCI Intra-Cellular Therapies Inc. ITCI	$33.3M
5	PYCR Paycor HCM, Inc. Common Stock PYCR	$32.8M

Top Sells

1	EDR Endeavor Group Holdings, Inc. EDR	$125M
2	HCP HashiCorp, Inc. Class A Common Stock HCP	$66.1M
3	ALTR Altair Engineering Inc. Class A Common Stock ALTR	$53.2M
4	ARCH Arch Resources, Inc. ARCH	$42.9M
5	PCG.PRX PG&E Corporation 6.000% Series A Mandatory Convertible Preferred Stock PCG.PRX	$40M

Sector Composition

1	Financials	23.36%
2	Energy	4.51%
3	Industrials	4.31%
4	Healthcare	4.12%
5	Consumer Discretionary	3.57%

#	Name	Market Value	Portfolio Weight	Shares or Principal	Shares Change %	Capital Flow
201	HVIIR 201 Hennessy Capital Investment Corp. VII Rights HVIIR	$354K	0.01%	+1,732,500	New	+$354K
202	MBAVW 202 M3-Brigade Acquisition V Corp. Warrant MBAVW $27.6M	$351K	0.01%	1,212,065	–	–
203	203 BlackRock MuniVest Fund MVF $375M	$351K	0.01%	50,077 -74,768	-60%	-$524K
204	ALDFW 204 Aldel Financial II Inc. Warrants ALDFW $4.6M	$341K	0.01%	1,131,592	–	–
205	205 BlackRock MuniVest Fund II MVT $212M	$341K	0.01%	32,230 -36,778	-53%	-$389K
206	CLBR.WS 206 Colombier Acquisition Corp. II Warrants, each whole warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50 per share CLBR.WS	$339K	0.01%	423,634	–	–
207	207 Ares Acquisition Corp II Redeemable Warrants AACT.WS	$319K	0.01%	1,099,999	–	–
208	SKGRW 208 DELISTED SK Growth Opportunities Corporation Warrant SKGRW	$307K	0.01%	473,002	–	–
209	OACCW 209 Oaktree Acquisition Corp. III Life Sciences Warrant OACCW $2.89M	$297K	0.01%	396,057 +1	+0%	+$1
210	210 BlackRock Resources & Commodities Strategy Trust BCX $744M	$291K	0.01%	31,188 -222,783	-88%	-$2.08M
211	VFL 211 abrdn National Municipal Income Fund VFL $118M	$278K	0.01%	27,397 -28,252	-51%	-$286K
212	212 BlackRock MuniHoldings New Yrok Quality Fund MHN $293M	$277K	0.01%	27,292 -49,124	-64%	-$499K
213	AITR 213 DELISTED AI TRANSPORTATION ACQUISITION CORP Ordinary shares AITR	$271K	0.01%	24,685	–	–
214	DPG 214 Duff & Phelps Utility and Infrastructure Fund DPG $458M	$252K	0.01%	20,658 -71,666	-78%	-$873K
215	DRDBW 215 Roman DBDR Acquisition Corp. II Warrants DRDBW	$250K	0.01%	+799,998	New	+$250K
216	NFJ 216 Virtus Dividend, Interest & Premium Strategy Fund NFJ $1.19B	$242K	0.01%	19,928 -197,755	-91%	-$2.4M
217	VCICW 217 Vine Hill Capital Investment Corp. Warrant VCICW $3.59M	$242K	0.01%	981,818	–	–
218	PFO 218 Flaherty & Crumrine Preferred and Income Opportunity Fund PFO $121M	$237K	0.01%	25,750 -15,594	-38%	-$144K
219	LPBBW 219 Launch Two Acquisition Corp. Warrant LPBBW $6.04M	$234K	0.01%	1,116,602	–	–
220	220 WELLS FARGO 7.5% NON CUMV PERP CONV WFC.PRL $4.66B	$229K	0.01%	190	–	–
221	221 Expedia Group EXPE $22.8B	$229K	0.01%	+1,404	New	+$229K
222	ANSCW 222 Agriculture & Natural Solutions Acquisition Corp Warrant ANSCW	$222K	0.01%	740,550	–	–
223	ALFUW 223 Centurion Acquisition Corp. Warrant ALFUW $5.02M	$209K	﹤0.01%	1,396,615	–	–
224	DYNXW 224 Dynamix Corporation Warrant DYNXW $4.15M	$207K	﹤0.01%	+724,998	New	+$207K
225	SBXD.WS 225 SilverBox Corp IV Redeemable warrants, each whole warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50 SBXD.WS	$206K	﹤0.01%	744,526	–	–