AA

AQR Arbitrage Portfolio holdings

AUM $4.27B
1-Year Return 12.81%
This Quarter Return
+4.15%
1 Year Return
+12.81%
3 Year Return
+75.11%
5 Year Return
+240.2%
10 Year Return
+1,146.11%
AUM
$8.63B
AUM Growth
+$175M
Cap. Flow
-$3.64B
Cap. Flow %
-42.2%
Top 10 Hldgs %
33.95%
Holding
496
New
107
Increased
79
Reduced
32
Closed
93

Top Buys

1
VR
Validus Hold Ltd
VR
$159M
2
CSRA
CSRA Inc.
CSRA
$145M
3
NXPI icon
NXP Semiconductors
NXPI
$122M
4
MSCC
Microsemi Corp
MSCC
$104M
5
MULE
MuleSoft, Inc.
MULE
$103M

Top Sells

1
SNI
Scripps Networks Interactive, Inc Common Class A
SNI
$185M
2
CAA
CalAtlantic Group, Inc.
CAA
$177M
3
AAAP
Advanced Accelerator Applications S.A. American Depositary Shares
AAAP
$116M
4
CPN
Calpine Corporation
CPN
$108M
5
RGC
Regal Entertainment Group
RGC
$82.4M

Sector Composition

1 Technology 14.04%
2 Materials 4.41%
3 Utilities 4.34%
4 Financials 3.68%
5 Energy 3.48%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
NS
201
DELISTED
NuStar Energy L.P.
NS
$356K ﹤0.01%
17,439
+2,000
+13% +$40.8K
KBLMR
202
DELISTED
KBL Merger Corp. IV Rights expiring 11/9/2020
KBLMR
$350K ﹤0.01%
1,000,000
– –
BFZ icon
203
BlackRock CA Municipal Income Trust
BFZ
$319M
$347K ﹤0.01%
26,742
+12,286
+85% +$159K
MYN icon
204
BlackRock MuniYield New York Quality Fund
MYN
$362M
$344K ﹤0.01%
28,547
+6,234
+28% +$75.1K
BTT icon
205
BlackRock Municipal 2030 Target Term Trust
BTT
$1.48B
$339K ﹤0.01%
15,930
+2,602
+20% +$55.4K
EAGLW
206
DELISTED
Platinum Eagle Acquisition Corp. Warrant
EAGLW
$333K ﹤0.01%
+266,666
New +$333K
AHPAW
207
DELISTED
Avista Healthcare Public Acquisition Corp. Warrants
AHPAW
$330K ﹤0.01%
1,000,000
– –
NPV icon
208
Nuveen Virginia Quality Municipal Income Fund
NPV
$210M
$329K ﹤0.01%
26,595
+4,387
+20% +$54.3K
NEA icon
209
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.32B
$326K ﹤0.01%
25,085
+3,351
+15% +$43.5K
NXJ icon
210
Nuveen New Jersey Quality Municipal Income Fund
NXJ
$480M
$326K ﹤0.01%
25,011
+2,521
+11% +$32.9K
AKP
211
DELISTED
Alliance Californa Muni Fd
AKP
$326K ﹤0.01%
25,727
+3,785
+17% +$48K
VPV icon
212
Invesco Pennsylvania Value Municipal Income Trust
VPV
$181M
$321K ﹤0.01%
27,335
+500
+2% +$5.87K
NRK icon
213
Nuveen New York AMT-Free Quality Municipal Income Fund
NRK
$842M
$319K ﹤0.01%
26,229
+3,100
+13% +$37.7K
IQI icon
214
Invesco Quality Municipal Securities
IQI
$507M
$317K ﹤0.01%
26,609
+1,983
+8% +$23.6K
BPMP
215
DELISTED
BP Midstream Partners LP Common Units representing Limited Partner Interests
BPMP
$312K ﹤0.01%
17,500
+2,500
+17% +$44.6K
EVN
216
Eaton Vance Municipal Income Trust
EVN
$424M
$311K ﹤0.01%
26,601
+11,143
+72% +$130K
HCAC.WS
217
DELISTED
Hennessy Capital Acquisition Corp. III
HCAC.WS
$311K ﹤0.01%
375,000
– –
TPGE.WS
218
DELISTED
TPG Pace Energy Holdings Corp.
TPGE.WS
$308K ﹤0.01%
166,667
– –
NTC
219
DELISTED
Nuveen Connecticut Quality Municipal Income Fund
NTC
$304K ﹤0.01%
26,387
+2,984
+13% +$34.4K
AFB
220
AllianceBernstein National Municipal Income Fund
AFB
$300M
$290K ﹤0.01%
+23,217
New +$290K
INDUW
221
DELISTED
Industrea Acquisition Corp. Warrant
INDUW
$275K ﹤0.01%
500,000
– –
NQP icon
222
Nuveen Pennsylvania Quality Municipal Income Fund
NQP
$413M
$271K ﹤0.01%
21,618
+9,618
+80% +$121K
DNI
223
DELISTED
Dividend and Income Fund
DNI
$265K ﹤0.01%
+21,109
New +$265K
GTES icon
224
Gates Industrial
GTES
$6.68B
$263K ﹤0.01%
+15,000
New +$263K
MUJ icon
225
BlackRock MuniHoldings New Jersey Quality Fund
MUJ
$589M
$261K ﹤0.01%
19,527
+8,896
+84% +$119K
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9
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