AA

AQR Arbitrage Portfolio holdings

AUM $4.27B
1-Year Return 12.81%
This Quarter Return
+1.5%
1 Year Return
+12.81%
3 Year Return
+75.11%
5 Year Return
+240.2%
10 Year Return
+1,146.11%
AUM
$6.83B
AUM Growth
-$1.96B
Cap. Flow
-$4.67B
Cap. Flow %
-68.34%
Top 10 Hldgs %
31.12%
Holding
596
New
82
Increased
48
Reduced
104
Closed
122

Top Buys

1
MDSO
Medidata Solutions, Inc.
MDSO
$134M
2
ACIA
Acacia Communications, Inc. Common Stock
ACIA
$131M
3
GWR
Genesee & Wyoming Inc.
GWR
$93.4M
4
VIAB
Viacom Inc. Class B
VIAB
$53M
5
CRZO
Carrizo Oil & Gas Inc
CRZO
$45.7M

Top Sells

1
TSS
Total System Services, Inc.
TSS
$216M
2
LLL
L3 Technologies, Inc.
LLL
$212M
3
WP
Worldpay, Inc.
WP
$208M
4
TRCO
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$191M
5
FDC
First Data Corporation
FDC
$191M

Sector Composition

1 Industrials 9.84%
2 Technology 9.24%
3 Consumer Discretionary 7.74%
4 Healthcare 6.37%
5 Financials 5.31%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
PEO
201
Adams Natural Resources Fund
PEO
$575M
$739K 0.01%
48,506
+4,421
+10% +$67.4K
CTACW
202
DELISTED
ChaSerg Technology Acquisition Corp. Warrant
CTACW
$721K 0.01%
810,000
– –
TGE
203
DELISTED
Tallgrass Energy, LP Class A Shares
TGE
$705K 0.01%
35,000
– –
GRAF.WS
204
DELISTED
Graf Industrial Corp. Warrants (each exercisable for three-quarters of one share of common stock, ea
GRAF.WS
$695K 0.01%
1,782,000
– –
DPHCW
205
DELISTED
DiamondPeak Holdings Corp. Warrant
DPHCW
$675K 0.01%
+766,666
New +$675K
TWLVW
206
DELISTED
Twelve Seas Investment Company Warrant
TWLVW
$672K 0.01%
+1,200,000
New +$672K
TCP
207
DELISTED
TC Pipelines LP
TCP
$639K 0.01%
15,700
– –
BTRSW
208
DELISTED
BTRS Holdings Inc. Warrants
BTRSW
$638K 0.01%
+750,000
New +$638K
SHLL.WS
209
DELISTED
Tortoise Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common
SHLL.WS
$634K 0.01%
1,038,969
– –
FCT
210
First Trust Senior Floating Rate Income Fund II
FCT
$261M
$630K 0.01%
52,466
+4,757
+10% +$57.1K
DCP
211
DELISTED
DCP Midstream, LP
DCP
$629K 0.01%
24,000
– –
BOE icon
212
BlackRock Enhanced Global Dividend Trust
BOE
$661M
$624K 0.01%
+59,853
New +$624K
TIBRW
213
DELISTED
Tiberius Acquisition Corporation Warrant
TIBRW
$624K 0.01%
1,057,500
– –
DSU icon
214
BlackRock Debt Strategies Fund
DSU
$549M
$618K 0.01%
57,453
-3,966
-6% -$42.7K
ENBL
215
DELISTED
ENABLE MIDSTREAM PARTNERS, LP
ENBL
$602K 0.01%
50,000
– –
CELUW icon
216
Celularity Inc. Warrant
CELUW
$788K
$600K 0.01%
+1,000,000
New +$600K
HESM icon
217
Hess Midstream
HESM
$5.25B
$584K 0.01%
30,300
– –
PACK.WS
218
DELISTED
One Madison Corporation Warrants, each whole warrant is exercisable for one Class A Common Stock at
PACK.WS
$581K 0.01%
775,000
– –
BGT icon
219
BlackRock Floating Rate Income Trust
BGT
$317M
$580K 0.01%
47,273
+4,871
+11% +$59.8K
GEL icon
220
Genesis Energy
GEL
$2.01B
$580K 0.01%
27,000
– –
WES icon
221
Western Midstream Partners
WES
$14.5B
$572K 0.01%
23,000
– –
HEP
222
DELISTED
Holly Energy Partners, L.P.
HEP
$558K 0.01%
22,100
– –
SBE.WS
223
DELISTED
Switchback Energy Acquisition Corporation Warrants, exercisable for one share of Class A Common Stoc
SBE.WS
$538K 0.01%
+566,666
New +$538K
SHLX
224
DELISTED
Shell Midstream Partners, L.P.
SHLX
$532K 0.01%
26,000
– –
DNI
225
DELISTED
Dividend and Income Fund
DNI
$530K 0.01%
44,354
-2,082
-4% -$24.9K
7 8
9
10 11