AA

AQR Arbitrage Portfolio holdings

AUM $4.27B
1-Year Return 12.81%
This Quarter Return
+4.97%
1 Year Return
+12.81%
3 Year Return
+75.11%
5 Year Return
+240.2%
10 Year Return
+1,146.11%
AUM
$8.61B
AUM Growth
-$325M
Cap. Flow
-$3.27B
Cap. Flow %
-37.95%
Top 10 Hldgs %
23.36%
Holding
524
New
48
Increased
77
Reduced
115
Closed
96

Top Buys

1
ALR
Alere Inc
ALR
$146M
2
ATML
ATMEL CORP
ATML
$109M
3
DD
Du Pont De Nemours E I
DD
$101M
4
BIN
PROGRESSIVE WASTE SOLUTIONS LTD COM
BIN
$98.8M
5
FMER
FIRSTMERIT CORP
FMER
$96.7M

Top Sells

1
AGN.PRA
Allergan plc.
AGN.PRA
$211M
2
PCP
PRECISION CASTPARTS CORP
PCP
$196M
3
FCAM
Fiat Chrysler Automobiles N.V.
FCAM
$187M
4
CB
CHUBB CORPORATION
CB
$156M
5
POM
PEPCO HOLDINGS, INC.
POM
$138M

Sector Composition

1 Industrials 8.48%
2 Energy 8.06%
3 Healthcare 5.86%
4 Communication Services 5.02%
5 Technology 4.51%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
AGFSW
226
DELISTED
AgroFresh Solutions, Inc. Warrants
AGFSW
$513K 0.01%
540,000
– –
JDD
227
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
$508K 0.01%
46,440
-895
-2% -$9.79K
GHY
228
PGIM Global High Yield Fund
GHY
$547M
$507K 0.01%
34,089
-60,990
-64% -$907K
AWF
229
AllianceBernstein Global High Income Fund
AWF
$974M
$504K 0.01%
43,253
-81,651
-65% -$951K
SEP
230
DELISTED
Spectra Engy Parters Lp
SEP
$501K 0.01%
10,414
– –
KMI icon
231
Kinder Morgan
KMI
$59.1B
$489K 0.01%
27,367
– –
VLP
232
DELISTED
Valero Energy Partners LP
VLP
$484K 0.01%
10,221
– –
DCP
233
DELISTED
DCP Midstream, LP
DCP
$481K 0.01%
17,646
– –
APU
234
DELISTED
AmeriGas Partners, L.P.
APU
$477K 0.01%
10,964
– –
TCP
235
DELISTED
TC Pipelines LP
TCP
$476K 0.01%
9,875
– –
NS
236
DELISTED
NuStar Energy L.P.
NS
$474K 0.01%
11,739
– –
VLT icon
237
Invesco High Income Trust II
VLT
$72.7M
$467K 0.01%
35,241
-13,959
-28% -$185K
BLVDW
238
DELISTED
Boulevard Acquisition Corp. II Warrant
BLVDW
$467K 0.01%
1,867,842
– –
FHY
239
DELISTED
First Trust Strategic High
FHY
$456K 0.01%
40,076
+4,001
+11% +$45.5K
BPL
240
DELISTED
Buckeye Partners, L.P.
BPL
$454K 0.01%
6,687
– –
ETP
241
DELISTED
Energy Transfer Partners, L.P.
ETP
$451K 0.01%
17,976
– –
WES
242
DELISTED
Western Gas Partners Lp
WES
$449K 0.01%
10,341
– –
SMC
243
Summit Midstream Corporation
SMC
$282M
$444K 0.01%
1,742
– –
HDRAR
244
DELISTED
Hydra Industries Acquisition Corp. Rights
HDRAR
$440K 0.01%
2,000,000
– –
ISD
245
PGIM High Yield Bond Fund
ISD
$486M
$439K 0.01%
28,517
-50,950
-64% -$784K
MIY icon
246
BlackRock MuniYield Michigan Quality Fund
MIY
$329M
$439K 0.01%
30,139
-41,754
-58% -$608K
LPSB
247
DELISTED
LAPORTE BANCORP INC MD COM STK
LPSB
$437K 0.01%
+27,698
New +$437K
TEP
248
DELISTED
Tallgrass Energy Partners, LP
TEP
$431K 0.01%
11,260
– –
TRTLW
249
DELISTED
Terrapin 3 Acquisition Corporation
TRTLW
$428K 0.01%
1,428,000
-272,000
-16% -$81.5K
CNC icon
250
Centene
CNC
$14.2B
$422K ﹤0.01%
+13,700
New +$422K
8 9
10
11 12