AA

AQR Arbitrage Portfolio holdings

AUM $4.27B
1-Year Return 12.81%
This Quarter Return
+6.96%
1 Year Return
+12.81%
3 Year Return
+75.11%
5 Year Return
+240.2%
10 Year Return
+1,146.11%
AUM
$9.64B
AUM Growth
-$556M
Cap. Flow
-$3.65B
Cap. Flow %
-37.85%
Top 10 Hldgs %
21.95%
Holding
447
New
78
Increased
27
Reduced
61
Closed
84

Top Buys

1
BEAV
B/E Aerospace Inc
BEAV
$154M
2
ENH
Endurance Specialty Holdings Ltd
ENH
$153M
3
NXPI icon
NXP Semiconductors
NXPI
$152M
4
BRCD
Brocade Communications Systems, Inc. NEW
BRCD
$129M
5
HAR
Harman International Industries
HAR
$126M

Top Sells

1
KLAC icon
KLA
KLAC
$194M
2
AGN.PRA
Allergan plc.
AGN.PRA
$175M
3
TMUSP
T-Mobile US, Inc.5.50% Mandatory Convertible Preferred Stock, Series A
TMUSP
$142M
4
FCAM
Fiat Chrysler Automobiles N.V.
FCAM
$141M
5
CPHD
Cepheid Inc
CPHD
$134M

Sector Composition

1 Technology 11.04%
2 Materials 8.18%
3 Healthcare 7.95%
4 Financials 6.25%
5 Consumer Discretionary 4.75%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
JCI icon
226
Johnson Controls International
JCI
$69.5B
$300K ﹤0.01%
7,282
– –
EACQW
227
DELISTED
Easterly Acquisition Corp.
EACQW
$298K ﹤0.01%
925,000
– –
TGP
228
DELISTED
Teekay LNG Partners L.P.
TGP
$294K ﹤0.01%
20,319
– –
SHLX
229
DELISTED
Shell Midstream Partners, L.P.
SHLX
$280K ﹤0.01%
9,609
– –
AGC
230
DELISTED
Advent Claymore Conv Sec & Incme
AGC
$280K ﹤0.01%
47,691
-34,184
-42% -$201K
TCF
231
DELISTED
TCF Financial Corporation Common Stock
TCF
$272K ﹤0.01%
+5,018
New +$272K
CPAAU
232
DELISTED
Conyers Park Acquisition Corp. Unit
CPAAU
$271K ﹤0.01%
25,000
– –
MGU
233
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$253K ﹤0.01%
12,827
-11,762
-48% -$232K
ACP
234
abrdn Income Credit Strategies Fund
ACP
$740M
$237K ﹤0.01%
18,224
-2,331
-11% -$30.3K
DEX
235
DELISTED
DELAWARE ENHANCED GLOBAL DIVIDEND & INCOME FUND
DEX
$231K ﹤0.01%
22,877
-7,741
-25% -$78.2K
PAACR
236
DELISTED
Pacific Special Acquisition Corp. Rights
PAACR
$220K ﹤0.01%
415,000
– –
NFJ
237
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.24B
$208K ﹤0.01%
+16,500
New +$208K
VCV icon
238
Invesco California Value Municipal Income Trust
VCV
$492M
$184K ﹤0.01%
+15,143
New +$184K
FUND
239
Sprott Focus Trust
FUND
$247M
$163K ﹤0.01%
23,411
-14,743
-39% -$103K
RMT
240
Royce Micro-Cap Trust
RMT
$541M
$156K ﹤0.01%
19,243
+1,818
+10% +$14.7K
OACQR
241
DELISTED
Origo Acquisition Corporation Right Expiring 3/12/2018
OACQR
$147K ﹤0.01%
350,000
– –
BHACR
242
DELISTED
Barington/Hilco Acquisition Corp. Rights
BHACR
$136K ﹤0.01%
545,520
– –
ASB.WS
243
DELISTED
Associated Banc-Corp Warrants
ASB.WS
$108K ﹤0.01%
20,065
-3,385
-14% -$18.2K
AGFSW
244
DELISTED
AgroFresh Solutions, Inc. Warrants
AGFSW
$95K ﹤0.01%
540,000
– –
JASNW
245
DELISTED
Jason Industries, Inc.
JASNW
$81K ﹤0.01%
1,933,070
– –
BHACW
246
DELISTED
Barington/Hilco Acquisition Corp. Warrants
BHACW
$70K ﹤0.01%
545,520
– –
AXARW
247
DELISTED
Axar Acquisition Corp. Warrants
AXARW
$56K ﹤0.01%
+750,000
New +$56K
JSYNR
248
DELISTED
Jensyn Acquistion Corp. Rights
JSYNR
$47K ﹤0.01%
200,000
– –
CYHHZ
249
DELISTED
Community Health Systems, Inc. Series A Contingent Value Rights
CYHHZ
$45K ﹤0.01%
10,026,149
– –
VNR
250
DELISTED
Vanguard Natural Resources, LLC
VNR
$36K ﹤0.01%
54,023
– –
8 9
10
11 12