AA

AQR Arbitrage Portfolio holdings

AUM $4.27B
This Quarter Return
+7.75%
1 Year Return
+12.81%
3 Year Return
+75.11%
5 Year Return
+240.2%
10 Year Return
+1,146.11%
AUM
$10.2B
AUM Growth
+$10.2B
Cap. Flow
+$200M
Cap. Flow %
1.96%
Top 10 Hldgs %
26.3%
Holding
465
New
64
Increased
56
Reduced
54
Closed
99

Top Buys

1
LLTC
Linear Technology Corp
LLTC
$183M
2
WWAV
The WhiteWave Foods Company
WWAV
$175M
3
DD icon
DuPont de Nemours
DD
$155M
4
SE
Spectra Energy Corp Wi
SE
$149M
5
CST
CST Brands, Inc.
CST
$144M

Top Sells

1
TYC
TYCO INTL PLC COM SHS (IRL)
TYC
$169M
2
DCUB
DOMINION RESOURCES INC CORP UNIT 2013 SER B (VA)
DCUB
$146M
3
HOT
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
$141M
4
FMER
FIRSTMERIT CORP
FMER
$130M
5
FNFG
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
$121M

Sector Composition

1 Technology 9.78%
2 Healthcare 9.45%
3 Materials 6.09%
4 Consumer Discretionary 3.63%
5 Energy 3.33%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
PR icon
276
Permian Resources
PR
$9.73B
– –
-217,500
Closed -$2.08M
RNP icon
277
Cohen & Steers REIT and Preferred and Income Fund
RNP
$1.05B
– –
-58,201
Closed -$1.2M
RQI icon
278
Cohen & Steers Quality Income Realty Fund
RQI
$1.66B
– –
-115,147
Closed -$1.58M
WDC icon
279
Western Digital
WDC
$29.8B
– –
-100,576
Closed -$4.75M
GWB
280
DELISTED
Great Western Bancorp, Inc.
GWB
– –
-19,927
Closed -$628K
VTA
281
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
– –
-62,919
Closed -$693K
TACOW
282
DELISTED
Del Taco Restaurants, Inc. Warrants
TACOW
– –
-579,250
Closed -$1.12M
JSYNU
283
DELISTED
Jensyn Acquistion Corp. Units
JSYNU
– –
-200,000
Closed -$2.02M
ILG
284
DELISTED
ILG, Inc Common Stock
ILG
– –
-19,706
Closed -$313K
WPXP
285
DELISTED
WPX Energy, Inc.
WPXP
– –
-474,725
Closed -$22.2M
TIME
286
DELISTED
Time Inc.
TIME
– –
-720,054
Closed -$11.9M
CFCOU
287
DELISTED
CF Corporation
CFCOU
– –
-1,500,000
Closed -$14.9M
DD
288
DELISTED
Du Pont De Nemours E I
DD
– –
-1,452,546
Closed -$94.1M
CCN
289
DELISTED
CardConnect Corp.
CCN
– –
-755,000
Closed -$7.46M
KLREU
290
DELISTED
KLR Energy Acquisition Corp.
KLREU
– –
-500,000
Closed -$5.05M
FEIC
291
DELISTED
FEI COMPANY
FEIC
– –
-562,197
Closed -$60.1M
FCS
292
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
– –
-2,126,309
Closed -$42.2M
STR
293
DELISTED
QUESTAR CORP
STR
– –
-3,663,285
Closed -$92.9M
MRD
294
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
– –
-2,108,526
Closed -$33.5M
YCB
295
DELISTED
YOUR CMNTY BANKSHARES INC COM
YCB
– –
-29,529
Closed -$1.1M
ASEI
296
DELISTED
AMER SCIENCE & ENGR INC.
ASEI
– –
-51,880
Closed -$1.94M
REXI
297
DELISTED
RESOURCE AMERICA INC CL-A
REXI
– –
-140,353
Closed -$1.36M
EMC
298
DELISTED
EMC CORPORATION
EMC
– –
-2,997,638
Closed -$81.4M
RDEN
299
DELISTED
ELIZABETH ARDEN INC
RDEN
– –
-407,192
Closed -$5.6M
CSH
300
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
– –
-280,168
Closed -$11.9M
10 11
12
13 14