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
NMY
276
DELISTED
Nuveen Maryland Quality Municipal Income Fund
NMY
– –
-13,491
Closed -$187K
INF
277
DELISTED
BROOKFIELD GLOBAL LISTED INFRASTRUCTURE INCOME FUND INC.
INF
– –
-13,163
Closed -$181K
TFCFA
278
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
– –
-1,606,269
Closed -$38.9M
NXEOW
279
DELISTED
Nexeo Solutions, Inc. Warrant
NXEOW
– –
-1,381,000
Closed -$815K
BPFHW
280
DELISTED
Boston Private Financial Holdings, Inc. WTS
BPFHW
– –
-116,799
Closed -$702K
LCAHU
281
DELISTED
Landcadia Holdings, Inc. Unit
LCAHU
– –
-500,000
Closed -$5.13M
FTRPR
282
DELISTED
Frontier Communications Corporation 11.125% Series A Mandatory Convertible Preferred Stock
FTRPR
– –
-483,025
Closed -$40.6M
AGN.PRA
283
DELISTED
Allergan plc.
AGN.PRA
– –
-214,250
Closed -$175M
AF
284
DELISTED
Astoria Financial Corporation
AF
– –
-4,078,669
Closed -$59.5M
CCNWW
285
DELISTED
CardConnect Corp. Warrants
CCNWW
– –
-775,000
Closed -$845K
ARWA
286
DELISTED
Arowana Inc.
ARWA
– –
-875,000
Closed -$8.92M
ARWAR
287
DELISTED
Arowana Inc
ARWAR
– –
-800,000
Closed -$103K
HDRAR
288
DELISTED
Hydra Industries Acquisition Corp. Rights
HDRAR
– –
-2,000,000
Closed -$900K
HDRAW
289
DELISTED
Hydra Industries Acquisition Corp. Warrants
HDRAW
– –
-1,640,000
Closed -$700K
TRTLW
290
DELISTED
Terrapin 3 Acquisition Corporation
TRTLW
– –
-1,428,000
Closed -$258K
SBW
291
DELISTED
Western Asset Worldwide Income
SBW
– –
-12,515
Closed -$145K
FCAM
292
DELISTED
Fiat Chrysler Automobiles N.V.
FCAM
– –
-2,186,825
Closed -$141M
VA
293
DELISTED
Virgin America Inc.
VA
– –
-843,307
Closed -$45.1M
TLN
294
DELISTED
Talen Energy Corporation
TLN
– –
-3,269,411
Closed -$45.3M
IM
295
DELISTED
Ingram Micro
IM
– –
-789,021
Closed -$28.1M
SEMI
296
DELISTED
SunEdison Semiconductor Limited
SEMI
– –
-440,516
Closed -$5.02M
AMSGP
297
DELISTED
Amsurg Corp. 5.25% Mandatory Convertible Pft Stk Ser A-1
AMSGP
– –
-11,400
Closed -$1.45M
ININ
298
DELISTED
Interactive Intelligence Group, inc.
ININ
– –
-822,297
Closed -$49.5M
PPS
299
DELISTED
Post Properties
PPS
– –
-1,091,724
Closed -$72.2M
OSHC
300
DELISTED
Ocean Shore Holding Co.
OSHC
– –
-69,100
Closed -$1.57M
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