AA

AQR Arbitrage Portfolio holdings

AUM $4.27B
1-Year Return 12.81%
This Quarter Return
+6.14%
1 Year Return
+12.81%
3 Year Return
+75.11%
5 Year Return
+240.2%
10 Year Return
+1,146.11%
AUM
$8.87B
AUM Growth
-$771M
Cap. Flow
-$4.06B
Cap. Flow %
-45.74%
Top 10 Hldgs %
23.77%
Holding
423
New
66
Increased
19
Reduced
90
Closed
81

Top Buys

1
CFCOW
CF Corporation
CFCOW
$175M
2
MBLY
Mobileye N.V.
MBLY
$156M
3
DD
Du Pont De Nemours E I
DD
$154M
4
WOOF
VCA Inc.
WOOF
$130M
5
MJN
Mead Johnson Nutrition Company
MJN
$118M

Top Sells

1
LLTC
Linear Technology Corp
LLTC
$229M
2
DD icon
DuPont de Nemours
DD
$180M
3
SE
Spectra Energy Corp Wi
SE
$171M
4
HUM icon
Humana
HUM
$166M
5
CI icon
Cigna
CI
$165M

Sector Composition

1 Materials 8.9%
2 Technology 8.84%
3 Consumer Staples 6.66%
4 Industrials 5.68%
5 Energy 4.92%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
TCF
276
DELISTED
TCF Financial Corporation Common Stock
TCF
– –
-5,018
Closed -$272K
SCACU
277
DELISTED
Saban Capital Acquisition Corp. Units
SCACU
– –
-100,000
Closed -$1.04M
EVHC
278
DELISTED
Envision Healthcare Holdings Inc
EVHC
– –
-58,049
Closed -$3.67M
KLXI
279
DELISTED
KLX Inc.
KLXI
– –
-574,172
Closed -$21.8M
SRCLP
280
DELISTED
Stericycle, Inc
SRCLP
– –
-100,000
Closed -$6.36M
AGC
281
DELISTED
Advent Claymore Conv Sec & Incme
AGC
– –
-47,691
Closed -$280K
MIIIU
282
DELISTED
M III Acquisition Corp
MIIIU
– –
-965,221
Closed -$9.55M
CPAAU
283
DELISTED
Conyers Park Acquisition Corp. Unit
CPAAU
– –
-25,000
Closed -$271K
EXCU
284
DELISTED
Exelon Corporation
EXCU
– –
-675,800
Closed -$33M
MENT
285
DELISTED
Mentor Graphics Corp
MENT
– –
-2,911,531
Closed -$107M
ENH
286
DELISTED
Endurance Specialty Holdings Ltd
ENH
– –
-1,659,571
Closed -$153M
GK
287
DELISTED
G&K Services Inc
GK
– –
-808,528
Closed -$78M
LLTC
288
DELISTED
Linear Technology Corp
LLTC
– –
-3,678,931
Closed -$229M
HAR
289
DELISTED
Harman International Industries
HAR
– –
-1,133,558
Closed -$126M
YDKN
290
DELISTED
Yadkin Financial Corporation
YDKN
– –
-2,329,470
Closed -$79.8M
BATS
291
DELISTED
Bats Global Markets, Inc.
BATS
– –
-2,895,845
Closed -$97M
EQY
292
DELISTED
Equity One
EQY
– –
-2,725,337
Closed -$83.6M
CLC
293
DELISTED
Clarcor
CLC
– –
-353,600
Closed -$29.2M
LIOX
294
DELISTED
Lionbridge Technologies
LIOX
– –
-468,984
Closed -$2.72M
SE
295
DELISTED
Spectra Energy Corp Wi
SE
– –
-4,169,834
Closed -$171M
HCACW
296
DELISTED
Hennessy Capital Acquisition Corp. II
HCACW
– –
-1,028,837
Closed -$875K
ISIL
297
DELISTED
Intersil Corp
ISIL
– –
-4,551,363
Closed -$101M
IOC
298
DELISTED
Interoil Corporation
IOC
– –
-73,833
Closed -$3.51M
NILE
299
DELISTED
Blue Nile, Inc.
NILE
– –
-167,006
Closed -$6.79M
VASC
300
DELISTED
Vascular Solutions Inc
VASC
– –
-95,400
Closed -$5.35M
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