AA

AQR Arbitrage Portfolio holdings

AUM $4.27B
1-Year Return 12.81%
This Quarter Return
+4.15%
1 Year Return
+12.81%
3 Year Return
+75.11%
5 Year Return
+240.2%
10 Year Return
+1,146.11%
AUM
$8.63B
AUM Growth
+$175M
Cap. Flow
-$3.64B
Cap. Flow %
-42.2%
Top 10 Hldgs %
33.95%
Holding
496
New
107
Increased
79
Reduced
32
Closed
93

Top Buys

1
VR
Validus Hold Ltd
VR
$159M
2
CSRA
CSRA Inc.
CSRA
$145M
3
NXPI icon
NXP Semiconductors
NXPI
$122M
4
MSCC
Microsemi Corp
MSCC
$104M
5
MULE
MuleSoft, Inc.
MULE
$103M

Top Sells

1
SNI
Scripps Networks Interactive, Inc Common Class A
SNI
$185M
2
CAA
CalAtlantic Group, Inc.
CAA
$177M
3
AAAP
Advanced Accelerator Applications S.A. American Depositary Shares
AAAP
$116M
4
CPN
Calpine Corporation
CPN
$108M
5
RGC
Regal Entertainment Group
RGC
$82.4M

Sector Composition

1 Technology 14.04%
2 Materials 4.41%
3 Utilities 4.34%
4 Financials 3.68%
5 Energy 3.48%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
GCP
326
DELISTED
GCP Applied Technologies Inc.
GCP
– –
-1,178,738
Closed -$37.6M
SAIL
327
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
– –
-15,000
Closed -$218K
WBT
328
DELISTED
Welbilt, Inc.
WBT
– –
-16,639
Closed -$391K
MIC
329
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
– –
-10,817
Closed -$694K
AFI
330
DELISTED
Armstrong Flooring, Inc.
AFI
– –
-13,995
Closed -$237K
LACQU
331
DELISTED
Leisure Acquisition Corp. Unit
LACQU
– –
-1,500,000
Closed -$14.9M
RP
332
DELISTED
RealPage, Inc.
RP
– –
-176,649
Closed -$7.83M
SINA
333
DELISTED
Sina Corp
SINA
– –
-26,694
Closed -$2.68M
LGC.U
334
DELISTED
Legacy Acquisition Corp. Units, each consisting of one share of Class A common stock, $.0001 par val
LGC.U
– –
-1,500,000
Closed -$14.9M
FG
335
DELISTED
FGL Holdings Ordinary Shares
FG
– –
-123,202
Closed -$1.24M
FG.WS
336
DELISTED
FGL Holdings Warrants exercisable for one Ordinary Share at a price of $11.50 per share
FG.WS
– –
-300,000
Closed -$465K
BDXA
337
DELISTED
Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6
BDXA
– –
-213,125
Closed -$12.5M
QHC
338
DELISTED
Quorum Health Corporation
QHC
– –
-47,681
Closed -$298K
ESTRW
339
DELISTED
Estre Ambiental, Inc
ESTRW
– –
-1,323,740
Closed -$953K
LKSD
340
DELISTED
LSC Communications, Inc.
LKSD
– –
-10,871
Closed -$165K
RWGE.U
341
DELISTED
Regalwood Global Energy Ltd. Units, each consisting of one Class A ordinary share and one-third of o
RWGE.U
– –
-1,500,000
Closed -$14.9M
GIG.U
342
DELISTED
GigCapital, Inc.
GIG.U
– –
-1,500,000
Closed -$15M
TPGH.WS
343
DELISTED
TPG Pace Holdings Corp. Warrants, each exercisable for one Class A Ordinary Share at an exercise pri
TPGH.WS
– –
-66,666
Closed -$103K
CNACW
344
DELISTED
Constellation Alpha Capital Corp. Warrant
CNACW
– –
-700,000
Closed -$154K
DCUD
345
DELISTED
Dominion Energy, Inc 2016 Series A Corporate Units
DCUD
– –
-303,475
Closed -$15.8M
CIC.WS
346
DELISTED
Capitol Investment Corp. IV
CIC.WS
– –
-166,667
Closed -$183K
BCACW
347
DELISTED
Bison Capital Acquistion Corp Warrant
BCACW
– –
-75,000
Closed -$27K
BRS
348
DELISTED
Bristow Group, Inc.
BRS
– –
-54,532
Closed -$735K
CMSSW
349
DELISTED
CM Seven Star Acquisition Corporation Warrant
CMSSW
– –
-375,000
Closed -$109K
HYACU
350
DELISTED
Haymaker Acquisition Corp. Unit
HYACU
– –
-1,399,960
Closed -$13.9M
12 13
14
15 16