AA

AQR Arbitrage Portfolio holdings

AUM $4.27B
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
+$8.63B
Cap. Flow
+$44.1M
Cap. Flow %
0.51%
Top 10 Hldgs %
33.95%
Holding
496
New
107
Increased
79
Reduced
32
Closed
94

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
WELL.PRI
351
DELISTED
Welltower Inc.
WELL.PRI
– –
-697,025
Closed -$41.9M
FSAC
352
DELISTED
Federal Street Acquisition Corp. Common Stock
FSAC
– –
-650,000
Closed -$6.31M
STLRW
353
DELISTED
Stellar Acquisition III Inc. Warrants
STLRW
– –
-600,000
Closed -$186K
ELECW
354
DELISTED
Electrum Special Acquisition Corporation
ELECW
– –
-990,000
Closed -$401K
MIIIW
355
DELISTED
M III Acquisition Corp. Warrant
MIIIW
– –
-808,712
Closed -$639K
LNCE
356
DELISTED
Snyders-Lance, Inc.
LNCE
– –
-268,628
Closed -$13.5M
CCC
357
DELISTED
Calgon Carbon Corp
CCC
– –
-1,501,492
Closed -$32M
BIVV
358
DELISTED
Bioverativ Inc. Common Stock
BIVV
– –
-924,878
Closed -$49.9M
CPN
359
DELISTED
Calpine Corporation
CPN
– –
-7,156,476
Closed -$108M
SNI
360
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
– –
-2,165,976
Closed -$185M
AGN.PRA
361
DELISTED
Allergan plc.
AGN.PRA
– –
-59,750
Closed -$35.1M
STRP
362
DELISTED
Straight Path Communications Inc.
STRP
– –
-282,707
Closed -$51.4M
ENTL
363
DELISTED
Entellus Medical, Inc. Common Stock
ENTL
– –
-377,132
Closed -$9.2M
RGC
364
DELISTED
Regal Entertainment Group
RGC
– –
-3,579,605
Closed -$82.4M
FMCIR
365
DELISTED
Forum Merger Corporation Right
FMCIR
– –
-1,500,000
Closed -$990K
FMCIW
366
DELISTED
Forum Merger Corporation Warrant
FMCIW
– –
-750,000
Closed -$480K
NEXTW
367
DELISTED
NextDecade Corporation Warrant
NEXTW
– –
-1,095,541
Closed -$657K
GNCMA
368
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
– –
-263,937
Closed -$10.3M
OACQW
369
DELISTED
Origo Acquisition Corporation Warrants
OACQW
– –
-300,000
Closed -$149K
OACQR
370
DELISTED
Origo Acquisition Corporation Right Expiring 3/12/2018
OACQR
– –
-315,500
Closed -$156K
DEL
371
DELISTED
Deltic Timber
DEL
– –
-117,014
Closed -$10.7M
CAA
372
DELISTED
CalAtlantic Group, Inc.
CAA
– –
-3,134,252
Closed -$177M
EXAC
373
DELISTED
Exactech Inc
EXAC
– –
-166,932
Closed -$8.26M
SCMP
374
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
– –
-521,010
Closed -$9.35M
CUDA
375
DELISTED
Barracuda Networks, Inc.
CUDA
– –
-194,200
Closed -$5.34M
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