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
+$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
AKRX
26
DELISTED
Akorn, Inc.
AKRX
$56M 0.65%
2,994,639
+86,923
+3% +$1.63M
CBI
27
DELISTED
Chicago Bridge & Iron Nv
CBI
$55.1M 0.64%
3,823,299
+1,745,470
+84% +$25.1M
HGV icon
28
Hilton Grand Vacations
HGV
$4.2B
$49.9M 0.58%
1,159,735
-261,427
-18% -$11.2M
LW icon
29
Lamb Weston
LW
$7.88B
$45.9M 0.53%
787,986
-130,762
-14% -$7.61M
TFCFA
30
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$45.2M 0.52%
1,232,562
-23,378
-2% -$858K
AA icon
31
Alcoa
AA
$8.05B
$41.4M 0.48%
921,003
-374,864
-29% -$16.9M
XL
32
DELISTED
XL Group Ltd.
XL
$38.7M 0.45%
+701,169
New +$38.7M
ORBK
33
DELISTED
Orbotech Ltd
ORBK
$37M 0.43%
+595,000
New +$37M
FTV icon
34
Fortive
FTV
$15.9B
$36.4M 0.42%
561,090
-108,564
-16% -$7.04M
PNK
35
DELISTED
Pinnacle Entertainment Inc.
PNK
$30.9M 0.36%
1,025,406
+551,307
+116% +$16.6M
BUFF
36
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
$30.7M 0.36%
+772,356
New +$30.7M
QCP
37
DELISTED
Quality Care Properties, Inc.
QCP
$30.2M 0.35%
1,552,294
-227,412
-13% -$4.42M
ADNT icon
38
Adient
ADNT
$1.97B
$27.9M 0.32%
466,806
-106,942
-19% -$6.39M
IPCC
39
DELISTED
Infinity Property & Casualty C
IPCC
$27.3M 0.32%
+230,562
New +$27.3M
CALD
40
DELISTED
Callidus Software, Inc.
CALD
$27.2M 0.31%
+755,446
New +$27.2M
NGVT icon
41
Ingevity
NGVT
$2.14B
$26M 0.3%
352,451
-54,391
-13% -$4.01M
MUDSU
42
DELISTED
Mudrick Capital Acquisition Corporation Unit
MUDSU
$25.4M 0.29%
+2,500,000
New +$25.4M
LHC.U
43
DELISTED
Leo Holdings Corp. II Units, each consisting of one Class A ordinary share and one-quarter of one redeemable warrant
LHC.U
$24.8M 0.29%
+2,480,000
New +$24.8M
PACK icon
44
Ranpak Holdings
PACK
$403M
$24M 0.28%
+2,500,000
New +$24M
VREX icon
45
Varex Imaging
VREX
$458M
$23.6M 0.27%
658,718
-61,795
-9% -$2.21M
YUMC icon
46
Yum China
YUMC
$16.3B
$23.3M 0.27%
561,874
-123,868
-18% -$5.14M
GNW icon
47
Genworth Financial
GNW
$3.51B
$22.2M 0.26%
7,851,196
– –
AFSI
48
DELISTED
AmTrust Financial Services, Inc.
AFSI
$21.2M 0.25%
+1,720,885
New +$21.2M
MFGP
49
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
$21M 0.24%
1,236,376
-143,241
-10% -$2.43M
DFBHU
50
DELISTED
DFB Healthcare Acquisitions Corp. Unit
DFBHU
$20.1M 0.23%
+2,000,000
New +$20.1M
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