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
IQV icon
76
IQVIA
IQV
$31.3B
$19.4M 0.2%
254,459
-899,332
-78% -$68.4M
QCP
77
DELISTED
Quality Care Properties, Inc.
QCP
$19.3M 0.2%
+1,246,481
New +$19.3M
LITE icon
78
Lumentum
LITE
$9.92B
$18.8M 0.2%
486,472
– –
GNW icon
79
Genworth Financial
GNW
$3.55B
$17.9M 0.19%
+4,689,948
New +$17.9M
CCP
80
DELISTED
Care Capital Properties, Inc.
CCP
$17.7M 0.18%
709,054
-9,430
-1% -$236K
DBRG icon
81
DigitalBridge
DBRG
$2.05B
$17.7M 0.18%
295,791
-165,912
-36% -$9.9M
UE icon
82
Urban Edge Properties
UE
$2.65B
$17.5M 0.18%
635,214
– –
AEPI
83
DELISTED
AEP Industries Inc
AEPI
$16.6M 0.17%
142,877
-28,681
-17% -$3.33M
NRF
84
DELISTED
NorthStar Realty Finance Corp.
NRF
$16.5M 0.17%
1,091,097
-783,784
-42% -$11.9M
DCUD
85
DELISTED
Dominion Energy, Inc 2016 Series A Corporate Units
DCUD
$15.5M 0.16%
305,425
– –
AWH
86
DELISTED
Allied World Assurance Co Hld Lt
AWH
$15.5M 0.16%
+288,889
New +$15.5M
IQNT
87
DELISTED
Inteliquent, Inc.
IQNT
$15.4M 0.16%
+671,414
New +$15.4M
UNIT
88
Uniti Group
UNIT
$1.54B
$15.1M 0.16%
593,214
– –
TIVO
89
DELISTED
Tivo Inc
TIVO
$14.6M 0.15%
700,434
– –
FG
90
DELISTED
FGL Holdings Ordinary Shares
FG
$14M 0.15%
1,400,000
-100,000
-7% -$998K
MAA icon
91
Mid-America Apartment Communities
MAA
$16.9B
$13.6M 0.14%
+138,886
New +$13.6M
GCP
92
DELISTED
GCP Applied Technologies Inc.
GCP
$12.9M 0.13%
483,458
-18,106
-4% -$484K
MTN icon
93
Vail Resorts
MTN
$5.9B
$12.6M 0.13%
+78,065
New +$12.6M
HLF icon
94
Herbalife
HLF
$1.04B
$11.3M 0.12%
469,152
+198,142
+73% +$4.77M
MEG
95
DELISTED
Media General, Inc
MEG
$10.2M 0.11%
540,974
-707,376
-57% -$13.3M
DCUC
96
DELISTED
Dominion Energy, Inc.
DCUC
$10.1M 0.11%
200,000
– –
AHPAU
97
DELISTED
Avista Healthcare Public Acquisition Corp.Units
AHPAU
$10.1M 0.11%
+1,000,000
New +$10.1M
OKSB
98
DELISTED
Southwest Bancorp Inc/OK
OKSB
$10M 0.1%
+344,744
New +$10M
FGL
99
DELISTED
Fidelity & Guaranty Life
FGL
$9.82M 0.1%
414,291
– –
SWNC
100
DELISTED
Southwestern Energy Company
SWNC
$9.73M 0.1%
379,300
-67,475
-15% -$1.73M
2 3
4
5 6