AA

AQR Arbitrage Portfolio holdings

AUM $4.27B
This Quarter Return
+4.97%
1 Year Return
+12.81%
3 Year Return
+75.11%
5 Year Return
+240.2%
10 Year Return
+1,146.11%
AUM
$8.61B
AUM Growth
+$8.61B
Cap. Flow
-$373M
Cap. Flow %
-4.33%
Top 10 Hldgs %
23.36%
Holding
524
New
48
Increased
77
Reduced
115
Closed
96

Top Buys

1
ALR
Alere Inc
ALR
$146M
2
ATML
ATMEL CORP
ATML
$109M
3
DD
Du Pont De Nemours E I
DD
$101M
4
BIN
PROGRESSIVE WASTE SOLUTIONS LTD COM
BIN
$98.8M
5
FMER
FIRSTMERIT CORP
FMER
$96.7M

Top Sells

1
AGN.PRA
Allergan plc.
AGN.PRA
$211M
2
PCP
PRECISION CASTPARTS CORP
PCP
$196M
3
FCAM
Fiat Chrysler Automobiles N.V.
FCAM
$187M
4
CB
CHUBB CORPORATION
CB
$156M
5
POM
PEPCO HOLDINGS, INC.
POM
$138M

Sector Composition

1 Industrials 8.48%
2 Energy 8.06%
3 Healthcare 5.86%
4 Communication Services 5.02%
5 Technology 4.51%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
JMG
101
DELISTED
JOURNAL MEDIA GROUP INC COM
JMG
$6.61M 0.08%
552,865
+489,890
+778% +$5.86M
POWR
102
DELISTED
POWERSECURE INTL INC COM STK (DE)
POWR
$5.86M 0.07%
+313,355
New +$5.86M
HLF icon
103
Herbalife
HLF
$1.01B
$5.5M 0.06%
89,407
-5,475
-6% -$337K
WIBC
104
DELISTED
WILSHIRE BANCORP INC
WIBC
$5.33M 0.06%
517,263
-395,699
-43% -$4.08M
FTRPR
105
DELISTED
Frontier Communications Corporation 11.125% Series A Mandatory Convertible Preferred Stock
FTRPR
$5.23M 0.06%
50,000
– –
AAPC
106
DELISTED
Atlantic Alliance Partnership Corp
AAPC
$5.22M 0.06%
500,000
– –
AUMA
107
DELISTED
AR CAPITAL ACQUISITION CORP COMMON STOCK
AUMA
$5.02M 0.06%
510,000
-500,000
-50% -$4.92M
KLREU
108
DELISTED
KLR Energy Acquisition Corp.
KLREU
$5.02M 0.06%
+500,000
New +$5.02M
LMB icon
109
Limbach Holdings
LMB
$1.33B
$4.46M 0.05%
450,540
– –
PNX
110
DELISTED
PHOENIX COMPANIES INC. NEW
PNX
$4.45M 0.05%
120,675
+28,100
+30% +$1.04M
BRQS
111
DELISTED
Borqs Technologies, Inc. Ordinary Shares
BRQS
$4.15M 0.05%
415,000
– –
TFCFA
112
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$3.63M 0.04%
130,210
-648,713
-83% -$18.1M
CNLM
113
DELISTED
CB PHARMA ACQUISISTION CORP SHS (CYM)
CNLM
$3.54M 0.04%
350,000
– –
CTXS
114
DELISTED
Citrix Systems Inc
CTXS
$3.46M 0.04%
44,000
-30,402
-41% -$2.39M
NWSA icon
115
News Corp Class A
NWSA
$16.6B
$3.39M 0.04%
265,042
– –
CRC
116
DELISTED
California Resources Corporation
CRC
$3.38M 0.04%
3,276,510
– –
RQI icon
117
Cohen & Steers Quality Income Realty Fund
RQI
$1.69B
$3.1M 0.04%
249,445
-54,813
-18% -$680K
BCX icon
118
BlackRock Resources & Commodities Strategy Trust
BCX
$791M
$2.84M 0.03%
394,176
-17,718
-4% -$128K
RSE
119
DELISTED
ROUSE PPTYS INC COM (DE)
RSE
$2.79M 0.03%
+151,860
New +$2.79M
JQC icon
120
Nuveen Credit Strategies Income Fund
JQC
$754M
$2.69M 0.03%
340,363
-69,635
-17% -$551K
COB
121
DELISTED
CommunityOne Bancorp
COB
$2.68M 0.03%
201,952
+80,258
+66% +$1.07M
FXCB
122
DELISTED
FOX CHASE BANCORP INC COM STK (MD)
FXCB
$2.67M 0.03%
138,054
+80,400
+139% +$1.55M
FSD
123
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$2.63M 0.03%
180,008
-20,788
-10% -$304K
NTLS
124
DELISTED
NTELOS HLDGS CORP COM
NTLS
$2.61M 0.03%
283,806
+96,433
+51% +$887K
KEY.PRG
125
DELISTED
KeyCorp Pfd
KEY.PRG
$2.61M 0.03%
20,000
– –
3 4
5
6 7