AA

AQR Arbitrage Portfolio holdings

AUM $4.27B
This Quarter Return
+7.75%
1 Year Return
+12.81%
3 Year Return
+75.11%
5 Year Return
+240.2%
10 Year Return
+1,146.11%
AUM
$10.2B
AUM Growth
+$10.2B
Cap. Flow
+$200M
Cap. Flow %
1.96%
Top 10 Hldgs %
26.3%
Holding
465
New
64
Increased
56
Reduced
54
Closed
99

Top Buys

1
LLTC
Linear Technology Corp
LLTC
$183M
2
WWAV
The WhiteWave Foods Company
WWAV
$175M
3
DD icon
DuPont de Nemours
DD
$155M
4
SE
Spectra Energy Corp Wi
SE
$149M
5
CST
CST Brands, Inc.
CST
$144M

Top Sells

1
TYC
TYCO INTL PLC COM SHS (IRL)
TYC
$169M
2
DCUB
DOMINION RESOURCES INC CORP UNIT 2013 SER B (VA)
DCUB
$146M
3
HOT
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
$141M
4
FMER
FIRSTMERIT CORP
FMER
$130M
5
FNFG
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
$121M

Sector Composition

1 Technology 9.78%
2 Healthcare 9.45%
3 Materials 6.09%
4 Consumer Discretionary 3.63%
5 Energy 3.33%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
KEY.PRG
126
DELISTED
KeyCorp Pfd
KEY.PRG
$2.73M 0.03%
20,000
– –
USA icon
127
Liberty All-Star Equity Fund
USA
$1.93B
$2.46M 0.02%
474,160
– –
BCX icon
128
BlackRock Resources & Commodities Strategy Trust
BCX
$783M
$2.42M 0.02%
297,053
-96,823
-25% -$789K
NATL
129
DELISTED
National Interstate Corporation
NATL
$2.04M 0.02%
62,591
– –
APIC
130
DELISTED
Apigee Corporation Common Stock
APIC
$2.02M 0.02%
+116,022
New +$2.02M
TPCO
131
DELISTED
Tribune Publishing Company Common Stock
TPCO
$2.02M 0.02%
119,509
– –
ISUN
132
DELISTED
iSun, Inc. Common Stock
ISUN
$2.01M 0.02%
+200,000
New +$2.01M
LTRPA
133
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$1.97M 0.02%
90,211
-612,400
-87% -$13.4M
AWP
134
abrdn Global Premier Properties Fund
AWP
$343M
$1.9M 0.02%
341,438
-50,926
-13% -$283K
SKUL
135
DELISTED
SKULLCANDY INC
SKUL
$1.84M 0.02%
290,482
+167,651
+136% +$1.06M
OSHC
136
DELISTED
Ocean Shore Holding Co.
OSHC
$1.57M 0.02%
+69,100
New +$1.57M
VEON icon
137
VEON
VEON
$3.89B
$1.54M 0.02%
+17,735
New +$1.54M
TGLS icon
138
Tecnoglass
TGLS
$3.31B
$1.48M 0.01%
+122,648
New +$1.48M
CUZ icon
139
Cousins Properties
CUZ
$4.9B
$1.45M 0.01%
+49,177
New +$1.45M
AMSGP
140
DELISTED
Amsurg Corp. 5.25% Mandatory Convertible Pft Stk Ser A-1
AMSGP
$1.45M 0.01%
11,400
– –
IGR
141
CBRE Global Real Estate Income Fund
IGR
$702M
$1.41M 0.01%
167,296
-115,846
-41% -$973K
MWW
142
DELISTED
Monster Worldwide Inc
MWW
$1.38M 0.01%
+382,821
New +$1.38M
HRI icon
143
Herc Holdings
HRI
$4.2B
$1.3M 0.01%
+38,661
New +$1.3M
GAM
144
General American Investors Company
GAM
$1.4B
$1.19M 0.01%
36,364
– –
CLACW
145
DELISTED
Capitol Acquisition Corp. III Warrants
CLACW
$1.18M 0.01%
1,750,000
– –
HBANP
146
DELISTED
Huntington Bancshars Inc. Pfd Ser A
HBANP
$1.15M 0.01%
800
– –
BLVDW
147
DELISTED
Boulevard Acquisition Corp. II Warrant
BLVDW
$1.07M 0.01%
1,867,842
– –
TRGP icon
148
Targa Resources
TRGP
$35.2B
$1.06M 0.01%
21,613
– –
CET
149
Central Securities Corp
CET
$1.45B
$1.04M 0.01%
48,916
-8,765
-15% -$186K
SEVN
150
Seven Hills Realty Trust
SEVN
$159M
$1.01M 0.01%
48,455
-4,513
-9% -$94.4K
4 5
6
7 8