AA

AQR Arbitrage Portfolio holdings

AUM $4.27B
1-Year Return 12.81%
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
+$946M
Cap. Flow
-$2.76B
Cap. Flow %
-27.1%
Top 10 Hldgs %
26.3%
Holding
465
New
63
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
ETP
176
DELISTED
Energy Transfer Partners L.p.
ETP
$614K 0.01%
16,605
– –
RMP
177
DELISTED
Rice Midstream Partners LP
RMP
$603K 0.01%
24,868
– –
SMC
178
Summit Midstream Corporation
SMC
$280M
$599K 0.01%
1,742
– –
WBT
179
DELISTED
Welbilt, Inc.
WBT
$598K 0.01%
36,879
– –
HEP
180
DELISTED
Holly Energy Partners, L.P.
HEP
$590K 0.01%
17,387
– –
ATLC icon
181
Atlanticus Holdings
ATLC
$1.04B
$586K 0.01%
191,430
– –
BNED icon
182
Barnes & Noble Education
BNED
$288M
$586K 0.01%
612
– –
NS
183
DELISTED
NuStar Energy L.P.
NS
$582K 0.01%
11,739
– –
GLO
184
Clough Global Opportunities Fund
GLO
$240M
$577K 0.01%
59,632
+14,599
+32% +$141K
WES
185
DELISTED
Western Gas Partners Lp
WES
$569K 0.01%
10,341
– –
TCP
186
DELISTED
TC Pipelines LP
TCP
$563K 0.01%
9,875
– –
PAA icon
187
Plains All American Pipeline
PAA
$12B
$555K 0.01%
17,670
– –
EACQW
188
DELISTED
Easterly Acquisition Corp.
EACQW
$555K 0.01%
925,000
– –
AGD
189
abrdn Global Dynamic Dividend Fund
AGD
$302M
$548K 0.01%
62,961
-12,860
-17% -$112K
FAM
190
DELISTED
First Trust/abrdn Global Opportunity Income Fund
FAM
$546K 0.01%
46,319
-21,278
-31% -$251K
TEP
191
DELISTED
Tallgrass Energy Partners, LP
TEP
$543K 0.01%
11,260
– –
ADX icon
192
Adams Diversified Equity Fund
ADX
$2.61B
$540K 0.01%
41,052
+13,931
+51% +$183K
APVO icon
193
Aptevo Therapeutics
APVO
$5.13M
– –
0
– –
MGU
194
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$536K 0.01%
24,589
-6,107
-20% -$133K
CQP icon
195
Cheniere Energy
CQP
$26B
$529K 0.01%
18,085
– –
TY icon
196
TRI-Continental Corp
TY
$1.75B
$517K 0.01%
24,194
-10,244
-30% -$219K
ENLK
197
DELISTED
EnLink Midstream Partners, LP
ENLK
$514K 0.01%
29,009
– –
ETP
198
DELISTED
Energy Transfer Partners, L.P.
ETP
$511K 0.01%
17,976
– –
APU
199
DELISTED
AmeriGas Partners, L.P.
APU
$501K ﹤0.01%
10,964
– –
GRSHW
200
DELISTED
Gores Holdings, Inc. Warrants
GRSHW
$498K ﹤0.01%
414,965
-2,960,035
-88% -$3.55M
6 7
8
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