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
HRMNW
176
DELISTED
Harmony Merger Corp. Warrant
HRMNW
$612K 0.01%
1,631,880
– –
RMP
177
DELISTED
Rice Midstream Partners LP
RMP
$611K 0.01%
24,868
– –
ARDC
178
Are Dynamic Credit Allocation Fund
ARDC
$353M
$610K 0.01%
40,474
-23,897
-37% -$360K
WES
179
DELISTED
Western Gas Partners Lp
WES
$608K 0.01%
10,341
– –
ETP
180
DELISTED
Energy Transfer Partners L.p.
ETP
$595K 0.01%
16,605
– –
NS
181
DELISTED
NuStar Energy L.P.
NS
$585K 0.01%
11,739
– –
TCP
182
DELISTED
TC Pipelines LP
TCP
$581K 0.01%
9,875
– –
CEQP
183
DELISTED
Crestwood Equity Partners LP
CEQP
$578K 0.01%
22,636
– –
TY icon
184
TRI-Continental Corp
TY
$1.76B
$577K 0.01%
26,168
+1,974
+8% +$43.5K
PAA icon
185
Plains All American Pipeline
PAA
$12.1B
$571K 0.01%
17,670
– –
KMI icon
186
Kinder Morgan
KMI
$59.1B
$567K 0.01%
27,367
– –
HEP
187
DELISTED
Holly Energy Partners, L.P.
HEP
$557K 0.01%
17,387
– –
ATLC icon
188
Atlanticus Holdings
ATLC
$1.03B
$546K 0.01%
191,430
– –
ENLK
189
DELISTED
EnLink Midstream Partners, LP
ENLK
$534K 0.01%
29,009
– –
TEP
190
DELISTED
Tallgrass Energy Partners, LP
TEP
$534K 0.01%
11,260
– –
APU
191
DELISTED
AmeriGas Partners, L.P.
APU
$525K 0.01%
10,964
– –
EVBS
192
DELISTED
Eastern Virginia Bankshares In
EVBS
$524K 0.01%
+50,127
New +$524K
CQP icon
193
Cheniere Energy
CQP
$26.1B
$521K 0.01%
18,085
– –
EEP
194
DELISTED
Enbridge Energy Partners
EEP
$496K 0.01%
19,465
– –
AGD
195
abrdn Global Dynamic Dividend Fund
AGD
$302M
$494K 0.01%
56,318
-6,643
-11% -$58.3K
SEP
196
DELISTED
Spectra Engy Parters Lp
SEP
$477K 0.01%
10,414
– –
ANDX
197
DELISTED
Andeavor Logistics LP
ANDX
$470K ﹤0.01%
9,250
– –
GEL icon
198
Genesis Energy
GEL
$2.03B
$466K ﹤0.01%
12,925
– –
VLP
199
DELISTED
Valero Energy Partners LP
VLP
$452K ﹤0.01%
10,221
– –
WWE
200
DELISTED
World Wrestling Entertainment
WWE
$445K ﹤0.01%
+24,183
New +$445K
6 7
8
9 10