AA

AQR Arbitrage Portfolio holdings

AUM $4.27B
This Quarter Return
+7.29%
1 Year Return
+12.81%
3 Year Return
+75.11%
5 Year Return
+240.2%
10 Year Return
+1,146.11%
AUM
$8.79B
AUM Growth
+$8.79B
Cap. Flow
+$821M
Cap. Flow %
9.34%
Top 10 Hldgs %
27.43%
Holding
632
New
80
Increased
59
Reduced
121
Closed
119

Top Buys

1
TSS
Total System Services, Inc.
TSS
$216M
2
CY
Cypress Semiconductor
CY
$165M
3
WBC
WABCO HOLDINGS INC.
WBC
$156M
4
AGN
Allergan plc
AGN
$150M
5
DATA
Tableau Software, Inc.
DATA
$149M

Top Sells

1
IDTI
Integrated Device Technology I
IDTI
$179M
2
USG
Usg
USG
$179M
3
GG
Goldcorp Inc
GG
$178M
4
ARRS
ARRIS International plc Ordinary Shares
ARRS
$170M
5
BEL
Belmond Ltd.
BEL
$92.6M

Sector Composition

1 Technology 12.28%
2 Industrials 10.1%
3 Consumer Discretionary 7.09%
4 Healthcare 5.97%
5 Financials 5.04%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
ET icon
176
Energy Transfer Partners
ET
$60.8B
$984K 0.01% 69,888 – –
PACQW
177
DELISTED
Pure Acquisition Corp. Warrant
PACQW
$932K 0.01% 862,500 – –
PACK.WS
178
DELISTED
One Madison Corporation Warrants, each whole warrant is exercisable for one Class A Common Stock at
PACK.WS
$930K 0.01% +775,000 New +$930K
CQP icon
179
Cheniere Energy
CQP
$26.7B
$919K 0.01% 21,785 – –
IGR
180
CBRE Global Real Estate Income Fund
IGR
$717M
$900K 0.01% 120,167 – –
CFFAW
181
DELISTED
CF Finance Acquisition Corp. Warrant
CFFAW
$900K 0.01% 1,500,000 – –
MMP
182
DELISTED
Magellan Midstream Partners, L.P.
MMP
$896K 0.01% 14,000 +4,343 +45% +$278K
WMB icon
183
Williams Companies
WMB
$70.7B
$888K 0.01% 31,910 +2,873 +10% +$80K
PAA icon
184
Plains All American Pipeline
PAA
$12.7B
$877K 0.01% 36,000 +6,249 +21% +$152K
TRNE.WS
185
DELISTED
Trine Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A
TRNE.WS
$873K 0.01% +1,150,000 New +$873K
EPD icon
186
Enterprise Products Partners
EPD
$69.6B
$866K 0.01% 30,000 +2,240 +8% +$64.7K
MPLX icon
187
MPLX
MPLX
$51.8B
$837K 0.01% 26,000 +2,885 +12% +$92.9K
TRGP icon
188
Targa Resources
TRGP
$36.1B
$819K 0.01% 21,184 – –
BPL
189
DELISTED
Buckeye Partners, L.P.
BPL
$780K 0.01% 19,000 +5,200 +38% +$213K
ATLC icon
190
Atlanticus Holdings
ATLC
$1.01B
$775K 0.01% 191,430 – –
VTIQW
191
DELISTED
VectoIQ Acquisition Corp. Warrant
VTIQW
$761K 0.01% 1,620,000 – –
FRA icon
192
BlackRock Floating Rate Income Strategies Fund
FRA
$469M
$752K 0.01% 58,630 – –
DFBHW
193
DELISTED
DFB Healthcare Acquisitions Corp. Warrant
DFBHW
$750K 0.01% 599,999 – –
TMCXW
194
DELISTED
Trinity Merger Corp. Warrant
TMCXW
$740K 0.01% 2,250,000 – –
TGE
195
DELISTED
Tallgrass Energy, LP Class A Shares
TGE
$739K 0.01% 35,000 +3,200 +10% +$67.6K
SHLL.WS
196
DELISTED
Tortoise Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common
SHLL.WS
$727K 0.01% +1,038,969 New +$727K
WES icon
197
Western Midstream Partners
WES
$15B
$708K 0.01% 23,000 +4,179 +22% +$129K
DCP
198
DELISTED
DCP Midstream, LP
DCP
$703K 0.01% 24,000 +3,354 +16% +$98.2K
GRAF.WS
199
DELISTED
Graf Industrial Corp. Warrants (each exercisable for three-quarters of one share of common stock, ea
GRAF.WS
$702K 0.01% 1,782,000 – –
IAC icon
200
IAC Inc
IAC
$2.94B
$701K 0.01% +3,236 New +$701K
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