AA

AQR Arbitrage Portfolio holdings

AUM $4.27B
1-Year Return 12.81%
This Quarter Return
+6.65%
1 Year Return
+12.81%
3 Year Return
+75.11%
5 Year Return
+240.2%
10 Year Return
+1,146.11%
AUM
$9.25B
AUM Growth
+$631M
Cap. Flow
-$2.4B
Cap. Flow %
-25.92%
Top 10 Hldgs %
24.24%
Holding
503
New
73
Increased
42
Reduced
69
Closed
108

Top Buys

1
AGN.PRA
Allergan plc.
AGN.PRA
$167M
2
STJ
St Jude Medical
STJ
$133M
3
FCAM
Fiat Chrysler Automobiles N.V.
FCAM
$131M
4
TYC
TYCO INTL PLC COM SHS (IRL)
TYC
$128M
5
HOT
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
$105M

Top Sells

1
TWC
TIME WARNER CABLE INC NEW COM STK
TWC
$146M
2
JAH
JARDEN CORPORATION
JAH
$131M
3
ATML
ATMEL CORP
ATML
$118M
4
ARG
AIRGAS INC
ARG
$116M
5
HPY
HEARTLAND PAYMENT SYSTEMS, INC. COM STK
HPY
$102M

Sector Composition

1 Technology 8.41%
2 Healthcare 7.87%
3 Energy 5.82%
4 Utilities 3.76%
5 Communication Services 3.61%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
SBW
201
DELISTED
Western Asset Worldwide Income
SBW
$599K 0.01%
54,506
-44,565
-45% -$490K
SMC
202
Summit Midstream Corporation
SMC
$283M
$597K 0.01%
1,742
– –
NS
203
DELISTED
NuStar Energy L.P.
NS
$585K 0.01%
11,739
– –
EACQW
204
DELISTED
Easterly Acquisition Corp.
EACQW
$583K 0.01%
925,000
– –
UNTD
205
DELISTED
UNITED ONLINE INC COM NEW
UNTD
$576K 0.01%
+52,321
New +$576K
BPFHW
206
DELISTED
Boston Private Financial Holdings, Inc. WTS
BPFHW
$573K 0.01%
116,799
– –
ENBL
207
DELISTED
ENABLE MIDSTREAM PARTNERS, LP
ENBL
$568K 0.01%
42,053
– –
LSBG
208
DELISTED
Lake Sunapee Bank Group
LSBG
$567K 0.01%
+33,111
New +$567K
TCP
209
DELISTED
TC Pipelines LP
TCP
$565K 0.01%
9,875
– –
QPACW
210
DELISTED
Quinpario Acquisition Corp. 2 Warrant
QPACW
$560K 0.01%
3,500,000
– –
ATLC icon
211
Atlanticus Holdings
ATLC
$1.03B
$557K 0.01%
191,430
– –
CBNK
212
DELISTED
CHICOPEE BANCORP INC COM STK
CBNK
$556K 0.01%
+30,432
New +$556K
CQP icon
213
Cheniere Energy
CQP
$26.1B
$542K 0.01%
18,085
– –
SCD
214
LMP Capital and Income Fund
SCD
$269M
$524K 0.01%
39,917
-2,237
-5% -$29.4K
BLVDW
215
DELISTED
Boulevard Acquisition Corp. II Warrant
BLVDW
$523K 0.01%
1,867,842
– –
WES
216
DELISTED
Western Gas Partners Lp
WES
$521K 0.01%
10,341
– –
ARKR icon
217
Ark Restaurants
ARKR
$25.4M
$520K 0.01%
23,278
-16,800
-42% -$375K
DEX
218
DELISTED
DELAWARE ENHANCED GLOBAL DIVIDEND & INCOME FUND
DEX
$518K 0.01%
53,769
-4,976
-8% -$47.9K
TEP
219
DELISTED
Tallgrass Energy Partners, LP
TEP
$518K 0.01%
11,260
– –
ETP
220
DELISTED
Energy Transfer Partners, L.P.
ETP
$517K 0.01%
17,976
– –
RRMS
221
DELISTED
ROSE ROCK MIDSTREAM L P COM UNIT REPSTG LTD (DE)
RRMS
$517K 0.01%
19,584
– –
KMI icon
222
Kinder Morgan
KMI
$58.7B
$512K 0.01%
27,367
– –
AGFSW
223
DELISTED
AgroFresh Solutions, Inc. Warrants
AGFSW
$512K 0.01%
540,000
– –
APU
224
DELISTED
AmeriGas Partners, L.P.
APU
$512K 0.01%
10,964
– –
NMY
225
DELISTED
Nuveen Maryland Quality Municipal Income Fund
NMY
$510K 0.01%
35,892
-25,021
-41% -$356K
7 8
9
10 11