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
EEP
201
DELISTED
Enbridge Energy Partners
EEP
$495K ﹤0.01%
19,465
– –
GEL icon
202
Genesis Energy
GEL
$1.99B
$491K ﹤0.01%
12,925
– –
CEQP
203
DELISTED
Crestwood Equity Partners LP
CEQP
$481K ﹤0.01%
22,636
– –
BPL
204
DELISTED
Buckeye Partners, L.P.
BPL
$479K ﹤0.01%
6,687
– –
AGC
205
DELISTED
Advent Claymore Conv Sec & Incme
AGC
$471K ﹤0.01%
81,875
-69,330
-46% -$399K
QPACW
206
DELISTED
Quinpario Acquisition Corp. 2 Warrant
QPACW
$470K ﹤0.01%
3,132,626
-367,374
-10% -$55.1K
SEP
207
DELISTED
Spectra Engy Parters Lp
SEP
$455K ﹤0.01%
10,414
– –
ANDX
208
DELISTED
Andeavor Logistics LP
ANDX
$448K ﹤0.01%
9,250
– –
VLP
209
DELISTED
Valero Energy Partners LP
VLP
$447K ﹤0.01%
10,221
– –
HRMNW
210
DELISTED
Harmony Merger Corp. Warrant
HRMNW
$446K ﹤0.01%
1,631,880
– –
AGFSW
211
DELISTED
AgroFresh Solutions, Inc. Warrants
AGFSW
$421K ﹤0.01%
540,000
– –
RVT icon
212
Royce Value Trust
RVT
$1.94B
$420K ﹤0.01%
33,140
-44,884
-58% -$569K
HCACW
213
DELISTED
Hennessy Capital Acquisition Corp. II
HCACW
$412K ﹤0.01%
1,028,837
– –
PSXP
214
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
$401K ﹤0.01%
8,245
– –
MMLP icon
215
Martin Midstream Partners
MMLP
$130M
$376K ﹤0.01%
18,768
– –
QHC
216
DELISTED
Quorum Health Corporation
QHC
$357K ﹤0.01%
56,871
-91,648
-62% -$575K
JCI icon
217
Johnson Controls International
JCI
$68.7B
$339K ﹤0.01%
+7,282
New +$339K
DEX
218
DELISTED
DELAWARE ENHANCED GLOBAL DIVIDEND & INCOME FUND
DEX
$310K ﹤0.01%
30,618
-23,151
-43% -$234K
SHLX
219
DELISTED
Shell Midstream Partners, L.P.
SHLX
$308K ﹤0.01%
9,609
– –
TGP
220
DELISTED
Teekay LNG Partners L.P.
TGP
$307K ﹤0.01%
20,319
– –
CNXM
221
DELISTED
CNX Midstream Partners LP
CNXM
$297K ﹤0.01%
16,400
– –
GPACW
222
DELISTED
Global Partner Acquisition Corp
GPACW
$288K ﹤0.01%
1,068,000
– –
ARKR icon
223
Ark Restaurants
ARKR
$25.4M
$286K ﹤0.01%
12,578
-10,700
-46% -$243K
CPAAU
224
DELISTED
Conyers Park Acquisition Corp. Unit
CPAAU
$269K ﹤0.01%
+25,000
New +$269K
FUND
225
Sprott Focus Trust
FUND
$247M
$263K ﹤0.01%
38,154
-15,484
-29% -$107K
7 8
9
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