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
IIM icon
201
Invesco Value Municipal Income Trust
IIM
$558M
$444K ﹤0.01%
+30,342
New +$444K
BPL
202
DELISTED
Buckeye Partners, L.P.
BPL
$442K ﹤0.01%
6,687
– –
ETP
203
DELISTED
Energy Transfer Partners, L.P.
ETP
$432K ﹤0.01%
17,976
– –
AOD
204
abrdn Total Dynamic Dividend Fund
AOD
$962M
$422K ﹤0.01%
+55,630
New +$422K
QHC
205
DELISTED
Quorum Health Corporation
QHC
$413K ﹤0.01%
56,871
– –
PSXP
206
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
$401K ﹤0.01%
8,245
– –
MTW icon
207
Manitowoc
MTW
$359M
$399K ﹤0.01%
16,662
-26,012
-61% -$623K
APVO icon
208
Aptevo Therapeutics
APVO
$5.29M
– –
0
– -$540K
WBT
209
DELISTED
Welbilt, Inc.
WBT
$386K ﹤0.01%
19,958
-16,921
-46% -$327K
CNXM
210
DELISTED
CNX Midstream Partners LP
CNXM
$386K ﹤0.01%
16,400
– –
LKSD
211
DELISTED
LSC Communications, Inc.
LKSD
$385K ﹤0.01%
+12,972
New +$385K
BNED icon
212
Barnes & Noble Education
BNED
$291M
$382K ﹤0.01%
333
-279
-46% -$320K
HRI icon
213
Herc Holdings
HRI
$4.6B
$373K ﹤0.01%
9,290
-29,371
-76% -$1.18M
PEO
214
Adams Natural Resources Fund
PEO
$574M
$372K ﹤0.01%
+19,192
New +$372K
PJT icon
215
PJT Partners
PJT
$4.38B
$353K ﹤0.01%
11,424
-15,437
-57% -$477K
LCAHW
216
DELISTED
Landcadia Holdings, Inc. Warrant
LCAHW
$350K ﹤0.01%
+500,000
New +$350K
DFIN icon
217
Donnelley Financial Solutions
DFIN
$1.55B
$349K ﹤0.01%
+15,186
New +$349K
SABA
218
Saba Capital Income & Opportunities Fund II
SABA
$257M
$349K ﹤0.01%
26,952
+16,738
+164% +$217K
ASIX icon
219
AdvanSix
ASIX
$569M
$344K ﹤0.01%
+15,523
New +$344K
MMLP icon
220
Martin Midstream Partners
MMLP
$123M
$344K ﹤0.01%
18,768
– –
NAC icon
221
Nuveen California Quality Municipal Income Fund
NAC
$1.65B
$341K ﹤0.01%
+24,144
New +$341K
BOE icon
222
BlackRock Enhanced Global Dividend Trust
BOE
$658M
$339K ﹤0.01%
+29,300
New +$339K
FAM
223
DELISTED
First Trust/abrdn Global Opportunity Income Fund
FAM
$339K ﹤0.01%
30,419
-15,900
-34% -$177K
AFI
224
DELISTED
Armstrong Flooring, Inc.
AFI
$332K ﹤0.01%
16,693
-20,516
-55% -$408K
GPACW
225
DELISTED
Global Partner Acquisition Corp
GPACW
$331K ﹤0.01%
1,068,000
– –
7 8
9
10 11