AA

AQR Arbitrage Portfolio holdings

AUM $4.27B
1-Year Return 12.81%
This Quarter Return
+2.76%
1 Year Return
+12.81%
3 Year Return
+75.11%
5 Year Return
+240.2%
10 Year Return
+1,146.11%
AUM
$7.88B
AUM Growth
+$109M
Cap. Flow
-$2.68B
Cap. Flow %
-33.98%
Top 10 Hldgs %
24.07%
Holding
537
New
75
Increased
78
Reduced
100
Closed
104

Top Buys

1
BRCM
BROADCOM CORP CL-A
BRCM
$117M
2
FSL
FREESCALE SEMICONDUCTOR LTD
FSL
$112M
3
CTRX
CATAMARAN CORP COM STK (CDA)
CTRX
$110M
4
ADVS
ADVENT SOFTWARE INC
ADVS
$87.5M
5
TRAK
DEALERTRACK TECHNOLOGIES, INC. COM STK
TRAK
$75.8M

Top Sells

1
LO
LORILLARD INC COM STK
LO
$172M
2
TRW
TRW AUTOMOTIVE HOLDINGS CORP
TRW
$165M
3
TWC
TIME WARNER CABLE INC NEW COM STK
TWC
$125M
4
SLXP
SALIX PHARMACEUTICALS LTD DEL
SLXP
$111M
5
TEG
INTEGRYS ENERGY GROUP INC COM (USA)
TEG
$103M

Sector Composition

1 Technology 4.25%
2 Utilities 3.65%
3 Healthcare 3.53%
4 Energy 3.29%
5 Consumer Discretionary 2.99%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
CQP icon
226
Cheniere Energy
CQP
$26.1B
$539K 0.01%
17,460
– –
TRTLW
227
DELISTED
Terrapin 3 Acquisition Corporation
TRTLW
$536K 0.01%
1,700,000
– –
NRO
228
Neuberger Berman Real Estate Securities Income Fund
NRO
$208M
$527K 0.01%
116,591
+17,001
+17% +$76.8K
QEPM
229
DELISTED
QEP MIDSTREAM PARTNERS LP UIT REPSTG LTD PARTSP INT (DE)
QEPM
$525K 0.01%
29,955
– –
NS
230
DELISTED
NuStar Energy L.P.
NS
$518K 0.01%
8,726
– –
RRMS
231
DELISTED
ROSE ROCK MIDSTREAM L P COM UNIT REPSTG LTD (DE)
RRMS
$516K 0.01%
11,040
– –
TRGP icon
232
Targa Resources
TRGP
$34.9B
$511K 0.01%
5,722
– –
EHI
233
Western Asset Global High Income Fund
EHI
$199M
$501K 0.01%
48,433
+5,141
+12% +$53.2K
BFAM icon
234
Bright Horizons
BFAM
$6.64B
$497K 0.01%
8,600
-41,400
-83% -$2.39M
TEP
235
DELISTED
Tallgrass Energy Partners, LP
TEP
$493K 0.01%
10,248
– –
WES
236
DELISTED
Western Gas Partners Lp
WES
$493K 0.01%
7,781
– –
PSXP
237
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
$485K 0.01%
6,737
– –
GKNT
238
DELISTED
GEEKNET INC COM NEW
GKNT
$481K 0.01%
+24,122
New +$481K
JDD
239
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
$477K 0.01%
41,524
-35,425
-46% -$407K
VLP
240
DELISTED
Valero Energy Partners LP
VLP
$471K 0.01%
9,224
– –
ACP
241
abrdn Income Credit Strategies Fund
ACP
$740M
$466K 0.01%
33,901
-4,945
-13% -$68K
ENLK
242
DELISTED
EnLink Midstream Partners, LP
ENLK
$461K 0.01%
20,970
– –
VLT icon
243
Invesco High Income Trust II
VLT
$72.7M
$446K 0.01%
31,097
+15,028
+94% +$216K
BOE icon
244
BlackRock Enhanced Global Dividend Trust
BOE
$658M
$440K 0.01%
31,991
-104,228
-77% -$1.43M
SMC
245
Summit Midstream Corporation
SMC
$282M
$436K 0.01%
880
– –
EDI
246
DELISTED
Virtus Stone Harbor Emerging Markets Total Income Fund
EDI
$435K 0.01%
31,039
+16,709
+117% +$234K
OKS
247
DELISTED
Oneok Partners LP
OKS
$430K 0.01%
12,635
– –
GEL icon
248
Genesis Energy
GEL
$2.03B
$424K 0.01%
9,660
– –
MMLP icon
249
Martin Midstream Partners
MMLP
$123M
$417K 0.01%
13,463
– –
ENBL
250
DELISTED
ENABLE MIDSTREAM PARTNERS, LP
ENBL
$414K 0.01%
25,923
– –
8 9
10
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