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
ACP
226
abrdn Income Credit Strategies Fund
ACP
$744M
$258K ﹤0.01%
20,555
-20,463
-50% -$257K
TRTLW
227
DELISTED
Terrapin 3 Acquisition Corporation
TRTLW
$258K ﹤0.01%
1,428,000
– –
DISH
228
DELISTED
DISH Network Corp.
DISH
$235K ﹤0.01%
+4,289
New +$235K
SCD
229
LMP Capital and Income Fund
SCD
$271M
$231K ﹤0.01%
16,951
-22,966
-58% -$313K
GLQ
230
Clough Global Equity Fund
GLQ
$139M
$220K ﹤0.01%
19,335
+60
+0.3% +$683
GLV
231
Clough Global Dividend & Income Fund
GLV
$72.3M
$217K ﹤0.01%
+17,920
New +$217K
EVF
232
Eaton Vance Senior Income Trust
EVF
$101M
$213K ﹤0.01%
33,149
-43,668
-57% -$281K
KLREW
233
DELISTED
KLR Energy Acquisition Corp.
KLREW
$210K ﹤0.01%
+500,000
New +$210K
FTF
234
Franklin Limited Duration Income Trust
FTF
$260M
$195K ﹤0.01%
16,100
-26,966
-63% -$327K
SWZ
235
Swiss Helvetia Fund
SWZ
$79.8M
$195K ﹤0.01%
18,215
-14,663
-45% -$157K
GRX
236
Gabelli Healthcare & Wellness Trust
GRX
$147M
$192K ﹤0.01%
18,462
-17,577
-49% -$183K
NMY
237
DELISTED
Nuveen Maryland Quality Municipal Income Fund
NMY
$187K ﹤0.01%
13,491
-22,401
-62% -$311K
INF
238
DELISTED
BROOKFIELD GLOBAL LISTED INFRASTRUCTURE INCOME FUND INC.
INF
$181K ﹤0.01%
13,163
-36,087
-73% -$496K
JASNW
239
DELISTED
Jason Industries, Inc.
JASNW
$164K ﹤0.01%
1,933,070
– –
SBW
240
DELISTED
Western Asset Worldwide Income
SBW
$145K ﹤0.01%
12,515
-41,991
-77% -$487K
RMT
241
Royce Micro-Cap Trust
RMT
$542M
$136K ﹤0.01%
17,425
-15,004
-46% -$117K
SABA
242
Saba Capital Income & Opportunities Fund II
SABA
$257M
$127K ﹤0.01%
10,214
-29,385
-74% -$365K
ARWAR
243
DELISTED
Arowana Inc
ARWAR
$103K ﹤0.01%
800,000
– –
PANL icon
244
Pangaea Logistics
PANL
$347M
$96K ﹤0.01%
38,472
-8,300
-18% -$20.7K
JQC icon
245
Nuveen Credit Strategies Income Fund
JQC
$751M
$90K ﹤0.01%
10,647
-189,381
-95% -$1.6M
CYHHZ
246
DELISTED
Community Health Systems, Inc. Series A Contingent Value Rights
CYHHZ
$90K ﹤0.01%
10,026,149
– –
PCF
247
High Income Securities Fund
PCF
$121M
$86K ﹤0.01%
10,692
-21,814
-67% -$175K
PAACR
248
DELISTED
Pacific Special Acquisition Corp. Rights
PAACR
$79K ﹤0.01%
415,000
– –
BHACW
249
DELISTED
Barington/Hilco Acquisition Corp. Warrants
BHACW
$63K ﹤0.01%
545,520
– –
ASB.WS
250
DELISTED
Associated Banc-Corp Warrants
ASB.WS
$59K ﹤0.01%
23,450
– –
8 9
10
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