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
MWE
251
DELISTED
MARKWEST ENERGY PARTNERS, LP
MWE
$412K 0.01%
7,314
– –
APU
252
DELISTED
AmeriGas Partners, L.P.
APU
$409K 0.01%
8,953
– –
DPG
253
Duff & Phelps Utility and Infrastructure Fund
DPG
$461M
$404K 0.01%
+22,810
New +$404K
WEC icon
254
WEC Energy
WEC
$34.7B
$404K 0.01%
+8,975
New +$404K
BGT icon
255
BlackRock Floating Rate Income Trust
BGT
$317M
$402K 0.01%
30,973
-400
-1% -$5.19K
SWZ
256
Swiss Helvetia Fund
SWZ
$79.6M
$402K 0.01%
34,393
+4,346
+14% +$50.8K
BPL
257
DELISTED
Buckeye Partners, L.P.
BPL
$400K 0.01%
5,416
– –
SEP
258
DELISTED
Spectra Engy Parters Lp
SEP
$392K 0.01%
8,497
– –
MGU
259
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$386K ﹤0.01%
+16,530
New +$386K
VBF icon
260
Invesco Bond Fund
VBF
$178M
$381K ﹤0.01%
21,942
-14,316
-39% -$249K
EEP
261
DELISTED
Enbridge Energy Partners
EEP
$379K ﹤0.01%
11,378
– –
CMLP
262
DELISTED
CRESTWOOD MIDSTREAM PARTNERS LP NEW UTS REP LTD PRT INT (DE)
CMLP
$371K ﹤0.01%
33,135
– –
NAN icon
263
Nuveen New York Quality Municipal Income Fund
NAN
$342M
$370K ﹤0.01%
27,305
-17,241
-39% -$234K
TCP
264
DELISTED
TC Pipelines LP
TCP
$363K ﹤0.01%
6,375
– –
ZTR
265
Virtus Total Return Fund
ZTR
$347M
$362K ﹤0.01%
+27,986
New +$362K
CAA
266
DELISTED
CalAtlantic Group, Inc.
CAA
$355K ﹤0.01%
+7,970
New +$355K
VTN icon
267
Invesco Trust for Investment Grade New York Municipals
VTN
$149M
$352K ﹤0.01%
26,399
-600
-2% -$8K
PAA icon
268
Plains All American Pipeline
PAA
$12.1B
$351K ﹤0.01%
8,056
– –
BTA icon
269
BlackRock Long-Term Municipal Advantage Trust
BTA
$125M
$349K ﹤0.01%
32,275
-581
-2% -$6.28K
BWP
270
DELISTED
Boardwalk Pipeline Partners
BWP
$347K ﹤0.01%
23,883
– –
TGP
271
DELISTED
Teekay LNG Partners L.P.
TGP
$344K ﹤0.01%
10,685
– –
DCP
272
DELISTED
DCP Midstream, LP
DCP
$338K ﹤0.01%
11,024
– –
FCT
273
First Trust Senior Floating Rate Income Fund II
FCT
$263M
$331K ﹤0.01%
25,146
-13,895
-36% -$183K
PCI
274
DELISTED
PIMCO Dynamic Credit and Mortgage Income Fund
PCI
$330K ﹤0.01%
+16,337
New +$330K
AZUR
275
DELISTED
AZURE MIDSTREAM PARTNERS LP COM UNT LTD PARTNER INT
AZUR
$328K ﹤0.01%
27,655
– –
9 10
11
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