AA

AQR Arbitrage Portfolio holdings

AUM $4.27B
1-Year Return 12.81%
This Quarter Return
+1.55%
1 Year Return
+12.81%
3 Year Return
+75.11%
5 Year Return
+240.2%
10 Year Return
+1,146.11%
AUM
$8.26B
AUM Growth
+$377M
Cap. Flow
-$2.19B
Cap. Flow %
-26.52%
Top 10 Hldgs %
23.62%
Holding
539
New
112
Increased
104
Reduced
92
Closed
73

Top Buys

1
AGN.PRA
Allergan plc.
AGN.PRA
$178M
2
CB
CHUBB CORPORATION
CB
$135M
3
FCAM
Fiat Chrysler Automobiles N.V.
FCAM
$107M
4
PCP
PRECISION CASTPARTS CORP
PCP
$104M
5
CYT
CYTEC INDS INC
CYT
$84.3M

Top Sells

1
DRC
DRESSER-RAND GROUP INC
DRC
$202M
2
FDO
FAMILY DOLLAR STORES
FDO
$184M
3
DTV
DIRECTV COM STK (DE)
DTV
$156M
4
CTRX
CATAMARAN CORP COM STK (CDA)
CTRX
$139M
5
HSP
HOSPIRA INC
HSP
$138M

Sector Composition

1 Financials 6.54%
2 Industrials 4.73%
3 Energy 3.83%
4 Utilities 3.83%
5 Technology 2.95%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
MGU
251
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$537K 0.01%
27,864
+11,334
+69% +$218K
HYI
252
Western Asset High Yield Opportunity Fund Inc.
HYI
$273M
$525K 0.01%
+37,532
New +$525K
ETP
253
DELISTED
Energy Transfer Partners, L.P.
ETP
$515K 0.01%
17,976
+504
+3% +$14.4K
NTC
254
DELISTED
Nuveen Connecticut Quality Municipal Income Fund
NTC
$509K 0.01%
41,309
-6,625
-14% -$81.6K
HEP
255
DELISTED
Holly Energy Partners, L.P.
HEP
$505K 0.01%
17,387
+605
+4% +$17.6K
NZF icon
256
Nuveen Municipal Credit Income Fund
NZF
$2.36B
$502K 0.01%
37,000
-11,001
-23% -$149K
DEX
257
DELISTED
DELAWARE ENHANCED GLOBAL DIVIDEND & INCOME FUND
DEX
$496K 0.01%
53,596
+24,357
+83% +$225K
GM icon
258
General Motors
GM
$55.5B
$493K 0.01%
16,411
– –
HRMNW
259
DELISTED
Harmony Merger Corp. Warrant
HRMNW
$490K 0.01%
1,631,880
– –
VLT icon
260
Invesco High Income Trust II
VLT
$72.7M
$484K 0.01%
37,588
+6,491
+21% +$83.6K
CQP icon
261
Cheniere Energy
CQP
$26.1B
$476K 0.01%
18,085
+625
+4% +$16.5K
EFT
262
Eaton Vance Floating-Rate Income Trust
EFT
$319M
$471K 0.01%
35,563
-8,288
-19% -$110K
TCP
263
DELISTED
TC Pipelines LP
TCP
$470K 0.01%
9,875
+3,500
+55% +$167K
JDD
264
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
$457K 0.01%
44,118
+2,594
+6% +$26.9K
APU
265
DELISTED
AmeriGas Partners, L.P.
APU
$455K 0.01%
10,964
+2,011
+22% +$83.5K
AIF
266
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$451K 0.01%
31,232
+20,313
+186% +$293K
TLP
267
DELISTED
Transmontaigne
TLP
$451K 0.01%
16,573
+585
+4% +$15.9K
VLP
268
DELISTED
Valero Energy Partners LP
VLP
$451K 0.01%
10,221
+997
+11% +$44K
SCD
269
LMP Capital and Income Fund
SCD
$270M
$443K 0.01%
36,435
+19,609
+117% +$238K
TEP
270
DELISTED
Tallgrass Energy Partners, LP
TEP
$442K 0.01%
11,260
+1,012
+10% +$39.7K
NRO
271
Neuberger Berman Real Estate Securities Income Fund
NRO
$208M
$440K 0.01%
100,013
-16,578
-14% -$72.9K
ZTR
272
Virtus Total Return Fund
ZTR
$347M
$440K 0.01%
38,486
+10,500
+38% +$120K
BWP
273
DELISTED
Boardwalk Pipeline Partners
BWP
$438K 0.01%
37,202
+13,319
+56% +$157K
NS
274
DELISTED
NuStar Energy L.P.
NS
$429K 0.01%
9,566
+840
+10% +$37.7K
SEP
275
DELISTED
Spectra Engy Parters Lp
SEP
$419K 0.01%
10,414
+1,917
+23% +$77.1K
9 10
11
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