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
BAF
276
DELISTED
BLACKROCK MUNICIPAL INCOME INVESTMENT QUALITY TRUST
BAF
$324K ﹤0.01%
23,010
-14,739
-39% -$208K
DEX
277
DELISTED
DELAWARE ENHANCED GLOBAL DIVIDEND & INCOME FUND
DEX
$316K ﹤0.01%
+29,239
New +$316K
BRW
278
Saba Capital Income & Opportunities Fund
BRW
$349M
$313K ﹤0.01%
29,819
-7,230
-20% -$75.9K
AWF
279
AllianceBernstein Global High Income Fund
AWF
$974M
$309K ﹤0.01%
+25,745
New +$309K
ENX
280
Eaton Vance New York Municipal Bond Fund
ENX
$172M
$306K ﹤0.01%
24,837
-24,715
-50% -$304K
FUND
281
Sprott Focus Trust
FUND
$247M
$305K ﹤0.01%
43,056
+30,033
+231% +$213K
NGLS
282
DELISTED
TARGA RESOURCES PARTNERS LP COM UTS REPTG LTD PARTERSHIP INT
NGLS
$303K ﹤0.01%
7,849
– –
TY icon
283
TRI-Continental Corp
TY
$1.74B
$302K ﹤0.01%
+14,253
New +$302K
INF
284
DELISTED
BROOKFIELD GLOBAL LISTED INFRASTRUCTURE INCOME FUND INC.
INF
$301K ﹤0.01%
+18,178
New +$301K
HDRAW
285
DELISTED
Hydra Industries Acquisition Corp. Warrants
HDRAW
$300K ﹤0.01%
2,000,000
– –
EROC
286
DELISTED
EAGLE ROCK ENERGY PARTNERS, L.P. COM UNITS RPTNG LTD PRTNR
EROC
$295K ﹤0.01%
117,574
– –
PANL icon
287
Pangaea Logistics
PANL
$349M
$273K ﹤0.01%
84,400
-11,800
-12% -$38.2K
ROIQW
288
DELISTED
ROI ACQUISITION CORP WT EXP 2/28/2017 (DE)
ROIQW
$263K ﹤0.01%
1,050,000
– –
VRS
289
DELISTED
VERSO CORP COM STK (DE)
VRS
$259K ﹤0.01%
392,462
-20,456
-5% -$13.5K
SCD
290
LMP Capital and Income Fund
SCD
$270M
$254K ﹤0.01%
+16,826
New +$254K
MUS
291
DELISTED
BLACKROCK MUNIHOLDINGS QUALITY FUND, INC.
MUS
$236K ﹤0.01%
18,220
-22,400
-55% -$290K
BIT icon
292
BlackRock Multi-Sector Income Trust
BIT
$586M
$224K ﹤0.01%
+13,485
New +$224K
ETJ
293
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$609M
$224K ﹤0.01%
20,704
-63,239
-75% -$684K
ARWAR
294
DELISTED
Arowana Inc
ARWAR
$224K ﹤0.01%
+800,000
New +$224K
NSL
295
DELISTED
NUVEEN SENIOR INCM FD
NSL
$222K ﹤0.01%
34,712
-1,624
-4% -$10.4K
JPS
296
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$221K ﹤0.01%
26,128
-107,713
-80% -$911K
NUO
297
DELISTED
Nuveen Ohio Quality Municipal Income Fund
NUO
$215K ﹤0.01%
+14,987
New +$215K
JHP
298
DELISTED
NUVEEN QUALITY PREFERRED INCOME FUND 3
JHP
$199K ﹤0.01%
24,468
-24,001
-50% -$195K
MFT
299
DELISTED
BLACKROCK MUNIYIELD INVESTMENT QUALITY FUND
MFT
$199K ﹤0.01%
15,110
-9,562
-39% -$126K
JHS
300
John Hancock Income Securities Trust
JHS
$135M
$198K ﹤0.01%
14,248
+1,827
+15% +$25.4K
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12
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