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
HYB
301
DELISTED
New America High Income Fund, Inc.
HYB
$197K ﹤0.01%
22,495
+7,227
+47% +$63.3K
RMP
302
DELISTED
Rice Midstream Partners LP
RMP
$181K ﹤0.01%
10,400
– –
EXD
303
DELISTED
Eaton Vance TaxManaged Buy-Write Strategy Fund
EXD
$178K ﹤0.01%
+13,810
New +$178K
BYM icon
304
BlackRock Municipal Income Quality Trust
BYM
$275M
$176K ﹤0.01%
12,946
-13,084
-50% -$178K
AIF
305
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$172K ﹤0.01%
+10,919
New +$172K
NMT icon
306
Nuveen Massachusetts Quality Municipal Income Fund
NMT
$107M
$169K ﹤0.01%
12,753
-4,205
-25% -$55.7K
NVG icon
307
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.55B
$152K ﹤0.01%
11,229
-18,528
-62% -$251K
BHACR
308
DELISTED
Barington/Hilco Acquisition Corp. Rights
BHACR
$152K ﹤0.01%
+545,520
New +$152K
MPA icon
309
BlackRock MuniYield Pennsylvania Quality Fund
MPA
$142M
$143K ﹤0.01%
10,647
-7,580
-42% -$102K
OPK icon
310
Opko Health
OPK
$1.07B
$142K ﹤0.01%
+10,774
New +$142K
CYHHZ
311
DELISTED
Community Health Systems, Inc. Series A Contingent Value Rights
CYHHZ
$140K ﹤0.01%
10,026,149
-333,895
-3% -$4.66K
ASG
312
Liberty All-Star Growth Fund
ASG
$344M
$115K ﹤0.01%
22,350
+4,823
+28% +$24.8K
KHI
313
DELISTED
Deutsche High Income Trust
KHI
$111K ﹤0.01%
13,007
-15,865
-55% -$135K
GM.WS.C
314
DELISTED
GENERAL MTRS CO WTS EXP 12/31/15 (DE)
GM.WS.C
$103K ﹤0.01%
356,485
– –
BHACW
315
DELISTED
Barington/Hilco Acquisition Corp. Warrants
BHACW
$87K ﹤0.01%
+545,520
New +$87K
ASB.WS
316
DELISTED
Associated Banc-Corp Warrants
ASB.WS
$82K ﹤0.01%
23,450
– –
UUUU icon
317
Energy Fuels
UUUU
$2.62B
$81K ﹤0.01%
17,980
– –
ATLS
318
DELISTED
ATLAS ENERGY GRP,LLC COM UNITS REPSTG LTD (DE)
ATLS
$79K ﹤0.01%
15,815
– –
VLYWW
319
DELISTED
Valley National Bancorp Warrants (expiring November 14, 2018)
VLYWW
$28K ﹤0.01%
116,185
– –
ELX
320
DELISTED
EMULEX CORP
ELX
– –
-534,532
Closed -$4.26M
AVDL
321
Avadel Pharmaceuticals
AVDL
$1.51B
– –
-83,300
Closed -$1.5M
CFG icon
322
Citizens Financial Group
CFG
$22.2B
– –
-130,843
Closed -$3.16M
CVEO icon
323
Civeo
CVEO
$291M
– –
-54,297
Closed -$1.66M
ECF
324
Ellsworth Growth & Income Fund
ECF
$152M
– –
-21,272
Closed -$186K
ENVA icon
325
Enova International
ENVA
$3.01B
– –
-16,509
Closed -$325K
11 12
13
14 15