AA

AQR Arbitrage Portfolio holdings

AUM $4.27B
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
+$10.2B
Cap. Flow
+$200M
Cap. Flow %
1.96%
Top 10 Hldgs %
26.3%
Holding
465
New
64
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
TLMR
301
DELISTED
TALMER BANCORP INC (MI)
TLMR
– –
-1,919,186
Closed -$36.8M
AXLL
302
DELISTED
AXIALL CORP COM STK (DE)
AXLL
– –
-1,284,176
Closed -$41.9M
GDF
303
DELISTED
WESTERN ASSET GLB PARTNERS INCM FUND INC. COM
GDF
– –
-48,287
Closed -$414K
HTWR
304
DELISTED
HEARTWARE INTERNATIONAL INC COM STK (DE)
HTWR
– –
-768,758
Closed -$44.4M
MESG
305
DELISTED
XURA INC COM (DE)
MESG
– –
-362,839
Closed -$8.86M
MKTO
306
DELISTED
MARKETO INC COM STK (DE)
MKTO
– –
-983,245
Closed -$34.2M
FMER
307
DELISTED
FIRSTMERIT CORP
FMER
– –
-6,430,387
Closed -$130M
QLGC
308
DELISTED
QLOGIC CORP
QLGC
– –
-2,026,431
Closed -$29.9M
ELRC
309
DELISTED
ELECTRO RENT CORP
ELRC
– –
-277,490
Closed -$4.28M
TUMI
310
DELISTED
TUMI HLDGS INC COM
TUMI
– –
-1,152,975
Closed -$30.8M
FNFG
311
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
– –
-12,415,508
Closed -$121M
SQI
312
DELISTED
SCIQUEST, INC. COMMON STOCK
SQI
– –
-133,172
Closed -$2.35M
EXAM
313
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
– –
-897,441
Closed -$31.3M
BNK
314
DELISTED
C1 FINL INC COM STK (FL)
BNK
– –
-75,940
Closed -$1.77M
LPSB
315
DELISTED
LAPORTE BANCORP INC MD COM STK
LPSB
– –
-38,851
Closed -$634K
LDRH
316
DELISTED
LDR HOLDINGS CORP COM STK
LDRH
– –
-461,387
Closed -$17M
CPXX
317
DELISTED
CELATOR PHARMACEUTICALS INC. COMMON STOCK
CPXX
– –
-1,111,391
Closed -$33.5M
IHS
318
DELISTED
IHS INC CL-A COM STK
IHS
– –
-123,100
Closed -$14.2M
HTS
319
DELISTED
HATTERAS FINANCIAL CORP
HTS
– –
-3,565,466
Closed -$58.5M
CADT
320
DELISTED
DT ASIA INVESTMENTS LIMITED ORDINARY SHARES
CADT
– –
-209,241
Closed -$1.96M
RSE
321
DELISTED
ROUSE PPTYS INC COM (DE)
RSE
– –
-151,860
Closed -$2.77M
XNPT
322
DELISTED
XENOPORT, INC.
XNPT
– –
-243,917
Closed -$1.72M
TE
323
DELISTED
TECO ENERGY INC
TE
– –
-2,693,753
Closed -$74.5M
UNTD
324
DELISTED
UNITED ONLINE INC COM NEW
UNTD
– –
-52,321
Closed -$576K
AVNU
325
DELISTED
AVENUE FINL HLDGS INC COM STK (TN)
AVNU
– –
-116,735
Closed -$2.29M
11 12
13
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