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
SCAI
376
DELISTED
Surgical Care Affiliates, Inc.
SCAI
– –
-35,000
Closed -$1.2M
NZH
377
DELISTED
Nuveen Calif Div
NZH
– –
-12,768
Closed -$175K
NVX
378
DELISTED
Nuveen Calif Div Muni
NVX
– –
-15,292
Closed -$221K
SSE
379
DELISTED
SEVENTY SEVEN ENERGY INC COM
SSE
– –
-82,312
Closed -$342K
FDI
380
DELISTED
FORT DEARBORN INCOME SECS
FDI
– –
-11,290
Closed -$162K
JTP
381
DELISTED
NUVEEN QUALITY PFD INCOME FD
JTP
– –
-61,844
Closed -$528K
NIO
382
DELISTED
NUVEEN MUNICIPAL OPPORTUNITY FUND INC
NIO
– –
-31,859
Closed -$468K
NPT
383
DELISTED
NUVEEN PREM INSD MUNI FD-4 INC
NPT
– –
-18,771
Closed -$251K
ZSPH
384
DELISTED
ZS PHARMA INC COMS TK (DE)
ZSPH
– –
-75,000
Closed -$3.16M
TEG
385
DELISTED
INTEGRYS ENERGY GROUP INC COM (USA)
TEG
– –
-1,435,010
Closed -$103M
BKYF
386
DELISTED
BK KY FINL CORP
BKYF
– –
-150,000
Closed -$7.36M
URZ
387
DELISTED
URANERZ ENERGY CORP
URZ
– –
-16,400
Closed -$18K
ACT.PRA
388
DELISTED
ACTAVIS PLC PFD CONV SER A (IRL)
ACT.PRA
– –
-88,000
Closed -$91M
LO
389
DELISTED
LORILLARD INC COM STK
LO
– –
-2,636,254
Closed -$172M
LTM
390
DELISTED
LIFE TIME FITNESS INC
LTM
– –
-191,888
Closed -$13.6M
CRRC
391
DELISTED
COURIER CORP
CRRC
– –
-357,938
Closed -$8.76M
NNP
392
DELISTED
NUVEEN NY PERF PLUS MUNI FD
NNP
– –
-13,840
Closed -$204K
VIAS
393
DELISTED
VIASYSTEMS GROUP INC COM STK (DE)
VIAS
– –
-259,270
Closed -$4.54M
XLS
394
DELISTED
EXELIS INC COM STK
XLS
– –
-3,198,377
Closed -$77.9M
PCYC
395
DELISTED
PHARMACYCLICS INC
PCYC
– –
-270,313
Closed -$69.2M
KFX
396
DELISTED
KOFAX LIMITED COM STK
KFX
– –
-511,772
Closed -$5.6M
ARUN
397
DELISTED
ARUBA NETWORKS, INC.
ARUN
– –
-1,740,104
Closed -$42.6M
TRW
398
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
– –
-1,575,868
Closed -$165M
TLM
399
DELISTED
TALISMAN ENERGY INC
TLM
– –
-10,578,353
Closed -$81.2M
HPTX
400
DELISTED
HYPERION THERAPEUTICS INC COM STK (DE)
HPTX
– –
-180,923
Closed -$8.3M
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16
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