AA

AQR Arbitrage Portfolio holdings

AUM $4.27B
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
+$7.88B
Cap. Flow
+$253M
Cap. Flow %
3.21%
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
SQBK
51
DELISTED
SQUARE 1 FINANCIAL INC COM
SQBK
$21.8M 0.28%
798,350
+10,364
+1% +$283K
HVB
52
DELISTED
HUDSON VY HLDG CORP
HVB
$21.6M 0.27%
766,355
+216,912
+39% +$6.12M
INSE icon
53
Inspired Entertainment
INSE
$244M
$19.3M 0.24%
2,000,000
– –
GTI
54
DELISTED
GRAFTECH INTERNATIONAL LTD
GTI
$19.2M 0.24%
+3,868,853
New +$19.2M
ALU
55
DELISTED
ALCATEL-LUCENT ADR
ALU
$19.1M 0.24%
+5,265,999
New +$19.1M
RTI
56
DELISTED
RTI INTL METALS INC(HLDG CO)
RTI
$18.6M 0.24%
590,721
+188,605
+47% +$5.94M
MRH
57
DELISTED
MONTPELIER RE HOLDINGS LTD
MRH
$17.4M 0.22%
440,119
+408,619
+1,297% +$16.1M
CDK
58
DELISTED
CDK Global, Inc.
CDK
$17M 0.22%
314,992
+200
+0.1% +$10.8K
NEXT icon
59
NextDecade
NEXT
$2.74B
$16M 0.2%
+1,631,880
New +$16M
PRGO icon
60
Perrigo
PRGO
$3.21B
$16M 0.2%
+86,500
New +$16M
CAMB
61
DELISTED
CAMBRIDGE CAP ACQUISITION CORP (DE)
CAMB
$15.8M 0.2%
1,584,000
– –
TRTL
62
DELISTED
Terrapin 3 Acquisition Corporation Class A
TRTL
$15.2M 0.19%
1,530,000
-170,000
-10% -$1.69M
AMT.PRA
63
DELISTED
American Tower Corporation
AMT.PRA
$14.3M 0.18%
141,426
– –
HUM icon
64
Humana
HUM
$37.5B
$14M 0.18%
+73,442
New +$14M
RHT
65
DELISTED
Red Hat Inc
RHT
$13M 0.17%
171,661
-1,219
-0.7% -$92.6K
AMSGP
66
DELISTED
Amsurg Corp. 5.25% Mandatory Convertible Pft Stk Ser A-1
AMSGP
$12.7M 0.16%
92,875
– –
ELECU
67
DELISTED
Electrum Special Acquisition Corporation
ELECU
$11M 0.14%
+1,100,000
New +$11M
OCR.PRB
68
DELISTED
OMNICARE CAP TR II SER B 4% TR PFD INCM EQTY REDM SEC PIERS
OCR.PRB
$9.8M 0.12%
84,900
– –
KYTH
69
DELISTED
KYTHERA BIOPHARMACEUTICALS, INC COM
KYTH
$9.75M 0.12%
+129,400
New +$9.75M
ROIQ
70
DELISTED
ROI ACQUISITION CORP II COM STK
ROIQ
$9.69M 0.12%
945,000
-105,000
-10% -$1.08M
MIG
71
DELISTED
MEADOWBROOK INSURANCE GRP INC
MIG
$9.6M 0.12%
1,116,465
+36,075
+3% +$310K
VTRS icon
72
Viatris
VTRS
$12.3B
$9.5M 0.12%
+140,035
New +$9.5M
LVNTA
73
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
$9.44M 0.12%
240,286
+700
+0.3% +$27.5K
AUMA
74
DELISTED
AR CAPITAL ACQUISITION CORP COMMON STOCK
AUMA
$9.16M 0.12%
1,010,000
– –
GDEF
75
DELISTED
GLOBAL DEFENSE & NATIONAL SECURITY SYSTEMS INC COM
GDEF
$9.14M 0.12%
870,500
-25,000
-3% -$262K
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3
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