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
DBRG icon
76
DigitalBridge
DBRG
$2.05B
$9.09M 0.12%
491,644
– –
ADP icon
77
Automatic Data Processing
ADP
$121B
$8.9M 0.11%
110,901
– –
CCN
78
DELISTED
CardConnect Corp.
CCN
$8.63M 0.11%
+890,000
New +$8.63M
HBOS
79
DELISTED
HERITAGE FINANCIAL GROUP
HBOS
$8.23M 0.1%
272,676
+51,710
+23% +$1.56M
CI icon
80
Cigna
CI
$80.2B
$7.95M 0.1%
+49,100
New +$7.95M
ARWA
81
DELISTED
Arowana Inc.
ARWA
$7.82M 0.1%
+800,000
New +$7.82M
NRF
82
DELISTED
NorthStar Realty Finance Corp.
NRF
$7.71M 0.1%
484,641
+34,992
+8% +$556K
TKR icon
83
Timken Company
TKR
$5.23B
$7.53M 0.1%
206,017
– –
LIND icon
84
Lindblad Expeditions
LIND
$783M
$7.43M 0.09%
704,258
-727,642
-51% -$7.68M
WY.PRA
85
DELISTED
WEYERHAEUSER COMP PREF CONV SER A (WA)
WY.PRA
$7.22M 0.09%
138,222
-182,625
-57% -$9.54M
BRLI
86
DELISTED
BIO-REFERENCE LABS INC-NEW-
BRLI
$7.2M 0.09%
+174,531
New +$7.2M
TIME
87
DELISTED
Time Inc.
TIME
$7.1M 0.09%
308,630
-97,086
-24% -$2.23M
LMNS
88
DELISTED
LUMENIS LTD CL B ORD SHS (ISR)
LMNS
$6.91M 0.09%
+503,702
New +$6.91M
TRNX
89
DELISTED
TORNIER N V SHARES (NLD)
TRNX
$6.56M 0.08%
262,374
-152,269
-37% -$3.81M
QLTY
90
DELISTED
QUALITY DISTR INC FLA
QLTY
$6.15M 0.08%
+397,516
New +$6.15M
HLF icon
91
Herbalife
HLF
$1.02B
$5.84M 0.07%
106,041
-5,701
-5% -$314K
UNIT
92
Uniti Group
UNIT
$1.48B
$5.82M 0.07%
+235,387
New +$5.82M
MTUS icon
93
Metallus
MTUS
$684M
$5.43M 0.07%
201,323
+18,200
+10% +$491K
SYF icon
94
Synchrony
SYF
$28.1B
$5.35M 0.07%
162,361
+200
+0.1% +$6.59K
BHAC
95
DELISTED
Barington/Hilco Acquisition Corp.
BHAC
$5.29M 0.07%
+545,520
New +$5.29M
TLN
96
DELISTED
Talen Energy Corporation
TLN
$5.15M 0.07%
+300,066
New +$5.15M
AAPC
97
DELISTED
Atlantic Alliance Partnership Corp
AAPC
$5.08M 0.06%
+500,000
New +$5.08M
KMB icon
98
Kimberly-Clark
KMB
$42.5B
$5.05M 0.06%
47,635
– –
FTRPR
99
DELISTED
Frontier Communications Corporation 11.125% Series A Mandatory Convertible Preferred Stock
FTRPR
$4.98M 0.06%
+50,000
New +$4.98M
PRE
100
DELISTED
PARTNERRE LTD
PRE
$4.94M 0.06%
+38,467
New +$4.94M
2 3
4
5 6