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
LTRPA
126
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$2.73M 0.03%
84,623
– –
WPG
127
DELISTED
Washington Prime Group Inc.
WPG
$2.64M 0.03%
21,659
-32,455
-60% -$3.95M
KEY.PRG
128
DELISTED
KeyCorp Pfd
KEY.PRG
$2.63M 0.03%
20,000
– –
HIO
129
Western Asset High Income Opportunity Fund
HIO
$375M
$2.53M 0.03%
491,528
+126,615
+35% +$652K
ADNC
130
DELISTED
AUDIENCE INC COM STK (DE)
ADNC
$2.48M 0.03%
+507,466
New +$2.48M
BBNK
131
DELISTED
BRIDGE CAPITAL HOLDINGS
BBNK
$2.45M 0.03%
82,228
-7,139
-8% -$213K
NPI
132
DELISTED
NUVEEN PREMIUN INC MUN FUND
NPI
$2.27M 0.03%
172,604
+7,879
+5% +$104K
IGR
133
CBRE Global Real Estate Income Fund
IGR
$716M
$2.25M 0.03%
282,198
+43,503
+18% +$346K
CADT
134
DELISTED
DT ASIA INVESTMENTS LIMITED ORDINARY SHARES
CADT
$2.23M 0.03%
225,112
– –
ARKR icon
135
Ark Restaurants
ARKR
$25.4M
$2.19M 0.03%
87,545
-10,000
-10% -$250K
MITL
136
DELISTED
Mitel Networks Corporation
MITL
$2.07M 0.03%
+234,787
New +$2.07M
ONFC
137
DELISTED
ONEIDA FINL CORP COM STK NEW (MD)
ONFC
$2.07M 0.03%
101,147
+16,047
+19% +$328K
RNP icon
138
Cohen & Steers REIT and Preferred and Income Fund
RNP
$1.06B
$1.95M 0.02%
111,530
+6,600
+6% +$115K
CYNI
139
DELISTED
CYAN INC COM
CYNI
$1.88M 0.02%
+358,500
New +$1.88M
NQI
140
DELISTED
NUVEEN QUALITY MUNICIPAL FUND INC
NQI
$1.85M 0.02%
146,586
-120
-0.1% -$1.51K
FTF
141
Franklin Limited Duration Income Trust
FTF
$260M
$1.82M 0.02%
155,921
+6,770
+5% +$78.9K
ERC
142
Allspring Multi-Sector Income Fund
ERC
$268M
$1.78M 0.02%
140,670
+1,042
+0.7% +$13.2K
SABA
143
Saba Capital Income & Opportunities Fund II
SABA
$257M
$1.76M 0.02%
125,486
-1,750
-1% -$24.6K
ARDC
144
Are Dynamic Credit Allocation Fund
ARDC
$353M
$1.76M 0.02%
114,955
+5,972
+5% +$91.5K
FAM
145
DELISTED
First Trust/abrdn Global Opportunity Income Fund
FAM
$1.74M 0.02%
159,118
+33,641
+27% +$367K
NXJ icon
146
Nuveen New Jersey Quality Municipal Income Fund
NXJ
$480M
$1.73M 0.02%
134,501
-12,625
-9% -$162K
MHY
147
DELISTED
WESTERN ASSET MANAGED HIGH INCOM FD INC. COM
MHY
$1.7M 0.02%
343,032
+48,606
+17% +$240K
AGC
148
DELISTED
Advent Claymore Conv Sec & Incme
AGC
$1.69M 0.02%
263,376
-11,139
-4% -$71.4K
CET
149
Central Securities Corp
CET
$1.45B
$1.63M 0.02%
76,875
-2,995
-4% -$63.3K
VTA
150
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$1.56M 0.02%
134,378
-1,900
-1% -$22.1K
4 5
6
7 8