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
NXZ
151
DELISTED
NUVEEN DIV ADV MUNI FD-2
NXZ
$1.52M 0.02%
113,508
+6,490
+6% +$87K
RYAM icon
152
Rayonier Advanced Materials
RYAM
$397M
$1.47M 0.02%
90,547
-197,947
-69% -$3.22M
NMY
153
DELISTED
Nuveen Maryland Quality Municipal Income Fund
NMY
$1.46M 0.02%
118,787
-600
-0.5% -$7.35K
JMG
154
DELISTED
JOURNAL MEDIA GROUP INC COM
JMG
$1.46M 0.02%
+175,527
New +$1.46M
BGX
155
Blackstone Long-Short Credit Income Fund
BGX
$160M
$1.44M 0.02%
92,978
-400
-0.4% -$6.2K
EVG
156
Eaton Vance Short Duration Diversified Income Fund
EVG
$153M
$1.43M 0.02%
103,315
-11,604
-10% -$161K
NPM
157
DELISTED
NUVEEN PREMIUM INCM MUNI FD II
NPM
$1.39M 0.02%
104,975
-34,165
-25% -$454K
FRA icon
158
BlackRock Floating Rate Income Strategies Fund
FRA
$471M
$1.35M 0.02%
100,052
-429
-0.4% -$5.8K
IQI icon
159
Invesco Quality Municipal Securities
IQI
$507M
$1.28M 0.02%
108,463
-5,343
-5% -$63.2K
NRK icon
160
Nuveen New York AMT-Free Quality Municipal Income Fund
NRK
$842M
$1.28M 0.02%
102,184
-18,753
-16% -$235K
WTW icon
161
Willis Towers Watson
WTW
$32.1B
$1.26M 0.02%
+10,177
New +$1.26M
NQS
162
DELISTED
NUVEEN SELECT QUALITY MUNI FD
NQS
$1.25M 0.02%
94,309
-6,517
-6% -$86.2K
NQU
163
DELISTED
NUVEEN QUALITY INCOME MUNI FD
NQU
$1.24M 0.02%
92,961
+7,120
+8% +$95K
NMO
164
DELISTED
NUVEEN MUNI MARKET OPPORT FUND
NMO
$1.21M 0.02%
93,469
-14,972
-14% -$193K
GDO
165
Western Asset Global Corporate Defined Opportunity Fund
GDO
$89.6M
$1.2M 0.02%
69,913
-12,683
-15% -$218K
BLW icon
166
BlackRock Limited Duration Income Trust
BLW
$548M
$1.19M 0.02%
78,354
+800
+1% +$12.1K
SEVN
167
Seven Hills Realty Trust
SEVN
$163M
$1.16M 0.01%
65,149
+11,875
+22% +$212K
MNKD icon
168
MannKind Corp
MNKD
$1.7B
$1.15M 0.01%
40,398
+3,375
+9% +$96K
TSRE
169
DELISTED
TRADE STREET RESIDENTIAL, INC. COMMON STOCK
TSRE
$1.11M 0.01%
+166,007
New +$1.11M
NNC
170
DELISTED
Nuveen North Carolina Quality Municipal Income Fund
NNC
$1.07M 0.01%
84,368
+93
+0.1% +$1.18K
HBANP
171
DELISTED
Huntington Bancshars Inc. Pfd Ser A
HBANP
$1.06M 0.01%
800
– –
KMI icon
172
Kinder Morgan
KMI
$59.1B
$1.05M 0.01%
27,367
– –
QPACW
173
DELISTED
Quinpario Acquisition Corp. 2 Warrant
QPACW
$1.05M 0.01%
+3,500,000
New +$1.05M
NQP icon
174
Nuveen Pennsylvania Quality Municipal Income Fund
NQP
$413M
$1.03M 0.01%
78,368
+2,863
+4% +$37.7K
JASNW
175
DELISTED
Jason Industries, Inc.
JASNW
$1.01M 0.01%
2,331,300
– –
5 6
7
8 9