AA

AQR Arbitrage Portfolio holdings

AUM $4.27B
1-Year Return 12.81%
This Quarter Return
+4.97%
1 Year Return
+12.81%
3 Year Return
+75.11%
5 Year Return
+240.2%
10 Year Return
+1,146.11%
AUM
$8.61B
AUM Growth
-$325M
Cap. Flow
-$3.27B
Cap. Flow %
-37.95%
Top 10 Hldgs %
23.36%
Holding
524
New
48
Increased
77
Reduced
115
Closed
96

Top Buys

1
ALR
Alere Inc
ALR
$146M
2
ATML
ATMEL CORP
ATML
$109M
3
DD
Du Pont De Nemours E I
DD
$101M
4
BIN
PROGRESSIVE WASTE SOLUTIONS LTD COM
BIN
$98.8M
5
FMER
FIRSTMERIT CORP
FMER
$96.7M

Top Sells

1
AGN.PRA
Allergan plc.
AGN.PRA
$211M
2
PCP
PRECISION CASTPARTS CORP
PCP
$196M
3
FCAM
Fiat Chrysler Automobiles N.V.
FCAM
$187M
4
CB
CHUBB CORPORATION
CB
$156M
5
POM
PEPCO HOLDINGS, INC.
POM
$138M

Sector Composition

1 Industrials 8.48%
2 Energy 8.06%
3 Healthcare 5.86%
4 Communication Services 5.02%
5 Technology 4.51%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
BGB
151
Blackstone Strategic Credit 2027 Term Fund
BGB
$561M
$1.34M 0.02%
97,926
-126,186
-56% -$1.72M
PRPL icon
152
Purple Innovation
PRPL
$119M
$1.26M 0.01%
130,658
-757,142
-85% -$7.28M
CRWN
153
DELISTED
CROWN MEDIA HOLDINGS INC CL-A
CRWN
$1.2M 0.01%
+236,851
New +$1.2M
FRA icon
154
BlackRock Floating Rate Income Strategies Fund
FRA
$470M
$1.19M 0.01%
90,829
-41,099
-31% -$537K
PNK
155
DELISTED
Pinnacle Entertainment Inc.
PNK
$1.19M 0.01%
33,805
– –
FTF
156
Franklin Limited Duration Income Trust
FTF
$259M
$1.19M 0.01%
104,475
-46,720
-31% -$530K
VTA
157
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$1.18M 0.01%
109,830
-19,415
-15% -$209K
NXJ icon
158
Nuveen New Jersey Quality Municipal Income Fund
NXJ
$475M
$1.17M 0.01%
82,671
-41,906
-34% -$593K
CET
159
Central Securities Corp
CET
$1.46B
$1.14M 0.01%
59,385
-2,384
-4% -$45.6K
EHI
160
Western Asset Global High Income Fund
EHI
$199M
$1.13M 0.01%
125,083
+4,408
+4% +$39.9K
BGX
161
Blackstone Long-Short Credit Income Fund
BGX
$159M
$1.12M 0.01%
82,463
-12,700
-13% -$173K
HBANP
162
DELISTED
Huntington Bancshars Inc. Pfd Ser A
HBANP
$1.09M 0.01%
800
– –
BLW icon
163
BlackRock Limited Duration Income Trust
BLW
$549M
$1.08M 0.01%
73,134
-49,968
-41% -$739K
AGC
164
DELISTED
Advent Claymore Conv Sec & Incme
AGC
$1.08M 0.01%
199,000
-8,148
-4% -$44.3K
SPXC icon
165
SPX Corp
SPXC
$9.22B
$1.08M 0.01%
71,599
– –
GAM
166
General American Investors Company
GAM
$1.4B
$1.07M 0.01%
34,127
-327
-0.9% -$10.2K
ELEC
167
DELISTED
Electrum Special Acquisition Corporation
ELEC
$1.06M 0.01%
110,000
– –
SBW
168
DELISTED
Western Asset Worldwide Income
SBW
$1.03M 0.01%
99,071
-3,499
-3% -$36.3K
EVG
169
Eaton Vance Short Duration Diversified Income Fund
EVG
$152M
$1.02M 0.01%
76,436
-25,869
-25% -$345K
NHS
170
Neuberger Berman High Yield Strategies Fund
NHS
$229M
$1.01M 0.01%
95,387
-13,073
-12% -$139K
NUVA
171
DELISTED
NuVasive, Inc.
NUVA
$1M 0.01%
+20,600
New +$1M
FAM
172
DELISTED
First Trust/abrdn Global Opportunity Income Fund
FAM
$993K 0.01%
90,559
-47,137
-34% -$517K
SEVN
173
Seven Hills Realty Trust
SEVN
$163M
$981K 0.01%
52,657
-1,133
-2% -$21.1K
HTCH
174
DELISTED
HUTCHINSON TECHNOLOGY INC
HTCH
$867K 0.01%
236,795
– –
RVT icon
175
Royce Value Trust
RVT
$1.93B
$856K 0.01%
73,124
+5,978
+9% +$70K
5 6
7
8 9