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
NPP
176
DELISTED
NUVEEN PERFORMANCE+MUN FUND
NPP
$987K 0.01%
70,374
-44,073
-39% -$618K
NHS
177
Neuberger Berman High Yield Strategies Fund
NHS
$230M
$986K 0.01%
83,691
+22,011
+36% +$259K
EIM
178
Eaton Vance Municipal Bond Fund
EIM
$553M
$984K 0.01%
80,860
-5,968
-7% -$72.6K
PMO
179
Putnam Municipal Opportunities Trust
PMO
$281M
$969K 0.01%
83,432
-32,345
-28% -$376K
SBW
180
DELISTED
Western Asset Worldwide Income
SBW
$964K 0.01%
88,972
-5,499
-6% -$59.6K
PHD
181
Pioneer Floating Rate Fund
PHD
$123M
$952K 0.01%
83,616
-500
-0.6% -$5.69K
TAI
182
DELISTED
TRANSAMERICA INCOME SHS INC
TAI
$950K 0.01%
47,787
-100
-0.2% -$1.99K
NMA
183
DELISTED
NUVEEN MUNI ADVANTAGE FUND
NMA
$939K 0.01%
72,221
+1,384
+2% +$18K
PMM
184
Putnam Managed Municipal Income
PMM
$257M
$922K 0.01%
130,391
-27,256
-17% -$193K
WPZ
185
DELISTED
Williams Partners L.P.
WPZ
$917K 0.01%
18,936
– –
SIBC
186
DELISTED
STATE INVS BANCORP INC
SIBC
$916K 0.01%
43,225
+1,600
+4% +$33.9K
AGD
187
abrdn Global Dynamic Dividend Fund
AGD
$302M
$911K 0.01%
92,069
+25,822
+39% +$256K
EVF
188
Eaton Vance Senior Income Trust
EVF
$101M
$889K 0.01%
143,079
-302
-0.2% -$1.88K
LE icon
189
Lands' End
LE
$439M
$886K 0.01%
35,689
-166,208
-82% -$4.13M
ICB
190
DELISTED
Morgan Stanley Income Sec. Inc
ICB
$867K 0.01%
50,380
-10,747
-18% -$185K
ETP
191
DELISTED
Energy Transfer Partners L.p.
ETP
$867K 0.01%
16,605
+10,563
+175% +$552K
SFXE
192
DELISTED
SFX ENTERTAINMENT, INC COM
SFXE
$841K 0.01%
+187,206
New +$841K
EPD icon
193
Enterprise Products Partners
EPD
$68.6B
$827K 0.01%
27,660
– –
MUI
194
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$792K 0.01%
58,272
-1,109
-2% -$15.1K
VKQ icon
195
Invesco Municipal Trust
VKQ
$511M
$786K 0.01%
65,412
-13,052
-17% -$157K
SOR
196
Source Capital
SOR
$367M
$782K 0.01%
10,747
-8,267
-43% -$602K
JGV
197
DELISTED
NUVEEN GLOBAL EQUITY INCOME FUND
JGV
$764K 0.01%
61,202
-3,998
-6% -$49.9K
WCIC
198
DELISTED
WCI Communities, Inc.
WCIC
$720K 0.01%
29,516
– –
GDV icon
199
Gabelli Dividend & Income Trust
GDV
$2.38B
$713K 0.01%
+34,241
New +$713K
HDRAR
200
DELISTED
Hydra Industries Acquisition Corp. Rights
HDRAR
$680K 0.01%
2,000,000
– –
6 7
8
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