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
ATLC icon
201
Atlanticus Holdings
ATLC
$1.03B
$676K 0.01%
191,430
– –
BPFHW
202
DELISTED
Boston Private Financial Holdings, Inc. WTS
BPFHW
$668K 0.01%
117,799
– –
ETP
203
DELISTED
Energy Transfer Partners, L.P.
ETP
$664K 0.01%
17,472
– –
PCF
204
High Income Securities Fund
PCF
$120M
$655K 0.01%
84,090
+2,860
+4% +$22.3K
HRMNW
205
DELISTED
Harmony Merger Corp. Warrant
HRMNW
$653K 0.01%
+1,631,880
New +$653K
NZF icon
206
Nuveen Municipal Credit Income Fund
NZF
$2.36B
$641K 0.01%
48,001
-29,369
-38% -$392K
MMP
207
DELISTED
Magellan Midstream Partners, L.P.
MMP
$638K 0.01%
8,690
– –
MIY icon
208
BlackRock MuniYield Michigan Quality Fund
MIY
$329M
$632K 0.01%
47,532
-18,678
-28% -$248K
GDF
209
DELISTED
WESTERN ASSET GLB PARTNERS INCM FUND INC. COM
GDF
$631K 0.01%
68,770
+18,987
+38% +$174K
MFM
210
MFS Municipal Income Trust
MFM
$213M
$627K 0.01%
97,560
+3,814
+4% +$24.5K
NPF
211
DELISTED
NUVEEN PREMIER MUNI INCOME FD
NPF
$620K 0.01%
48,097
+4,530
+10% +$58.4K
MYM
212
DELISTED
BLACKROCK MUNIYIELD MICHIGAN QUALITY FND II COM STK (USA)
MYM
$614K 0.01%
49,254
-7,012
-12% -$87.4K
TLP
213
DELISTED
Transmontaigne
TLP
$608K 0.01%
15,988
– –
JSD
214
DELISTED
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
JSD
$606K 0.01%
36,763
+200
+0.5% +$3.3K
EFT
215
Eaton Vance Floating-Rate Income Trust
EFT
$319M
$604K 0.01%
43,851
-14,368
-25% -$198K
NTC
216
DELISTED
Nuveen Connecticut Quality Municipal Income Fund
NTC
$598K 0.01%
47,934
-15,511
-24% -$194K
MUJ icon
217
BlackRock MuniHoldings New Jersey Quality Fund
MUJ
$589M
$593K 0.01%
44,753
+8,259
+23% +$109K
HEP
218
DELISTED
Holly Energy Partners, L.P.
HEP
$590K 0.01%
16,782
– –
EAD
219
Allspring Income Opportunities Fund
EAD
$421M
$575K 0.01%
69,554
+1,800
+3% +$14.9K
LCM
220
DELISTED
Advent/Claymore Enhanced Gth & F
LCM
$568K 0.01%
62,655
-7,216
-10% -$65.4K
CXH
221
MFS Investment Grade Municipal Trust
CXH
$62.4M
$562K 0.01%
60,442
-2,461
-4% -$22.9K
GM icon
222
General Motors
GM
$55.5B
$547K 0.01%
16,411
– –
GRX
223
Gabelli Healthcare & Wellness Trust
GRX
$147M
$547K 0.01%
48,689
-3,729
-7% -$41.9K
TTP
224
DELISTED
TORTOISE PIPELINE & ENERGY FUND, INC.
TTP
$542K 0.01%
+5,300
New +$542K
MPLX icon
225
MPLX
MPLX
$51.5B
$541K 0.01%
7,579
– –
7 8
9
10 11