AA

AQR Arbitrage Portfolio holdings

AUM $4.75B
1-Year Est. Return 23.51%
This Fund
S&P 500
This Quarter Est. Return
1 Year Est. Return
+23.51%
3 Year Est. Return
5 Year Est. Return
10 Year Est. Return
AUM
$8.87B
AUM Growth
-$771M
Cap. Flow
Cap. Flow %
Top 10 Hldgs %
Holding
423
New
Increased
Reduced
Closed

Top Buys

1
+$149M
2
+$127M
3
+$123M
4
MJN
Mead Johnson Nutrition Company
MJN
+$109M
5
RAI
Reynolds American Inc
RAI
+$93.9M

Top Sells

1
+$229M
2
+$180M
3
+$171M
4
HUM icon
Humana
HUM
+$166M
5
CI icon
Cigna
CI
+$165M

Sector Composition

1 Materials 8.9%
2 Technology 8.84%
3 Consumer Staples 6.66%
4 Industrials 5.68%
5 Energy 4.92%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
226
$108K ﹤0.01%
1,933,070
227
$107K ﹤0.01%
20,065
228
$92K ﹤0.01%
542,609
-2,911
229
$80K ﹤0.01%
+250,000
230
$79K ﹤0.01%
9,282,097
-744,052
231
$61K ﹤0.01%
174,000
-26,000
232
$55K ﹤0.01%
+42,000
233
$55K ﹤0.01%
325,500
-24,500
234
$54K ﹤0.01%
199,000
-1,000
235
$52K ﹤0.01%
697,500
-52,500
236
$51K ﹤0.01%
+920,480
237
$40K ﹤0.01%
116,185
238
$39K ﹤0.01%
+350,000
239
– –
-15,532
240
– –
-18,224
241
– –
-55,630
242
– –
-40,474
243
– –
-168,421
244
– –
-29,300
245
– –
-1,234,951
246
– –
-82,671
247
– –
-295,791
248
– –
-3,720,574
249
– –
-3,052,697
250
– –
-42,907
8 9
10
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