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
$10.2B
AUM Growth
+$946M
Cap. Flow
Cap. Flow %
Top 10 Hldgs %
Holding
466
New
Increased
Reduced
Closed

Top Buys

1
+$177M
2
+$173M
3
+$157M
4
CST
CST Brands, Inc.
CST
+$138M
5
SE
Spectra Energy Corp Wi
SE
+$132M

Top Sells

1
+$169M
2
+$146M
3
+$141M
4
FMER
FIRSTMERIT CORP
FMER
+$130M
5
FNFG
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
+$121M

Sector Composition

1 Technology 9.78%
2 Healthcare 9.45%
3 Materials 6.09%
4 Consumer Discretionary 3.63%
5 Energy 3.33%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
251
$40K ﹤0.01%
+200,000
252
$29K ﹤0.01%
17,980
253
$14K ﹤0.01%
+200,000
254
$6K ﹤0.01%
116,185
255
– –
-327,650
256
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-100,037
257
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-16,808
258
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-22,335
259
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-29,637
260
– –
-64,340
261
– –
-6,156
262
– –
-38,983
263
– –
-26,896
264
– –
-48,671
265
– –
-26,296
266
– –
-15,168
267
– –
-12,992
268
– –
-450,540
269
– –
-12,764
270
– –
-30,720
271
– –
-32,053
272
– –
-217,500
273
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-58,201
274
– –
-115,147
275
– –
-133,062
9 10
11
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