AA

AQR Arbitrage Portfolio holdings

AUM $3.93B
1-Year Est. Return 18.07%
This Quarter Est. Return
1 Year Est. Return
+18.07%
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
465
New
Increased
Reduced
Closed

Top Buys

1
+$183M
2
+$175M
3
+$155M
4
SE
Spectra Energy Corp Wi
SE
+$149M
5
CST
CST Brands, Inc.
CST
+$144M

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
$56K ﹤0.01%
350,000
252
$56K ﹤0.01%
545,520
253
$49K ﹤0.01%
54,023
254
$40K ﹤0.01%
+200,000
255
$29K ﹤0.01%
17,980
256
$14K ﹤0.01%
+200,000
257
$6K ﹤0.01%
116,185
258
– –
-327,650
259
– –
-985,825
260
– –
-100,037
261
– –
-16,808
262
– –
-22,335
263
– –
-29,637
264
– –
-64,340
265
– –
-6,156
266
– –
-38,983
267
– –
-26,896
268
– –
-30,882
269
– –
-48,671
270
– –
-26,296
271
– –
-15,168
272
– –
-12,992
273
– –
-450,540
274
– –
-12,764
275
– –
-30,720
9 10
11
12 13