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
$8.63B
AUM Growth
+$175M
Cap. Flow
Cap. Flow %
Top 10 Hldgs %
Holding
496
New
Increased
Reduced
Closed

Top Buys

1
+$149M
2
+$129M
3
+$126M
4
SCG
Scana
SCG
+$105M
5
MSCC
Microsemi Corp
MSCC
+$99.2M

Top Sells

1
+$185M
2
+$177M
3
+$116M
4
CPN
Calpine Corporation
CPN
+$108M
5
RGC
Regal Entertainment Group
RGC
+$82.4M

Sector Composition

1 Technology 14.04%
2 Materials 4.41%
3 Utilities 4.34%
4 Financials 3.68%
5 Energy 3.48%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
301
– –
-47,000
302
– –
-241,710
303
– –
-150,000
304
– –
-32,665
305
– –
0
306
– –
-13,011
307
– –
-237
308
– –
-500,001
309
– –
-12,726
310
– –
-7,500
311
– –
-16,843
312
– –
-27,874
313
– –
-7,787
314
– –
-2,366,778
315
– –
-20,000
316
– –
-1,402,532
317
– –
-206,000
318
– –
-86,807
319
– –
-43,071
320
– –
-365,517
321
– –
-20,000
322
– –
-30,000
323
– –
-19,048
324
– –
-308,712
325
– –
-1,178,738
11 12
13
14 15