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
376
– –
-1,267,016
377
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-433,469
378
– –
-768,000
379
– –
-1,588,519
380
– –
-1,576,351
381
– –
-613,273
382
– –
-379,300
383
– –
-2,763,513
384
– –
-741,690
385
– –
-630,947
386
– –
-470,000
387
– –
-64,357
388
– –
-847,380
389
– –
-525,389
390
– –
-117,014
12 13 14 15
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