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
$2.76B
AUM Growth
+$507M
Cap. Flow
Cap. Flow %
Top 10 Hldgs %
Holding
710
New
Increased
Reduced
Closed

Top Buys

1
+$50.8M
2
+$40.4M
3
+$37.9M
4
VSLR
VIVINT SOLAR, INC.
VSLR
+$36.4M
5
NBL
Noble Energy, Inc.
NBL
+$35.3M

Top Sells

1
+$48.9M
2
+$47.7M
3
+$42.7M
4
LM
Legg Mason, Inc.
LM
+$41M
5
EE
El Paso Electric Company
EE
+$39.5M

Sector Composition

1 Financials 7.18%
2 Industrials 6.69%
3 Healthcare 4.4%
4 Consumer Discretionary 4.11%
5 Communication Services 3.68%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
451
$25K ﹤0.01%
83,328
452
$24K ﹤0.01%
+13,333
453
$21K ﹤0.01%
266,666
454
$20K ﹤0.01%
+100,000
455
$18K ﹤0.01%
222,879
456
$8K ﹤0.01%
58,632
457
– –
-50,000
458
– –
-748,402
459
– –
-15,547
460
– –
-17,693
461
– –
-15,302
462
– –
-200,000
463
– –
-588,823
464
– –
-3,518,060
465
– –
-15,915
466
– –
-25,000
467
– –
-5,000
468
– –
-200,000
469
– –
-24,328
470
– –
-75,000
471
– –
-45,812
472
– –
-5,000
473
– –
-60,000
474
– –
-145,000
475
– –
-10,000
17 18
19
20 21