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
476
– –
-31,254
477
– –
-17,270
478
– –
-7,250
479
– –
-31,360
480
– –
-14,563
481
– –
-1,244,647
482
– –
-16,701
483
– –
-82,748
484
– –
-16,510
485
– –
-29,260
486
– –
-21,221
487
– –
-349,998
488
– –
-145,000
489
– –
-413,930
490
– –
-16,905
491
– –
-150,000
492
– –
-2,636
493
– –
-79,722
494
– –
-16,667
495
– –
-14,495
496
– –
-200,000
497
– –
-12,321
498
– –
-15,566
499
– –
-12,053
500
– –
-11,266
18 19
20
21 22