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
$7.28B
AUM Growth
-$1.39B
Cap. Flow
Cap. Flow %
Top 10 Hldgs %
Holding
674
New
Increased
Reduced
Closed

Top Buys

1
+$225M
2
+$142M
3
+$134M
4
RHT
Red Hat Inc
RHT
+$113M
5
NFX
Newfield Exploration
NFX
+$112M

Top Sells

1
+$211M
2
+$191M
3
+$188M
4
ESRX
Express Scripts Holding Company
ESRX
+$167M
5
AET
Aetna Inc
AET
+$144M

Sector Composition

1 Technology 15.55%
2 Financials 6.24%
3 Communication Services 6.09%
4 Utilities 5.29%
5 Healthcare 4.43%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
501
– –
-364,069
502
– –
-150,000
503
– –
-1,550,000
504
– –
-375,000
505
– –
-600,000
506
– –
-231,064
507
– –
-45,400
508
– –
-1,756,711
509
– –
-303,100
510
– –
-75,000
511
– –
-150,000
512
– –
-208,818
513
– –
-16,900
514
– –
-4,858,759
515
– –
-4,955,753
516
– –
-375,349
517
– –
-500,000
518
– –
-709,772
519
– –
-5,113,931
520
– –
-1,402,284
521
– –
-3,209,147
522
– –
-1,071,916
523
– –
-709,175
524
– –
-1,505,608
525
– –
-225,000
19 20
21
22 23