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
501
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-1,050,932
502
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-5,000
503
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-1,000
504
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-24,375
505
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-200,000
506
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-69,655
507
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-51,364
508
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-48,899
509
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-63
510
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-35,000
511
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-7,500
512
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-5,000
513
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-16,181
514
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-150,000
515
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-150,000
516
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-435
517
– –
-10,000
518
– –
-700,000
519
– –
-9,667
520
– –
-15,006
521
– –
-87,500
522
– –
-200,000
523
– –
-24,328
524
– –
-19,350
525
– –
-14,049
19 20
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