AA

AQR Arbitrage Portfolio holdings

AUM $3.93B
1-Year Est. Return 18.07%
This Quarter Est. Return
1 Year Est. Return
+18.07%
3 Year Est. Return
5 Year Est. Return
10 Year Est. Return
AUM
$2.48B
AUM Growth
+$250M
Cap. Flow
Cap. Flow %
Top 10 Hldgs %
Holding
868
New
Increased
Reduced
Closed

Top Buys

1
+$46.6M
2
+$42.4M
3
+$39.6M
4
X
US Steel
X
+$39.6M
5
HES
Hess
HES
+$31.2M

Top Sells

1
+$51.3M
2
+$36.5M
3
+$36.3M
4
VMW
VMware, Inc
VMW
+$28.1M
5
DEN
Denbury Inc.
DEN
+$26.5M

Sector Composition

1 Financials 12.23%
2 Healthcare 8.06%
3 Consumer Discretionary 3.81%
4 Industrials 2.62%
5 Consumer Staples 2.56%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
751
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-89,285
752
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-29,748
753
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-99,998
754
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-199,454
755
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-1,011,285
756
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-400,000
757
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-563,131
758
– –
-400,000
759
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-309,225
760
– –
-300,000
761
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-131,625
762
– –
-28,937
763
– –
-1,173,405
764
– –
-80,069
765
– –
-779,031
766
– –
-82,915
767
– –
-466,478
768
– –
-168,828
769
– –
-20,940
770
– –
-99,260
771
– –
-71,050
772
– –
-43,295
773
– –
-196,879
774
– –
-150,000
775
– –
-517,930
28 29 30
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