AQR Diversified Arbitrage Fund

Class Inst (ADAIX)
Scorecard
4 / 5 Stars
Lipper
4 4 5 3 2
Zacks Investment Research
1 (Strong Buy)
Standard & Poor's
---
TheStreet.com
C (Hold)

Fund Holdings

Asset Allocation

% Long % Short % Net
Cash 60.35 17.69 42.66
Stocks 75.5 32.89 42.61
Bonds 16.93 1.69 15.23
Other 3.96 1.79 2.17
Foreign Bonds 10.27 31.04 -20.77
Foreign Stocks 17.79 19.54 -1.75
Convertible 15.88 0.0 15.88
Preferred 3.97 0.0 3.97

Updated 03.31.2013

Top 10 Holdings

Performance as of 04.30.2013

Portfolio as of 03.31.2013

Ticker YTD Return % % Net Assets
Us 2yr Note 28/06/13 --- --- 27.29
S&P500 Emini Fut 21/06/13 --- --- 15.14
Liberty Global, Inc. Class A LBTYA 17.66 5.19
Liberty Global, Inc. LBTYK 17.14 4.1
M&T Bank Corp MTB 1.8 3.94
Hudson City Bancorp, Inc. HCBK 1.35 3.93
Coventry Health Care, Inc. CVH 11.3 3.55
Us 5yr Note 28/06/13 --- --- 3.37
NYSE Euronext, Inc. NYX 26.09 3.02
HJ Heinz Company HNZ 26.41 2.76
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