AA
AQR Arbitrage Portfolio holdings
AUM
$4.27B
This Quarter Return
+4.97%
1 Year Return
+12.81%
3 Year Return
+75.11%
5 Year Return
+240.2%
10 Year Return
+1,146.11%
AUM
$8.61B
AUM Growth
+$8.61B
(-3.6%)
Cap. Flow
-$373M
Cap. Flow
% of AUM
-4.33%
Top 10 Holdings %
Top 10 Hldgs %
23.36%
Holding
524
New
48
Increased
77
Reduced
115
Closed
96
Top Buys
| 1 |
ALR
Alere Inc
ALR
|
$146M |
| 2 |
ATML
ATMEL CORP
ATML
|
$109M |
| 3 |
DD
Du Pont De Nemours E I
DD
|
$101M |
| 4 |
BIN
PROGRESSIVE WASTE SOLUTIONS LTD COM
BIN
|
$98.8M |
| 5 |
FMER
FIRSTMERIT CORP
FMER
|
$96.7M |
Top Sells
| 1 |
AGN.PRA
Allergan plc.
AGN.PRA
|
$211M |
| 2 |
PCP
PRECISION CASTPARTS CORP
PCP
|
$196M |
| 3 |
FCAM
Fiat Chrysler Automobiles N.V.
FCAM
|
$187M |
| 4 |
CB
CHUBB CORPORATION
CB
|
$156M |
| 5 |
POM
PEPCO HOLDINGS, INC.
POM
|
$138M |
Sector Composition
| 1 | Industrials | 8.48% |
| 2 | Energy | 8.06% |
| 3 | Healthcare | 5.86% |
| 4 | Communication Services | 5.02% |
| 5 | Technology | 4.51% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
26
ODP
ODP
$610M
| $91.5M | 1.06% |
12,892,453
+74,080
| +0.6% | +$526K |
|
|
CNL
27
DELISTED
CLECO CRP (HOLDING CO)
CNL
| $91M | 1.06% |
1,648,392
+141,280
| +9% | +$7.8M |
|
|
BXLT
28
DELISTED
BAXALTA INC COM STK (DE)
BXLT
| $88.5M | 1.03% |
2,191,196
+1,521,691
| +227% | +$61.5M |
|
|
PNY
29
DELISTED
PIEDMONT NATURAL GAS CO INC(NC
PNY
| $85.8M | 1% |
1,434,847
+267,673
| +23% | +$16M |
|
30
Hawaiian Electric Industries
HE
$2.12B
| $85.8M | 1% |
2,648,888
+33,462
| +1% | +$1.08M |
|
|
CPGX
31
DELISTED
COLUMBIA PIPELINE GROUP IN COM STK (DE)
CPGX
| $84.8M | 0.98% |
3,380,143
+2,827,507
| +512% | +$71M |
|
|
DCUA
32
DELISTED
DOMINION RESOURCES INC. CORP UNIT 2013 SER A (VA)
DCUA
| $83M | 0.96% |
1,407,075
-39,550
| -3% | -$2.33M |
|
|
ADT
33
DELISTED
ADT CORP
ADT
| $80.7M | 0.94% |
+1,956,240
| New | +$80.7M |
|
|
CAM
34
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $78.6M | 0.91% |
1,172,130
+42,721
| +4% | +$2.86M |
|
|
AF
35
DELISTED
Astoria Financial Corporation
AF
| $72.5M | 0.84% |
4,580,080
+1,869,972
| +69% | +$29.6M |
|
|
SRCLP
36
DELISTED
Stericycle, Inc
SRCLP
| $72M | 0.84% |
769,250
+200,000
| +35% | +$18.7M |
|
|
NPBC
37
DELISTED
NATL PENN BANCSHARES INC
NPBC
| $71.3M | 0.83% |
6,700,549
+2,984,322
| +80% | +$31.8M |
|
|
ITC
38
DELISTED
ITC HOLDINGS CORP
ITC
| $55.6M | 0.65% |
+1,275,582
| New | +$55.6M |
|
|
SWNC
39
DELISTED
Southwestern Energy Company
SWNC
| $54.9M | 0.64% |
2,761,775
-488,875
| -15% | -$9.72M |
|
|
STR
40
DELISTED
QUESTAR CORP
STR
| $52.4M | 0.61% |
+2,113,214
| New | +$52.4M |
|
|
MEG
41
DELISTED
Media General, Inc
MEG
| $47.1M | 0.55% |
2,890,635
+404,501
| +16% | +$6.6M |
|
|
EMC
42
DELISTED
EMC CORPORATION
EMC
| $46.8M | 0.54% |
1,755,521
+1,007,718
| +135% | +$26.9M |
|
|
VAL
43
DELISTED
Valspar
VAL
| $46.5M | 0.54% |
+434,341
| New | +$46.5M |
|
|
HOT
44
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $41.1M | 0.48% |
492,453
+339,563
| +222% | +$28.3M |
|
|
AFFX
45
DELISTED
AFFYMETRIX INC
AFFX
| $40.5M | 0.47% |
+2,892,984
| New | +$40.5M |
|
|
DCUC
46
DELISTED
Dominion Energy, Inc.
DCUC
| $38M | 0.44% |
745,300
| – | – |
|
|
TYC
47
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $35.2M | 0.41% |
+958,799
| New | +$35.2M |
|
|
AGN
48
DELISTED
Allergan plc
AGN
| $33.5M | 0.39% |
124,941
-198,801
| -61% | -$53.3M |
|
|
FCS
49
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
| $33M | 0.38% |
1,650,514
+19,948
| +1% | +$399K |
|
|
IM
50
DELISTED
Ingram Micro
IM
| $32M | 0.37% |
+892,141
| New | +$32M |
|