AA
AQR Arbitrage Portfolio holdings
AUM
$4.27B
This Quarter Return
+6.14%
1 Year Return
+12.81%
3 Year Return
+75.11%
5 Year Return
+240.2%
10 Year Return
+1,146.11%
AUM
$8.87B
AUM Growth
+$8.87B
(-8%)
Cap. Flow
-$1.08B
Cap. Flow
% of AUM
-12.2%
Top 10 Holdings %
Top 10 Hldgs %
23.77%
Holding
423
New
66
Increased
19
Reduced
91
Closed
81
Top Buys
| 1 |
CFCOW
CF Corporation
CFCOW
|
$175M |
| 2 |
MBLY
Mobileye N.V.
MBLY
|
$156M |
| 3 |
DD
Du Pont De Nemours E I
DD
|
$154M |
| 4 |
WOOF
VCA Inc.
WOOF
|
$130M |
| 5 |
MJN
Mead Johnson Nutrition Company
MJN
|
$118M |
Top Sells
| 1 |
LLTC
Linear Technology Corp
LLTC
|
$229M |
| 2 |
DuPont de Nemours
DD
|
$180M |
| 3 |
SE
Spectra Energy Corp Wi
SE
|
$171M |
| 4 |
Humana
HUM
|
$166M |
| 5 |
Cigna
CI
|
$165M |
Sector Composition
| 1 | Materials | 8.9% |
| 2 | Technology | 8.84% |
| 3 | Consumer Staples | 6.66% |
| 4 | Industrials | 5.68% |
| 5 | Energy | 4.92% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
PVTB
26
DELISTED
PrivateBancorp Inc
PVTB
| $82.6M | 0.93% |
1,391,683
-1,587,120
| -53% | -$94.2M |
|
|
CEB
27
DELISTED
CEB Inc.
CEB
| $80.6M | 0.91% |
+1,025,832
| New | +$80.6M |
|
|
ALR
28
DELISTED
Alere Inc
ALR
| $79.3M | 0.89% |
1,995,337
-36,471
| -2% | -$1.45M |
|
|
HW
29
DELISTED
Headwaters Inc
HW
| $75.3M | 0.85% |
3,207,615
+206,544
| +7% | +$4.85M |
|
|
SWC
30
DELISTED
Stillwater Mining Co
SWC
| $73.8M | 0.83% |
4,275,966
-88,243
| -2% | -$1.52M |
|
|
ANTX
31
DELISTED
Anthem, Inc.
ANTX
| $66.3M | 0.75% |
1,320,250
| – | – |
|
|
GXP.PRB.CL
32
DELISTED
Great Plains Energy Incorporated
GXP.PRB.CL
| $61.7M | 0.7% |
1,159,125
-9,000
| -0.8% | -$479K |
|
|
WGL
33
DELISTED
Wgl Holdings
WGL
| $58M | 0.65% |
+703,320
| New | +$58M |
|
|
JOY
34
DELISTED
Joy Global Inc
JOY
| $55.1M | 0.62% |
1,949,851
-1,111,023
| -36% | -$31.4M |
|
|
INVN
35
DELISTED
Invensense Inc
INVN
| $53.5M | 0.6% |
4,233,776
+2,453,876
| +138% | +$31M |
|
|
RAD
36
DELISTED
Rite Aid Corporation
RAD
| $53.2M | 0.6% |
12,513,560
-5,131,498
| -29% | -$21.8M |
|
|
NMBL
37
DELISTED
Nimble Storage, Inc.
NMBL
| $45.3M | 0.51% |
+3,622,232
| New | +$45.3M |
|
|
WELL.PRI
38
DELISTED
Welltower Inc.
WELL.PRI
| $44.2M | 0.5% |
697,025
-167,800
| -19% | -$10.6M |
|
|
CFNL
39
DELISTED
Cardinal Financial Corp
CFNL
| $41M | 0.46% |
1,368,844
-138,155
| -9% | -$4.14M |
|
|
DGI
40
DELISTED
DigitalGlobe Inc.
DGI
| $41M | 0.46% |
+1,250,986
| New | +$41M |
|
|
AF
41
DELISTED
Astoria Financial Corporation
AF
| $38.6M | 0.44% |
+1,882,414
| New | +$38.6M |
|
|
MPSX
42
DELISTED
Multi Packaging Solutions Intl.
MPSX
| $38.3M | 0.43% |
+2,132,031
| New | +$38.3M |
|
|
ISLE
43
DELISTED
Isle of Capri Casinos Inc
ISLE
| $37M | 0.42% |
1,404,688
-93,043
| -6% | -$2.45M |
|
|
BIVV
44
DELISTED
Bioverativ Inc. Common Stock
BIVV
| $32.6M | 0.37% |
+598,525
| New | +$32.6M |
|
|
AWH
45
DELISTED
Allied World Assurance Co Hld Lt
AWH
| $29.7M | 0.34% |
559,918
+271,029
| +94% | +$14.4M |
|
46
Lamb Weston
LW
$7.88B
| $29.4M | 0.33% |
699,565
-106,843
| -13% | -$4.49M |
|
47
TopBuild
BLD
$11.8B
| $28.9M | 0.33% |
613,981
-16,230
| -3% | -$763K |
|
48
Adient
ADNT
$1.97B
| $28.7M | 0.32% |
395,421
-172,735
| -30% | -$12.6M |
|
49
Ferrari
RACE
$88.2B
| $28.4M | 0.32% |
382,401
-72,973
| -16% | -$5.43M |
|
|
VSM
50
DELISTED
Versum Materials, Inc.
VSM
| $28.3M | 0.32% |
926,131
-26,647
| -3% | -$815K |
|