AA
AQR Arbitrage Portfolio holdings
AUM
$4.27B
1-Year Return
12.81%
This Quarter Return
+6.96%
1 Year Return
+12.81%
3 Year Return
+75.11%
5 Year Return
+240.2%
10 Year Return
+1,146.11%
AUM
$9.64B
AUM Growth
-$556M
(-5.5%)
Cap. Flow
-$3.65B
Cap. Flow
% of AUM
-37.85%
Top 10 Holdings %
Top 10 Hldgs %
21.95%
Holding
447
New
78
Increased
27
Reduced
61
Closed
84
Top Buys
Top Sells
Sector Composition
| 1 | Technology | 11.04% |
| 2 | Materials | 8.18% |
| 3 | Healthcare | 7.95% |
| 4 | Financials | 6.25% |
| 5 | Consumer Discretionary | 4.75% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
BKHU
51
DELISTED
Black Hills Corporation
BKHU
| $30.9M | 0.32% |
448,500
| – | – |
|
|
DYNC
52
DELISTED
Vistra Energy Corp.
DYNC
| $30.6M | 0.32% |
489,750
+115,000
| +31% | +$7.17M |
|
53
Lamb Weston
LW
$8.08B
| $30.5M | 0.32% |
+806,408
| New | +$30.5M |
|
|
CLC
54
DELISTED
Clarcor
CLC
| $29.2M | 0.3% |
+353,600
| New | +$29.2M |
|
55
Hewlett Packard
HPE
$31B
| $28.4M | 0.29% |
2,109,049
-35,756
| -2% | -$481K |
|
56
Alcoa
AA
$8.24B
| $28.1M | 0.29% |
+1,000,779
| New | +$28.1M |
|
|
VSM
57
DELISTED
Versum Materials, Inc.
VSM
| $26.7M | 0.28% |
+952,778
| New | +$26.7M |
|
58
Ferrari
RACE
$87.1B
| $26.5M | 0.27% |
455,374
-9,585
| -2% | -$557K |
|
|
ACAS
59
DELISTED
American Capital Ltd
ACAS
| $25.8M | 0.27% |
1,439,225
| – | – |
|
60
Cable One
CABO
$922M
| $25.5M | 0.26% |
40,974
| – | – |
|
|
WCIC
61
DELISTED
WCI Communities, Inc.
WCIC
| $25.5M | 0.26% |
1,086,323
+960,904
| +766% | +$22.5M |
|
|
RAI
62
DELISTED
Reynolds American Inc
RAI
| $25.3M | 0.26% |
+451,572
| New | +$25.3M |
|
|
MSGN
63
DELISTED
MSG Networks Inc.
MSGN
| $24.4M | 0.25% |
1,133,206
-15,034
| -1% | -$323K |
|
64
Chemours
CC
$2.34B
| $24.3M | 0.25% |
1,098,274
-893,468
| -45% | -$19.7M |
|
65
eBay
EBAY
$42.3B
| $24M | 0.25% |
808,691
| – | – |
|
66
Yum China
YUMC
$16.5B
| $23.9M | 0.25% |
+914,417
| New | +$23.9M |
|
|
AMCC
67
DELISTED
Applied Micro Circuits Corporation New
AMCC
| $23.1M | 0.24% |
+2,799,559
| New | +$23.1M |
|
|
INVN
68
DELISTED
Invensense Inc
INVN
| $22.8M | 0.24% |
+1,779,900
| New | +$22.8M |
|
69
Ingevity
NGVT
$2.18B
| $22.6M | 0.23% |
411,531
-6,482
| -2% | -$356K |
|
70
Fortive
FTV
$16.2B
| $22.5M | 0.23% |
500,372
-14,888
| -3% | -$668K |
|
71
TopBuild
BLD
$12.3B
| $22.4M | 0.23% |
630,211
| – | – |
|
|
NSR
72
DELISTED
Neustar Inc
NSR
| $22.2M | 0.23% |
+665,476
| New | +$22.2M |
|
|
KLXI
73
DELISTED
KLX Inc.
KLXI
| $21.8M | 0.23% |
574,172
-200,795
| -26% | -$7.64M |
|
74
Lattice Semiconductor
LSCC
$9.05B
| $21.1M | 0.22% |
+2,863,785
| New | +$21.1M |
|
75
Energizer
ENR
$1.96B
| $20.5M | 0.21% |
459,264
| – | – |
|