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 | |
|---|---|---|---|---|---|---|
|
DYNC
51
DELISTED
Vistra Energy Corp.
DYNC
| $28.1M | 0.32% |
477,175
-12,575
| -3% | -$739K |
|
|
AIRM
52
DELISTED
Air Methods Corp
AIRM
| $27.9M | 0.31% |
+648,354
| New | +$27.9M |
|
53
Chemours
CC
$2.24B
| $27.2M | 0.31% |
706,607
-391,667
| -36% | -$15.1M |
|
54
Alcoa
AA
$8.09B
| $26.9M | 0.3% |
781,735
-219,044
| -22% | -$7.54M |
|
|
MSGN
55
DELISTED
MSG Networks Inc.
MSGN
| $26.4M | 0.3% |
1,130,558
-2,648
| -0.2% | -$61.8K |
|
56
Energizer
ENR
$1.92B
| $25.6M | 0.29% |
459,264
| – | – |
|
57
Cable One
CABO
$880M
| $25.6M | 0.29% |
40,974
| – | – |
|
58
Hewlett Packard
HPE
$30B
| $25.6M | 0.29% |
1,078,487
-147,307
| -12% | -$3.49M |
|
59
Fortive
FTV
$15.8B
| $25.2M | 0.28% |
417,719
-1,002
| -0.2% | -$60.4K |
|
|
MPACU
60
DELISTED
Matlin & Partners Acquisition Corporation Units
MPACU
| $25.1M | 0.28% |
+2,500,000
| New | +$25.1M |
|
61
Ingevity
NGVT
$2.1B
| $24.8M | 0.28% |
408,034
-3,497
| -0.8% | -$213K |
|
62
eBay
EBAY
$41.1B
| $24.6M | 0.28% |
732,981
-75,710
| -9% | -$2.54M |
|
63
Lumentum
LITE
$9.31B
| $24.1M | 0.27% |
452,047
-34,425
| -7% | -$1.84M |
|
64
Yum China
YUMC
$16.3B
| $23.6M | 0.27% |
868,237
-46,180
| -5% | -$1.26M |
|
65
Varex Imaging
VREX
$455M
| $22.5M | 0.25% |
+669,170
| New | +$22.5M |
|
|
QCP
66
DELISTED
Quality Care Properties, Inc.
QCP
| $22.4M | 0.25% |
1,186,263
-60,218
| -5% | -$1.14M |
|
|
NSR
67
DELISTED
Neustar Inc
NSR
| $22M | 0.25% |
662,432
-3,044
| -0.5% | -$101K |
|
|
PCBK
68
DELISTED
Pacific Continental Corp
PCBK
| $21M | 0.24% |
+858,629
| New | +$21M |
|
|
XXIA
69
DELISTED
Ixia
XXIA
| $20.9M | 0.24% |
+1,065,411
| New | +$20.9M |
|
|
BKHU
70
DELISTED
Black Hills Corporation
BKHU
| $20.6M | 0.23% |
281,523
-166,977
| -37% | -$12.2M |
|
71
Lattice Semiconductor
LSCC
$9.1B
| $19.7M | 0.22% |
2,849,962
-13,823
| -0.5% | -$95.7K |
|
72
Genworth Financial
GNW
$3.49B
| $19.2M | 0.22% |
4,666,501
-23,447
| -0.5% | -$96.6K |
|
|
CCP
73
DELISTED
Care Capital Properties, Inc.
CCP
| $19M | 0.21% |
706,991
-2,063
| -0.3% | -$55.4K |
|
|
CWEI
74
DELISTED
Clayton Williams Energy, Inc.
CWEI
| $19M | 0.21% |
+143,752
| New | +$19M |
|
75
Conduent
CNDT
$438M
| $18.6M | 0.21% |
+1,108,965
| New | +$18.6M |
|