AA
AQR Arbitrage Portfolio holdings
AUM
$4.27B
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
+$9.64B
(-5.5%)
Cap. Flow
-$285M
Cap. Flow
% of AUM
-2.96%
Top 10 Holdings %
Top 10 Hldgs %
21.95%
Holding
447
New
78
Increased
27
Reduced
62
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 | |
|---|---|---|---|---|---|---|
|
LLTC
1
DELISTED
Linear Technology Corp
LLTC
| $229M | 2.38% | 3,678,931 +600,230 | +19% | +$37.4M |
|
2
DuPont de Nemours
DD
$32.2B
| $180M | 1.86% | 3,140,670 -150,490 | -5% | -$8.61M |
|
|
SE
3
DELISTED
Spectra Energy Corp Wi
SE
| $171M | 1.78% | 4,169,834 +696,009 | +20% | +$28.6M |
|
|
TSNU
4
DELISTED
Tyson Foods, Inc.
TSNU
| $171M | 1.77% | 2,510,325 | – | – |
|
|
VAL
5
DELISTED
Valspar
VAL
| $169M | 1.75% | 1,631,468 +36,305 | +2% | +$3.76M |
|
|
WWAV
6
DELISTED
The WhiteWave Foods Company
WWAV
| $169M | 1.75% | 3,034,281 -173,062 | -5% | -$9.62M |
|
7
Humana
HUM
$36.5B
| $166M | 1.72% | 814,202 -37,491 | -4% | -$7.65M |
|
8
Cigna
CI
$80.3B
| $165M | 1.71% | 1,234,951 +50,310 | +4% | +$6.71M |
|
|
WR
9
DELISTED
Westar Energy Inc
WR
| $164M | 1.71% | 2,917,887 +449,454 | +18% | +$25.3M |
|
|
STJ
10
DELISTED
St Jude Medical
STJ
| $162M | 1.68% | 2,017,276 -65,070 | -3% | -$5.22M |
|
|
PVTB
11
DELISTED
PrivateBancorp Inc
PVTB
| $161M | 1.68% | 2,978,803 +1,336,793 | +81% | +$72.4M |
|
|
BEAV
12
DELISTED
B/E Aerospace Inc
BEAV
| $154M | 1.59% | +2,550,814 | New | +$154M |
|
|
CST
13
DELISTED
CST Brands, Inc.
CST
| $153M | 1.59% | 3,187,483 +193,619 | +6% | +$9.32M |
|
|
ENH
14
DELISTED
Endurance Specialty Holdings Ltd
ENH
| $153M | 1.59% | +1,659,571 | New | +$153M |
|
15
NXP Semiconductors
NXPI
$59.2B
| $152M | 1.57% | +1,547,577 | New | +$152M |
|
|
RAD
16
DELISTED
Rite Aid Corporation
RAD
| $145M | 1.51% | 17,645,058 -2,467,761 | -12% | -$20.3M |
|
|
YHOO
17
DELISTED
Yahoo Inc
YHOO
| $138M | 1.44% | 3,576,882 -990,355 | -22% | -$38.3M |
|
|
MON
18
DELISTED
Monsanto Co
MON
| $138M | 1.43% | 1,311,281 -1,999 | -0.2% | -$210K |
|
|
BRCD
19
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $129M | 1.34% | +10,356,244 | New | +$129M |
|
|
HAR
20
DELISTED
Harman International Industries
HAR
| $126M | 1.31% | +1,133,558 | New | +$126M |
|
|
CAB
21
DELISTED
Cabela's Inc
CAB
| $115M | 1.2% | +1,969,639 | New | +$115M |
|
|
MENT
22
DELISTED
Mentor Graphics Corp
MENT
| $107M | 1.11% | +2,911,531 | New | +$107M |
|
|
TWX
23
DELISTED
Time Warner Inc
TWX
| $105M | 1.09% | +1,090,251 | New | +$105M |
|
|
TMH
24
DELISTED
Team Health Holdings Inc
TMH
| $102M | 1.05% | +2,336,033 | New | +$102M |
|
|
ISIL
25
DELISTED
Intersil Corp
ISIL
| $101M | 1.05% | 4,551,363 +528,761 | +13% | +$11.8M |
|