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 | |
|---|---|---|---|---|---|---|
|
VAL
1
DELISTED
Valspar
VAL
| $186M | 2.1% | 1,680,375 +48,907 | +3% | +$5.43M |
|
|
WWAV
2
DELISTED
The WhiteWave Foods Company
WWAV
| $186M | 2.1% | 3,312,368 +278,087 | +9% | +$15.6M |
|
|
YHOO
3
DELISTED
Yahoo Inc
YHOO
| $176M | 1.99% | 3,793,194 +216,312 | +6% | +$10M |
|
|
CFCOW
4
DELISTED
CF Corporation
CFCOW
| $175M | 1.98% | +955,650 | New | +$175M |
|
|
WR
5
DELISTED
Westar Energy Inc
WR
| $172M | 1.94% | 3,167,746 +249,859 | +9% | +$13.6M |
|
6
NXP Semiconductors
NXPI
$59.2B
| $165M | 1.86% | 1,591,780 +44,203 | +3% | +$4.58M |
|
|
BEAV
7
DELISTED
B/E Aerospace Inc
BEAV
| $161M | 1.82% | 2,518,256 -32,558 | -1% | -$2.09M |
|
|
MBLY
8
DELISTED
Mobileye N.V.
MBLY
| $156M | 1.76% | +2,548,068 | New | +$156M |
|
|
TSNU
9
DELISTED
Tyson Foods, Inc.
TSNU
| $155M | 1.75% | 2,294,550 -215,775 | -9% | -$14.6M |
|
|
DD
10
DELISTED
Du Pont De Nemours E I
DD
| $154M | 1.73% | +1,913,559 | New | +$154M |
|
|
MON
11
DELISTED
Monsanto Co
MON
| $152M | 1.72% | 1,344,164 +32,883 | +3% | +$3.72M |
|
|
CST
12
DELISTED
CST Brands, Inc.
CST
| $149M | 1.68% | 3,104,048 -83,435 | -3% | -$4.01M |
|
|
BRCD
13
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $138M | 1.55% | 11,031,669 +675,425 | +7% | +$8.43M |
|
|
TWX
14
DELISTED
Time Warner Inc
TWX
| $132M | 1.49% | 1,355,945 +265,694 | +24% | +$26M |
|
|
WOOF
15
DELISTED
VCA Inc.
WOOF
| $130M | 1.47% | +1,419,869 | New | +$130M |
|
|
LVLT
16
DELISTED
Level 3 Communications Inc
LVLT
| $129M | 1.45% | 2,251,274 +1,189,821 | +112% | +$68.1M |
|
|
RAI
17
DELISTED
Reynolds American Inc
RAI
| $127M | 1.43% | 2,014,622 +1,563,050 | +346% | +$98.5M |
|
|
MJN
18
DELISTED
Mead Johnson Nutrition Company
MJN
| $118M | 1.33% | +1,322,734 | New | +$118M |
|
|
WNR
19
DELISTED
Western Refining Inc
WNR
| $106M | 1.2% | 3,026,777 +795,247 | +36% | +$27.9M |
|
|
AGU
20
DELISTED
Agrium
AGU
| $105M | 1.18% | 1,098,343 +136,093 | +14% | +$13M |
|
|
CAB
21
DELISTED
Cabela's Inc
CAB
| $104M | 1.18% | 1,961,659 -7,980 | -0.4% | -$424K |
|
|
ZLTQ
22
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
| $103M | 1.17% | +1,857,194 | New | +$103M |
|
|
EVER
23
DELISTED
Everbank Financial Corp
EVER
| $103M | 1.16% | 5,281,863 +1,089,545 | +26% | +$21.2M |
|
|
TMUSP
24
DELISTED
T-Mobile US, Inc.5.50% Mandatory Convertible Preferred Stock, Series A
TMUSP
| $87.9M | 0.99% | 834,525 -103,375 | -11% | -$10.9M |
|
|
CHMT
25
DELISTED
Chemtura Corporation
CHMT
| $82.8M | 0.93% | 2,478,336 -79,985 | -3% | -$2.67M |
|