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AA

AQR Arbitrage Portfolio holdings

AUM $6.09B
1-Year Est. Return 27.01%
This Fund
S&P 500
This Quarter Est. Return
+5.55%
1 Year Est. Return
+27.01%
3 Year Est. Return
+77.25%
5 Year Est. Return
+160.09%
10 Year Est. Return
+1,244.43%
AUM
$9.24B
AUM Growth
+$91.2M
Cap. Flow
-$3.25B
Cap. Flow %
-35.2%
Top 10 Hldgs %
30.66%
Holding
401
New
73
Increased
54
Reduced
42
Closed
79

Top Buys

Rank Stock Value
1
AABA
Altaba Inc
AABA
+$290M
2
COL
Rockwell Collins
COL
+$196M
3
SNI
Scripps Networks Interactive, Inc Common Class A
SNI
+$178M
4
VWR
VWR Corporation
VWR
+$172M
5
CPN
Calpine Corporation
CPN
+$112M

Top Sells

Rank Stock Value
1
DFT
DuPont Fabros Technology Inc.
DFT
+$191M
2
MBLY
Mobileye N.V.
MBLY
+$176M
3
WOOF
VCA Inc.
WOOF
+$163M
4
RAI
Reynolds American Inc
RAI
+$158M
5
CAB
Cabela's Inc
CAB
+$139M

Sector Composition

Rank Sector Weight
1 Technology 10.39%
2 Materials 6.44%
3 Communication Services 5.28%
4 Industrials 5.11%
5 Healthcare 4.82%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FTV icon
26
Fortive
FTV
$19B
$54.2M 0.59%
1,214,157
+467,704
+63% +$19.5M
DDC
27
DELISTED
Dominion Diamond Corporation
DDC
$54.2M 0.59%
+3,821,353
New +$53.2M
NDRM
28
DELISTED
NeuroDerm Ltd. Ordinary Shares
NDRM
$53.3M 0.58%
+1,370,876
New +$50.4M
WSTC
29
DELISTED
West Corporation
WSTC
$53.2M 0.58%
2,266,806
+27,860
+1% +$651K
RATE
30
DELISTED
Bankrate Inc
RATE
$47.1M 0.51%
+3,373,518
New +$46.8M
TMUSP
31
DELISTED
T-Mobile US, Inc.5.50% Mandatory Convertible Preferred Stock, Series A
TMUSP
$46M 0.5%
459,525
– –
HSNI
32
DELISTED
HSN, Inc.
HSNI
$45.3M 0.49%
+1,160,421
New +$43.9M
WELL.PRI
33
DELISTED
Welltower Inc.
WELL.PRI
$44.4M 0.48%
697,025
– –
AGN.PRA
34
DELISTED
Allergan plc
AGN.PRA
$43.8M 0.47%
+59,750
New +$49.6M
SNC
35
DELISTED
State National Companies, Inc.
SNC
$43.1M 0.47%
+2,051,659
New +$41.6M
HPE icon
36
Hewlett Packard
HPE
$63.2B
$40M 0.43%
2,722,558
+1,140,648
+72% +$15.6M
TSLA icon
37
Tesla
TSLA
$1.24T
$38.8M 0.42%
1,704,900
+1,015,575
+147% +$23.4M
ATW
38
DELISTED
Atwood Oceanics
ATW
$37.4M 0.4%
3,978,237
+616,408
+18% +$4.65M
LW icon
39
Lamb Weston
LW
$6.85B
$36.9M 0.4%
787,914
+82,184
+12% +$3.69M
AF
40
DELISTED
Astoria Financial Corporation
AF
$34.8M 0.38%
1,619,668
-261,413
-14% -$5.2M
PKY
41
DELISTED
Parkway, Inc.
PKY
$34.4M 0.37%
1,495,544
+1,005,022
+205% +$23.1M
CUNB
42
DELISTED
CU Bancorp
CUNB
$34.2M 0.37%
882,569
+32,255
+4% +$1.17M
RACE icon
43
Ferrari
RACE
$63.3B
$33.3M 0.36%
301,487
+75,034
+33% +$7.99M
STRP
44
DELISTED
Straight Path Communications Inc.
STRP
$32.4M 0.35%
179,375
-43,038
-19% -$7.73M
GNW icon
45
Genworth Financial
GNW
$3.8B
$30M 0.33%
7,796,296
– –
CCC
46
DELISTED
Calgon Carbon Corp
CCC
$30M 0.32%
+1,400,000
New +$21.2M
ADNT icon
47
Adient
ADNT
$1.6B
$29.5M 0.32%
350,811
-23,018
-6% -$1.63M
JBGS
48
JBG SMITH
JBGS
$846M
$29.2M 0.32%
+853,956
New +$28.9M
PK icon
49
Park Hotels & Resorts
PK
$2.97B
$28.4M 0.31%
1,029,122
+379,760
+58% +$10.2M
FOR icon
50
Forestar Group
FOR
$1.44B
$28.1M 0.3%
1,636,462
– –
1
2
3 4 5

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GA
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CIS
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HCM
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DTC
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AQR Arbitrage's Q3 2017 Portfolio in Review

As of Q3 2017, AQR Arbitrage held 401 positions worth $9.24B, up 1% from $9.14B the previous quarter. Its ten largest holdings account for 31% of the portfolio.

AQR Arbitrage withdrew a net $3.25B in Q3 2017, closing 79 positions and reducing 42 holdings. Its most notable exit was DuPont Fabros Technology Inc., an estimated $191M position sold in full.

By sector, the portfolio is most concentrated in Technology at 10% of assets, up from 9.3% a quarter earlier, followed by Materials and Communication Services.

Against the trend, AQR Arbitrage opened a new position in Altaba Inc worth $313M.

  • AQR Arbitrage's largest Q3 2017 buy was Altaba Inc: 4,722,497 shares worth $313M.
  • AQR Arbitrage added most to Rockwell Collins in Q3 2017, an estimated $196M increase.
  • AQR Arbitrage's biggest Q3 2017 reduction was NXP Semiconductors, cutting an estimated $113M.
  • AQR Arbitrage fully exited DuPont Fabros Technology Inc. in Q3 2017, selling an estimated $191M.
  • AQR Arbitrage's ten largest holdings make up 31% of its $9.24B portfolio in Q3 2017.
  • AQR Arbitrage opened 73 new positions and closed 79 in Q3 2017.
  • AQR Arbitrage's portfolio value rose 1% quarter-over-quarter to $9.24B.

Based on AQR Arbitrage's 13F filing for Q3 2017, filed 14 Nov 2017.