We are live on ! Find out more
AA

AQR Arbitrage Portfolio holdings

AUM $6.09B
1-Year Est. Return 27.01%
This Fund
S&P 500
This Quarter Est. Return
+6.42%
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
$9.14B
AUM Growth
+$279M
Cap. Flow
-$3.2B
Cap. Flow %
-35.02%
Top 10 Hldgs %
25.94%
Holding
414
New
80
Increased
77
Reduced
36
Closed
76

Top Buys

Rank Stock Value
1
DFT
DuPont Fabros Technology Inc.
DFT
+$171M
2
HUN icon
Huntsman Corp
HUN
+$166M
3
RICE
Rice Energy Inc.
RICE
+$117M
4
PNRA
Panera Bread Co
PNRA
+$114M
5
AKRX
Akorn Inc
AKRX
+$113M

Top Sells

Rank Stock Value
1
VAL
Valspar
VAL
+$186M
2
WWAV
The WhiteWave Foods Company
WWAV
+$186M
3
YHOO
Yahoo Inc
YHOO
+$176M
4
CFCOW
CF Corporation
CFCOW
+$175M
5
BEAV
B/E Aerospace Inc
BEAV
+$161M

Sector Composition

Rank Sector Weight
1 Technology 9.26%
2 Materials 6.38%
3 Healthcare 5.93%
4 Consumer Discretionary 5.2%
5 Consumer Staples 4.61%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
GNW icon
51
Genworth Financial
GNW
$3.8B
$29.4M 0.32%
7,796,296
+3,129,795
+67% +$11.9M
AWH
52
DELISTED
Allied World Assurance Co Hld Lt
AWH
$29.3M 0.32%
553,787
-6,131
-1% -$323K
SGBK
53
DELISTED
Stonegate Bank
SGBK
$29.3M 0.32%
634,233
+459,974
+264% +$21.1M
EBAY icon
54
eBay
EBAY
$48.6B
$29.1M 0.32%
833,220
+100,239
+14% +$3.43M
AA icon
55
Alcoa
AA
$11.7B
$29M 0.32%
888,850
+107,115
+14% +$3.48M
MSGN
56
DELISTED
MSG Networks Inc.
MSGN
$28.1M 0.31%
1,251,805
+121,247
+11% +$2.78M
FOR icon
57
Forestar Group
FOR
$1.44B
$28.1M 0.31%
+1,636,462
New +$24.4M
ATW
58
DELISTED
Atwood Oceanics
ATW
$27.4M 0.3%
+3,361,829
New +$29M
NGVT icon
59
Ingevity
NGVT
$2.55B
$26.8M 0.29%
466,198
+58,164
+14% +$3.42M
XCRA
60
DELISTED
Xcerra Corporation
XCRA
$26.6M 0.29%
+2,725,971
New +$26.5M
LSCC icon
61
Lattice Semiconductor
LSCC
$17.6B
$25.4M 0.28%
3,813,337
+963,375
+34% +$6.6M
ADNT icon
62
Adient
ADNT
$1.6B
$24.4M 0.27%
373,829
-21,592
-5% -$1.47M
VREX icon
63
Varex Imaging
VREX
$460M
$24.3M 0.27%
717,803
+48,633
+7% +$1.66M
PCBK
64
DELISTED
Pacific Continental Corp
PCBK
$24.1M 0.26%
942,191
+83,562
+10% +$2.07M
QCP
65
DELISTED
Quality Care Properties, Inc.
QCP
$23.9M 0.26%
1,307,407
+121,144
+10% +$2.18M
BLD
66
DELISTED
TopBuild
BLD
$23.3M 0.26%
439,358
-174,623
-28% -$8.95M
LITE icon
67
Lumentum
LITE
$59.4B
$21.4M 0.23%
374,853
-77,194
-17% -$4.14M
BKHU
68
DELISTED
Black Hills Corporation
BKHU
$20.8M 0.23%
281,523
– –
HPE icon
69
Hewlett Packard
HPE
$63.2B
$20.4M 0.22%
1,581,910
-273,689
-15% -$3.81M
CNDT icon
70
Conduent
CNDT
$230M
$20.1M 0.22%
1,260,070
+151,105
+14% +$2.47M
CABO icon
71
Cable One
CABO
$213M
$19.6M 0.21%
27,567
-13,407
-33% -$9.2M
RACE icon
72
Ferrari
RACE
$63.3B
$19.5M 0.21%
226,453
-155,948
-41% -$12.8M
AMRI
73
DELISTED
Albany Molecular Research Inc
AMRI
$18.7M 0.2%
+862,379
New +$15.7M
ENR icon
74
Energizer
ENR
$1.44B
$18.3M 0.2%
380,471
-78,793
-17% -$4.28M
PK icon
75
Park Hotels & Resorts
PK
$2.97B
$17.5M 0.19%
649,362
+77,710
+14% +$2.05M
1 2
3
4 5

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

AQR Arbitrage's Q2 2017 Portfolio in Review

As of Q2 2017, AQR Arbitrage held 414 positions worth $9.14B, up 3.2% from $8.87B the previous quarter. Its ten largest holdings account for 26% of the portfolio.

AQR Arbitrage withdrew a net $3.2B in Q2 2017, closing 76 positions and reducing 36 holdings. Its most notable exit was Valspar, an estimated $186M position sold in full.

By sector, the portfolio is most concentrated in Technology at 9.3% of assets, up from 8.8% a quarter earlier, followed by Materials and Healthcare.

Against the trend, AQR Arbitrage opened a new position in DuPont Fabros Technology Inc. worth $191M.

  • AQR Arbitrage's largest Q2 2017 buy was DuPont Fabros Technology Inc.: 3,118,972 shares worth $191M.
  • AQR Arbitrage added most to Care Capital Properties, Inc. in Q2 2017, an estimated $77.5M increase.
  • AQR Arbitrage's biggest Q2 2017 reduction was Du Pont De Nemours E I, cutting an estimated $79.2M.
  • AQR Arbitrage fully exited Valspar in Q2 2017, selling an estimated $186M.
  • AQR Arbitrage's ten largest holdings make up 26% of its $9.14B portfolio in Q2 2017.
  • AQR Arbitrage opened 80 new positions and closed 76 in Q2 2017.
  • AQR Arbitrage's portfolio value rose 3.2% quarter-over-quarter to $9.14B.

Based on AQR Arbitrage's 13F filing for Q2 2017, filed 14 Aug 2017.