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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
VSM
51
DELISTED
Versum Materials, Inc.
VSM
$27.6M 0.3%
711,260
-222,335
-24% -$7.95M
SFR
52
DELISTED
Starwood Waypoint Homes
SFR
$27.1M 0.29%
+745,053
New +$26.6M
XCRA
53
DELISTED
Xcerra Corporation
XCRA
$27M 0.29%
2,737,871
+11,900
+0.4% +$115K
BIVV
54
DELISTED
Bioverativ Inc. Common Stock
BIVV
$26.7M 0.29%
468,072
-96,603
-17% -$5.66M
BHF icon
55
Brighthouse Financial
BHF
$3.63B
$26.7M 0.29%
+439,181
New +$25.1M
CNDT icon
56
Conduent
CNDT
$230M
$26.5M 0.29%
1,692,094
+432,024
+34% +$7.06M
NGVT icon
57
Ingevity
NGVT
$2.55B
$26.1M 0.28%
417,796
-48,402
-10% -$2.87M
VREX icon
58
Varex Imaging
VREX
$460M
$25.5M 0.28%
752,764
+34,961
+5% +$1.09M
LSCC icon
59
Lattice Semiconductor
LSCC
$17.6B
$25.4M 0.28%
4,876,696
+1,063,359
+28% +$6.47M
PCBK
60
DELISTED
Pacific Continental Corp
PCBK
$25.4M 0.27%
942,191
– –
MSGN
61
DELISTED
MSG Networks Inc.
MSGN
$24.8M 0.27%
1,171,724
-80,081
-6% -$1.7M
ABCO
62
DELISTED
Advisory Board Co
ABCO
$24.6M 0.27%
+458,665
New +$24.7M
SSNI
63
DELISTED
Silver Spring Networks, Inc.
SSNI
$24.2M 0.26%
+1,494,700
New +$18.8M
QCP
64
DELISTED
Quality Care Properties, Inc.
QCP
$23.8M 0.26%
1,538,131
+230,724
+18% +$3.66M
BKHU
65
DELISTED
Black Hills Corporation
BKHU
$21.2M 0.23%
281,523
– –
HGV icon
66
Hilton Grand Vacations
HGV
$3.84B
$20.7M 0.22%
535,696
+147,775
+38% +$5.35M
AA icon
67
Alcoa
AA
$11.7B
$18.8M 0.2%
403,897
-484,953
-55% -$19.4M
YUMC icon
68
Yum China
YUMC
$14.9B
$18.8M 0.2%
469,593
-515,353
-52% -$19.2M
GCP
69
DELISTED
GCP Applied Technologies Inc.
GCP
$18.6M 0.2%
606,071
+64,736
+12% +$1.94M
CARS icon
70
Cars.com
CARS
$641M
$17.1M 0.19%
+642,609
New +$16.3M
DCUD
71
DELISTED
Dominion Energy, Inc 2016 Series A Corporate Units
DCUD
$15.5M 0.17%
303,475
– –
RIC
72
DELISTED
Richmont Mines Inc.
RIC
$13.8M 0.15%
+1,479,763
New +$12.6M
BDXA
73
DELISTED
Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6
BDXA
$11.8M 0.13%
213,125
-386,875
-64% -$21.4M
NBIX icon
74
Neurocrine Biosciences
NBIX
$17.7B
$11.3M 0.12%
184,685
+31,308
+20% +$1.65M
IXYS
75
DELISTED
IXYS Corp
IXYS
$11.3M 0.12%
+477,295
New +$9.06M
1 2
3
4 5

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HCM
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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.