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
+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
AABA
1
DELISTED
Altaba Inc
AABA
$313M 3.39%
+4,722,497
New +$290M
HUN icon
2
Huntsman Corp
HUN
$2.24B
$231M 2.5%
8,409,395
+1,710,291
+26% +$45.6M
MON
3
DELISTED
Monsanto Co
MON
$216M 2.34%
1,801,000
+225,642
+14% +$26.5M
COL
4
DELISTED
Rockwell Collins
COL
$212M 2.29%
1,618,539
+1,609,917
+18,672% +$196M
VWR
5
DELISTED
VWR Corporation
VWR
$208M 2.25%
6,288,335
+5,215,140
+486% +$172M
TWX
6
DELISTED
Time Warner Inc
TWX
$194M 2.1%
1,891,951
-143,697
-7% -$14.6M
BRCD
7
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$189M 2.04%
15,786,776
+1,901,871
+14% +$23.5M
SNI
8
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$186M 2.01%
+2,165,976
New +$178M
RICE
9
DELISTED
Rice Energy Inc.
RICE
$184M 1.99%
6,362,496
+1,082,563
+21% +$29.6M
BCR
10
DELISTED
CR Bard Inc.
BCR
$169M 1.83%
527,993
+160,717
+44% +$51.4M
LVLT
11
DELISTED
Level 3 Communications Inc
LVLT
$141M 1.53%
2,643,391
-190,819
-7% -$10.6M
KITE
12
DELISTED
Kite Pharma, Inc.
KITE
$137M 1.48%
+759,314
New +$106M
OA
13
DELISTED
Orbital ATK, Inc.
OA
$133M 1.44%
+996,482
New +$109M
WR
14
DELISTED
Westar Energy Inc
WR
$128M 1.39%
2,582,852
-845,525
-25% -$43M
WGL
15
DELISTED
Wgl Holdings
WGL
$125M 1.35%
1,486,199
+717,169
+93% +$60.6M
CPN
16
DELISTED
Calpine Corporation
CPN
$116M 1.25%
+7,847,445
New +$112M
PRXL
17
DELISTED
Parexel International Corp
PRXL
$115M 1.24%
1,301,861
+36,786
+3% +$3.22M
AVA icon
18
Avista
AVA
$3.47B
$111M 1.2%
+2,144,385
New +$107M
AKRX
19
DELISTED
Akorn Inc
AKRX
$109M 1.18%
3,295,577
-170,231
-5% -$5.65M
ALR
20
DELISTED
Alere Inc
ALR
$109M 1.18%
2,131,268
+10,810
+0.5% +$540K
NXPI icon
21
NXP Semiconductors
NXPI
$68B
$105M 1.13%
925,305
-1,010,995
-52% -$113M
ANTX
22
DELISTED
Anthem, Inc.
ANTX
$101M 1.09%
1,920,000
– –
NXTM
23
DELISTED
NxStage Medical Inc.
NXTM
$81.1M 0.88%
+2,939,902
New +$78.4M
DGI
24
DELISTED
DigitalGlobe Inc.
DGI
$72.3M 0.78%
2,050,045
+249,380
+14% +$8.53M
CBF
25
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
$71.4M 0.77%
1,739,172
+405,828
+30% +$15.5M
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 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.