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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
OACQW
226
DELISTED
Origo Acquisition Corporation Warrants
OACQW
$92K ﹤0.01%
+300,000
New +$83.7K
JASNW
227
DELISTED
Jason Industries, Inc.
JASNW
$90K ﹤0.01%
1,933,070
– –
MACQW
228
DELISTED
M I Acquisitions, Inc. Warrant
MACQW
$88K ﹤0.01%
250,000
– –
JSYNR
229
DELISTED
Jensyn Acquistion Corp. Rights
JSYNR
$63K ﹤0.01%
174,000
– –
SCACW
230
DELISTED
Saban Capital Acquisition Corp. Warrants
SCACW
$50K ﹤0.01%
42,000
– –
BHACW
231
DELISTED
Barington/Hilco Acquisition Corp. Warrants
BHACW
$49K ﹤0.01%
487,260
– –
BCACR
232
DELISTED
Bison Capital Acquistion Corp Rights
BCACR
$45K ﹤0.01%
+150,000
New +$47.6K
JSYNW
233
DELISTED
Jensyn Acquistion Corp. Warrants
JSYNW
$42K ﹤0.01%
174,000
– –
DELTW
234
DELISTED
Delta Technology Holdings Ltd.
DELTW
$33K ﹤0.01%
+866,998
New +$38.1K
VLYWW
235
DELISTED
Valley National Bancorp Warrants (expiring November 14, 2018)
VLYWW
$23K ﹤0.01%
114,185
-2,000
-2% -$452
AZUL
236
DELISTED
Azul
AZUL
– –
-15,000
Closed -$316K
BCE icon
237
BCE
BCE
$19.9B
– –
-166,165
Closed -$7.47M
BLD
238
DELISTED
TopBuild
BLD
– –
-439,358
Closed -$23.3M
BNED icon
239
Barnes & Noble Education
BNED
$412M
– –
-279
Closed -$297K
CABO icon
240
Cable One
CABO
$213M
– –
-27,567
Closed -$19.6M
CBOE icon
241
Cboe Global Markets
CBOE
$29.8B
– –
-3,568
Closed -$326K
CM icon
242
Canadian Imperial Bank of Commerce
CM
$107B
– –
-28,712
Closed -$1.17M
CZR icon
243
Caesars Entertainment
CZR
$6.1B
– –
-11,064
Closed -$221K
DD icon
244
DuPont de Nemours
DD
$18.6B
– –
-32,141
Closed -$5.13M
EBAY icon
245
eBay
EBAY
$48.6B
– –
-833,220
Closed -$29.1M
ENR icon
246
Energizer
ENR
$1.44B
– –
-380,471
Closed -$18.3M
FND icon
247
Floor & Decor
FND
$5.81B
– –
-15,000
Closed -$589K
INSE icon
248
Inspired Entertainment
INSE
$177M
– –
-62,976
Closed -$819K
IR icon
249
Ingersoll Rand
IR
$33B
– –
-10,000
Closed -$216K
IT icon
250
Gartner
IT
$9.41B
– –
-5,490
Closed -$678K
8 9
10
11 12

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GA
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HCM
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DTC
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AWA
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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.