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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
SGBK
276
DELISTED
Stonegate Bank
SGBK
– –
-634,233
Closed -$29.3M
CAB
277
DELISTED
Cabela's Inc
CAB
– –
-2,346,126
Closed -$139M
DGAS
278
DELISTED
Delta Natural Gas Co Inc
DGAS
– –
-58,838
Closed -$1.79M
DFT
279
DELISTED
DuPont Fabros Technology Inc.
DFT
– –
-3,118,972
Closed -$191M
PTHN
280
DELISTED
Patheon N.V.
PTHN
– –
-1,334,274
Closed -$46.5M
DD
281
DELISTED
Du Pont De Nemours E I
DD
– –
-923,249
Closed -$74.5M
NVDQ
282
DELISTED
Novadaq Technologies Inc.
NVDQ
– –
-626,264
Closed -$7.34M
AMRI
283
DELISTED
Albany Molecular Research Inc
AMRI
– –
-862,379
Closed -$18.7M
MBLY
284
DELISTED
Mobileye N.V.
MBLY
– –
-2,802,260
Closed -$176M
WFM
285
DELISTED
Whole Foods Market Inc
WFM
– –
-1,281,445
Closed -$54M
PAACR
286
DELISTED
Pacific Special Acquisition Corp. Rights
PAACR
– –
-373,500
Closed -$220K
CCP
287
DELISTED
Care Capital Properties, Inc.
CCP
– –
-3,578,037
Closed -$95.5M
SPNC
288
DELISTED
Spectranetics Corp
SPNC
– –
-1,151,431
Closed -$44.2M
NSR
289
DELISTED
Neustar Inc
NSR
– –
-1,192,744
Closed -$39.8M
EGAS
290
DELISTED
Gas Natural Inc.
EGAS
– –
-125,461
Closed -$1.62M
SNOW
291
DELISTED
Intrawest Resorts Holdings, Inc.
SNOW
– –
-457,612
Closed -$10.9M
RAI
292
DELISTED
Reynolds American Inc
RAI
– –
-2,421,694
Closed -$158M
HRMNW
293
DELISTED
Harmony Merger Corp. Warrant
HRMNW
– –
-1,375,100
Closed -$1.1M
KCG
294
DELISTED
KCG Holdings, Inc.
KCG
– –
-1,875,135
Closed -$37.4M
PNRA
295
DELISTED
Panera Bread Co
PNRA
– –
-365,009
Closed -$115M
ELOS
296
DELISTED
Syneron Medical Ltd
ELOS
– –
-1,479,055
Closed -$16.2M
QPACW
297
DELISTED
Quinpario Acquisition Corp. 2 Warrant
QPACW
– –
-2,758,510
Closed -$1.05M
KATE
298
DELISTED
Kate Spade & Company
KATE
– –
-6,091,574
Closed -$113M
TSNU
299
DELISTED
Tyson Foods, Inc.
TSNU
– –
-1,845,025
Closed -$126M
EVHC.PR
300
DELISTED
Envision Healthcare Corporation
EVHC.PR
– –
-11,400
Closed -$1.3M
9 10 11
12
13

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HCM
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HPG
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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.