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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
ALJ
301
DELISTED
Alon USA Energy Inc
ALJ
– –
-740,306
Closed -$9.86M
OKS
302
DELISTED
Oneok Partners LP
OKS
– –
-17,157
Closed -$876K
AWH
303
DELISTED
Allied World Assurance Co Hld Lt
AWH
– –
-553,787
Closed -$29.3M
SPLS
304
DELISTED
Staples Inc
SPLS
– –
-6,264,011
Closed -$63.1M
NORD
305
DELISTED
Nord Anglia Education, Inc.
NORD
– –
-513,656
Closed -$16.7M
FCH
306
DELISTED
Felcor Lodging Trust
FCH
– –
-5,467,973
Closed -$39.4M
GXP.PRB.CL
307
DELISTED
Great Plains Energy Incorporated
GXP.PRB.CL
– –
-1,159,125
Closed -$62M
XTLY
308
DELISTED
Xactly Corporation
XTLY
– –
-364,956
Closed -$5.71M
FRP
309
DELISTED
Fairpoint Communications, Inc.
FRP
– –
-573,084
Closed -$8.97M
DCUC
310
DELISTED
Dominion Energy, Inc.
DCUC
– –
-200,000
Closed -$9.66M
FCFP
311
DELISTED
FIRST COMMUNITY FINANCIAL PARTNERS INC.
FCFP
– –
-13,473
Closed -$174K
WOOF
312
DELISTED
VCA Inc.
WOOF
– –
-1,760,438
Closed -$163M
SWFT
313
DELISTED
Swift Transportation Company
SWFT
– –
-2,164,544
Closed -$57.4M
GCI
314
DELISTED
Gannett Co., Inc
GCI
– –
-294,634
Closed -$2.57M
9 10 11 12
13

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EMPI
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HCM
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HPG
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DTC
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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.