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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
FPO
76
DELISTED
First Potomac Realty Trust
FPO
$11.2M 0.12%
1,001,892
+599,221
+149% +$6.67M
FGL
77
DELISTED
Fidelity & Guaranty Life
FGL
$11.1M 0.12%
357,700
-113,489
-24% -$3.54M
GNCMA
78
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
$10.8M 0.12%
263,937
– –
MGI
79
DELISTED
MoneyGram International, Inc. New
MGI
$10.5M 0.11%
651,160
– –
PMC
80
DELISTED
PharMerica Corporation
PMC
$10.3M 0.11%
+350,000
New +$9.8M
XYZ
81
Block Inc
XYZ
$45.9B
$9.76M 0.11%
338,823
+26,289
+8% +$688K
AVCT
82
DELISTED
American Virtual Cloud Technologies, Inc. Common Stock
AVCT
$9.67M 0.1%
+66,667
New +$9.68M
FRMM
83
Forum Markets
FRMM
$75.7M
$8.75M 0.09%
+237
New +$8.75M
NESR
84
National Energy Services Reunited Corp
NESR
$2.79B
$8.66M 0.09%
900,000
-690,000
-43% -$6.61M
LMOS
85
DELISTED
Lumos Networks Corp
LMOS
$8.59M 0.09%
479,425
– –
HAWK
86
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
$8.19M 0.09%
186,927
-4,153
-2% -$181K
OKSB
87
DELISTED
Southwest Bancorp Inc/OK
OKSB
$8.07M 0.09%
292,963
– –
MMDM
88
DELISTED
Modern Media Acquisition Corp. Common Stock
MMDM
$7.32M 0.08%
750,000
-700,000
-48% -$6.82M
FSAC
89
DELISTED
Federal Street Acquisition Corp. Common Stock
FSAC
$7.31M 0.08%
+750,000
New +$7.32M
AGU
90
DELISTED
Agrium
AGU
$6.81M 0.07%
63,535
-562,118
-90% -$56.1M
DMTK
91
DELISTED
DermTech, Inc. Common Stock
DMTK
$6.8M 0.07%
+350,000
New +$6.81M
RP
92
DELISTED
RealPage, Inc.
RP
$6.78M 0.07%
+169,856
New +$6.77M
PSTB
93
DELISTED
Park Sterling Corp.
PSTB
$6.69M 0.07%
538,288
+154,234
+40% +$1.79M
CVON
94
DELISTED
ConvergeOne Holdings, Inc. Class A Common Stock
CVON
$6.64M 0.07%
683,600
-16,400
-2% -$159K
SWNC
95
DELISTED
Southwestern Energy Company
SWNC
$5.5M 0.06%
379,300
– –
MFGP
96
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
$5.38M 0.06%
+139,281
New +$5.38M
UPBD icon
97
Upbound Group
UPBD
$1.19B
$5.29M 0.06%
+460,357
New +$5.69M
NOW icon
98
ServiceNow
NOW
$102B
$5.1M 0.06%
+217,000
New +$4.83M
CIC.U
99
DELISTED
Capitol Investment Corp. IV
CIC.U
$5.06M 0.05%
+500,000
New +$5.04M
BOBE
100
DELISTED
Bob Evans Farms, Inc.
BOBE
$4.99M 0.05%
+64,357
New +$4.44M
2 3
4
5 6

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GA
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CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
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HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
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.