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
APVO icon
201
Aptevo Therapeutics
APVO
$5.47M
– –
0
– –
CET
202
Central Securities Corp
CET
$1.54B
$302K ﹤0.01%
11,677
-5,547
-32% -$140K
KBLMR
203
DELISTED
KBL Merger Corp. IV Rights expiring 11/9/2020
KBLMR
$300K ﹤0.01%
+1,000,000
New +$337K
HOMB icon
204
Home BancShares
HOMB
$6.21B
$293K ﹤0.01%
+11,629
New +$279K
DFIN icon
205
Donnelley Financial Solutions
DFIN
$1.21B
$274K ﹤0.01%
12,726
– –
HCAC.WS
206
DELISTED
Hennessy Capital Acquisition Corp. III
HCAC.WS
$274K ﹤0.01%
+375,000
New +$268K
FMCIW
207
DELISTED
Forum Merger Corporation Warrant
FMCIW
$263K ﹤0.01%
750,000
– –
WRLSW
208
DELISTED
Pensare Acquisition Corp. Warrant
WRLSW
$250K ﹤0.01%
+500,000
New +$233K
QHC
209
DELISTED
Quorum Health Corporation
QHC
$247K ﹤0.01%
47,681
– –
TPGE.WS
210
DELISTED
TPG Pace Energy Holdings Corp.
TPGE.WS
$233K ﹤0.01%
+166,667
New +$237K
CNACR
211
DELISTED
Constellation Alpha Capital Corp. Right
CNACR
$224K ﹤0.01%
+700,000
New +$222K
KAACW
212
DELISTED
Kayne Anderson Acquisition Corp.
KAACW
$223K ﹤0.01%
250,000
– –
STLRW
213
DELISTED
Stellar Acquisition III Inc. Warrants
STLRW
$222K ﹤0.01%
+600,000
New +$246K
AFI
214
DELISTED
Armstrong Flooring, Inc.
AFI
$220K ﹤0.01%
13,995
– –
AMRS
215
DELISTED
Amyris Inc.
AMRS
$207K ﹤0.01%
64,745
– –
GSHTW
216
DELISTED
Gores Holdings II, Inc. Warrants
GSHTW
$203K ﹤0.01%
133,333
– –
INDUW
217
DELISTED
Industrea Acquisition Corp. Warrant
INDUW
$200K ﹤0.01%
+500,000
New +$206K
AKP
218
DELISTED
Alliance Californa Muni Fd
AKP
$193K ﹤0.01%
13,965
– –
LKSD
219
DELISTED
LSC Communications, Inc.
LKSD
$179K ﹤0.01%
10,871
– –
NPV icon
220
Nuveen Virginia Quality Municipal Income Fund
NPV
$214M
$175K ﹤0.01%
+13,300
New +$176K
KBLMW
221
DELISTED
KBL Merger Corp. IV Warrant
KBLMW
$170K ﹤0.01%
+1,000,000
New +$199K
BRQS
222
DELISTED
Borqs Technologies, Inc. Ordinary Shares
BRQS
$133K ﹤0.01%
120
-1,825
-94% -$2.67M
BHACR
223
DELISTED
Barington/Hilco Acquisition Corp. Rights
BHACR
$122K ﹤0.01%
487,260
– –
CYHHZ
224
DELISTED
Community Health Systems, Inc. Series A Contingent Value Rights
CYHHZ
$108K ﹤0.01%
9,282,097
– –
OACQR
225
DELISTED
Origo Acquisition Corporation Right Expiring 3/12/2018
OACQR
$101K ﹤0.01%
315,500
-10,000
-3% -$4.36K
7 8
9
10 11

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.