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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
KMI icon
251
Kinder Morgan
KMI
$73.1B
– –
-27,467
Closed -$526K
LITE icon
252
Lumentum
LITE
$59.4B
– –
-374,853
Closed -$21.4M
PJT icon
253
PJT Partners
PJT
$4.37B
– –
-9,524
Closed -$383K
PPBI
254
DELISTED
Pacific Premier Bancorp
PPBI
– –
-37,511
Closed -$1.38M
PTEN icon
255
Patterson-UTI
PTEN
$3.87B
– –
-75,242
Closed -$1.52M
SEVN
256
Seven Hills Realty Trust
SEVN
$179M
– –
-10,783
Closed -$227K
SIRI icon
257
SiriusXM
SIRI
$10B
– –
-6,694
Closed -$366K
SMHI icon
258
SEACOR Marine Holdings
SMHI
$216M
– –
-42,320
Closed -$862K
SPXC icon
259
SPX Corp
SPXC
$11B
– –
-9,552
Closed -$240K
TGLS icon
260
Tecnoglass
TGLS
$2.01B
– –
-30,211
Closed -$282K
UBSI icon
261
United Bankshares
UBSI
$6.55B
– –
-10,772
Closed -$422K
UNH icon
262
UnitedHealth
UNH
$382B
– –
-2,042
Closed -$379K
VCV icon
263
Invesco California Value Municipal Income Trust
VCV
$515M
– –
-11,734
Closed -$148K
KBLMU
264
DELISTED
KBL Merger Corp. IV Unit
KBLMU
– –
-1,000,000
Closed -$10.2M
NBL
265
DELISTED
Noble Energy, Inc.
NBL
– –
-47,645
Closed -$1.35M
AGFSW
266
DELISTED
AgroFresh Solutions Inc Warrants
AGFSW
– –
-200,528
Closed -$186K
TPGH.U
267
DELISTED
TPG Pace Holdings Corp. Units, each consisting of one Class A ordinary share, $.0001 par value, and
TPGH.U
– –
-200,000
Closed -$2.05M
CNACU
268
DELISTED
Constellation Alpha Capital Corp. Unit
CNACU
– –
-700,000
Closed -$7.11M
DYNC
269
DELISTED
Vistra Energy Corp.
DYNC
– –
-477,175
Closed -$29.4M
BCACU
270
DELISTED
Bison Capital Acquisition Corp. Unit
BCACU
– –
-150,000
Closed -$1.53M
VEAC
271
DELISTED
Vantage Energy Acquisition Corp. Class A
VEAC
– –
-200,000
Closed -$1.95M
HCAC.U
272
DELISTED
Hennessy Capital Acquisition Corp. III Units, each consisting of one share of Common Stock and one-h
HCAC.U
– –
-500,000
Closed -$5.03M
ANDV
273
DELISTED
Andeavor
ANDV
– –
-23,824
Closed -$2.23M
TPGE.U
274
DELISTED
TPG Pace Energy Holdings Corp.
TPGE.U
– –
-500,000
Closed -$5.22M
AXARW
275
DELISTED
Axar Acquisition Corp. Warrants
AXARW
– –
-697,500
Closed -$56K
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.