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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
NRCG
101
DELISTED
NRC Group Holdings Corp.
NRCG
$4.93M 0.05%
+500,000
New +$4.9M
BBCP icon
102
Concrete Pumping Holdings
BBCP
$531M
$4.87M 0.05%
+500,000
New +$4.87M
MGY icon
103
Magnolia Oil & Gas
MGY
$6B
$4.16M 0.05%
+450,001
New +$4.42M
USWS
104
DELISTED
U.S. Well Services, Inc. Class A Common Stock
USWS
$3.88M 0.04%
19,048
– –
NICE icon
105
Nice
NICE
$5.29B
$3.75M 0.04%
46,129
+289
+0.6% +$22.5K
NWSA icon
106
News Corp Class A
NWSA
$14.5B
$3.45M 0.04%
260,487
– –
KNTK icon
107
Kinetik
KNTK
$3.71B
$3.4M 0.04%
34,836
-15,039
-30% -$1.46M
OACQ
108
DELISTED
Origo Acquisition Corporation
OACQ
$3.38M 0.04%
318,461
-7,039
-2% -$74.7K
EXPE icon
109
Expedia Group
EXPE
$31.2B
$3.18M 0.03%
+22,119
New +$3.28M
IEA
110
DELISTED
Infrastructure and Energy Alternatives, Inc. Common Stock
IEA
$3.04M 0.03%
308,712
-100,000
-24% -$984K
TDOC icon
111
Teladoc Health
TDOC
$1.58B
$2.81M 0.03%
+84,638
New +$2.77M
IPOA.U
112
DELISTED
Social Capital Hedosophia Holdings Corp.
IPOA.U
$2.64M 0.03%
+250,002
New +$2.63M
PRTH icon
113
Priority Technology Holdings
PRTH
$518M
$2.52M 0.03%
250,000
– –
SINA
114
DELISTED
Sina Corp
SINA
$2.52M 0.03%
+21,995
New +$2.22M
IAMXU
115
DELISTED
I-AM Capital Acquisition Company Unit
IAMXU
$2.3M 0.02%
+225,000
New +$2.29M
BKNG icon
116
Booking.com
BKNG
$138B
$2.26M 0.02%
30,850
-1,625
-5% -$123K
MSFG
117
DELISTED
MainSource Financial Group Inc
MSFG
$2.25M 0.02%
+62,805
New +$2.13M
DLR icon
118
Digital Realty Trust
DLR
$73.7B
$2.25M 0.02%
+19,024
New +$2.2M
NUAN
119
DELISTED
Nuance Communications, Inc.
NUAN
$2.21M 0.02%
162,221
-47,480
-23% -$678K
IMXI icon
120
International Money Express
IMXI
$392M
$2.05M 0.02%
200,000
-100,000
-33% -$979K
PHUN icon
121
Phunware
PHUN
$44M
$2.03M 0.02%
4,000
-2,000
-33% -$1.01M
ORGO icon
122
Organogenesis Holdings
ORGO
$308M
$2M 0.02%
200,000
-155,300
-44% -$1.54M
ACEL icon
123
Accel Entertainment
ACEL
$979M
$1.9M 0.02%
+199,998
New +$1.96M
PFPT
124
DELISTED
Proofpoint, Inc.
PFPT
$1.88M 0.02%
+21,600
New +$1.92M
VRTSP
125
DELISTED
Virtus Investment Partners, Inc. 7.25% Series D Mandatory Convertible Preferred Stock
VRTSP
$1.86M 0.02%
17,975
– –
3 4
5
6 7

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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.