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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
MIC
126
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$1.72M 0.02%
23,773
-13,272
-36% -$990K
DOTAU
127
DELISTED
Draper Oakwood Technology Acquisition, Inc. Unit
DOTAU
$1.53M 0.02%
+150,000
New +$1.52M
BCAC
128
DELISTED
Bison Capital Acquistion Corp Ordinary Shares
BCAC
$1.48M 0.02%
+150,000
New +$1.47M
EAGLW
129
DELISTED
Double Eagle Acquisition Corp. Warrant
EAGLW
$1.21M 0.01%
+1,747,500
New +$924K
BLVDW
130
DELISTED
Boulevard Acquisition Corp. II Warrant
BLVDW
$1.18M 0.01%
1,323,740
-375,000
-22% -$300K
MPACW
131
DELISTED
Matlin & Partners Acquisition Corporation
MPACW
$1.05M 0.01%
2,500,000
– –
NESRW
132
DELISTED
National Energy Services Reunited Corp. Warrant
NESRW
$1.04M 0.01%
2,090,000
– –
NEXTW
133
DELISTED
NextDecade Corporation Warrant
NEXTW
$1.02M 0.01%
+1,095,541
New +$936K
TRGP icon
134
Targa Resources
TRGP
$60.4B
$1M 0.01%
21,184
-529
-2% -$24K
ETP
135
DELISTED
Energy Transfer Partners, L.P.
ETP
$953K 0.01%
52,083
-4,001
-7% -$77.7K
OKE icon
136
Oneok
OKE
$58.7B
$936K 0.01%
+16,899
New +$913K
FNTEW
137
DELISTED
FinTech Acquisition Corp. II Warrant
FNTEW
$910K 0.01%
700,000
-200,000
-22% -$264K
TLP
138
DELISTED
Transmontaigne
TLP
$864K 0.01%
20,221
– –
MPLX icon
139
MPLX
MPLX
$59.5B
$809K 0.01%
23,115
– –
WPZ
140
DELISTED
Williams Partners L.P.
WPZ
$756K 0.01%
19,436
– –
EPD icon
141
Enterprise Products Partners
EPD
$83.8B
$724K 0.01%
27,760
– –
DCP
142
DELISTED
DCP Midstream, LP
DCP
$715K 0.01%
20,646
– –
MMDMR
143
DELISTED
Modern Media Acquisition Corp. Right
MMDMR
$714K 0.01%
1,700,000
– –
ISUN
144
DELISTED
iSun, Inc. Common Stock
ISUN
$706K 0.01%
69,000
– –
CEQP
145
DELISTED
Crestwood Equity Partners LP
CEQP
$682K 0.01%
27,936
– –
ENBL
146
DELISTED
ENABLE MIDSTREAM PARTNERS, LP
ENBL
$680K 0.01%
42,553
– –
VEACW
147
DELISTED
Vantage Energy Acquisition Corp.
VEACW
$650K 0.01%
500,000
– –
SEMG
148
DELISTED
SEMGROUP CORPORATION
SEMG
$648K 0.01%
22,533
+6,500
+41% +$169K
MMP
149
DELISTED
Magellan Midstream Partners, L.P.
MMP
$644K 0.01%
9,057
– –
ENLK
150
DELISTED
EnLink Midstream Partners, LP
ENLK
$644K 0.01%
38,409
– –
4 5
6
7 8

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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.