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
CFCOW
151
DELISTED
CF Corporation
CFCOW
$633K 0.01%
+300,000
New +$582K
NS
152
DELISTED
NuStar Energy L.P.
NS
$627K 0.01%
15,439
– –
DSKEW
153
DELISTED
Daseke, Inc. Warrant
DSKEW
$624K 0.01%
378,003
– –
PSXP
154
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
$623K 0.01%
11,845
+3,400
+40% +$166K
SMC
155
Summit Midstream
SMC
$421M
$621K 0.01%
2,069
– –
EEP
156
DELISTED
Enbridge Energy Partners
EEP
$621K 0.01%
38,865
+8,200
+27% +$126K
AM icon
157
Antero Midstream
AM
$10.8B
$618K 0.01%
30,200
+15,700
+108% +$313K
HESM icon
158
Hess Midstream
HESM
$5.22B
$615K 0.01%
28,000
+11,000
+65% +$230K
GPACW
159
DELISTED
Global Partner Acquisition Corp
GPACW
$607K 0.01%
768,000
-300,000
-28% -$196K
HEP
160
DELISTED
Holly Energy Partners, L.P.
HEP
$601K 0.01%
18,004
– –
MMLP icon
161
Martin Midstream Partners
MMLP
$95.9M
$586K 0.01%
37,694
+7,226
+24% +$127K
PAA icon
162
Plains All American Pipeline
PAA
$17.4B
$582K 0.01%
27,451
+9,681
+54% +$224K
TEP
163
DELISTED
Tallgrass Energy Partners, LP
TEP
$582K 0.01%
12,160
+800
+7% +$38.8K
FMCIR
164
DELISTED
Forum Merger Corporation Right
FMCIR
$582K 0.01%
1,500,000
– –
WES
165
DELISTED
Western Gas Partners Lp
WES
$582K 0.01%
11,341
– –
GEL icon
166
Genesis Energy
GEL
$1.84B
$579K 0.01%
21,965
+3,240
+17% +$92K
RMP
167
DELISTED
Rice Midstream Partners LP
RMP
$579K 0.01%
27,668
+2,700
+11% +$55.4K
ANDX
168
DELISTED
Andeavor Logistics LP
ANDX
$578K 0.01%
11,550
+2,200
+24% +$110K
CQP icon
169
Cheniere Energy
CQP
$31.8B
$576K 0.01%
19,985
+1,800
+10% +$52K
SHLX
170
DELISTED
Shell Midstream Partners, L.P.
SHLX
$574K 0.01%
20,609
+10,800
+110% +$303K
APU
171
DELISTED
AmeriGas Partners, L.P.
APU
$574K 0.01%
12,764
+800
+7% +$35.3K
TGP
172
DELISTED
Teekay LNG Partners L.P.
TGP
$566K 0.01%
31,819
+11,300
+55% +$196K
VNTR
173
DELISTED
Venator Materials PLC
VNTR
$565K 0.01%
+25,000
New +$520K
TCP
174
DELISTED
TC Pipelines LP
TCP
$564K 0.01%
10,775
+800
+8% +$43.1K
BPL
175
DELISTED
Buckeye Partners, L.P.
BPL
$564K 0.01%
9,887
+600
+6% +$35.7K
5 6
7
8 9

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.