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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
SEP
176
DELISTED
Spectra Engy Parters Lp
SEP
$564K 0.01%
12,714
+1,300
+11% +$57.7K
VLP
177
DELISTED
Valero Energy Partners LP
VLP
$556K 0.01%
12,721
+2,400
+23% +$105K
BWP
178
DELISTED
Boardwalk Pipeline Partners
BWP
$548K 0.01%
37,302
– –
CNXM
179
DELISTED
CNX Midstream Partners LP
CNXM
$526K 0.01%
33,200
+16,600
+100% +$302K
SCAC
180
DELISTED
Saban Capital Acquisition Corp. Class A Ordinary Share
SCAC
$525K 0.01%
52,249
-31,751
-38% -$320K
ASIX icon
181
AdvanSix
ASIX
$567M
$517K 0.01%
13,011
– –
MTW icon
182
Manitowoc
MTW
$516M
$503K 0.01%
13,966
– –
EACQW
183
DELISTED
Easterly Acquisition Corp.
EACQW
$487K 0.01%
573,250
-145,000
-20% -$118K
ROSEW
184
DELISTED
Rosehill Resources Inc.
ROSEW
$485K 0.01%
489,600
– –
MXWL
185
DELISTED
Maxwell Technologies Inc
MXWL
$484K 0.01%
+94,300
New +$538K
SRUNW
186
DELISTED
Silver Run Acquisition Corporation II
SRUNW
$469K 0.01%
308,333
-25,000
-8% -$41.4K
MMDMW
187
DELISTED
Modern Media Acquisition Corp. Warrant
MMDMW
$459K 0.01%
850,000
– –
IIM icon
188
Invesco Value Municipal Income Trust
IIM
$583M
$454K ﹤0.01%
30,342
– –
ATLC icon
189
Atlanticus Holdings
ATLC
$1.5B
$444K ﹤0.01%
191,430
– –
MIIIW
190
DELISTED
M III Acquisition Corp. Warrant
MIIIW
$437K ﹤0.01%
808,712
– –
GPIAW
191
DELISTED
GP Investments Acquisition Corp
GPIAW
$424K ﹤0.01%
+943,380
New +$640K
FSACW
192
DELISTED
Federal Street Acquisition Corp. Warrant
FSACW
$413K ﹤0.01%
+375,000
New +$429K
OSPRW
193
DELISTED
Osprey Energy Acquisition Corp. Warrant
OSPRW
$410K ﹤0.01%
+500,000
New +$450K
WRLSR
194
DELISTED
Pensare Acquisition Corp. Right to purchase 1/10 of common stock
WRLSR
$400K ﹤0.01%
+1,000,000
New +$381K
AHPAW
195
DELISTED
Avista Healthcare Public Acquisition Corp. Warrants
AHPAW
$400K ﹤0.01%
1,000,000
– –
WBT
196
DELISTED
Welbilt, Inc.
WBT
$384K ﹤0.01%
16,639
– –
HRI icon
197
Herc Holdings
HRI
$5.43B
$383K ﹤0.01%
7,787
– –
LCAHW
198
DELISTED
Landcadia Holdings, Inc. Warrant
LCAHW
$370K ﹤0.01%
500,000
– –
ELECW
199
DELISTED
Electrum Special Acquisition Corporation
ELECW
$317K ﹤0.01%
+990,000
New +$335K
HUNTW
200
DELISTED
Hunter Maritime Acquisition Corp. Warrant
HUNTW
$310K ﹤0.01%
+470,000
New +$301K
6 7
8
9 10

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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.