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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
+4.9%
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
$8.46B
AUM Growth
-$777M
Cap. Flow
-$4.19B
Cap. Flow %
-49.48%
Top 10 Hldgs %
33.45%
Holding
423
New
102
Increased
36
Reduced
33
Closed
55

Top Buys

Rank Stock Value
1
CAA
CalAtlantic Group, Inc.
CAA
+$153M
2
CAVM
Cavium, Inc.
CAVM
+$142M
3
AAAP
Advanced Accelerator Applications S.A.
AAAP
+$110M
4
TWX
Time Warner Inc
TWX
+$83.5M
5
RGC
Regal Entertainment Group
RGC
+$65.9M

Top Sells

Rank Stock Value
1
VWR
VWR Corporation
VWR
+$208M
2
BRCD
Brocade Communications Systems, Inc. NEW
BRCD
+$189M
3
HUN icon
Huntsman Corp
HUN
+$185M
4
RICE
Rice Energy Inc.
RICE
+$184M
5
BCR
CR Bard Inc.
BCR
+$169M

Sector Composition

Rank Sector Weight
1 Technology 10.5%
2 Communication Services 7.53%
3 Materials 5.29%
4 Utilities 4.52%
5 Healthcare 4.03%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
WRLSW
226
DELISTED
Pensare Acquisition Corp. Warrant
WRLSW
$275K ﹤0.01%
500,000
– –
GSHTW
227
DELISTED
Gores Holdings II, Inc. Warrants
GSHTW
$268K ﹤0.01%
133,333
– –
BKN
228
DELISTED
BlackRock Investment Quality Municipal Trust
BKN
$248K ﹤0.01%
+16,605
New +$245K
DFIN icon
229
Donnelley Financial Solutions
DFIN
$1.21B
$248K ﹤0.01%
12,726
– –
AMRS
230
DELISTED
Amyris Inc.
AMRS
$243K ﹤0.01%
64,745
– –
CMSSR
231
DELISTED
CM Seven Star Acquisition Corporation Right
CMSSR
$240K ﹤0.01%
+750,000
New +$217K
AFI
232
DELISTED
Armstrong Flooring, Inc.
AFI
$237K ﹤0.01%
13,995
– –
TPGE.WS
233
DELISTED
TPG Pace Energy Holdings Corp.
TPGE.WS
$225K ﹤0.01%
166,667
– –
MHI
234
DELISTED
Pioneer Municipal High Income Fund
MHI
$223K ﹤0.01%
+18,825
New +$223K
SAIL
235
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
$218K ﹤0.01%
+15,000
New +$220K
CNACR
236
DELISTED
Constellation Alpha Capital Corp. Right
CNACR
$217K ﹤0.01%
700,000
– –
AGI icon
237
Alamos Gold
AGI
$12.4B
$214K ﹤0.01%
+32,665
New +$213K
KAACW
238
DELISTED
Kayne Anderson Acquisition Corp.
KAACW
$213K ﹤0.01%
250,000
– –
INDUW
239
DELISTED
Industrea Acquisition Corp. Warrant
INDUW
$210K ﹤0.01%
500,000
– –
BFZ
240
DELISTED
BlackRock CA Municipal Income Trust
BFZ
$199K ﹤0.01%
+14,456
New +$206K
KBLMW
241
DELISTED
KBL Merger Corp. IV Warrant
KBLMW
$197K ﹤0.01%
1,000,000
– –
DTF
242
DTF Tax-Free Income 2028 Term Fund
DTF
$80.7M
$195K ﹤0.01%
+13,795
New +$196K
EVN
243
Eaton Vance Municipal Income Trust
EVN
$427M
$192K ﹤0.01%
+15,458
New +$194K
NMY
244
DELISTED
Nuveen Maryland Quality Municipal Income Fund
NMY
$192K ﹤0.01%
+15,267
New +$194K
NUM
245
DELISTED
Nuveen Michigan Quality Municipal Income Fund
NUM
$188K ﹤0.01%
+14,147
New +$190K
NNC
246
DELISTED
Nuveen North Carolina Quality Municipal Income Fund
NNC
$187K ﹤0.01%
+14,458
New +$189K
STLRW
247
DELISTED
Stellar Acquisition III Inc. Warrants
STLRW
$186K ﹤0.01%
600,000
– –
CIC.WS
248
DELISTED
Capitol Investment Corp. IV
CIC.WS
$183K ﹤0.01%
+166,667
New +$191K
EIM
249
Eaton Vance Municipal Bond Fund
EIM
$492M
$178K ﹤0.01%
+14,234
New +$179K
LKSD
250
DELISTED
LSC Communications, Inc.
LKSD
$165K ﹤0.01%
10,871
– –
8 9
10
11 12

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GA
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CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
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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 Q4 2017 Portfolio in Review

As of Q4 2017, AQR Arbitrage held 423 positions worth $8.46B, down 8.4% from $9.24B the previous quarter. Its ten largest holdings account for 33% of the portfolio.

AQR Arbitrage withdrew a net $4.19B in Q4 2017, closing 55 positions and reducing 33 holdings. Its most notable exit was VWR Corporation, an estimated $208M position sold in full.

By sector, the portfolio is most concentrated in Technology at 11% of assets, up from 10% a quarter earlier, followed by Communication Services and Materials.

Against the trend, AQR Arbitrage opened a new position in CalAtlantic Group, Inc. worth $177M.

  • AQR Arbitrage's largest Q4 2017 buy was CalAtlantic Group, Inc.: 3,134,252 shares worth $177M.
  • AQR Arbitrage added most to Time Warner Inc in Q4 2017, an estimated $83.5M increase.
  • AQR Arbitrage's biggest Q4 2017 reduction was Huntsman Corp, cutting an estimated $185M.
  • AQR Arbitrage fully exited VWR Corporation in Q4 2017, selling an estimated $208M.
  • AQR Arbitrage's ten largest holdings make up 33% of its $8.46B portfolio in Q4 2017.
  • AQR Arbitrage opened 102 new positions and closed 55 in Q4 2017.
  • AQR Arbitrage's portfolio value fell 8.4% quarter-over-quarter to $8.46B.

Based on AQR Arbitrage's 13F filing for Q4 2017, filed 14 Feb 2018.