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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
NQP
251
DELISTED
Nuveen Pennsylvania Quality Municipal Income Fund
NQP
$158K ﹤0.01%
+12,000
New +$161K
NUO
252
DELISTED
Nuveen Ohio Quality Municipal Income Fund
NUO
$157K ﹤0.01%
+10,733
New +$159K
OACQR
253
DELISTED
Origo Acquisition Corporation Right Expiring 3/12/2018
OACQR
$156K ﹤0.01%
315,500
– –
MUJ icon
254
BlackRock MuniHoldings New Jersey Quality Fund
MUJ
$640M
$154K ﹤0.01%
+10,631
New +$153K
CNACW
255
DELISTED
Constellation Alpha Capital Corp. Warrant
CNACW
$154K ﹤0.01%
+700,000
New +$152K
VKQ icon
256
Invesco Municipal Trust
VKQ
$536M
$151K ﹤0.01%
+12,110
New +$151K
OACQW
257
DELISTED
Origo Acquisition Corporation Warrants
OACQW
$149K ﹤0.01%
300,000
– –
MCA
258
DELISTED
BLACKROCK MUNIYIELD CALIFORNIA QUALITY FUND, INC
MCA
$147K ﹤0.01%
+10,015
New +$150K
IPOA.WS
259
DELISTED
Social Capital Hedosophia Holdings Corp. Warrants, each whole warrant exercisable for one Class A Or
IPOA.WS
$146K ﹤0.01%
+83,334
New +$135K
HUNTW
260
DELISTED
Hunter Maritime Acquisition Corp. Warrant
HUNTW
$141K ﹤0.01%
470,000
– –
MHN
261
DELISTED
BlackRock MuniHoldings New Yrok Quality Fund
MHN
$134K ﹤0.01%
+10,014
New +$138K
BRQS
262
DELISTED
Borqs Technologies, Inc. Ordinary Shares
BRQS
$109K ﹤0.01%
107
-13
-11% -$12.8K
CMSSW
263
DELISTED
CM Seven Star Acquisition Corporation Warrant
CMSSW
$109K ﹤0.01%
+375,000
New +$104K
TPGH.WS
264
DELISTED
TPG Pace Holdings Corp. Warrants, each exercisable for one Class A Ordinary Share at an exercise pri
TPGH.WS
$103K ﹤0.01%
+66,666
New +$104K
MACQW
265
DELISTED
M I Acquisitions, Inc. Warrant
MACQW
$88K ﹤0.01%
250,000
– –
BHACR
266
DELISTED
Barington/Hilco Acquisition Corp. Rights
BHACR
$78K ﹤0.01%
487,260
– –
DOTAR
267
DELISTED
Draper Oakwood Technology Acquisition, Inc. Rights
DOTAR
$75K ﹤0.01%
+150,000
New +$67.7K
BRPAR
268
DELISTED
Big Rock Partners Acquisition Corp. Right
BRPAR
$74K ﹤0.01%
+200,000
New +$74.2K
IAMXW
269
DELISTED
I-AM Capital Acquisition Company Warrant
IAMXW
$74K ﹤0.01%
+225,000
New +$62.2K
BRACW
270
DELISTED
Black Ridge Acquisition Corp. Warrant
BRACW
$69K ﹤0.01%
+210,000
New +$60.1K
IAMXR
271
DELISTED
I-AM Capital Acquisition Company Right
IAMXR
$68K ﹤0.01%
+225,000
New +$67.3K
CYHHZ
272
DELISTED
Community Health Systems, Inc. Series A Contingent Value Rights
CYHHZ
$66K ﹤0.01%
9,282,097
– –
JSYNR
273
DELISTED
Jensyn Acquistion Corp. Rights
JSYNR
$65K ﹤0.01%
174,000
– –
BRACR
274
DELISTED
Black Ridge Acquisition Corp. Right
BRACR
$59K ﹤0.01%
+210,000
New +$58.4K
BCACR
275
DELISTED
Bison Capital Acquistion Corp Rights
BCACR
$57K ﹤0.01%
150,000
– –
9 10
11
12 13

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GA
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CIS
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EMPI
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HCM
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HPG
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DTC
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AWA
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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.