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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
SCACW
276
DELISTED
Saban Capital Acquisition Corp. Warrants
SCACW
$52K ﹤0.01%
42,000
– –
DOTAW
277
DELISTED
Draper Oakwood Technology Acquisition, Inc. Warrant
DOTAW
$50K ﹤0.01%
+75,000
New +$40.5K
JASNW
278
DELISTED
Jason Industries, Inc.
JASNW
$44K ﹤0.01%
1,933,070
– –
NRXPW
279
DELISTED
NRX Pharmaceuticals Warrant
NRXPW
$40K ﹤0.01%
+100,000
New +$38.1K
JSYNW
280
DELISTED
Jensyn Acquistion Corp. Warrants
JSYNW
$39K ﹤0.01%
174,000
– –
BHACW
281
DELISTED
Barington/Hilco Acquisition Corp. Warrants
BHACW
$34K ﹤0.01%
487,260
– –
BCACW
282
DELISTED
Bison Capital Acquistion Corp Warrant
BCACW
$27K ﹤0.01%
+75,000
New +$26.3K
VLYWW
283
DELISTED
Valley National Bancorp Warrants (expiring November 14, 2018)
VLYWW
$13K ﹤0.01%
114,185
– –
CARS icon
284
Cars.com
CARS
$641M
– –
-642,609
Closed -$17.1M
CET
285
Central Securities Corp
CET
$1.54B
– –
-11,677
Closed -$302K
DLR icon
286
Digital Realty Trust
DLR
$73.7B
– –
-19,024
Closed -$2.25M
FOR icon
287
Forestar Group
FOR
$1.44B
– –
-1,636,462
Closed -$28.1M
HOMB icon
288
Home BancShares
HOMB
$6.21B
– –
-11,629
Closed -$293K
HPE icon
289
Hewlett Packard
HPE
$63.2B
– –
-2,722,558
Closed -$40M
ORGO icon
290
Organogenesis Holdings
ORGO
$308M
– –
-200,000
Closed -$2M
RACE icon
291
Ferrari
RACE
$63.3B
– –
-301,487
Closed -$33.3M
VNTR
292
DELISTED
Venator Materials PLC
VNTR
– –
-25,000
Closed -$565K
NUAN
293
DELISTED
Nuance Communications, Inc.
NUAN
– –
-162,221
Closed -$2.21M
MSGN
294
DELISTED
MSG Networks Inc.
MSGN
– –
-1,171,724
Closed -$24.8M
IPOA.U
295
DELISTED
Social Capital Hedosophia Holdings Corp.
IPOA.U
– –
-250,002
Closed -$2.64M
CIC.U
296
DELISTED
Capitol Investment Corp. IV
CIC.U
– –
-500,000
Closed -$5.06M
MXWL
297
DELISTED
Maxwell Technologies Inc
MXWL
– –
-94,300
Closed -$484K
SCAC
298
DELISTED
Saban Capital Acquisition Corp. Class A Ordinary Share
SCAC
– –
-52,249
Closed -$525K
DOTAU
299
DELISTED
Draper Oakwood Technology Acquisition, Inc. Unit
DOTAU
– –
-150,000
Closed -$1.53M
OACQ
300
DELISTED
Origo Acquisition Corporation
OACQ
– –
-318,461
Closed -$3.38M
10 11
12
13 14

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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.