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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
AGU
301
DELISTED
Agrium
AGU
– –
-63,535
Closed -$6.81M
BLVDW
302
DELISTED
Boulevard Acquisition Corp. II Warrant
BLVDW
– –
-1,323,740
Closed -$1.18M
TMUSP
303
DELISTED
T-Mobile US, Inc.5.50% Mandatory Convertible Preferred Stock, Series A
TMUSP
– –
-459,525
Closed -$46M
DELTW
304
DELISTED
Delta Technology Holdings Ltd.
DELTW
– –
-866,998
Closed -$33K
PMC
305
DELISTED
PharMerica Corporation
PMC
– –
-350,000
Closed -$10.3M
CFCOW
306
DELISTED
CF Corporation
CFCOW
– –
-300,000
Closed -$633K
CBF
307
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
– –
-1,739,172
Closed -$71.4M
EAGLW
308
DELISTED
Double Eagle Acquisition Corp. Warrant
EAGLW
– –
-1,747,500
Closed -$1.21M
RIC
309
DELISTED
Richmont Mines Inc.
RIC
– –
-1,479,763
Closed -$13.8M
VWR
310
DELISTED
VWR Corporation
VWR
– –
-6,288,335
Closed -$208M
ABCO
311
DELISTED
Advisory Board Co
ABCO
– –
-458,665
Closed -$24.6M
LMOS
312
DELISTED
Lumos Networks Corp
LMOS
– –
-479,425
Closed -$8.59M
BRCD
313
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
– –
-15,786,776
Closed -$189M
RICE
314
DELISTED
Rice Energy Inc.
RICE
– –
-6,362,496
Closed -$184M
RATE
315
DELISTED
Bankrate Inc
RATE
– –
-3,373,518
Closed -$47.1M
LVLT
316
DELISTED
Level 3 Communications Inc
LVLT
– –
-2,643,391
Closed -$141M
PCBK
317
DELISTED
Pacific Continental Corp
PCBK
– –
-942,191
Closed -$25.4M
CUNB
318
DELISTED
CU Bancorp
CUNB
– –
-882,569
Closed -$34.2M
PKY
319
DELISTED
Parkway, Inc.
PKY
– –
-1,495,544
Closed -$34.4M
WSTC
320
DELISTED
West Corporation
WSTC
– –
-2,266,806
Closed -$53.2M
GPIAW
321
DELISTED
GP Investments Acquisition Corp
GPIAW
– –
-943,380
Closed -$424K
IAMXU
322
DELISTED
I-AM Capital Acquisition Company Unit
IAMXU
– –
-225,000
Closed -$2.3M
ATW
323
DELISTED
Atwood Oceanics
ATW
– –
-3,978,237
Closed -$37.4M
KITE
324
DELISTED
Kite Pharma, Inc.
KITE
– –
-759,314
Closed -$137M
ALR
325
DELISTED
Alere Inc
ALR
– –
-2,131,268
Closed -$109M
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.