We are live on ! Find out more
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
IMXI icon
126
International Money Express
IMXI
$392M
$1.49M 0.02%
150,000
-50,000
-25% -$490K
BCAC
127
DELISTED
Bison Capital Acquistion Corp Ordinary Shares
BCAC
$1.48M 0.02%
150,000
– –
ACEL icon
128
Accel Entertainment
ACEL
$979M
$1.46M 0.02%
150,000
-49,998
-25% -$487K
NESRW
129
DELISTED
National Energy Services Reunited Corp. Warrant
NESRW
$1.43M 0.02%
1,720,800
-369,200
-18% -$255K
WSCWW
130
DELISTED
WillScot Corporation Warrant
WSCWW
$1.37M 0.02%
+950,067
New +$1.18M
FG
131
DELISTED
FGL Holdings Ordinary Shares
FG
$1.24M 0.01%
+123,202
New +$1.26M
MPACW
132
DELISTED
Matlin & Partners Acquisition Corporation
MPACW
$1.05M 0.01%
2,500,000
– –
TRGP icon
133
Targa Resources
TRGP
$60.4B
$1.03M 0.01%
21,184
– –
FMCIR
134
DELISTED
Forum Merger Corporation Right
FMCIR
$990K 0.01%
1,500,000
– –
HUNT
135
DELISTED
Hunter Maritime Acquisition Corp. Common Stock
HUNT
$975K 0.01%
+100,000
New +$978K
FNTEW
136
DELISTED
FinTech Acquisition Corp. II Warrant
FNTEW
$966K 0.01%
700,000
– –
ESTRW
137
DELISTED
Estre Ambiental, Inc
ESTRW
$953K 0.01%
+1,323,740
New +$1.04M
ETP
138
DELISTED
Energy Transfer Partners, L.P.
ETP
$933K 0.01%
52,083
– –
OKE icon
139
Oneok
OKE
$58.7B
$903K 0.01%
16,899
– –
GPACW
140
DELISTED
Global Partner Acquisition Corp
GPACW
$829K 0.01%
768,000
– –
MPLX icon
141
MPLX
MPLX
$59.5B
$820K 0.01%
23,115
– –
TLP
142
DELISTED
Transmontaigne
TLP
$798K 0.01%
20,221
– –
DSKEW
143
DELISTED
Daseke, Inc. Warrant
DSKEW
$771K 0.01%
378,003
– –
WPZ
144
DELISTED
Williams Partners L.P.
WPZ
$754K 0.01%
19,436
– –
DCP
145
DELISTED
DCP Midstream, LP
DCP
$750K 0.01%
20,646
– –
EPD icon
146
Enterprise Products Partners
EPD
$83.8B
$736K 0.01%
27,760
– –
BRS
147
DELISTED
Bristow Group, Inc.
BRS
$735K 0.01%
+54,532
New +$646K
CEQP
148
DELISTED
Crestwood Equity Partners LP
CEQP
$721K 0.01%
27,936
– –
HBB icon
149
Hamilton Beach Brands
HBB
$302M
$716K 0.01%
+27,874
New +$895K
ISUN
150
DELISTED
iSun, Inc. Common Stock
ISUN
$711K 0.01%
69,000
– –
4 5
6
7 8

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
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.