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
MIC
151
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$694K 0.01%
10,817
-12,956
-54% -$877K
SEMG
152
DELISTED
SEMGROUP CORPORATION
SEMG
$680K 0.01%
22,533
– –
MMDMR
153
DELISTED
Modern Media Acquisition Corp. Right
MMDMR
$663K 0.01%
1,700,000
– –
NEXTW
154
DELISTED
NextDecade Corporation Warrant
NEXTW
$657K 0.01%
1,095,541
– –
MMP
155
DELISTED
Magellan Midstream Partners, L.P.
MMP
$643K 0.01%
9,057
– –
TGP
156
DELISTED
Teekay LNG Partners L.P.
TGP
$641K 0.01%
31,819
– –
MIIIW
157
DELISTED
M III Acquisition Corp. Warrant
MIIIW
$639K 0.01%
808,712
– –
SMC
158
Summit Midstream
SMC
$421M
$636K 0.01%
2,069
– –
PSXP
159
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
$620K 0.01%
11,845
– –
SHLX
160
DELISTED
Shell Midstream Partners, L.P.
SHLX
$615K 0.01%
20,609
– –
ENBL
161
DELISTED
ENABLE MIDSTREAM PARTNERS, LP
ENBL
$605K 0.01%
42,553
– –
VEACW
162
DELISTED
Vantage Energy Acquisition Corp.
VEACW
$600K 0.01%
500,000
– –
AM icon
163
Antero Midstream
AM
$10.8B
$596K 0.01%
30,200
– –
RMP
164
DELISTED
Rice Midstream Partners LP
RMP
$594K 0.01%
27,668
– –
CQP icon
165
Cheniere Energy
CQP
$31.8B
$592K 0.01%
19,985
– –
APU
166
DELISTED
AmeriGas Partners, L.P.
APU
$590K 0.01%
12,764
– –
ENLK
167
DELISTED
EnLink Midstream Partners, LP
ENLK
$590K 0.01%
38,409
– –
HEP
168
DELISTED
Holly Energy Partners, L.P.
HEP
$585K 0.01%
18,004
– –
TCP
169
DELISTED
TC Pipelines LP
TCP
$572K 0.01%
10,775
– –
PAA icon
170
Plains All American Pipeline
PAA
$17.4B
$567K 0.01%
27,451
– –
VLP
171
DELISTED
Valero Energy Partners LP
VLP
$566K 0.01%
12,721
– –
APVO icon
172
Aptevo Therapeutics
APVO
$5.47M
– –
0
– –
TEP
173
DELISTED
Tallgrass Energy Partners, LP
TEP
$558K 0.01%
12,160
– –
CNXM
174
DELISTED
CNX Midstream Partners LP
CNXM
$557K 0.01%
33,200
– –
HESM icon
175
Hess Midstream
HESM
$5.22B
$555K 0.01%
28,000
– –
5 6
7
8 9

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.