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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
MTW icon
176
Manitowoc
MTW
$516M
$549K 0.01%
13,966
– –
ASIX icon
177
AdvanSix
ASIX
$567M
$547K 0.01%
13,011
– –
SWCH
178
DELISTED
Switch, Inc. Class A Common Stock
SWCH
$546K 0.01%
+30,000
New +$548K
WES
179
DELISTED
Western Gas Partners Lp
WES
$545K 0.01%
11,341
– –
EEP
180
DELISTED
Enbridge Energy Partners
EEP
$537K 0.01%
38,865
– –
ANDX
181
DELISTED
Andeavor Logistics LP
ANDX
$533K 0.01%
11,550
– –
MMLP icon
182
Martin Midstream Partners
MMLP
$95.9M
$528K 0.01%
37,694
– –
SEP
183
DELISTED
Spectra Engy Parters Lp
SEP
$503K 0.01%
12,714
– –
GEL icon
184
Genesis Energy
GEL
$1.84B
$491K 0.01%
21,965
– –
BPL
185
DELISTED
Buckeye Partners, L.P.
BPL
$490K 0.01%
9,887
– –
HRI icon
186
Herc Holdings
HRI
$5.43B
$488K 0.01%
7,787
– –
ROSEW
187
DELISTED
Rosehill Resources Inc.
ROSEW
$485K 0.01%
489,600
– –
BWP
188
DELISTED
Boardwalk Pipeline Partners
BWP
$482K 0.01%
37,302
– –
FMCIW
189
DELISTED
Forum Merger Corporation Warrant
FMCIW
$480K 0.01%
750,000
– –
AQUA
190
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
$474K 0.01%
+20,000
New +$441K
FG.WS
191
DELISTED
FGL Holdings Warrants exercisable for one Ordinary Share at a price of $11.50 per share
FG.WS
$465K 0.01%
+300,000
New +$432K
NS
192
DELISTED
NuStar Energy L.P.
NS
$462K 0.01%
15,439
– –
LOMA
193
Loma Negra
LOMA
$1.33B
$461K 0.01%
+20,000
New +$441K
ATLC icon
194
Atlanticus Holdings
ATLC
$1.5B
$459K 0.01%
191,430
– –
SRUNW
195
DELISTED
Silver Run Acquisition Corporation II
SRUNW
$456K 0.01%
308,333
– –
IIM icon
196
Invesco Value Municipal Income Trust
IIM
$583M
$452K 0.01%
30,342
– –
WRLSR
197
DELISTED
Pensare Acquisition Corp. Right to purchase 1/10 of common stock
WRLSR
$440K 0.01%
1,000,000
– –
MMDMW
198
DELISTED
Modern Media Acquisition Corp. Warrant
MMDMW
$434K 0.01%
850,000
– –
FSACW
199
DELISTED
Federal Street Acquisition Corp. Warrant
FSACW
$431K 0.01%
375,000
– –
VMO icon
200
Invesco Municipal Opportunity Trust
VMO
$647M
$422K 0.01%
+34,071
New +$428K
6 7
8
9 10

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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.