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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
NAC icon
201
Nuveen California Quality Municipal Income Fund
NAC
$1.83B
$416K ﹤0.01%
+29,080
New +$425K
ELECW
202
DELISTED
Electrum Special Acquisition Corporation
ELECW
$401K ﹤0.01%
990,000
– –
WBT
203
DELISTED
Welbilt, Inc.
WBT
$391K ﹤0.01%
16,639
– –
MUI
204
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$365K ﹤0.01%
+26,197
New +$368K
LCAHW
205
DELISTED
Landcadia Holdings, Inc. Warrant
LCAHW
$350K ﹤0.01%
500,000
– –
OSPRW
206
DELISTED
Osprey Energy Acquisition Corp. Warrant
OSPRW
$350K ﹤0.01%
500,000
– –
EACQW
207
DELISTED
Easterly Acquisition Corp.
EACQW
$341K ﹤0.01%
573,250
– –
NAD icon
208
Nuveen Quality Municipal Income Fund
NAD
$2.71B
$338K ﹤0.01%
+24,032
New +$337K
FHN icon
209
First Horizon
FHN
$12.1B
$337K ﹤0.01%
+16,843
New +$324K
VPV icon
210
Invesco Pennsylvania Value Municipal Income Trust
VPV
$194M
$326K ﹤0.01%
+26,835
New +$326K
HCAC.WS
211
DELISTED
Hennessy Capital Acquisition Corp. III
HCAC.WS
$317K ﹤0.01%
375,000
– –
BPMP
212
DELISTED
BP Midstream Partners LP Common Units representing Limited Partner Interests
BPMP
$309K ﹤0.01%
+15,000
New +$273K
IQI icon
213
Invesco Quality Municipal Securities
IQI
$526M
$308K ﹤0.01%
+24,626
New +$308K
NXJ
214
DELISTED
Nuveen New Jersey Quality Municipal Income Fund
NXJ
$308K ﹤0.01%
+22,490
New +$308K
EYE icon
215
National Vision
EYE
$1.6B
$305K ﹤0.01%
+7,500
New +$246K
NRK icon
216
Nuveen New York AMT-Free Quality Municipal Income Fund
NRK
$900M
$300K ﹤0.01%
+23,129
New +$301K
NEA icon
217
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.36B
$299K ﹤0.01%
+21,734
New +$298K
BTT icon
218
BlackRock Municipal 2030 Target Term Trust
BTT
$1.43B
$298K ﹤0.01%
+13,328
New +$300K
QHC
219
DELISTED
Quorum Health Corporation
QHC
$298K ﹤0.01%
47,681
– –
AKP
220
DELISTED
Alliance Californa Muni Fd
AKP
$298K ﹤0.01%
21,942
+7,977
+57% +$109K
KBLMR
221
DELISTED
KBL Merger Corp. IV Rights expiring 11/9/2020
KBLMR
$290K ﹤0.01%
1,000,000
– –
MYN icon
222
BlackRock MuniYield New York Quality Fund
MYN
$374M
$288K ﹤0.01%
+22,313
New +$291K
NPV icon
223
Nuveen Virginia Quality Municipal Income Fund
NPV
$214M
$285K ﹤0.01%
22,208
+8,908
+67% +$116K
AHPAW
224
DELISTED
Avista Healthcare Public Acquisition Corp. Warrants
AHPAW
$280K ﹤0.01%
1,000,000
– –
NTC
225
DELISTED
Nuveen Connecticut Quality Municipal Income Fund
NTC
$279K ﹤0.01%
+23,403
New +$282K
7 8
9
10 11

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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.