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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
AF
326
DELISTED
Astoria Financial Corporation
AF
– –
-1,619,668
Closed -$34.8M
PRXL
327
DELISTED
Parexel International Corp
PRXL
– –
-1,301,861
Closed -$115M
SFR
328
DELISTED
Starwood Waypoint Homes
SFR
– –
-745,053
Closed -$27.1M
PSTB
329
DELISTED
Park Sterling Corp.
PSTB
– –
-538,288
Closed -$6.69M
BCR
330
DELISTED
CR Bard Inc.
BCR
– –
-527,993
Closed -$169M
SNC
331
DELISTED
State National Companies, Inc.
SNC
– –
-2,051,659
Closed -$43.1M
OKSB
332
DELISTED
Southwest Bancorp Inc/OK
OKSB
– –
-292,963
Closed -$8.07M
NDRM
333
DELISTED
NeuroDerm Ltd. Ordinary Shares
NDRM
– –
-1,370,876
Closed -$53.3M
DGI
334
DELISTED
DigitalGlobe Inc.
DGI
– –
-2,050,045
Closed -$72.3M
FPO
335
DELISTED
First Potomac Realty Trust
FPO
– –
-1,001,892
Closed -$11.2M
DDC
336
DELISTED
Dominion Diamond Corporation
DDC
– –
-3,821,353
Closed -$54.2M
FGL
337
DELISTED
Fidelity & Guaranty Life
FGL
– –
-357,700
Closed -$11.1M
10 11 12 13
14

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HCM
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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.