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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
LW icon
26
Lamb Weston
LW
$6.85B
$51.9M 0.61%
918,748
+130,834
+17% +$6.89M
STRP
27
DELISTED
Straight Path Communications Inc.
STRP
$51.4M 0.61%
282,707
+103,332
+58% +$18.8M
BIVV
28
DELISTED
Bioverativ Inc. Common Stock
BIVV
$49.9M 0.59%
924,878
+456,806
+98% +$25M
BGC
29
DELISTED
General Cable Corporation
BGC
$45.9M 0.54%
+1,549,918
New +$36.6M
ADNT icon
30
Adient
ADNT
$1.6B
$45.2M 0.53%
573,748
+222,937
+64% +$18M
SSNI
31
DELISTED
Silver Spring Networks, Inc.
SSNI
$44.9M 0.53%
2,763,513
+1,268,813
+85% +$20.5M
TFCFA
32
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$43.4M 0.51%
+1,255,940
New +$37.5M
WELL.PRI
33
DELISTED
Welltower Inc.
WELL.PRI
$41.9M 0.5%
697,025
– –
FTV icon
34
Fortive
FTV
$19B
$40.5M 0.48%
888,631
-325,526
-27% -$14.9M
GCP
35
DELISTED
GCP Applied Technologies Inc.
GCP
$37.6M 0.44%
1,178,738
+572,667
+94% +$17.6M
AGN.PRA
36
DELISTED
Allergan plc
AGN.PRA
$35.1M 0.41%
59,750
– –
RXDX
37
DELISTED
Ignyta, Inc.
RXDX
$33.8M 0.4%
+1,267,016
New +$20.6M
CBI
38
DELISTED
Chicago Bridge & Iron Nv
CBI
$33.5M 0.4%
+2,077,829
New +$33.9M
CCC
39
DELISTED
Calgon Carbon Corp
CCC
$32M 0.38%
1,501,492
+101,492
+7% +$2.18M
XCRA
40
DELISTED
Xcerra Corporation
XCRA
$30.7M 0.36%
3,138,143
+400,272
+15% +$3.95M
HSNI
41
DELISTED
HSN, Inc.
HSNI
$29.9M 0.35%
741,690
-418,731
-36% -$16.6M
TIME
42
DELISTED
Time Inc.
TIME
$29.1M 0.34%
+1,576,351
New +$23.6M
VREX icon
43
Varex Imaging
VREX
$460M
$28.9M 0.34%
720,513
-32,251
-4% -$1.16M
BSFT
44
DELISTED
BroadSoft, Inc.
BSFT
$28.8M 0.34%
+525,389
New +$28.6M
CIVI
45
DELISTED
Civitas Resources
CIVI
$28.7M 0.34%
+1,039,358
New +$32.6M
NGVT icon
46
Ingevity
NGVT
$2.55B
$28.7M 0.34%
406,842
-10,954
-3% -$790K
YUMC icon
47
Yum China
YUMC
$14.9B
$27.4M 0.32%
685,742
+216,149
+46% +$8.89M
DLPH
48
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
$24.6M 0.29%
+469,030
New +$24.4M
QCP
49
DELISTED
Quality Care Properties, Inc.
QCP
$24.6M 0.29%
1,779,706
+241,575
+16% +$3.69M
GNW icon
50
Genworth Financial
GNW
$3.8B
$24.4M 0.29%
7,851,196
+54,900
+0.7% +$190K
1
2
3 4 5

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GA
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CIS
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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.