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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
CNDT icon
51
Conduent
CNDT
$230M
$21.1M 0.25%
1,306,127
-385,967
-23% -$6.04M
BHF icon
52
Brighthouse Financial
BHF
$3.63B
$20.9M 0.25%
356,045
-83,136
-19% -$4.92M
VSM
53
DELISTED
Versum Materials, Inc.
VSM
$20.5M 0.24%
540,547
-170,713
-24% -$6.66M
JBGS
54
JBG SMITH
JBGS
$846M
$20.4M 0.24%
588,307
-265,649
-31% -$8.77M
PK icon
55
Park Hotels & Resorts
PK
$2.97B
$19.9M 0.23%
690,467
-338,655
-33% -$9.69M
BKHU
56
DELISTED
Black Hills Corporation
BKHU
$18.7M 0.22%
281,523
– –
TSLA icon
57
Tesla
TSLA
$1.24T
$17.6M 0.21%
847,380
-857,520
-50% -$18.7M
DCUD
58
DELISTED
Dominion Energy, Inc 2016 Series A Corporate Units
DCUD
$15.8M 0.19%
303,475
– –
PNK
59
DELISTED
Pinnacle Entertainment Inc.
PNK
$15.5M 0.18%
+474,099
New +$13.2M
NBIX icon
60
Neurocrine Biosciences
NBIX
$17.7B
$15.3M 0.18%
196,837
+12,152
+7% +$829K
GIG.U
61
DELISTED
GigCapital, Inc.
GIG.U
$15M 0.18%
+1,500,000
New +$15M
RWGE.U
62
DELISTED
Regalwood Global Energy Ltd. Units, each consisting of one Class A ordinary share and one-third of o
RWGE.U
$14.9M 0.18%
+1,500,000
New +$15M
LGC.U
63
DELISTED
Legacy Acquisition Corp. Units, each consisting of one share of Class A common stock, $.0001 par val
LGC.U
$14.9M 0.18%
+1,500,000
New +$15M
LACQU
64
DELISTED
Leisure Acquisition Corp. Unit
LACQU
$14.8M 0.18%
+1,500,000
New +$14.9M
IXYS
65
DELISTED
IXYS Corp
IXYS
$14.7M 0.17%
613,273
+135,978
+28% +$3.28M
HYACU
66
DELISTED
Haymaker Acquisition Corp. Unit
HYACU
$13.9M 0.16%
+1,399,960
New +$14M
LNCE
67
DELISTED
Snyders-Lance, Inc.
LNCE
$13.5M 0.16%
+268,628
New +$10.7M
POT
68
DELISTED
Potash Corp Of Saskatchewan
POT
$13M 0.15%
+630,947
New +$12.2M
XYZ
69
Block Inc
XYZ
$45.9B
$12.7M 0.15%
365,517
+26,694
+8% +$977K
BDXA
70
DELISTED
Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6
BDXA
$12.5M 0.15%
213,125
– –
MGI
71
DELISTED
MoneyGram International, Inc. New
MGI
$11.5M 0.14%
875,350
+224,190
+34% +$3.27M
ILG
72
DELISTED
ILG, Inc Common Stock
ILG
$11.1M 0.13%
+390,250
New +$11.3M
AXTA icon
73
Axalta
AXTA
$7.01B
$10.8M 0.13%
+334,756
New +$10.6M
DEL
74
DELISTED
Deltic Timber
DEL
$10.7M 0.13%
+117,014
New +$10.7M
GNCMA
75
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
$10.3M 0.12%
263,937
– –
1 2
3
4 5

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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.