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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
TWX
1
DELISTED
Time Warner Inc
TWX
$254M 3%
2,775,649
+883,698
+47% +$83.5M
AABA
2
DELISTED
Altaba Inc
AABA
$239M 2.82%
3,417,904
-1,304,593
-28% -$90.8M
COL
3
DELISTED
Rockwell Collins
COL
$227M 2.68%
1,673,800
+55,261
+3% +$7.41M
MON
4
DELISTED
Monsanto Co
MON
$214M 2.53%
1,830,898
+29,898
+2% +$3.56M
SNI
5
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$185M 2.19%
2,165,976
– –
CAA
6
DELISTED
CalAtlantic Group, Inc.
CAA
$177M 2.09%
+3,134,252
New +$153M
OA
7
DELISTED
Orbital ATK, Inc.
OA
$159M 1.89%
1,212,630
+216,148
+22% +$28.7M
WGL
8
DELISTED
Wgl Holdings
WGL
$156M 1.84%
1,817,616
+331,417
+22% +$28.3M
CAVM
9
DELISTED
Cavium, Inc.
CAVM
$153M 1.81%
+1,830,000
New +$142M
WR
10
DELISTED
Westar Energy Inc
WR
$139M 1.64%
2,634,285
+51,433
+2% +$2.77M
AVA icon
11
Avista
AVA
$3.47B
$135M 1.6%
2,628,799
+484,414
+23% +$25.1M
AAAP
12
DELISTED
Advanced Accelerator Applications S.A.
AAAP
$116M 1.37%
+1,419,878
New +$110M
NXPI icon
13
NXP Semiconductors
NXPI
$68B
$112M 1.32%
952,305
+27,000
+3% +$3.12M
CPN
14
DELISTED
Calpine Corporation
CPN
$108M 1.28%
7,156,476
-690,969
-9% -$10.4M
ANTX
15
DELISTED
Anthem, Inc.
ANTX
$108M 1.28%
1,920,000
– –
AKRX
16
DELISTED
Akorn Inc
AKRX
$93.7M 1.11%
2,907,716
-387,861
-12% -$12.7M
RGC
17
DELISTED
Regal Entertainment Group
RGC
$82.4M 0.97%
+3,579,605
New +$65.9M
HUN icon
18
Huntsman Corp
HUN
$2.24B
$78.8M 0.93%
2,366,778
-6,042,617
-72% -$185M
NXTM
19
DELISTED
NxStage Medical Inc.
NXTM
$71.3M 0.84%
2,943,702
+3,800
+0.1% +$100K
AA icon
20
Alcoa
AA
$11.7B
$69.8M 0.83%
1,295,867
+891,970
+221% +$40.8M
BWLD
21
DELISTED
Buffalo Wild Wings, Inc.
BWLD
$67.8M 0.8%
+433,469
New +$57.1M
AET
22
DELISTED
Aetna Inc
AET
$65.9M 0.78%
+365,406
New +$62.8M
DYN
23
DELISTED
Dynegy, Inc.
DYN
$60.2M 0.71%
+5,076,746
New +$56.7M
HGV icon
24
Hilton Grand Vacations
HGV
$3.84B
$59.6M 0.7%
1,421,162
+885,466
+165% +$36M
MFGP
25
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
$56.1M 0.66%
1,379,617
+1,240,336
+891% +$50.2M
1
2 3 4 5

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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.