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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
STR
76
DELISTED
Sitio Royalties
STR
$9.6M 0.11%
+250,000
New +$9.6M
SCMP
77
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
$9.35M 0.11%
+521,010
New +$6.41M
ENTL
78
DELISTED
Entellus Medical, Inc. Common Stock
ENTL
$9.2M 0.11%
+377,132
New +$7.25M
AVCT
79
DELISTED
American Virtual Cloud Technologies, Inc. Common Stock
AVCT
$9.05M 0.11%
62,440
-4,227
-6% -$613K
NESR
80
National Energy Services Reunited Corp
NESR
$2.79B
$8.93M 0.11%
897,500
-2,500
-0.3% -$24.6K
FRMM
81
Forum Markets
FRMM
$75.7M
$8.75M 0.1%
237
– –
BV
82
DELISTED
Bazaarvoice, Inc.
BV
$8.66M 0.1%
+1,588,519
New +$8.01M
EXAC
83
DELISTED
Exactech Inc
EXAC
$8.26M 0.1%
+166,932
New +$7.05M
LSCC icon
84
Lattice Semiconductor
LSCC
$17.6B
$8.11M 0.1%
1,402,532
-3,474,164
-71% -$20.4M
RP
85
DELISTED
RealPage, Inc.
RP
$7.83M 0.09%
176,649
+6,793
+4% +$297K
PFPT
86
DELISTED
Proofpoint, Inc.
PFPT
$7.26M 0.09%
81,758
+60,158
+279% +$5.46M
KXIN icon
87
Kaixin Holdings
KXIN
$8.95M
$7.24M 0.09%
+2
New +$7.8M
CVON
88
DELISTED
ConvergeOne Holdings, Inc. Class A Common Stock
CVON
$6.82M 0.08%
683,600
– –
DMTK
89
DELISTED
DermTech, Inc. Common Stock
DMTK
$6.31M 0.07%
324,750
-25,250
-7% -$492K
FSAC
90
DELISTED
Federal Street Acquisition Corp. Common Stock
FSAC
$6.31M 0.07%
650,000
-100,000
-13% -$973K
NOW icon
91
ServiceNow
NOW
$102B
$6.3M 0.07%
241,710
+24,710
+11% +$614K
MMDM
92
DELISTED
Modern Media Acquisition Corp. Common Stock
MMDM
$6.14M 0.07%
625,000
-125,000
-17% -$1.22M
UPBD icon
93
Upbound Group
UPBD
$1.19B
$5.54M 0.07%
499,059
+38,702
+8% +$424K
HAWK
94
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
$5.43M 0.06%
152,311
-34,616
-19% -$1.25M
CUDA
95
DELISTED
Barracuda Networks, Inc.
CUDA
$5.34M 0.06%
+194,200
New +$4.82M
BOBE
96
DELISTED
Bob Evans Farms, Inc.
BOBE
$5.07M 0.06%
64,357
– –
CTOS icon
97
Custom Truck One Source
CTOS
$2.47B
$4.84M 0.06%
+500,001
New +$4.87M
SWNC
98
DELISTED
Southwestern Energy Company
SWNC
$4.61M 0.05%
379,300
– –
WINR
99
DELISTED
Simplicity Esports and Gaming Company Common Stock
WINR
$4.43M 0.05%
+450,000
New +$4.44M
NICE icon
100
Nice
NICE
$5.29B
$4.32M 0.05%
47,000
+871
+2% +$74.1K
2 3
4
5 6

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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.