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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
NWSA icon
101
News Corp Class A
NWSA
$14.5B
$4.22M 0.05%
260,487
– –
MGY icon
102
Magnolia Oil & Gas
MGY
$6B
$4.07M 0.05%
418,101
-31,900
-7% -$311K
STNLU
103
DELISTED
Sentinel Energy Services Inc. Unit
STNLU
$3.99M 0.05%
+400,000
New +$4.02M
NRCG
104
DELISTED
NRC Group Holdings Corp.
NRCG
$3.92M 0.05%
400,000
-100,000
-20% -$981K
USWS
105
DELISTED
U.S. Well Services, Inc. Class A Common Stock
USWS
$3.9M 0.05%
19,048
– –
BBCP icon
106
Concrete Pumping Holdings
BBCP
$531M
$3.89M 0.05%
400,000
-100,000
-20% -$973K
CPLA
107
DELISTED
Capella Education Company
CPLA
$3.31M 0.04%
+42,759
New +$3.32M
IEA
108
DELISTED
Infrastructure and Energy Alternatives, Inc. Common Stock
IEA
$3.06M 0.04%
308,712
– –
TDOC icon
109
Teladoc Health
TDOC
$1.58B
$3.02M 0.04%
86,807
+2,169
+3% +$72K
DOTA
110
DELISTED
Draper Oakwood Technology Acquisition, Inc. Class A Common Stock
DOTA
$2.96M 0.04%
+303,100
New +$2.97M
KND
111
DELISTED
Kindred Healthcare
KND
$2.91M 0.03%
+300,000
New +$2.23M
SINA
112
DELISTED
Sina Corp
SINA
$2.68M 0.03%
26,694
+4,699
+21% +$501K
GTLS
113
DELISTED
Chart Industries
GTLS
$2.53M 0.03%
+54,012
New +$2.41M
KNTK icon
114
Kinetik
KNTK
$3.71B
$2.43M 0.03%
25,000
-9,836
-28% -$955K
MSFG
115
DELISTED
MainSource Financial Group Inc
MSFG
$2.28M 0.03%
62,805
– –
MDB icon
116
MongoDB
MDB
$24B
$2.24M 0.03%
+75,500
New +$2.21M
BKNG icon
117
Booking.com
BKNG
$138B
$2.11M 0.02%
30,350
-500
-2% -$36.2K
PRTH icon
118
Priority Technology Holdings
PRTH
$518M
$2.1M 0.02%
206,000
-44,000
-18% -$448K
EXPE icon
119
Expedia Group
EXPE
$31.2B
$2.07M 0.02%
17,312
-4,807
-22% -$624K
PHUN icon
120
Phunware
PHUN
$44M
$2.04M 0.02%
4,000
– –
AIFA
121
All In FutureTech Alliance Inc
AIFA
$12.2M
$2.03M 0.02%
+35,000
New +$2.01M
NRXP icon
122
NRX Pharmaceuticals
NRXP
$161M
$1.94M 0.02%
+20,000
New +$1.93M
VRTSP
123
DELISTED
Virtus Investment Partners, Inc. 7.25% Series D Mandatory Convertible Preferred Stock
VRTSP
$1.84M 0.02%
17,975
– –
CNR
124
Core Natural Resources Inc
CNR
$4.19B
$1.7M 0.02%
+43,071
New +$1.26M
AFAM
125
DELISTED
Almost Family Inc
AFAM
$1.68M 0.02%
+30,266
New +$1.61M
3 4
5
6 7

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HCM
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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.