We are live on ! Find out more
AA

AQR Arbitrage Portfolio holdings

AUM $6.09B
1-Year Est. Return 27.01%
This Fund
S&P 500
This Quarter Est. Return
+4.17%
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
$8.63B
AUM Growth
+$175M
Cap. Flow
-$3.39B
Cap. Flow %
-39.24%
Top 10 Hldgs %
33.95%
Holding
485
New
107
Increased
78
Reduced
32
Closed
93

Top Buys

Rank Stock Value
1
VR
Validus Hold Ltd
VR
+$149M
2
CSRA
CSRA Inc.
CSRA
+$129M
3
NXPI icon
NXP Semiconductors
NXPI
+$126M
4
SCG
Scana
SCG
+$105M
5
MSCC
Microsemi Corp
MSCC
+$99.2M

Top Sells

Rank Stock Value
1
SNI
Scripps Networks Interactive, Inc Common Class A
SNI
+$185M
2
CAA
CalAtlantic Group, Inc.
CAA
+$177M
3
AAAP
Advanced Accelerator Applications S.A.
AAAP
+$116M
4
CPN
Calpine Corporation
CPN
+$108M
5
RGC
Regal Entertainment Group
RGC
+$82.4M

Sector Composition

Rank Sector Weight
1 Technology 14.06%
2 Materials 4.41%
3 Utilities 4.34%
4 Financials 3.68%
5 Energy 3.48%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FRMM
301
Forum Markets
FRMM
$75.7M
– –
-237
Closed -$8.75M
CTOS icon
302
Custom Truck One Source
CTOS
$2.47B
– –
-500,001
Closed -$4.84M
DFIN icon
303
Donnelley Financial Solutions
DFIN
$1.21B
– –
-12,726
Closed -$248K
EYE icon
304
National Vision
EYE
$1.6B
– –
-7,500
Closed -$305K
FHN icon
305
First Horizon
FHN
$12.1B
– –
-16,843
Closed -$337K
HBB icon
306
Hamilton Beach Brands
HBB
$302M
– –
-27,874
Closed -$716K
HRI icon
307
Herc Holdings
HRI
$5.43B
– –
-7,787
Closed -$488K
HUN icon
308
Huntsman Corp
HUN
$2.24B
– –
-2,366,778
Closed -$78.8M
LOMA
309
Loma Negra
LOMA
$1.33B
– –
-20,000
Closed -$461K
LSCC icon
310
Lattice Semiconductor
LSCC
$17.6B
– –
-1,402,532
Closed -$8.11M
MDB icon
311
MongoDB
MDB
$24B
– –
-75,500
Closed -$2.24M
MGY icon
312
Magnolia Oil & Gas
MGY
$5.83B
– –
-418,101
Closed -$4.07M
MTW icon
313
Manitowoc
MTW
$516M
– –
-13,966
Closed -$549K
NBIX icon
314
Neurocrine Biosciences
NBIX
$17.7B
– –
-196,837
Closed -$15.3M
NICE icon
315
Nice
NICE
$5.29B
– –
-47,000
Closed -$4.32M
NOW icon
316
ServiceNow
NOW
$102B
– –
-241,710
Closed -$6.3M
PRTH icon
317
Priority Technology Holdings
PRTH
$518M
– –
-206,000
Closed -$2.1M
TDOC icon
318
Teladoc Health
TDOC
$1.58B
– –
-86,807
Closed -$3.02M
TSLA icon
319
Tesla
TSLA
$1.24T
– –
-847,380
Closed -$17.6M
CNR
320
Core Natural Resources Inc
CNR
$4.19B
– –
-43,071
Closed -$1.7M
XYZ
321
Block Inc
XYZ
$45.9B
– –
-365,517
Closed -$12.7M
AQUA
322
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
– –
-20,000
Closed -$474K
SWCH
323
DELISTED
Switch, Inc. Class A Common Stock
SWCH
– –
-30,000
Closed -$546K
USWS
324
DELISTED
U.S. Well Services, Inc. Class A Common Stock
USWS
– –
-19,048
Closed -$3.9M
IEA
325
DELISTED
Infrastructure and Energy Alternatives, Inc. Common Stock
IEA
– –
-308,712
Closed -$3.06M
11 12
13
14 15

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

AQR Arbitrage's Q1 2018 Portfolio in Review

As of Q1 2018, AQR Arbitrage held 485 positions worth $8.63B, up 2.1% from $8.46B the previous quarter. Its ten largest holdings account for 34% of the portfolio.

AQR Arbitrage withdrew a net $3.39B in Q1 2018, closing 93 positions and reducing 32 holdings. Its most notable exit was Scripps Networks Interactive, Inc Common Class A, an estimated $185M position sold in full.

By sector, the portfolio is most concentrated in Technology at 14% of assets, up from 11% a quarter earlier, followed by Materials and Utilities.

Against the trend, AQR Arbitrage opened a new position in Validus Hold Ltd worth $159M.

  • AQR Arbitrage's largest Q1 2018 buy was Validus Hold Ltd: 2,364,238 shares worth $159M.
  • AQR Arbitrage added most to NXP Semiconductors in Q1 2018, an estimated $126M increase.
  • AQR Arbitrage's biggest Q1 2018 reduction was Time Warner Inc, cutting an estimated $51.3M.
  • AQR Arbitrage fully exited Scripps Networks Interactive, Inc Common Class A in Q1 2018, selling an estimated $185M.
  • AQR Arbitrage's ten largest holdings make up 34% of its $8.63B portfolio in Q1 2018.
  • AQR Arbitrage opened 107 new positions and closed 93 in Q1 2018.
  • AQR Arbitrage's portfolio value rose 2.1% quarter-over-quarter to $8.63B.

Based on AQR Arbitrage's 13F filing for Q1 2018, filed 15 May 2018.