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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
+4.17%
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
GCP
326
DELISTED
GCP Applied Technologies Inc.
GCP
– –
-1,178,738
Closed -$37.6M
SAIL
327
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
– –
-15,000
Closed -$218K
WBT
328
DELISTED
Welbilt, Inc.
WBT
– –
-16,639
Closed -$391K
MIC
329
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
– –
-10,817
Closed -$694K
AFI
330
DELISTED
Armstrong Flooring, Inc.
AFI
– –
-13,995
Closed -$237K
LACQU
331
DELISTED
Leisure Acquisition Corp. Unit
LACQU
– –
-1,500,000
Closed -$14.8M
RP
332
DELISTED
RealPage, Inc.
RP
– –
-176,649
Closed -$7.83M
SINA
333
DELISTED
Sina Corp
SINA
– –
-26,694
Closed -$2.68M
LGC.U
334
DELISTED
Legacy Acquisition Corp. Units, each consisting of one share of Class A common stock, $.0001 par val
LGC.U
– –
-1,500,000
Closed -$14.9M
FG
335
DELISTED
FGL Holdings Ordinary Shares
FG
– –
-123,202
Closed -$1.24M
FG.WS
336
DELISTED
FGL Holdings Warrants exercisable for one Ordinary Share at a price of $11.50 per share
FG.WS
– –
-300,000
Closed -$465K
BDXA
337
DELISTED
Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6
BDXA
– –
-213,125
Closed -$12.5M
QHC
338
DELISTED
Quorum Health Corporation
QHC
– –
-47,681
Closed -$298K
ESTRW
339
DELISTED
Estre Ambiental, Inc
ESTRW
– –
-1,323,740
Closed -$953K
LKSD
340
DELISTED
LSC Communications, Inc.
LKSD
– –
-10,871
Closed -$165K
RWGE.U
341
DELISTED
Regalwood Global Energy Ltd. Units, each consisting of one Class A ordinary share and one-third of o
RWGE.U
– –
-1,500,000
Closed -$14.9M
GIG.U
342
DELISTED
GigCapital, Inc.
GIG.U
– –
-1,500,000
Closed -$15M
TPGH.WS
343
DELISTED
TPG Pace Holdings Corp. Warrants, each exercisable for one Class A Ordinary Share at an exercise pri
TPGH.WS
– –
-66,666
Closed -$103K
CNACW
344
DELISTED
Constellation Alpha Capital Corp. Warrant
CNACW
– –
-700,000
Closed -$154K
DCUD
345
DELISTED
Dominion Energy, Inc 2016 Series A Corporate Units
DCUD
– –
-303,475
Closed -$15.8M
CIC.WS
346
DELISTED
Capitol Investment Corp. IV
CIC.WS
– –
-166,667
Closed -$183K
BCACW
347
DELISTED
Bison Capital Acquistion Corp Warrant
BCACW
– –
-75,000
Closed -$27K
BRS
348
DELISTED
Bristow Group, Inc.
BRS
– –
-54,532
Closed -$735K
CMSSW
349
DELISTED
CM Seven Star Acquisition Corporation Warrant
CMSSW
– –
-375,000
Closed -$109K
HYACU
350
DELISTED
Haymaker Acquisition Corp. Unit
HYACU
– –
-1,399,960
Closed -$13.9M
12 13
14
15 16

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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.