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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
WELL.PRI
351
DELISTED
Welltower Inc.
WELL.PRI
– –
-697,025
Closed -$41.9M
FSAC
352
DELISTED
Federal Street Acquisition Corp. Common Stock
FSAC
– –
-650,000
Closed -$6.31M
STLRW
353
DELISTED
Stellar Acquisition III Inc. Warrants
STLRW
– –
-600,000
Closed -$186K
ELECW
354
DELISTED
Electrum Special Acquisition Corporation
ELECW
– –
-990,000
Closed -$401K
MIIIW
355
DELISTED
M III Acquisition Corp. Warrant
MIIIW
– –
-808,712
Closed -$639K
LNCE
356
DELISTED
Snyders-Lance, Inc.
LNCE
– –
-268,628
Closed -$13.5M
CCC
357
DELISTED
Calgon Carbon Corp
CCC
– –
-1,501,492
Closed -$32M
BIVV
358
DELISTED
Bioverativ Inc. Common Stock
BIVV
– –
-924,878
Closed -$49.9M
CPN
359
DELISTED
Calpine Corporation
CPN
– –
-7,156,476
Closed -$108M
SNI
360
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
– –
-2,165,976
Closed -$185M
AGN.PRA
361
DELISTED
Allergan plc
AGN.PRA
– –
-59,750
Closed -$35.1M
STRP
362
DELISTED
Straight Path Communications Inc.
STRP
– –
-282,707
Closed -$51.4M
ENTL
363
DELISTED
Entellus Medical, Inc. Common Stock
ENTL
– –
-377,132
Closed -$9.2M
RGC
364
DELISTED
Regal Entertainment Group
RGC
– –
-3,579,605
Closed -$82.4M
FMCIR
365
DELISTED
Forum Merger Corporation Right
FMCIR
– –
-1,500,000
Closed -$990K
FMCIW
366
DELISTED
Forum Merger Corporation Warrant
FMCIW
– –
-750,000
Closed -$480K
NEXTW
367
DELISTED
NextDecade Corporation Warrant
NEXTW
– –
-1,095,541
Closed -$657K
GNCMA
368
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
– –
-263,937
Closed -$10.3M
OACQW
369
DELISTED
Origo Acquisition Corporation Warrants
OACQW
– –
-300,000
Closed -$149K
OACQR
370
DELISTED
Origo Acquisition Corporation Right Expiring 3/12/2018
OACQR
– –
-315,500
Closed -$156K
DEL
371
DELISTED
Deltic Timber
DEL
– –
-117,014
Closed -$10.7M
CAA
372
DELISTED
CalAtlantic Group, Inc.
CAA
– –
-3,134,252
Closed -$177M
EXAC
373
DELISTED
Exactech Inc
EXAC
– –
-166,932
Closed -$8.26M
SCMP
374
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
– –
-521,010
Closed -$9.35M
CUDA
375
DELISTED
Barracuda Networks, Inc.
CUDA
– –
-194,200
Closed -$5.34M
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.