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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
SRUNW
376
DELISTED
Silver Run Acquisition Corporation II
SRUNW
– –
-308,333
Closed -$456K
AAAP
377
DELISTED
Advanced Accelerator Applications S.A.
AAAP
– –
-1,419,878
Closed -$116M
RXDX
378
DELISTED
Ignyta, Inc.
RXDX
– –
-1,267,016
Closed -$33.8M
BWLD
379
DELISTED
Buffalo Wild Wings, Inc.
BWLD
– –
-433,469
Closed -$67.8M
BSFT
380
DELISTED
BroadSoft, Inc.
BSFT
– –
-525,389
Closed -$28.8M
GPACW
381
DELISTED
Global Partner Acquisition Corp
GPACW
– –
-768,000
Closed -$829K
BV
382
DELISTED
Bazaarvoice, Inc.
BV
– –
-1,588,519
Closed -$8.66M
TIME
383
DELISTED
Time Inc.
TIME
– –
-1,576,351
Closed -$29.1M
IXYS
384
DELISTED
IXYS Corp
IXYS
– –
-613,273
Closed -$14.7M
SWNC
385
DELISTED
Southwestern Energy Company
SWNC
– –
-379,300
Closed -$4.61M
SSNI
386
DELISTED
Silver Spring Networks, Inc.
SSNI
– –
-2,763,513
Closed -$44.9M
HSNI
387
DELISTED
HSN, Inc.
HSNI
– –
-741,690
Closed -$29.9M
POT
388
DELISTED
Potash Corp Of Saskatchewan
POT
– –
-630,947
Closed -$13M
HUNTW
389
DELISTED
Hunter Maritime Acquisition Corp. Warrant
HUNTW
– –
-470,000
Closed -$141K
BOBE
390
DELISTED
Bob Evans Farms, Inc.
BOBE
– –
-64,357
Closed -$5.07M
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.