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AA

AQR Arbitrage Portfolio holdings

AUM $7.02B
1-Year Est. Return 31.58%
This Fund
S&P 500
This Quarter Est. Return
+4.17%
1 Year Est. Return
+31.58%
3 Year Est. Return
+85.2%
5 Year Est. Return
+165.35%
10 Year Est. Return
+1,250.25%
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 Miscellaneous 48.36%
2 Technology 15.75%
3 Industrials 5.94%
4 Financials 5.78%
5 Utilities 5.16%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AKRX
26
DELISTED
Akorn Inc
AKRX
$56M 0.65%
2,994,639
+86,923
+3% +$2.36M
CBI
27
DELISTED
Chicago Bridge & Iron Nv
CBI
$55.1M 0.64%
3,823,299
+1,745,470
+84% +$31.9M
HGV icon
28
Hilton Grand Vacations
HGV
$3.11B
$49.9M 0.58%
1,159,735
-261,427
-18% -$11.5M
LW icon
29
Lamb Weston
LW
$6.65B
$45.9M 0.53%
787,986
-130,762
-14% -$7.4M
TFCFA
30
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$45.2M 0.52%
1,232,562
-23,378
-2% -$863K
AA icon
31
Alcoa
AA
$13.4B
$41.4M 0.48%
921,003
-374,864
-29% -$18.6M
XL
32
DELISTED
XL Group Ltd.
XL
$38.7M 0.45%
+701,169
New +$30.8M
ORBK
33
DELISTED
Orbotech Ltd
ORBK
$37M 0.43%
+595,000
New +$32.7M
FTV icon
34
Fortive
FTV
$17B
$36.4M 0.42%
744,566
-144,065
-16% -$6.86M
PNK
35
DELISTED
Pinnacle Entertainment Inc.
PNK
$30.9M 0.36%
1,025,406
+551,307
+116% +$17.2M
BUFF
36
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
$30.7M 0.36%
+772,356
New +$27.9M
QCP
37
DELISTED
Quality Care Properties, Inc.
QCP
$30.2M 0.35%
1,552,294
-227,412
-13% -$3.4M
ADNT icon
38
Adient
ADNT
$1.42B
$27.9M 0.32%
466,806
-106,942
-19% -$7.13M
IPCC
39
DELISTED
Infinity Property & Casualty C
IPCC
$27.3M 0.32%
+230,562
New +$25.5M
CALD
40
DELISTED
Callidus Software, Inc.
CALD
$27.2M 0.31%
+755,446
New +$25.8M
NGVT icon
41
Ingevity
NGVT
$2.33B
$26M 0.3%
352,451
-54,391
-13% -$4.07M
MUDSU
42
DELISTED
Mudrick Capital Acquisition Corporation Unit
MUDSU
$25.4M 0.29%
+2,500,000
New +$25.3M
LHC.U
43
DELISTED
Leo Holdings Corp. II Units, each consisting of one Class A ordinary share and one-quarter of one redeemable warrant
LHC.U
$24.8M 0.29%
+2,480,000
New +$24.7M
PACK icon
44
Ranpak Holdings
PACK
$349M
$24M 0.28%
+2,500,000
New +$23.9M
VREX icon
45
Varex Imaging
VREX
$780M
$23.6M 0.27%
658,718
-61,795
-9% -$2.36M
YUMC icon
46
Yum China
YUMC
$14.5B
$23.3M 0.27%
561,874
-123,868
-18% -$5.33M
GNW icon
47
Genworth Financial
GNW
$3.94B
$22.2M 0.26%
7,851,196
– –
AFSI
48
DELISTED
AmTrust Financial Services, Inc.
AFSI
$21.2M 0.25%
+1,720,885
New +$21.6M
MFGP
49
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
$21M 0.24%
1,236,376
-143,241
-10% -$4.7M
DFBHU
50
DELISTED
DFB Healthcare Acquisitions Corp. Unit
DFBHU
$20.1M 0.23%
+2,000,000
New +$20.2M
1
2
3 4 5

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PL
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AACR
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BHM
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BFS
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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 Miscellaneous at 48% of assets, up from 48% a quarter earlier, followed by Technology and Industrials.

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.