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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
CNDT icon
51
Conduent
CNDT
$230M
$19.8M 0.23%
1,062,676
-243,451
-19% -$4.28M
AIZP
52
DELISTED
Assurant, Inc. 6.50% Series D Mandatory Convertible Preferred Stock, $1.00 par value
AIZP
$19.2M 0.22%
+183,975
New +$18.9M
DLPH
53
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
$17.9M 0.21%
374,830
-94,200
-20% -$4.89M
VSM
54
DELISTED
Versum Materials, Inc.
VSM
$17.6M 0.2%
466,918
-73,629
-14% -$2.8M
JBGS
55
JBG SMITH
JBGS
$846M
$17.2M 0.2%
510,187
-78,120
-13% -$2.59M
BKHU
56
DELISTED
Black Hills Corporation
BKHU
$16.9M 0.2%
281,523
– –
BKNG icon
57
Booking.com
BKNG
$138B
$15.8M 0.18%
189,375
+159,025
+524% +$12.5M
PK icon
58
Park Hotels & Resorts
PK
$2.97B
$15.6M 0.18%
577,349
-113,118
-16% -$3.12M
KLR
59
DELISTED
Kaleyra, Inc.
KLR
$15.5M 0.18%
+457,143
New +$15.5M
RWGE
60
DELISTED
Regalwood Global Energy Ltd. Class A Ordinary Shares
RWGE
$15.3M 0.18%
+1,572,777
New +$15.2M
KDP icon
61
Keurig Dr Pepper
KDP
$40.4B
$15.1M 0.17%
+127,239
New +$14.1M
BHF icon
62
Brighthouse Financial
BHF
$3.63B
$14.9M 0.17%
289,682
-66,363
-19% -$3.83M
ID
63
DELISTED
PARTS iD, Inc.
ID
$14.4M 0.17%
+1,500,000
New +$14.4M
LACQ
64
DELISTED
Leisure Acquisition Corp.
LACQ
$14.4M 0.17%
+1,500,000
New +$14.4M
LQ
65
DELISTED
La Quinta Holdings Inc.
LQ
$14M 0.16%
+740,727
New +$14M
HYAC
66
DELISTED
Haymaker Acquisition Corp. Class A Common Stock
HYAC
$13.4M 0.15%
+1,399,960
New +$13.4M
CPLA
67
DELISTED
Capella Education Company
CPLA
$13.2M 0.15%
150,803
+108,044
+253% +$8.87M
GPAQU
68
DELISTED
Gordon Pointe Acquisition Corp. Unit
GPAQU
$12.7M 0.15%
+1,229,800
New +$12.4M
RAD
69
DELISTED
Rite Aid Corporation
RAD
$12.6M 0.15%
+374,822
New +$14.8M
ILG
70
DELISTED
ILG, Inc Common Stock
ILG
$12.1M 0.14%
390,250
– –
AVCT
71
DELISTED
American Virtual Cloud Technologies, Inc. Common Stock
AVCT
$12M 0.14%
82,440
+20,000
+32% +$2.92M
BIOX icon
72
Bioceres Crop Solutions
BIOX
$21.9M
$12M 0.14%
+1,250,000
New +$12M
STC icon
73
Stewart Information Services
STC
$2.05B
$11.9M 0.14%
+271,500
New +$11.7M
TIBRU
74
DELISTED
Tiberius Acquisition Corporation Units
TIBRU
$11.8M 0.14%
+1,175,000
New +$11.8M
PFPT
75
DELISTED
Proofpoint, Inc.
PFPT
$11.4M 0.13%
100,718
+18,960
+23% +$2.01M
1 2
3
4 5

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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.