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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
AXTA icon
76
Axalta
AXTA
$7.01B
$10.1M 0.12%
334,756
– –
HRG
77
DELISTED
HRG Group, Inc.
HRG
$9.25M 0.11%
+560,990
New +$9.37M
NESR
78
National Energy Services Reunited Corp
NESR
$2.79B
$8.91M 0.1%
897,500
– –
SHLM
79
DELISTED
Schulman (A.) Inc
SHLM
$8.87M 0.1%
+206,376
New +$8.41M
OCLR
80
DELISTED
Oclaro Inc.
OCLR
$8.55M 0.1%
+894,641
New +$6.72M
KXIN icon
81
Kaixin Holdings
KXIN
$8.95M
$8.16M 0.09%
2
– –
XCRA
82
DELISTED
Xcerra Corporation
XCRA
$7.95M 0.09%
682,286
-2,455,857
-78% -$25.4M
STB
83
DELISTED
Student Transportation Inc
STB
$7.82M 0.09%
+1,043,833
New +$6.88M
TH icon
84
Target Hospitality
TH
$1.61B
$7.68M 0.09%
+799,998
New +$7.85M
PGEM
85
DELISTED
Ply Gem Holdings, Inc.
PGEM
$7.45M 0.09%
+345,000
New +$7.08M
BBCP icon
86
Concrete Pumping Holdings
BBCP
$531M
$7.17M 0.08%
730,582
+330,582
+83% +$3.23M
MGI
87
DELISTED
MoneyGram International, Inc. New
MGI
$6.92M 0.08%
802,607
-72,743
-8% -$813K
LPRO
88
Open Lending Corp
LPRO
$373M
$6.75M 0.08%
+699,996
New +$6.75M
CHUBK
89
DELISTED
CommerceHub, Inc. Series C Common Stock
CHUBK
$6.68M 0.08%
+297,202
New +$6M
DMTK
90
DELISTED
DermTech, Inc. Common Stock
DMTK
$6.41M 0.07%
324,750
– –
CIVI
91
DELISTED
Civitas Resources
CIVI
$6.21M 0.07%
224,218
-815,140
-78% -$22.4M
MMDM
92
DELISTED
Modern Media Acquisition Corp. Common Stock
MMDM
$5.91M 0.07%
595,031
-29,969
-5% -$295K
SRE.PRA
93
DELISTED
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
$5.33M 0.06%
+52,150
New +$5.26M
GTLS
94
DELISTED
Chart Industries
GTLS
$5.2M 0.06%
88,154
+34,142
+63% +$1.84M
BKI
95
DELISTED
Black Knight, Inc. Common Stock
BKI
$5.05M 0.06%
+107,140
New +$5.2M
CARS icon
96
Cars.com
CARS
$641M
$4.99M 0.06%
+176,282
New +$5.16M
DISCK
97
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$4.69M 0.05%
+240,143
New +$5.38M
WINR
98
DELISTED
Simplicity Esports and Gaming Company Common Stock
WINR
$4.48M 0.05%
450,000
– –
MSFG
99
DELISTED
MainSource Financial Group Inc
MSFG
$4.34M 0.05%
106,674
+43,869
+70% +$1.71M
UPBD icon
100
Upbound Group
UPBD
$1.19B
$4.31M 0.05%
499,059
– –
2 3
4
5 6

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HCM
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HPG
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DTC
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AWA
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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.