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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
STNLU
101
DELISTED
Sentinel Energy Services Inc. Unit
STNLU
$3.97M 0.05%
400,000
– –
NRCG
102
DELISTED
NRC Group Holdings Corp.
NRCG
$3.96M 0.05%
400,000
– –
STR
103
DELISTED
Sitio Royalties
STR
$3.85M 0.04%
100,000
-150,000
-60% -$5.79M
FINL
104
DELISTED
Finish Line
FINL
$3.51M 0.04%
+259,200
New +$2.99M
NWSA icon
105
News Corp Class A
NWSA
$14.5B
$3.49M 0.04%
220,725
-39,762
-15% -$654K
CHUBA
106
DELISTED
CommerceHub, Inc. Series A Common Stock
CHUBA
$3.15M 0.04%
+140,000
New +$2.92M
DOTA
107
DELISTED
Draper Oakwood Technology Acquisition, Inc. Class A Common Stock
DOTA
$3M 0.03%
303,100
– –
KND
108
DELISTED
Kindred Healthcare
KND
$2.86M 0.03%
312,274
+12,274
+4% +$114K
KNTK icon
109
Kinetik
KNTK
$3.71B
$2.45M 0.03%
25,000
– –
AFAM
110
DELISTED
Almost Family Inc
AFAM
$2.43M 0.03%
43,334
+13,068
+43% +$752K
BFI
111
DELISTED
BurgerFi International, Inc. Common Stock
BFI
$2.42M 0.03%
+250,000
New +$2.43M
VRSN icon
112
VeriSign
VRSN
$25.3B
$2.11M 0.02%
+17,807
New +$2.06M
PHUN icon
113
Phunware
PHUN
$44M
$2.06M 0.02%
3,974
-26
-0.7% -$13.4K
AIFA
114
All In FutureTech Alliance Inc
AIFA
$12.2M
$2.04M 0.02%
35,000
– –
CTWS
115
DELISTED
Connecticut Water Service Inc
CTWS
$1.96M 0.02%
+32,418
New +$1.76M
NRXP icon
116
NRX Pharmaceuticals
NRXP
$161M
$1.95M 0.02%
20,000
– –
VRTSP
117
DELISTED
Virtus Investment Partners, Inc. 7.25% Series D Mandatory Convertible Preferred Stock
VRTSP
$1.91M 0.02%
17,975
– –
LEN icon
118
Lennar Class A
LEN
$20.4B
$1.64M 0.02%
+28,780
New +$1.74M
WSCWW
119
DELISTED
WillScot Corporation Warrant
WSCWW
$1.59M 0.02%
950,067
– –
LEN.B icon
120
Lennar Class B
LEN.B
$20B
$1.55M 0.02%
+34,133
New +$1.63M
IMXI icon
121
International Money Express
IMXI
$392M
$1.49M 0.02%
150,000
– –
BCAC
122
DELISTED
Bison Capital Acquistion Corp Ordinary Shares
BCAC
$1.49M 0.02%
150,000
– –
EXPE icon
123
Expedia Group
EXPE
$31.2B
$1.49M 0.02%
13,464
-3,848
-22% -$448K
MPACW
124
DELISTED
Matlin & Partners Acquisition Corporation
MPACW
$1.32M 0.02%
2,500,000
– –
DISH
125
DELISTED
DISH Network Corp.
DISH
$1.31M 0.02%
+34,611
New +$1.52M
3 4
5
6 7

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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.