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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
AABA
1
DELISTED
Altaba Inc
AABA
$253M 2.93%
3,417,904
– –
NXPI icon
2
NXP Semiconductors
NXPI
$68B
$234M 2.71%
1,998,520
+1,046,215
+110% +$126M
COL
3
DELISTED
Rockwell Collins
COL
$221M 2.56%
1,638,134
-35,666
-2% -$4.87M
TWX
4
DELISTED
Time Warner Inc
TWX
$211M 2.44%
2,231,570
-544,079
-20% -$51.3M
MON
5
DELISTED
Monsanto Co
MON
$195M 2.26%
1,675,001
-155,897
-9% -$18.8M
OA
6
DELISTED
Orbital ATK, Inc.
OA
$179M 2.07%
1,347,303
+134,673
+11% +$17.8M
CAVM
7
DELISTED
Cavium, Inc.
CAVM
$170M 1.97%
2,140,894
+310,894
+17% +$27.1M
WGL
8
DELISTED
Wgl Holdings
WGL
$162M 1.88%
1,936,789
+119,173
+7% +$10M
VR
9
DELISTED
Validus Hold Ltd
VR
$159M 1.85%
+2,364,238
New +$149M
CSRA
10
DELISTED
CSRA Inc.
CSRA
$145M 1.68%
+3,522,789
New +$129M
AVA icon
11
Avista
AVA
$3.47B
$143M 1.65%
2,782,072
+153,273
+6% +$7.74M
WR
12
DELISTED
Westar Energy Inc
WR
$132M 1.53%
2,508,123
-126,162
-5% -$6.37M
AET
13
DELISTED
Aetna Inc
AET
$105M 1.21%
619,400
+253,994
+70% +$45.6M
MSCC
14
DELISTED
Microsemi Corp
MSCC
$104M 1.2%
+1,606,648
New +$99.2M
ANTX
15
DELISTED
Anthem, Inc.
ANTX
$104M 1.2%
1,920,000
– –
MULE
16
DELISTED
MuleSoft, Inc.
MULE
$103M 1.2%
+2,349,393
New +$69.9M
RSPP
17
DELISTED
RSP Permian, Inc.
RSPP
$100M 1.16%
+2,137,150
New +$84.1M
SCG
18
DELISTED
Scana
SCG
$98.3M 1.14%
+2,617,690
New +$105M
NXTM
19
DELISTED
NxStage Medical Inc.
NXTM
$74.8M 0.87%
3,009,253
+65,551
+2% +$1.59M
DYN
20
DELISTED
Dynegy, Inc.
DYN
$70.4M 0.82%
5,205,046
+128,300
+3% +$1.6M
KS
21
DELISTED
KapStone Paper and Pack Corp.
KS
$68.7M 0.8%
+2,002,950
New +$63.9M
DST
22
DELISTED
DST Systems Inc.
DST
$66.9M 0.77%
+799,519
New +$65.1M
ESRX
23
DELISTED
Express Scripts Holding Company
ESRX
$58.4M 0.68%
+845,845
New +$64.5M
HAWK
24
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
$58.1M 0.67%
1,299,372
+1,147,061
+753% +$50M
BGC
25
DELISTED
General Cable Corporation
BGC
$56.8M 0.66%
1,920,393
+370,475
+24% +$11M
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.