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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
MCA
226
DELISTED
BLACKROCK MUNIYIELD CALIFORNIA QUALITY FUND, INC
MCA
$259K ﹤0.01%
19,456
+9,441
+94% +$131K
GPRO icon
227
GoPro
GPRO
$116M
$255K ﹤0.01%
+53,242
New +$305K
MHN
228
DELISTED
BlackRock MuniHoldings New Yrok Quality Fund
MHN
$252K ﹤0.01%
20,014
+10,000
+100% +$129K
CNACR
229
DELISTED
Constellation Alpha Capital Corp. Right
CNACR
$252K ﹤0.01%
700,000
– –
NUM
230
DELISTED
Nuveen Michigan Quality Municipal Income Fund
NUM
$249K ﹤0.01%
19,636
+5,489
+39% +$70.9K
DMB
231
BNY Mellon Municipal Bond Infrastructure Fund
DMB
$197M
$247K ﹤0.01%
+20,120
New +$251K
NINE
232
DELISTED
Nine Energy Service
NINE
$244K ﹤0.01%
+10,000
New +$256K
NMY
233
DELISTED
Nuveen Maryland Quality Municipal Income Fund
NMY
$244K ﹤0.01%
20,185
+4,918
+32% +$60.2K
KBLMW
234
DELISTED
KBL Merger Corp. IV Warrant
KBLMW
$240K ﹤0.01%
1,000,000
– –
CMSSR
235
DELISTED
CM Seven Star Acquisition Corporation Right
CMSSR
$240K ﹤0.01%
750,000
– –
KAACW
236
DELISTED
Kayne Anderson Acquisition Corp.
KAACW
$238K ﹤0.01%
250,000
– –
BKN
237
DELISTED
BlackRock Investment Quality Municipal Trust
BKN
$237K ﹤0.01%
17,259
+654
+4% +$9.18K
WRLSW
238
DELISTED
Pensare Acquisition Corp. Warrant
WRLSW
$236K ﹤0.01%
500,000
– –
EIM
239
Eaton Vance Municipal Bond Fund
EIM
$492M
$233K ﹤0.01%
19,720
+5,486
+39% +$66K
MHI
240
DELISTED
Pioneer Municipal High Income Fund
MHI
$229K ﹤0.01%
20,346
+1,521
+8% +$17.5K
MUC icon
241
BlackRock MuniHoldings California Quality Fund
MUC
$1B
$229K ﹤0.01%
+17,398
New +$236K
DTF
242
DTF Tax-Free Income 2028 Term Fund
DTF
$80.7M
$228K ﹤0.01%
17,149
+3,354
+24% +$45.5K
GSHTW
243
DELISTED
Gores Holdings II, Inc. Warrants
GSHTW
$227K ﹤0.01%
133,333
– –
NNC
244
DELISTED
Nuveen North Carolina Quality Municipal Income Fund
NNC
$226K ﹤0.01%
18,415
+3,957
+27% +$49.7K
NUO
245
DELISTED
Nuveen Ohio Quality Municipal Income Fund
NUO
$220K ﹤0.01%
16,049
+5,316
+50% +$75.3K
BYM
246
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$219K ﹤0.01%
+16,689
New +$225K
NEBUW
247
DELISTED
Nebula Acquisition Corporation Warrant
NEBUW
$212K ﹤0.01%
+233,332
New +$251K
KTF
248
DWS Municipal Income Trust
KTF
$346M
$210K ﹤0.01%
+18,725
New +$214K
MYI icon
249
BlackRock MuniYield Quality Fund III
MYI
$709M
$208K ﹤0.01%
+16,437
New +$213K
VKQ icon
250
Invesco Municipal Trust
VKQ
$536M
$207K ﹤0.01%
17,675
+5,565
+46% +$66.7K
8 9
10
11 12

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JWBC
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GA
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CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
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.