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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
BBN icon
251
BlackRock Taxable Municipal Bond Trust
BBN
$969M
$203K ﹤0.01%
+9,013
New +$201K
PMM
252
Franklin Managed Municipal Income Trust
PMM
$275M
$202K ﹤0.01%
+28,357
New +$203K
MACQW
253
DELISTED
M I Acquisitions, Inc. Warrant
MACQW
$200K ﹤0.01%
250,000
– –
NID
254
DELISTED
NUVEEN INTERMEDIATE DURATION MUNICIPAL TERM FUND
NID
$192K ﹤0.01%
+15,282
New +$193K
NVG icon
255
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.65B
$190K ﹤0.01%
+13,111
New +$193K
MQT
256
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$186K ﹤0.01%
+15,355
New +$190K
NZF icon
257
Nuveen Municipal Credit Income Fund
NZF
$2.4B
$184K ﹤0.01%
+13,022
New +$188K
FTSI
258
DELISTED
FTS International, Inc. Common Stock
FTSI
$184K ﹤0.01%
+500
New +$194K
NAN icon
259
Nuveen New York Quality Municipal Income Fund
NAN
$371M
$179K ﹤0.01%
+14,068
New +$185K
VGM icon
260
Invesco Trust Investment Grade Municipals
VGM
$549M
$178K ﹤0.01%
+14,563
New +$184K
MNP
261
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
$178K ﹤0.01%
+12,440
New +$181K
BBK
262
DELISTED
Blackrock Municipal Bond Trust
BBK
$178K ﹤0.01%
+12,411
New +$181K
SBI
263
Western Asset Intermediate Muni Fund
SBI
$109M
$177K ﹤0.01%
+20,515
New +$186K
MFM
264
Aberdeen Municipal Income Fund
MFM
$222M
$174K ﹤0.01%
+26,654
New +$178K
VKI icon
265
Invesco Advantage Municipal Income Trust II
VKI
$394M
$174K ﹤0.01%
+16,441
New +$180K
FMN
266
Federated Hermes Premier Municipal Income Fund
FMN
$86.9M
$171K ﹤0.01%
+12,832
New +$175K
BHACR
267
DELISTED
Barington/Hilco Acquisition Corp. Rights
BHACR
$170K ﹤0.01%
487,260
– –
ENX
268
DELISTED
Eaton Vance New York Municipal Bond Fund
ENX
$161K ﹤0.01%
+13,998
New +$163K
MPA icon
269
BlackRock MuniYield Pennsylvania Quality Fund
MPA
$142M
$160K ﹤0.01%
+11,644
New +$162K
HUD
270
DELISTED
Hudson Ltd. Class A Common Shares
HUD
$159K ﹤0.01%
+10,000
New +$160K
PMO
271
Franklin Municipal Opportunities Trust
PMO
$282M
$157K ﹤0.01%
+13,439
New +$160K
EIV
272
DELISTED
Eaton Vance Municipal Bond Fund II
EIV
$149K ﹤0.01%
+12,791
New +$152K
MIY icon
273
BlackRock MuniYield Michigan Quality Fund
MIY
$354M
$145K ﹤0.01%
+10,923
New +$148K
VCV icon
274
Invesco California Value Municipal Income Trust
VCV
$515M
$141K ﹤0.01%
+12,117
New +$146K
IPOA.WS
275
DELISTED
Social Capital Hedosophia Holdings Corp. Warrants, each whole warrant exercisable for one Class A Or
IPOA.WS
$138K ﹤0.01%
83,334
– –
9 10
11
12 13

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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
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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.