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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
VMM
276
DELISTED
Delaware Investments Minnesota Municipal Income Fund II
VMM
$137K ﹤0.01%
+10,855
New +$141K
BRQS
277
DELISTED
Borqs Technologies, Inc. Ordinary Shares
BRQS
$109K ﹤0.01%
65
-42
-39% -$65.9K
CYHHZ
278
DELISTED
Community Health Systems, Inc. Series A Contingent Value Rights
CYHHZ
$105K ﹤0.01%
9,282,097
– –
IAMXW
279
DELISTED
I-AM Capital Acquisition Company Warrant
IAMXW
$99K ﹤0.01%
225,000
– –
BFIIW
280
DELISTED
BurgerFi International, Inc. Warrant
BFIIW
$95K ﹤0.01%
+250,000
New +$98.1K
LEO
281
BNY Mellon Strategic Municipals
LEO
$387M
$94K ﹤0.01%
+12,193
New +$98.1K
MHF
282
Western Asset Municipal High Income Fund
MHF
$151M
$90K ﹤0.01%
+12,575
New +$91.3K
DOTAR
283
DELISTED
Draper Oakwood Technology Acquisition, Inc. Rights
DOTAR
$86K ﹤0.01%
150,000
– –
BRPAR
284
DELISTED
Big Rock Partners Acquisition Corp. Right
BRPAR
$84K ﹤0.01%
200,000
– –
BRACW
285
DELISTED
Black Ridge Acquisition Corp. Warrant
BRACW
$84K ﹤0.01%
210,000
– –
JSYNR
286
DELISTED
Jensyn Acquistion Corp. Rights
JSYNR
$82K ﹤0.01%
174,000
– –
IAMXR
287
DELISTED
I-AM Capital Acquisition Company Right
IAMXR
$79K ﹤0.01%
225,000
– –
BHACW
288
DELISTED
Barington/Hilco Acquisition Corp. Warrants
BHACW
$72K ﹤0.01%
487,260
– –
DOTAW
289
DELISTED
Draper Oakwood Technology Acquisition, Inc. Warrant
DOTAW
$64K ﹤0.01%
75,000
– –
BRACR
290
DELISTED
Black Ridge Acquisition Corp. Right
BRACR
$63K ﹤0.01%
210,000
– –
BCACR
291
DELISTED
Bison Capital Acquistion Corp Rights
BCACR
$61K ﹤0.01%
150,000
– –
SCACW
292
DELISTED
Saban Capital Acquisition Corp. Warrants
SCACW
$55K ﹤0.01%
42,000
– –
JASNW
293
DELISTED
Jason Industries, Inc.
JASNW
$48K ﹤0.01%
1,933,070
– –
NRXPW
294
DELISTED
NRX Pharmaceuticals Warrant
NRXPW
$45K ﹤0.01%
100,000
– –
JSYNW
295
DELISTED
Jensyn Acquistion Corp. Warrants
JSYNW
$43K ﹤0.01%
174,000
– –
VLYWW
296
DELISTED
Valley National Bancorp Warrants (expiring November 14, 2018)
VLYWW
$15K ﹤0.01%
114,185
– –
ACEL icon
297
Accel Entertainment
ACEL
$979M
– –
-150,000
Closed -$1.46M
AGI icon
298
Alamos Gold
AGI
$12.4B
– –
-32,665
Closed -$214K
APVO icon
299
Aptevo Therapeutics
APVO
$5.47M
– –
0
– -$562K
ASIX icon
300
AdvanSix
ASIX
$567M
– –
-13,011
Closed -$547K
10 11
12
13 14

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HCM
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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.