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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
MTECU
126
DELISTED
MTech Acquisition Corp. Unit
MTECU
$1.27M 0.01%
+125,000
New +$1.26M
ILPT
127
Industrial Logistics Properties Trust
ILPT
$613M
$1.02M 0.01%
+50,000
New +$1.07M
HUNT
128
DELISTED
Hunter Maritime Acquisition Corp. Common Stock
HUNT
$978K 0.01%
100,000
– –
OKE icon
129
Oneok
OKE
$58.7B
$962K 0.01%
16,899
– –
GBX icon
130
The Greenbrier Companies
GBX
$1.61B
$947K 0.01%
+18,851
New +$958K
TRGP icon
131
Targa Resources
TRGP
$60.4B
$932K 0.01%
21,184
– –
FNTEW
132
DELISTED
FinTech Acquisition Corp. II Warrant
FNTEW
$924K 0.01%
700,000
– –
NESRW
133
DELISTED
National Energy Services Reunited Corp. Warrant
NESRW
$900K 0.01%
1,000,000
-720,800
-42% -$678K
CVONW
134
DELISTED
ConvergeOne Holdings, Inc. Warrant
CVONW
$900K 0.01%
+750,000
New +$738K
ETP
135
DELISTED
Energy Transfer Partners, L.P.
ETP
$845K 0.01%
52,083
– –
CVON
136
DELISTED
ConvergeOne Holdings, Inc. Class A Common Stock
CVON
$793K 0.01%
85,800
-597,800
-87% -$5.58M
MPLX icon
137
MPLX
MPLX
$59.5B
$764K 0.01%
23,115
– –
DCP
138
DELISTED
DCP Midstream, LP
DCP
$725K 0.01%
20,646
– –
VEACW
139
DELISTED
Vantage Energy Acquisition Corp.
VEACW
$725K 0.01%
500,000
– –
TLP
140
DELISTED
Transmontaigne
TLP
$724K 0.01%
20,221
– –
ISUN
141
DELISTED
iSun, Inc. Common Stock
ISUN
$716K 0.01%
69,000
– –
CEQP
142
DELISTED
Crestwood Equity Partners LP
CEQP
$715K 0.01%
27,936
– –
EPD icon
143
Enterprise Products Partners
EPD
$83.8B
$680K 0.01%
27,760
– –
MMDMR
144
DELISTED
Modern Media Acquisition Corp. Right
MMDMR
$680K 0.01%
1,700,000
– –
WPZ
145
DELISTED
Williams Partners L.P.
WPZ
$669K 0.01%
19,436
– –
PAA icon
146
Plains All American Pipeline
PAA
$17.4B
$655K 0.01%
29,751
+2,300
+8% +$50.6K
CQP icon
147
Cheniere Energy
CQP
$31.8B
$634K 0.01%
21,785
+1,800
+9% +$53.9K
CNXM
148
DELISTED
CNX Midstream Partners LP
CNXM
$633K 0.01%
34,400
+1,200
+4% +$22.8K
TGP
149
DELISTED
Teekay LNG Partners L.P.
TGP
$611K 0.01%
34,119
+2,300
+7% +$44.6K
ENBL
150
DELISTED
ENABLE MIDSTREAM PARTNERS, LP
ENBL
$609K 0.01%
44,353
+1,800
+4% +$26.1K
4 5
6
7 8

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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.