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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
PSXP
151
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
$609K 0.01%
12,745
+900
+8% +$46.2K
VZ icon
152
Verizon
VZ
$194B
$579K 0.01%
+12,110
New +$609K
HESM icon
153
Hess Midstream
HESM
$5.22B
$577K 0.01%
30,300
+2,300
+8% +$47.4K
RWGE.WS
154
DELISTED
Regalwood Global Energy Ltd. Warrants, each whole warrant exercisable for one Class A ordinary share
RWGE.WS
$577K 0.01%
+524,259
New +$599K
HYACW
155
DELISTED
Haymaker Acquisition Corp. Warrant
HYACW
$577K 0.01%
+699,980
New +$559K
PRPLW
156
DELISTED
Purple Innovation, Inc.
PRPLW
$576K 0.01%
+768,000
New +$756K
GIG.RT
157
DELISTED
GigCapital, Inc. Rights, each exchangeable into one-tenth of one share of Common Stock
GIG.RT
$570K 0.01%
+1,500,000
New +$497K
MMP
158
DELISTED
Magellan Midstream Partners, L.P.
MMP
$563K 0.01%
9,657
+600
+7% +$40.3K
LACQW
159
DELISTED
Leisure Acquisition Corp. Warrant
LACQW
$563K 0.01%
+750,000
New +$479K
ANDX
160
DELISTED
Andeavor Logistics LP
ANDX
$562K 0.01%
12,550
+1,000
+9% +$48.8K
APU
161
DELISTED
AmeriGas Partners, L.P.
APU
$554K 0.01%
13,864
+1,100
+9% +$48.8K
MMLP icon
162
Martin Midstream Partners
MMLP
$95.9M
$551K 0.01%
40,794
+3,100
+8% +$45.9K
RMP
163
DELISTED
Rice Midstream Partners LP
RMP
$544K 0.01%
30,068
+2,400
+9% +$48.9K
ENLK
164
DELISTED
EnLink Midstream Partners, LP
ENLK
$542K 0.01%
39,709
+1,300
+3% +$20.7K
HEP
165
DELISTED
Holly Energy Partners, L.P.
HEP
$538K 0.01%
19,504
+1,500
+8% +$45.7K
GIG.WS
166
DELISTED
GigCapital, Inc. Warrants, each whole Warrant exercisable for one share of Common Stock at an exerci
GIG.WS
$529K 0.01%
+1,125,000
New +$389K
WES
167
DELISTED
Western Gas Partners Lp
WES
$527K 0.01%
12,341
+1,000
+9% +$48.7K
LGC.WS
168
DELISTED
Legacy Acquisition Corp. Warrants, exercisable for one-half of one share of Class A Common Stock for
LGC.WS
$525K 0.01%
+1,500,000
New +$563K
AM icon
169
Antero Midstream
AM
$10.8B
$521K 0.01%
32,600
+2,400
+8% +$46.5K
SEMG
170
DELISTED
SEMGROUP CORPORATION
SEMG
$521K 0.01%
24,333
+1,800
+8% +$46.3K
TEP
171
DELISTED
Tallgrass Energy Partners, LP
TEP
$506K 0.01%
13,360
+1,200
+10% +$49.9K
WRLSR
172
DELISTED
Pensare Acquisition Corp. Right to purchase 1/10 of common stock
WRLSR
$500K 0.01%
1,000,000
– –
VLP
173
DELISTED
Valero Energy Partners LP
VLP
$490K 0.01%
13,821
+1,100
+9% +$45.4K
EACQW
174
DELISTED
Easterly Acquisition Corp.
EACQW
$481K 0.01%
573,250
– –
AMRWW
175
DELISTED
Alta Mesa Resources Inc Warrant
AMRWW
$478K 0.01%
+308,333
New +$534K
5 6
7
8 9

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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.