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AA

AQR Arbitrage Portfolio holdings

AUM $7.02B
1-Year Est. Return 31.58%
This Fund
S&P 500
This Quarter Est. Return
+4.17%
1 Year Est. Return
+31.58%
3 Year Est. Return
+85.2%
5 Year Est. Return
+165.35%
10 Year Est. Return
+1,250.25%
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 Miscellaneous 48.36%
2 Technology 15.75%
3 Industrials 5.94%
4 Financials 5.78%
5 Utilities 5.16%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
GEL icon
176
Genesis Energy
GEL
$1.94B
$476K 0.01%
24,165
+2,200
+10% +$48K
SHLX
177
DELISTED
Shell Midstream Partners, L.P.
SHLX
$472K 0.01%
22,409
+1,800
+9% +$47.5K
DBX icon
178
Dropbox
DBX
$7.44B
$469K 0.01%
+15,000
New +$453K
FSACW
179
DELISTED
Federal Street Acquisition Corp. Warrant
FSACW
$469K 0.01%
375,000
– –
SEP
180
DELISTED
Spectra Engy Parters Lp
SEP
$465K 0.01%
13,814
+1,100
+9% +$43.9K
SMC
181
Summit Midstream
SMC
$470M
$451K 0.01%
2,142
+73
+4% +$20.8K
MMDMW
182
DELISTED
Modern Media Acquisition Corp. Warrant
MMDMW
$442K 0.01%
850,000
– –
IIM icon
183
Invesco Value Municipal Income Trust
IIM
$576M
$441K 0.01%
30,342
– –
AMRS
184
DELISTED
Amyris Inc.
AMRS
$433K 0.01%
64,745
– –
DSKEW
185
DELISTED
Daseke, Inc. Warrant
DSKEW
$427K ﹤0.01%
378,003
– –
LTN.RT
186
DELISTED
Union Acquisition Corp.
LTN.RT
$425K ﹤0.01%
+1,250,000
New +$419K
BWP
187
DELISTED
Boardwalk Pipeline Partners
BWP
$420K ﹤0.01%
41,402
+4,100
+11% +$48.7K
ATLC icon
188
Atlanticus Holdings
ATLC
$1.41B
$410K ﹤0.01%
191,430
– –
EEP
189
DELISTED
Enbridge Energy Partners
EEP
$408K ﹤0.01%
42,365
+3,500
+9% +$46K
ROSEW
190
DELISTED
Rosehill Resources Inc.
ROSEW
$406K ﹤0.01%
489,600
– –
TCP
191
DELISTED
TC Pipelines LP
TCP
$405K ﹤0.01%
11,675
+900
+8% +$44.4K
BPL
192
DELISTED
Buckeye Partners, L.P.
BPL
$403K ﹤0.01%
10,787
+900
+9% +$43.7K
VMO icon
193
Invesco Municipal Opportunity Trust
VMO
$635M
$399K ﹤0.01%
34,071
– –
ADT icon
194
ADT
ADT
$5.21B
$397K ﹤0.01%
+50,000
New +$547K
NAD icon
195
Nuveen Quality Municipal Income Fund
NAD
$2.62B
$396K ﹤0.01%
30,150
+6,118
+25% +$81.7K
NAC icon
196
Nuveen California Quality Municipal Income Fund
NAC
$1.75B
$389K ﹤0.01%
29,080
– –
MUI
197
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$385K ﹤0.01%
29,380
+3,183
+12% +$42.8K
PAGS icon
198
PagSeguro Digital
PAGS
$2.68B
$383K ﹤0.01%
+10,000
New +$321K
OSPRW
199
DELISTED
Osprey Energy Acquisition Corp. Warrant
OSPRW
$380K ﹤0.01%
500,000
– –
LCAHW
200
DELISTED
Landcadia Holdings, Inc. Warrant
LCAHW
$368K ﹤0.01%
500,000
– –
6 7
8
9 10

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PL
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AACR
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CIS
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BHM
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BFS
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FWI
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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 Miscellaneous at 48% of assets, up from 48% a quarter earlier, followed by Technology and Industrials.

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.