We are live on ! Find out more
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
NS
201
DELISTED
NuStar Energy L.P.
NS
$356K ﹤0.01%
17,439
+2,000
+13% +$53.6K
KBLMR
202
DELISTED
KBL Merger Corp. IV Rights expiring 11/9/2020
KBLMR
$350K ﹤0.01%
1,000,000
– –
BFZ
203
DELISTED
BlackRock CA Municipal Income Trust
BFZ
$347K ﹤0.01%
26,742
+12,286
+85% +$164K
MYN icon
204
BlackRock MuniYield New York Quality Fund
MYN
$374M
$344K ﹤0.01%
28,547
+6,234
+28% +$77.5K
BTT icon
205
BlackRock Municipal 2030 Target Term Trust
BTT
$1.43B
$339K ﹤0.01%
15,930
+2,602
+20% +$56.2K
EAGLW
206
DELISTED
Platinum Eagle Acquisition Corp. Warrant
EAGLW
$333K ﹤0.01%
+266,666
New +$378K
AHPAW
207
DELISTED
Avista Healthcare Public Acquisition Corp. Warrants
AHPAW
$330K ﹤0.01%
1,000,000
– –
NPV icon
208
Nuveen Virginia Quality Municipal Income Fund
NPV
$214M
$329K ﹤0.01%
26,595
+4,387
+20% +$54.5K
NEA icon
209
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.36B
$326K ﹤0.01%
25,085
+3,351
+15% +$44.2K
NXJ
210
DELISTED
Nuveen New Jersey Quality Municipal Income Fund
NXJ
$326K ﹤0.01%
25,011
+2,521
+11% +$33.4K
AKP
211
DELISTED
Alliance Californa Muni Fd
AKP
$326K ﹤0.01%
25,727
+3,785
+17% +$49.4K
VPV icon
212
Invesco Pennsylvania Value Municipal Income Trust
VPV
$194M
$321K ﹤0.01%
27,335
+500
+2% +$5.93K
NRK icon
213
Nuveen New York AMT-Free Quality Municipal Income Fund
NRK
$900M
$319K ﹤0.01%
26,229
+3,100
+13% +$38.6K
IQI icon
214
Invesco Quality Municipal Securities
IQI
$526M
$317K ﹤0.01%
26,609
+1,983
+8% +$23.9K
BPMP
215
DELISTED
BP Midstream Partners LP Common Units representing Limited Partner Interests
BPMP
$312K ﹤0.01%
17,500
+2,500
+17% +$50K
EVN
216
Eaton Vance Municipal Income Trust
EVN
$427M
$311K ﹤0.01%
26,601
+11,143
+72% +$132K
HCAC.WS
217
DELISTED
Hennessy Capital Acquisition Corp. III
HCAC.WS
$311K ﹤0.01%
375,000
– –
TPGE.WS
218
DELISTED
TPG Pace Energy Holdings Corp.
TPGE.WS
$308K ﹤0.01%
166,667
– –
NTC
219
DELISTED
Nuveen Connecticut Quality Municipal Income Fund
NTC
$304K ﹤0.01%
26,387
+2,984
+13% +$34.9K
AFB
220
AllianceBernstein National Municipal Income Fund
AFB
$312M
$290K ﹤0.01%
+23,217
New +$298K
INDUW
221
DELISTED
Industrea Acquisition Corp. Warrant
INDUW
$275K ﹤0.01%
500,000
– –
NQP
222
DELISTED
Nuveen Pennsylvania Quality Municipal Income Fund
NQP
$271K ﹤0.01%
21,618
+9,618
+80% +$122K
DNI
223
DELISTED
Dividend and Income Fund
DNI
$265K ﹤0.01%
+21,109
New +$282K
GTES icon
224
Gates Industrial Corporation Ltd.
GTES
$6.81B
$263K ﹤0.01%
+15,000
New +$270K
MUJ icon
225
BlackRock MuniHoldings New Jersey Quality Fund
MUJ
$640M
$261K ﹤0.01%
19,527
+8,896
+84% +$122K
7 8
9
10 11

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

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.