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
+4.7%
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
$8.13B
AUM Growth
-$502M
Cap. Flow
-$3.25B
Cap. Flow %
-39.92%
Top 10 Hldgs %
28.62%
Holding
493
New
107
Increased
73
Reduced
39
Closed
49

Top Buys

Rank Stock Value
1
ANDV
Andeavor
ANDV
+$161M
2
VVC
Vectren Corporation
VVC
+$81.9M
3
ESRX
Express Scripts Holding Company
ESRX
+$79.2M
4
PAY
Verifone Systems Inc
PAY
+$75.4M
5
ILG
ILG, Inc Common Stock
ILG
+$72.2M

Top Sells

Rank Stock Value
1
TWX
Time Warner Inc
TWX
+$211M
2
MON
Monsanto Co
MON
+$195M
3
OA
Orbital ATK, Inc.
OA
+$179M
4
CSRA
CSRA Inc.
CSRA
+$145M
5
WR
Westar Energy Inc
WR
+$132M

Sector Composition

Rank Sector Weight
1 Technology 12.96%
2 Energy 6.43%
3 Financials 5.68%
4 Healthcare 5.5%
5 Utilities 4.31%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
JSYNR
351
DELISTED
Jensyn Acquistion Corp. Rights
JSYNR
$31K ﹤0.01%
174,000
– –
JSYNW
352
DELISTED
Jensyn Acquistion Corp. Warrants
JSYNW
$30K ﹤0.01%
174,000
– –
JASNW
353
DELISTED
Jason Industries, Inc.
JASNW
$19K ﹤0.01%
1,933,070
– –
VLYWW
354
DELISTED
Valley National Bancorp Warrants (expiring November 14, 2018)
VLYWW
$10K ﹤0.01%
114,185
– –
ADT icon
355
ADT
ADT
$5.16B
– –
-50,000
Closed -$397K
CIVI
356
DELISTED
Civitas Resources
CIVI
– –
-224,218
Closed -$6.21M
DBX icon
357
Dropbox
DBX
$6.81B
– –
-15,000
Closed -$469K
GTES icon
358
Gates Industrial Corporation Ltd.
GTES
$6.81B
– –
-15,000
Closed -$263K
GTLS
359
DELISTED
Chart Industries
GTLS
– –
-88,154
Closed -$5.2M
ILPT
360
Industrial Logistics Properties Trust
ILPT
$613M
– –
-50,000
Closed -$1.02M
LEN icon
361
Lennar Class A
LEN
$20.4B
– –
-28,780
Closed -$1.64M
LEN.B icon
362
Lennar Class B
LEN.B
$20B
– –
-34,133
Closed -$1.55M
NGVT icon
363
Ingevity
NGVT
$2.55B
– –
-352,451
Closed -$26M
NINE
364
DELISTED
Nine Energy Service
NINE
– –
-10,000
Closed -$244K
PAGS icon
365
PagSeguro Digital
PAGS
$2.57B
– –
-10,000
Closed -$383K
STR
366
DELISTED
Sitio Royalties
STR
– –
-100,000
Closed -$3.85M
VRSN icon
367
VeriSign
VRSN
$25.3B
– –
-17,807
Closed -$2.11M
VZ icon
368
Verizon
VZ
$194B
– –
-12,110
Closed -$579K
NESR
369
National Energy Services Reunited Corp
NESR
$2.79B
– –
-897,500
Closed -$8.91M
LHC.U
370
DELISTED
Leo Holdings Corp. II Units, each consisting of one Class A ordinary share and one-quarter of one redeemable warrant
LHC.U
– –
-2,480,000
Closed -$24.8M
HUD
371
DELISTED
Hudson Ltd. Class A Common Shares
HUD
– –
-10,000
Closed -$159K
MUDSU
372
DELISTED
Mudrick Capital Acquisition Corporation Unit
MUDSU
– –
-2,500,000
Closed -$25.4M
FTSI
373
DELISTED
FTS International, Inc. Common Stock
FTSI
– –
-500
Closed -$184K
DFBHU
374
DELISTED
DFB Healthcare Acquisitions Corp. Unit
DFBHU
– –
-2,000,000
Closed -$20.1M
STNLU
375
DELISTED
Sentinel Energy Services Inc. Unit
STNLU
– –
-400,000
Closed -$3.97M
13 14
15
16 17

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 Q2 2018 Portfolio in Review

As of Q2 2018, AQR Arbitrage held 493 positions worth $8.13B, down 5.8% from $8.63B the previous quarter. Its ten largest holdings account for 29% of the portfolio.

AQR Arbitrage withdrew a net $3.25B in Q2 2018, closing 49 positions and reducing 39 holdings. Its most notable exit was Time Warner Inc, an estimated $211M position sold in full.

By sector, the portfolio is most concentrated in Technology at 13% of assets, down from 14% a quarter earlier, followed by Energy and Financials.

Against the trend, AQR Arbitrage opened a new position in Andeavor worth $160M.

  • AQR Arbitrage's largest Q2 2018 buy was Andeavor: 1,222,201 shares worth $160M.
  • AQR Arbitrage added most to Express Scripts Holding Company in Q2 2018, an estimated $79.2M increase.
  • AQR Arbitrage's biggest Q2 2018 reduction was Wgl Holdings, cutting an estimated $20.1M.
  • AQR Arbitrage fully exited Time Warner Inc in Q2 2018, selling an estimated $211M.
  • AQR Arbitrage's ten largest holdings make up 29% of its $8.13B portfolio in Q2 2018.
  • AQR Arbitrage opened 107 new positions and closed 49 in Q2 2018.
  • AQR Arbitrage's portfolio value fell 5.8% quarter-over-quarter to $8.13B.

Based on AQR Arbitrage's 13F filing for Q2 2018, filed 14 Aug 2018.