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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
+4.7%
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
MTECU
376
DELISTED
MTech Acquisition Corp. Unit
MTECU
– –
-125,000
Closed -$1.27M
CVON
377
DELISTED
ConvergeOne Holdings, Inc. Class A Common Stock
CVON
– –
-85,800
Closed -$793K
CVONW
378
DELISTED
ConvergeOne Holdings, Inc. Warrant
CVONW
– –
-750,000
Closed -$900K
FINL
379
DELISTED
Finish Line
FINL
– –
-259,200
Closed -$3.51M
TWX
380
DELISTED
Time Warner Inc
TWX
– –
-2,231,570
Closed -$211M
MON
381
DELISTED
Monsanto Co
MON
– –
-1,675,001
Closed -$195M
OA
382
DELISTED
Orbital ATK, Inc.
OA
– –
-1,347,303
Closed -$179M
BGC
383
DELISTED
General Cable Corporation
BGC
– –
-1,920,393
Closed -$56.8M
LQ
384
DELISTED
La Quinta Holdings Inc.
LQ
– –
-740,727
Closed -$14M
MSCC
385
DELISTED
Microsemi Corp
MSCC
– –
-1,606,648
Closed -$104M
CHUBA
386
DELISTED
CommerceHub, Inc. Series A Common Stock
CHUBA
– –
-140,000
Closed -$3.15M
CHUBK
387
DELISTED
CommerceHub, Inc. Series C Common Stock
CHUBK
– –
-297,202
Closed -$6.68M
CBI
388
DELISTED
Chicago Bridge & Iron Nv
CBI
– –
-3,823,299
Closed -$55.1M
MULE
389
DELISTED
MuleSoft, Inc.
MULE
– –
-2,349,393
Closed -$103M
ANTX
390
DELISTED
Anthem, Inc.
ANTX
– –
-1,920,000
Closed -$104M
STB
391
DELISTED
Student Transportation Inc
STB
– –
-1,043,833
Closed -$7.82M
BUFF
392
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
– –
-772,356
Closed -$30.7M
DYN
393
DELISTED
Dynegy, Inc.
DYN
– –
-5,205,046
Closed -$70.4M
CALD
394
DELISTED
Callidus Software, Inc.
CALD
– –
-755,446
Closed -$27.2M
CSRA
395
DELISTED
CSRA Inc.
CSRA
– –
-3,522,789
Closed -$145M
DISH
396
DELISTED
DISH Network Corp.
DISH
– –
-34,611
Closed -$1.31M
TIBRU
397
DELISTED
Tiberius Acquisition Corporation Units
TIBRU
– –
-1,175,000
Closed -$11.8M
WR
398
DELISTED
Westar Energy Inc
WR
– –
-2,508,123
Closed -$132M
DST
399
DELISTED
DST Systems Inc.
DST
– –
-799,519
Closed -$66.9M
PGEM
400
DELISTED
Ply Gem Holdings, Inc.
PGEM
– –
-345,000
Closed -$7.45M
13 14 15
16
17

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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.