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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
AKRX
26
DELISTED
Akorn Inc
AKRX
$50.3M 0.62%
3,033,939
+39,300
+1% +$603K
PNK
27
DELISTED
Pinnacle Entertainment Inc.
PNK
$49.8M 0.61%
1,476,305
+450,899
+44% +$14.7M
LW icon
28
Lamb Weston
LW
$6.85B
$44.8M 0.55%
654,306
-133,680
-17% -$8.74M
IPCC
29
DELISTED
Infinity Property & Casualty C
IPCC
$44.5M 0.55%
312,321
+81,759
+35% +$11.1M
GNW icon
30
Genworth Financial
GNW
$3.8B
$39.9M 0.49%
8,868,810
+1,017,614
+13% +$3.51M
HGV icon
31
Hilton Grand Vacations
HGV
$3.84B
$38.2M 0.47%
1,099,596
-60,139
-5% -$2.43M
AA icon
32
Alcoa
AA
$11.7B
$37.3M 0.46%
795,125
-125,878
-14% -$6.33M
FMI
33
DELISTED
Foundation Medicine, Inc.
FMI
$36.8M 0.45%
+268,929
New +$24.4M
QCP
34
DELISTED
Quality Care Properties, Inc.
QCP
$36.5M 0.45%
1,695,069
+142,775
+9% +$3.01M
MITL
35
DELISTED
Mitel Networks Corporation
MITL
$35.2M 0.43%
+3,206,720
New +$34.3M
AFSI
36
DELISTED
AmTrust Financial Services, Inc.
AFSI
$35.1M 0.43%
2,406,766
+685,881
+40% +$9.23M
LHO
37
DELISTED
LaSalle Hotel Properties
LHO
$30.8M 0.38%
+900,000
New +$29.1M
GPT
38
DELISTED
Gramercy Property Trust
GPT
$30.2M 0.37%
+1,106,266
New +$28.3M
MBFI
39
DELISTED
MB Financial Corp
MBFI
$29.1M 0.36%
+622,963
New +$28.5M
EDR
40
DELISTED
Education Realty Trust Inc
EDR
$29.1M 0.36%
+700,000
New +$24.9M
COTV
41
DELISTED
Cotiviti Holdings, Inc.
COTV
$28.2M 0.35%
+638,179
New +$23.2M
SHPG
42
DELISTED
Shire pic
SHPG
$27.4M 0.34%
+162,242
New +$26.2M
FNGN
43
DELISTED
Financial Engines, Inc.
FNGN
$27M 0.33%
+601,418
New +$24.8M
STBZ
44
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
$26.4M 0.32%
+789,198
New +$25.9M
OCLR
45
DELISTED
Oclaro Inc.
OCLR
$25.2M 0.31%
2,816,614
+1,921,973
+215% +$16.8M
MFGP
46
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
$23.7M 0.29%
1,132,247
-104,129
-8% -$2.2M
ADNT icon
47
Adient
ADNT
$1.6B
$23M 0.28%
466,806
– –
KND
48
DELISTED
Kindred Healthcare
KND
$21.8M 0.27%
2,416,945
+2,104,671
+674% +$18.9M
YUMC icon
49
Yum China
YUMC
$14.9B
$21.6M 0.27%
561,874
– –
VREX icon
50
Varex Imaging
VREX
$460M
$21.5M 0.26%
579,414
-79,304
-12% -$2.93M
1
2
3 4 5

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GA
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CIS
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HCM
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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.