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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
BRMK
51
DELISTED
Broadmark Realty Capital Inc. Common Stock
BRMK
$20.5M 0.25%
+2,100,000
New +$20.5M
AHCO icon
52
AdaptHealth
AHCO
$1.46B
$19.3M 0.24%
+1,999,998
New +$19.4M
CHX
53
DELISTED
ChampionX
CHX
$19.2M 0.24%
+459,482
New +$18.8M
UPBD icon
54
Upbound Group
UPBD
$1.19B
$19M 0.23%
1,288,716
+789,657
+158% +$8.56M
JBGS
55
JBG SMITH
JBGS
$846M
$18.6M 0.23%
510,187
– –
BKHU
56
DELISTED
Black Hills Corporation
BKHU
$18.6M 0.23%
281,523
– –
CNDT icon
57
Conduent
CNDT
$230M
$18.1M 0.22%
998,907
-63,769
-6% -$1.23M
TBRGU
58
DELISTED
Thunder Bridge Acquisition, Ltd. Unit
TBRGU
$18.1M 0.22%
+1,800,000
New +$18.1M
EVRG icon
59
Evergy
EVRG
$20.1B
$17.4M 0.21%
+309,075
New +$16.6M
WH icon
60
Wyndham Hotels & Resorts
WH
$5.5B
$17.3M 0.21%
+294,710
New +$18.1M
NKLA
61
DELISTED
Nikola Corporation Common Stock
NKLA
$17.2M 0.21%
+60,000
New +$17.2M
DLPH
62
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
$17M 0.21%
374,830
– –
NVT icon
63
nVent Electric
NVT
$24.5B
$16.9M 0.21%
+672,194
New +$17.5M
CPLA
64
DELISTED
Capella Education Company
CPLA
$16.9M 0.21%
170,926
+20,123
+13% +$1.88M
STC icon
65
Stewart Information Services
STC
$2.05B
$16.8M 0.21%
390,124
+118,624
+44% +$5.09M
FTV icon
66
Fortive
FTV
$19B
$16.8M 0.21%
344,550
-400,016
-54% -$19.1M
HPK icon
67
HighPeak Energy
HPK
$967M
$16.6M 0.2%
+1,725,000
New +$16.6M
PK icon
68
Park Hotels & Resorts
PK
$2.97B
$15.6M 0.19%
509,892
-67,457
-12% -$2.01M
KDP icon
69
Keurig Dr Pepper
KDP
$40.4B
$15.5M 0.19%
127,239
– –
GSAH.U
70
DELISTED
GS Acquisition Holdings Corp. Units, each consisting of one share of Class A common stock and one-th
GSAH.U
$15.3M 0.19%
+1,500,000
New +$15.3M
BKNG icon
71
Booking.com
BKNG
$138B
$15M 0.18%
185,225
-4,150
-2% -$350K
ATHN
72
DELISTED
Athenahealth, Inc.
ATHN
$14.8M 0.18%
+93,134
New +$13.8M
RAD
73
DELISTED
Rite Aid Corporation
RAD
$14.8M 0.18%
427,518
+52,696
+14% +$1.79M
FBNK
74
DELISTED
First Connecticut Bancorp, Inc
FBNK
$14.7M 0.18%
+481,563
New +$12.7M
CYS
75
DELISTED
CYS Investments Inc.
CYS
$14.6M 0.18%
+1,943,549
New +$13.9M
1 2
3
4 5

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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.