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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
HYMC icon
76
Hycroft Mining Holding Corp
HYMC
$1.85B
$14.4M 0.18%
+150,000
New +$14.4M
ID
77
DELISTED
PARTS iD, Inc.
ID
$14.3M 0.18%
1,485,000
-15,000
-1% -$145K
PFPT
78
DELISTED
Proofpoint, Inc.
PFPT
$13.6M 0.17%
117,898
+17,180
+17% +$2.09M
VSM
79
DELISTED
Versum Materials, Inc.
VSM
$13.5M 0.17%
362,769
-104,149
-22% -$3.97M
BKI
80
DELISTED
Black Knight, Inc. Common Stock
BKI
$13.3M 0.16%
247,441
+140,301
+131% +$7.06M
XCRA
81
DELISTED
Xcerra Corporation
XCRA
$13M 0.16%
930,458
+248,172
+36% +$3.27M
PACK icon
82
Ranpak Holdings
PACK
$553M
$13M 0.16%
1,341,100
-1,158,900
-46% -$11.2M
LFACU
83
DELISTED
LF Capital Acquistion Corp. Unit
LFACU
$12.1M 0.15%
+1,200,000
New +$12M
BROGU
84
DELISTED
Twelve Seas Investment Company Units
BROGU
$12.1M 0.15%
+1,200,000
New +$12.1M
BIOX icon
85
Bioceres Crop Solutions
BIOX
$21.9M
$12M 0.15%
1,250,000
– –
HRG
86
DELISTED
HRG Group, Inc.
HRG
$11.6M 0.14%
888,331
+327,341
+58% +$4.37M
BHF icon
87
Brighthouse Financial
BHF
$3.63B
$11.6M 0.14%
289,682
– –
DCT
88
DELISTED
DCT Industrial Trust Inc.
DCT
$10.9M 0.13%
+162,800
New +$10.2M
AXTA icon
89
Axalta
AXTA
$7.01B
$10.1M 0.12%
334,756
– –
NFC.U
90
DELISTED
New Frontier Corporation Units, each consisting of one Class A Ordinary Share and one half of one Wa
NFC.U
$10.1M 0.12%
+1,000,000
New +$10.1M
GB
91
DELISTED
Global Blue Group Holding
GB
$9.75M 0.12%
+999,996
New +$9.75M
DMS
92
DELISTED
Digital Media Solutions, Inc.
DMS
$9.65M 0.12%
+66,667
New +$9.65M
SHLM
93
DELISTED
Schulman (A.) Inc
SHLM
$9.48M 0.12%
212,976
+6,600
+3% +$288K
HYAC
94
DELISTED
Haymaker Acquisition Corp. Class A Common Stock
HYAC
$8.84M 0.11%
899,960
-500,000
-36% -$4.84M
MTGE
95
DELISTED
MTGE Investment Corp. Common Stock
MTGE
$8.44M 0.1%
+430,699
New +$8.24M
LACQ
96
DELISTED
Leisure Acquisition Corp.
LACQ
$8.21M 0.1%
850,000
-650,000
-43% -$6.27M
KLXI
97
DELISTED
KLX Inc.
KLXI
$8.05M 0.1%
+132,832
New +$8.14M
TH icon
98
Target Hospitality
TH
$1.61B
$7.78M 0.1%
799,998
– –
KLR
99
DELISTED
Kaleyra, Inc.
KLR
$7.64M 0.09%
221,429
-235,714
-52% -$8.09M
CVG
100
DELISTED
Convergys
CVG
$7.64M 0.09%
+312,435
New +$7.45M
2 3
4
5 6

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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.