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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
IGIC icon
101
International General Insurance
IGIC
$1.23B
$7.41M 0.09%
+775,000
New +$7.44M
BBCP icon
102
Concrete Pumping Holdings
BBCP
$531M
$7.2M 0.09%
730,582
– –
PNR icon
103
Pentair
PNR
$10.2B
$7.08M 0.09%
+168,126
New +$7.56M
AIZP
104
DELISTED
Assurant, Inc. 6.50% Series D Mandatory Convertible Preferred Stock, $1.00 par value
AIZP
$6.98M 0.09%
62,125
-121,850
-66% -$12.9M
LPRO
105
Open Lending Corp
LPRO
$373M
$6.71M 0.08%
699,996
– –
ABAX
106
DELISTED
Abaxis Inc
ABAX
$6.51M 0.08%
+78,422
New +$6.02M
GPAQU
107
DELISTED
Gordon Pointe Acquisition Corp. Unit
GPAQU
$6.32M 0.08%
614,900
-614,900
-50% -$6.26M
AVCT
108
DELISTED
American Virtual Cloud Technologies, Inc. Common Stock
AVCT
$6.31M 0.08%
42,440
-40,000
-49% -$5.89M
KXIN icon
109
Kaixin Holdings
KXIN
$8.95M
$6.28M 0.08%
2
– –
GBNK
110
DELISTED
Guaranty Bancorp
GBNK
$6.03M 0.07%
+202,285
New +$6.21M
COBZ
111
DELISTED
CoBiz Financial,Inc
COBZ
$6.02M 0.07%
+280,344
New +$5.91M
HOFV
112
DELISTED
Hall of Fame Resort & Entertainment Co
HOFV
$5.98M 0.07%
+39,717
New +$5.97M
MMDM
113
DELISTED
Modern Media Acquisition Corp. Common Stock
MMDM
$5.93M 0.07%
595,031
– –
ZEN
114
DELISTED
ZENDESK INC
ZEN
$5.66M 0.07%
+103,849
New +$5.52M
SRE.PRA
115
DELISTED
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
$5.44M 0.07%
52,150
– –
RWGE
116
DELISTED
Regalwood Global Energy Ltd. Class A Ordinary Shares
RWGE
$5.1M 0.06%
522,777
-1,050,000
-67% -$10.2M
CARS icon
117
Cars.com
CARS
$641M
$5M 0.06%
176,282
– –
WINR
118
DELISTED
Simplicity Esports and Gaming Company Common Stock
WINR
$4.87M 0.06%
450,000
– –
HTO
119
H2O America
HTO
$2.67B
$4.82M 0.06%
+72,810
New +$4.42M
OKTA icon
120
Okta
OKTA
$24.1B
$4.17M 0.05%
+82,870
New +$3.94M
NRCG
121
DELISTED
NRC Group Holdings Corp.
NRCG
$4.06M 0.05%
400,000
– –
OIS icon
122
Oil States International
OIS
$522M
$3.97M 0.05%
+123,624
New +$4.16M
STNL
123
DELISTED
Sentinel Energy Services Inc. Class A Common Stock
STNL
$3.9M 0.05%
+399,999
New +$3.9M
WEB
124
DELISTED
Web.com Group, Inc.
WEB
$3.86M 0.05%
+149,398
New +$3M
QTWO icon
125
Q2 Holdings
QTWO
$3.42B
$3.7M 0.05%
+64,837
New +$3.53M
3 4
5
6 7

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GA
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CIS
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EMPI
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HCM
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HPG
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DTC
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AWA
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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.